diff --git a/qlib/contrib/backtest/backtest.py b/qlib/contrib/backtest/backtest.py
index b87d6afe3..909948c25 100644
--- a/qlib/contrib/backtest/backtest.py
+++ b/qlib/contrib/backtest/backtest.py
@@ -15,7 +15,8 @@ LOG = get_module_logger("backtest")
 
 
 def backtest(pred, strategy, executor, trade_exchange, shift, verbose, account, benchmark, return_order):
-    """Parameters
+    """
+    Parameters
     ----------
     pred : pandas.DataFrame
         predict should has <datetime, instrument> index and one `score` column
@@ -124,7 +125,9 @@ def backtest(pred, strategy, executor, trade_exchange, shift, verbose, account,
 
 
 def update_account(trade_account, trade_info, trade_exchange, trade_date):
-    """Update the account and strategy
+    """
+    Update the account and strategy
+    
     Parameters
     ----------
     trade_account : Account()
diff --git a/qlib/contrib/report/analysis_position/cumulative_return.py b/qlib/contrib/report/analysis_position/cumulative_return.py
index abb68ea60..00985a17c 100644
--- a/qlib/contrib/report/analysis_position/cumulative_return.py
+++ b/qlib/contrib/report/analysis_position/cumulative_return.py
@@ -214,7 +214,7 @@ def cumulative_return_graph(
                 features_df = D.features(D.instruments('csi500'), ['Ref($close, -1)/$close - 1'], pred_df_dates.min(), pred_df_dates.max())
                 features_df.columns = ['label']
 
-                qcr.cumulative_return_graph(positions, report_normal_df, features_df)
+                qcr.analysis_position.cumulative_return_graph(positions, report_normal_df, features_df)
 
 
         Graph desc:
diff --git a/qlib/contrib/report/analysis_position/rank_label.py b/qlib/contrib/report/analysis_position/rank_label.py
index 72a358adc..77743b10c 100644
--- a/qlib/contrib/report/analysis_position/rank_label.py
+++ b/qlib/contrib/report/analysis_position/rank_label.py
@@ -94,7 +94,7 @@ def rank_label_graph(
                 features_df = D.features(D.instruments('csi500'), ['Ref($close, -1)/$close-1'], pred_df_dates.min(), pred_df_dates.max())
                 features_df.columns = ['label']
 
-                qcr.rank_label_graph(positions, features_df, pred_df_dates.min(), pred_df_dates.max())
+                qcr.analysis_position.rank_label_graph(positions, features_df, pred_df_dates.min(), pred_df_dates.max())
 
 
     :param position: position data; **qlib.contrib.backtest.backtest.backtest** result.
diff --git a/qlib/contrib/report/analysis_position/report.py b/qlib/contrib/report/analysis_position/report.py
index f82e654c4..6b83f0734 100644
--- a/qlib/contrib/report/analysis_position/report.py
+++ b/qlib/contrib/report/analysis_position/report.py
@@ -186,7 +186,7 @@ def report_graph(report_df: pd.DataFrame, show_notebook: bool = True) -> [list,
 
                 report_normal_df, _ = backtest(pred_df, strategy, **bparas)
 
-                qcr.report_graph(report_normal_df)
+                qcr.analysis_position.report_graph(report_normal_df)
 
     :param report_df: **df.index.name** must be **date**, **df.columns** must contain **return**, **turnover**, **cost**, **bench**.