diff --git a/trader/binance_future_trader.py b/trader/binance_future_trader.py
index 867b3e6..cdc7f36 100644
--- a/trader/binance_future_trader.py
+++ b/trader/binance_future_trader.py
@@ -291,6 +291,7 @@ def start(self):
 
         for s in deleted_positions:
             del self.positions.positions[s]  # delete the position data if the position notional is very small.
+        self.positions.save_data()
 
         pos_symbols = self.positions.positions.keys()  # the position's symbols, if there is {"symbol": postiondata}, you get the symbols here.
         pos_count = len(pos_symbols)  # position count
@@ -326,7 +327,7 @@ def start(self):
                     index += 1
                     self.place_order(s, signal['pct'], signal['pct_4h'])
 
-        self.positions.save_data()
+
 
     def place_order(self, symbol: str, hour_change: float, four_hour_change: float):
 
diff --git a/trader/binance_spot_trader.py b/trader/binance_spot_trader.py
index 86e9114..78254fc 100644
--- a/trader/binance_spot_trader.py
+++ b/trader/binance_spot_trader.py
@@ -231,7 +231,7 @@ def start(self):
                 value = pos * bid_price
                 if value < self.symbols_dict.get(s, {}).get('min_notional', 0):
                     print(f"{s} notional value is small, delete the position data.")
-                    deleted_positions.append(s) #
+                    deleted_positions.append(s)  #
                     # del self.positions.positions[s]  # delete the position data if the position notional is very small.
                 else:
                     avg_price = pos_data.get('avg_price')
@@ -302,6 +302,7 @@ def start(self):
         for s in deleted_positions:
             del self.positions.positions[s]  # delete the position data if the position notional is very small.
 
+        self.positions.save_data()
         pos_symbols = self.positions.positions.keys()  # 有仓位的交易对信息.
         pos_count = len(pos_symbols)  # 仓位的个数.
 
@@ -333,8 +334,6 @@ def start(self):
                     index += 1
                     self.place_order(s, signal['pct'], signal['pct_4h'])
 
-        self.positions.save_data()
-
     def place_order(self, symbol: str, hour_change: float, four_hour_change: float):
 
         buy_value = config.initial_trade_value