diff --git a/freqtrade/templates/v7.py b/freqtrade/templates/v7.py
index f1d12e2..024bfb1 100644
--- a/freqtrade/templates/v7.py
+++ b/freqtrade/templates/v7.py
@@ -3,9 +3,13 @@ from pandas import DataFrame
 import numpy as np
 import os
 import datetime
+import time
 import pandas as pd
 import talib.abstract as ta
 import freqtrade.vendor.qtpylib.indicators as qtpylib
+from freqtrade.persistence import Trade  # 必须导入 Trade 类
+from tempfile import NamedTemporaryFile
+import shutil
 
 
 class TheForceV7(IStrategy):
@@ -145,6 +149,7 @@ class TheForceV7(IStrategy):
 
         return dataframe
 
+
     def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         dataframe.loc[
             (
@@ -192,35 +197,5 @@ class TheForceV7(IStrategy):
             ),
             'exit_long'] = 1
         return dataframe
-    def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
-                        time_in_force: str, current_time: datetime, **kwargs) -> bool:
-        log_path = './user_data/dryrun_results/dry_run_trades.csv'
-        # 自动创建目录
-        os.makedirs(os.path.dirname(log_path), exist_ok=True)
-        # 写入日志
-        with open(log_path, 'a') as f:
-            f.write(f"{pair},{current_time},,,{rate},,{amount},,,,,,,,\n")
-        return True
 
-    def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount: float,
-                       rate: float, time_in_force: str, exit_reason: str, current_time: 'datetime', **kwargs) -> bool:
-        log_path = './user_data/dryrun_results/dry_run_trades.csv'
-        # 自动创建目录
-        os.makedirs(os.path.dirname(log_path), exist_ok=True)
-        # 计算盈亏
-        profit_ratio = trade.calc_profit_ratio(rate)
-        profit_abs = trade.calc_profit(rate)
-        trade_duration = (current_time - trade.open_date).total_seconds() / 60
-        # 获取 min_rate 和 max_rate
-        df = self.trade_data.get(pair)
-        min_rate = max_rate = rate
-        if df is not None:
-            trade_period = df[(df['date'] >= trade.open_date) & (df['date'] <= current_time)]
-            min_rate = trade_period['low'].min() if not trade_period.empty else rate
-            max_rate = trade_period['high'].max() if not trade_period.empty else rate
-        # 写入日志
-        with open(log_path, 'a') as f:
-            f.write(f"{pair},{trade.open_date},{current_time},{trade.open_rate},{rate},"
-                    f"{amount},{profit_ratio},{profit_abs},{exit_reason},"
-                    f"{trade.fee_open},{trade.fee_close},{trade_duration},{min_rate},{max_rate}\n")
-        return True 
+
diff --git a/tools/backtest.sh b/tools/backtest.sh
index bbb9b79..d983d50 100755
--- a/tools/backtest.sh
+++ b/tools/backtest.sh
@@ -8,6 +8,7 @@ cd ../
 source .venv/bin/activate
 rm -rf user_data/models/*
 rm -rf ./freqtrade/user_data/data/backtest_results/*
+rm -fr ./user_data/dryrun_results/*
 
 #docker-compose -f docker-compose_backtest.yml run --rm freqtrade >output.log 2>&1
 freqtrade backtesting \