I wonder if there is constructive theories of the real which is based on Cauchy sequence, specifically, how to overcom the non-computable problem of some (in fact,uncountably many) Cauchy sequence by which to complete rationals system.
Yes, there are constructive theories of the real line which use a form of Cauchy sequences. In general, these theories will not prove that every real number is computable. The assumption that every real number is computable is a form of what is called Church's thesis in that context (this is not quite the same as the usual Church-Turing thesis).
One example is the constructive system used by Bishop, named BISH in Varieties of Constructive Mathematics by Bridges and Richman (1987). In BISH, a real number is taken to be a Cauchy sequence of rationals with a fixed modulus of convergence. These are called "quickly converging Cauchy sequences" in some contexts such as Simpson's book on reverse mathematics. So we might assume, for example, that if we take $\epsilon = 1/m$ in the definition of a Cauchy sequence then we can take $N$ to be simply $m+1$.
BISH is compatible with the assumption that every real number is computable, but at the same time his system cannot prove that every real number is computable. BISH can prove that there is no single sequence $(x_1, x_2, \ldots)$ that contains every real number, and so it proves the reals are uncountable in that sense.
Perhaps part of the intuition is that, even if a constructive system cannot prove that "every real number is computable", it is still probably the case that if a specific real number is constructed without any assumptions, that real number will be computable (this kind of metatheorem can often be proved about a formal constructive system using the "realizability" method).
Furthermore, if a real number is generated in a constructive system using some extra assumptions, it will often be the case that if the objects in the assumption are all computable then the real number being generated will also be computable. So all the specific real numbers encountered in practice in these theories will be computable, even if the theory cannot prove that every real number is computable.
One strength of not proving that every real number is computable is that constructive systems such as Bishop's are compatible with classical mathematics: any proof in Bishop's system is also a classically correct proof. Of course there is no classically correct proof that all real numbers are computable, so any constructive system that can prove that will be incompatible in some cases with classical reasoning.