diff --git a/qlib/contrib/data/utils/sepdf.py b/qlib/contrib/data/utils/sepdf.py
index 9650b7729..58664c46c 100644
--- a/qlib/contrib/data/utils/sepdf.py
+++ b/qlib/contrib/data/utils/sepdf.py
@@ -75,6 +75,10 @@ class SepDataFrame:
     def copy(self, *args, **kwargs):
         return self.apply_each("copy", True, *args, **kwargs)
 
+    def _update_join(self):
+        if self.join not in self:
+            self.join = next(iter(self._df_dict.keys()))
+
     def __getitem__(self, item):
         return self._df_dict[item]
 
@@ -82,9 +86,16 @@ class SepDataFrame:
         # TODO: consider the join behavior
         self._df_dict[item] = df
 
+    def __delitem__(self, item: str):
+        del self._df_dict[item]
+        self._update_join()
+
     def __contains__(self, item):
         return item in self._df_dict
 
+    def __len__(self):
+        return len(self._df_dict[self.join])
+
     def droplevel(self, *args, **kwargs):
         raise NotImplementedError(f"Please implement the `droplevel` method")
 
@@ -125,21 +136,26 @@ class SDFLoc:
                 return self._sdf[args]
             elif isinstance(args, (tuple, list)):
                 new_df_dict = {k: self._sdf[k] for k in args}
-                return SepDataFrame(new_df_dict, join=self.join if self.join in args else args[0])
+                return SepDataFrame(new_df_dict, join=self.join if self.join in args else args[0], skip_align=True)
             else:
                 raise NotImplementedError(f"This type of input is not supported")
         elif self.axis == 0:
-            return SepDataFrame({k: df.loc(axis=0)[args] for k, df in self._sdf._df_dict.items()}, join=self.join)
+            return SepDataFrame(
+                {k: df.loc(axis=0)[args] for k, df in self._sdf._df_dict.items()}, join=self.join, skip_align=True
+            )
         else:
-            ax0, *ax1 = args
-            if len(ax1) == 0:
-                ax1 = None
             df = self._sdf
-            if ax1 is not None:
-                df = df.loc(axis=1)[ax1]
-            if ax0 is not None:
-                df = df.loc(axis=0)[ax0]
-            return df
+            if isinstance(args, tuple):
+                ax0, *ax1 = args
+                if len(ax1) == 0:
+                    ax1 = None
+                if ax1 is not None:
+                    df = df.loc(axis=1)[ax1]
+                if ax0 is not None:
+                    df = df.loc(axis=0)[ax0]
+                return df
+            else:
+                return df.loc(axis=0)[args]
 
 
 # Patch pandas DataFrame