diff --git a/vnpy/app/algo_trading/engine.py b/vnpy/app/algo_trading/engine.py
index c2b0a213..77f110f0 100644
--- a/vnpy/app/algo_trading/engine.py
+++ b/vnpy/app/algo_trading/engine.py
@@ -382,7 +382,7 @@ class AlgoEngine(BaseEngine):
             algo_logger = self.algo_loggers.get(algo_name, None)
             if not algo_logger:
                 log_path = get_folder_path('log')
-                log_filename = os.path.abspath(os.path.join(log_path, str(algo_name)))
+                log_filename = str(log_path.joinpath(str(algo_name)))
                 print(u'create logger:{}'.format(log_filename))
                 self.algo_loggers[algo_name] = setup_logger(
                     file_name=log_filename,
diff --git a/vnpy/app/cta_crypto/engine.py b/vnpy/app/cta_crypto/engine.py
index 3130e026..ade1323c 100644
--- a/vnpy/app/cta_crypto/engine.py
+++ b/vnpy/app/cta_crypto/engine.py
@@ -1,11 +1,16 @@
 """
 数字货币CTA策略运行引擎
+华富资产：
 """
 
 import importlib
 import os
 import sys
 import traceback
+import json
+import pickle
+import bz2
+
 from collections import defaultdict
 from pathlib import Path
 from typing import Any, Callable
@@ -168,6 +173,7 @@ class CtaEngine(BaseEngine):
         """
         self.main_engine.get_strategy_status = self.get_strategy_status
         self.main_engine.get_strategy_pos = self.get_strategy_pos
+        self.main_engine.compare_pos = self.compare_pos
         self.main_engine.add_strategy = self.add_strategy
         self.main_engine.init_strategy = self.init_strategy
         self.main_engine.start_strategy = self.start_strategy
@@ -179,16 +185,17 @@ class CtaEngine(BaseEngine):
 
         # 注册到远程服务调用
         if self.main_engine.rpc_service:
-             self.main_engine.rpc_service.register(self.main_engine.get_strategy_status)
-             self.main_engine.rpc_service.register(self.main_engine.get_strategy_pos)
-             self.main_engine.rpc_service.register(self.main_engine.add_strategy)
-             self.main_engine.rpc_service.register(self.main_engine.init_strategy)
-             self.main_engine.rpc_service.register(self.main_engine.start_strategy)
-             self.main_engine.rpc_service.register(self.main_engine.stop_strategy)
-             self.main_engine.rpc_service.register(self.main_engine.remove_strategy)
-             self.main_engine.rpc_service.register(self.main_engine.reload_strategy)
-             self.main_engine.rpc_service.register(self.main_engine.save_strategy_data)
-             self.main_engine.rpc_service.register(self.main_engine.save_strategy_snapshot)
+            self.main_engine.rpc_service.register(self.main_engine.get_strategy_status)
+            self.main_engine.rpc_service.register(self.main_engine.get_strategy_pos)
+            self.main_engine.rpc_service.register(self.main_engine.compare_pos)
+            self.main_engine.rpc_service.register(self.main_engine.add_strategy)
+            self.main_engine.rpc_service.register(self.main_engine.init_strategy)
+            self.main_engine.rpc_service.register(self.main_engine.start_strategy)
+            self.main_engine.rpc_service.register(self.main_engine.stop_strategy)
+            self.main_engine.rpc_service.register(self.main_engine.remove_strategy)
+            self.main_engine.rpc_service.register(self.main_engine.reload_strategy)
+            self.main_engine.rpc_service.register(self.main_engine.save_strategy_data)
+            self.main_engine.rpc_service.register(self.main_engine.save_strategy_snapshot)
 
     def process_timer_event(self, event: Event):
         """ 处理定时器事件"""
@@ -316,8 +323,7 @@ class CtaEngine(BaseEngine):
                 trade_dict.update({'idx_price': trade_dict.get('price')})
 
             if strategy_name is not None:
-                trade_file = os.path.abspath(
-                    os.path.join(get_folder_path('data'), '{}_trade.csv'.format(strategy_name)))
+                trade_file = str(get_folder_path('data').joinpath('{}_trade.csv'.format(strategy_name)))
                 append_data(file_name=trade_file, dict_data=trade_dict)
         except Exception as ex:
             self.write_error(u'写入交易记录csv出错：{},{}'.format(str(ex), traceback.format_exc()))
@@ -338,6 +344,7 @@ class CtaEngine(BaseEngine):
         holding = self.get_position_holding(position.vt_symbol, position.gateway_name)
         holding.update_position(position)
 
+
     def check_unsubscribed_symbols(self):
         """检查未订阅合约"""
 
@@ -941,15 +948,17 @@ class CtaEngine(BaseEngine):
         Add a new strategy.
         """
         if strategy_name in self.strategies:
-            self.write_log(msg=f"创建策略失败，存在重名{strategy_name}",
+            msg = f"创建策略失败，存在重名{strategy_name}"
+            self.write_log(msg=msg,
                            level=logging.CRITICAL)
-            return
+            return False, msg
 
         strategy_class = self.classes.get(class_name, None)
         if not strategy_class:
-            self.write_log(msg=f"创建策略失败，找不到策略类{class_name}",
+            msg = f"创建策略失败，找不到策略类{class_name}"
+            self.write_log(msg=msg,
                            level=logging.CRITICAL)
-            return
+            return False, msg
 
         self.write_log(f'开始添加策略类{class_name}，实例名:{strategy_name}')
         strategy = strategy_class(self, strategy_name, vt_symbol, setting)
@@ -971,6 +980,8 @@ class CtaEngine(BaseEngine):
         if auto_init:
             self.init_strategy(strategy_name, auto_start=auto_start)
 
+        return True, f'成功添加{strategy_name}'
+
     def init_strategy(self, strategy_name: str, auto_start: bool = False):
         """
         Init a strategy.
@@ -1020,19 +1031,21 @@ class CtaEngine(BaseEngine):
         """
         strategy = self.strategies[strategy_name]
         if not strategy.inited:
-            self.write_error(f"策略{strategy.strategy_name}启动失败，请先初始化")
-            return False
+            msg = f"策略{strategy.strategy_name}启动失败，请先初始化"
+            self.write_error(msg)
+            return False, msg
 
         if strategy.trading:
-            self.write_error(f"{strategy_name}已经启动，请勿重复操作")
-            return False
+            msg = f"{strategy_name}已经启动，请勿重复操作"
+            self.write_error(msg)
+            return False, msg
 
         self.call_strategy_func(strategy, strategy.on_start)
         strategy.trading = True
 
         self.put_strategy_event(strategy)
 
-        return True
+        return True, f'成功启动策略{strategy_name}'
 
     def stop_strategy(self, strategy_name: str):
         """
@@ -1040,8 +1053,9 @@ class CtaEngine(BaseEngine):
         """
         strategy = self.strategies[strategy_name]
         if not strategy.trading:
-            self.write_log(f'{strategy_name}策略实例已处于停止交易状态')
-            return False
+            msg = f'{strategy_name}策略实例已处于停止交易状态'
+            self.write_log(msg)
+            return False, msg
 
         # Call on_stop function of the strategy
         self.write_log(f'调用{strategy_name}的on_stop,停止交易')
@@ -1060,8 +1074,7 @@ class CtaEngine(BaseEngine):
 
         # Update GUI
         self.put_strategy_event(strategy)
-
-        return True
+        return True, f'成功停止策略{strategy_name}'
 
     def edit_strategy(self, strategy_name: str, setting: dict):
         """
@@ -1083,8 +1096,9 @@ class CtaEngine(BaseEngine):
         """
         strategy = self.strategies[strategy_name]
         if strategy.trading:
-            self.write_error(f"策略{strategy.strategy_name}移除失败，请先停止")
-            return False
+            err_msg = f"策略{strategy.strategy_name}移除失败，请先停止"
+            self.write_error(err_msg)
+            return False, err_msg
 
         # Remove setting
         self.remove_strategy_setting(strategy_name)
@@ -1109,7 +1123,7 @@ class CtaEngine(BaseEngine):
         self.write_log(f'移除{strategy_name}策略实例')
         self.strategies.pop(strategy_name)
 
-        return True
+        return True, f'成功移除{strategy_name}策略实例'
 
     def reload_strategy(self, strategy_name: str, vt_symbol: str = '', setting: dict = {}):
         """
@@ -1123,8 +1137,9 @@ class CtaEngine(BaseEngine):
 
         # 优先判断重启的策略，是否已经加载
         if strategy_name not in self.strategies or strategy_name not in self.strategy_setting:
-            self.write_error(f"{strategy_name}不在运行策略中，不能重启")
-            return False
+            err_msg = f"{strategy_name}不在运行策略中，不能重启"
+            self.write_error(err_msg)
+            return False, err_msg
 
         # 从本地配置文件中读取
         if len(setting) == 0:
@@ -1142,7 +1157,9 @@ class CtaEngine(BaseEngine):
         module_name = self.class_module_map[class_name]
         # 重新load class module
         if not self.load_strategy_class_from_module(module_name):
-            return False
+            err_msg = f'不能加载模块:{module_name}'
+            self.write_error(err_msg)
+            return False, err_msg
 
         # 停止当前策略实例的运行，撤单
         self.stop_strategy(strategy_name)
@@ -1158,8 +1175,9 @@ class CtaEngine(BaseEngine):
                           auto_init=old_strategy_config.get('auto_init', False),
                           auto_start=old_strategy_config.get('auto_start', False))
 
-        self.write_log(f'重新运行策略{strategy_name}执行完毕')
-        return True
+        msg = f'成功重载策略{strategy_name}'
+        self.write_log(msg)
+        return True, msg
 
     def save_strategy_data(self, select_name: str):
         """ save strategy data"""
@@ -1241,6 +1259,11 @@ class CtaEngine(BaseEngine):
                 return
 
             # 剩下工作：保存本地文件/数据库
+            snapshot_folder = get_folder_path(f'data/snapshots/{strategy_name}')
+            snapshot_file = snapshot_folder.joinpath('{}.pkb2'.format(datetime.now().strftime('%Y%m%d_%H%M%S')))
+            with bz2.BZ2File(str(snapshot_file), 'wb') as f:
+                pickle.dump(snapshot, f)
+                self.write_log(u'切片保存成功:{}'.format(str(snapshot_file)))
 
         except Exception as ex:
             self.write_error(u'获取策略{}切片数据异常:'.format(strategy_name, str(ex)))
@@ -1417,6 +1440,9 @@ class CtaEngine(BaseEngine):
             d['date'] = dt.strftime('%Y%m%d')
             d['hour'] = dt.hour
             d['datetime'] = datetime.now()
+            strategy = self.strategies.get(strategy_name)
+            d['inited'] = strategy.inited
+            d['trading'] = strategy.trading
             try:
                 d['pos'] = self.get_strategy_pos(name=strategy_name)
             except Exception as ex:
@@ -1451,6 +1477,146 @@ class CtaEngine(BaseEngine):
         d.update(strategy.get_parameters())
         return d
 
+    def compare_pos(self):
+        """
+        对比账号&策略的持仓,不同的话则发出微信提醒
+        :return:
+        """
+        # 当前没有接入网关
+        if len(self.main_engine.gateways) == 0:
+            return False, u'当前没有接入网关'
+
+        self.write_log(u'开始对比账号&策略的持仓')
+
+        # 获取当前策略得持仓
+        strategy_pos_list = self.get_all_strategy_pos()
+        self.write_log(u'策略持仓清单:{}'.format(strategy_pos_list))
+
+        # 需要进行对比得合约集合（来自策略持仓/账号持仓）
+        vt_symbols = set()
+
+        # 账号的持仓处理 => account_pos
+
+        compare_pos = dict()  # vt_symbol: {'账号多单': xx, '账号空单':xxx, '策略空单':[], '策略多单':[]}
+
+        for holding_key in list(self.holdings.keys()):
+            # gateway_name.symbol.exchange => symbol.exchange
+            vt_symbol = '.'.join(holding_key.split('.')[-2:])
+
+            vt_symbols.add(vt_symbol)
+            holding = self.holdings.get(holding_key, None)
+            if holding is None:
+                continue
+
+            compare_pos[vt_symbol] = OrderedDict(
+                {
+                    "账号空单": holding.short_pos,
+                    '账号多单': holding.long_pos,
+                    '策略空单': 0,
+                    '策略多单': 0,
+                    '空单策略': [],
+                    '多单策略': []
+                }
+            )
+
+        # 逐一根据策略仓位，与Account_pos进行处理比对
+        for strategy_pos in strategy_pos_list:
+            for pos in strategy_pos.get('pos', []):
+                vt_symbol = pos.get('vt_symbol')
+                if not vt_symbol:
+                    continue
+                vt_symbols.add(vt_symbol)
+                symbol_pos = compare_pos.get(vt_symbol, None)
+                if symbol_pos is None:
+                    self.write_log(u'账号持仓信息获取不到{}，创建一个'.format(vt_symbol))
+                    symbol_pos = OrderedDict(
+                        {
+                            "账号空单": 0,
+                            '账号多单': 0,
+                            '策略空单': 0,
+                            '策略多单': 0,
+                            '空单策略': [],
+                            '多单策略': []
+                        }
+                    )
+
+                if pos.get('direction') == 'short':
+                    symbol_pos.update({'策略空单': symbol_pos.get('策略空单', 0) + abs(pos.get('volume', 0))})
+                    symbol_pos['空单策略'].append(
+                        u'{}({})'.format(strategy_pos['strategy_name'], abs(pos.get('volume', 0))))
+                    self.write_log(u'更新{}策略持空仓=>{}'.format(vt_symbol, symbol_pos.get('策略空单', 0)))
+                if pos.get('direction') == 'long':
+                    symbol_pos.update({'策略多单': symbol_pos.get('策略多单', 0) + abs(pos.get('volume', 0))})
+                    symbol_pos['多单策略'].append(
+                        u'{}({})'.format(strategy_pos['strategy_name'], abs(pos.get('volume', 0))))
+                    self.write_log(u'更新{}策略持多仓=>{}'.format(vt_symbol, symbol_pos.get('策略多单', 0)))
+
+        pos_compare_result = ''
+        # 精简输出
+        compare_info = ''
+        for vt_symbol in sorted(vt_symbols):
+            # 发送不一致得结果
+            symbol_pos = compare_pos.pop(vt_symbol)
+            d_long = {
+                'account_id': self.engine_config.get('account_id', '-'),
+                'vt_symbol': vt_symbol,
+                'direction': Direction.LONG.value,
+                'strategy_list': symbol_pos.get('多单策略', [])}
+
+            d_short = {
+                'account_id': self.engine_config.get('account_id', '-'),
+                'vt_symbol': vt_symbol,
+                'direction': Direction.SHORT.value,
+                'strategy_list': symbol_pos.get('多单策略', [])}
+
+            # 多空都一致
+            if round(symbol_pos['账号空单'], 7) == round(symbol_pos['策略空单'], 7) and \
+                    round(symbol_pos['账号多单'], 7) == round(symbol_pos['策略多单'], 7):
+                msg = u'{}多空都一致.{}\n'.format(vt_symbol, json.dumps(symbol_pos, indent=2, ensure_ascii=False))
+                self.write_log(msg)
+                compare_info += msg
+            else:
+                pos_compare_result += '\n{}: '.format(vt_symbol)
+                # 多单不一致
+                if round(symbol_pos['策略多单'], 7) != round(symbol_pos['账号多单'], 7):
+                    msg = '{}多单[账号({}), 策略{},共({})], ' \
+                        .format(vt_symbol,
+                                symbol_pos['账号多单'],
+                                symbol_pos['多单策略'],
+                                symbol_pos['策略多单'])
+
+                    pos_compare_result += msg
+                    self.write_error(u'{}不一致:{}'.format(vt_symbol, msg))
+                    compare_info += u'{}不一致:{}\n'.format(vt_symbol, msg)
+                # 空单不一致
+                if round(symbol_pos['策略空单'], 7) != round(symbol_pos['账号空单'], 7):
+                    msg = '{}空单[账号({}), 策略{},共({})], ' \
+                        .format(vt_symbol,
+                                symbol_pos['账号空单'],
+                                symbol_pos['空单策略'],
+                                symbol_pos['策略空单'])
+                    pos_compare_result += msg
+                    self.write_error(u'{}不一致:{}'.format(vt_symbol, msg))
+                    compare_info += u'{}不一致:{}\n'.format(vt_symbol, msg)
+
+        # 不匹配，输入到stdErr通道
+        if pos_compare_result != '':
+            msg = u'账户{}持仓不匹配: {}' \
+                .format(self.engine_config.get('account_id', '-'),
+                        pos_compare_result)
+            try:
+                from vnpy.trader.util_wechat import send_wx_msg
+                send_wx_msg(content=msg)
+            except Exception as ex:
+                pass
+            ret_msg = u'持仓不匹配: {}' \
+                .format(pos_compare_result)
+            self.write_error(ret_msg)
+            return True, compare_info + ret_msg
+        else:
+            self.write_log(u'账户持仓与策略一致')
+            return True, compare_info
+
     def init_all_strategies(self):
         """
         """
@@ -1559,13 +1725,16 @@ class CtaEngine(BaseEngine):
             strategy_logger = self.strategy_loggers.get(strategy_name, None)
             if not strategy_logger:
                 log_path = get_folder_path('log')
-                log_filename = os.path.abspath(os.path.join(log_path, str(strategy_name)))
+                log_filename = str(log_path.joinpath(str(strategy_name)))
                 print(u'create logger:{}'.format(log_filename))
                 self.strategy_loggers[strategy_name] = setup_logger(file_name=log_filename,
                                                                     name=str(strategy_name))
                 strategy_logger = self.strategy_loggers.get(strategy_name)
             if strategy_logger:
                 strategy_logger.log(level, msg)
+        else:
+            if self.logger:
+                self.logger.log(level, msg)
 
         # 如果日志数据异常，错误和告警，输出至sys.stderr
         if level in [logging.CRITICAL, logging.ERROR, logging.WARNING]:
diff --git a/vnpy/app/cta_crypto/template.py b/vnpy/app/cta_crypto/template.py
index 1152f141..511182b8 100644
--- a/vnpy/app/cta_crypto/template.py
+++ b/vnpy/app/cta_crypto/template.py
@@ -662,7 +662,7 @@ class CtaFutureTemplate(CtaTemplate):
                                  'price': g.open_price})
 
         if self.cur_datetime and (datetime.now() - self.cur_datetime).total_seconds() < 10:
-            self.write_log(u'当前持仓:{}'.format(pos_list))
+            self.write_log(u'{}当前持仓:{}'.format(self.strategy_name, pos_list))
         return pos_list
 
     def on_trade(self, trade: TradeData):
diff --git a/vnpy/app/cta_strategy_pro/engine.py b/vnpy/app/cta_strategy_pro/engine.py
index b4cc5136..ebc5a1df 100644
--- a/vnpy/app/cta_strategy_pro/engine.py
+++ b/vnpy/app/cta_strategy_pro/engine.py
@@ -1,13 +1,20 @@
-""""""
+"""
+CTA策略运行引擎增强版
+华富资产
+"""
 
 import importlib
 import os
 import sys
 import traceback
+import json
+import pickle
+import bz2
+
 from collections import defaultdict
 from pathlib import Path
 from typing import Any, Callable
-from datetime import datetime
+from datetime import datetime, timedelta
 from collections import OrderedDict
 from concurrent.futures import ThreadPoolExecutor
 from copy import copy
@@ -94,7 +101,11 @@ class CtaEngine(BaseEngine):
     engine_filename = "cta_strategy_pro_config.json"
 
     def __init__(self, main_engine: MainEngine, event_engine: EventEngine):
-        """"""
+        """
+        构造函数
+        :param main_engine: 主引擎
+        :param event_engine: 事件引擎
+        """
         super().__init__(main_engine, event_engine, APP_NAME)
 
         self.engine_config = {}
@@ -138,10 +149,12 @@ class CtaEngine(BaseEngine):
     def init_engine(self):
         """
         """
-        self.load_strategy_class()
-        self.load_strategy_setting()
         self.register_event()
         self.register_funcs()
+
+        self.load_strategy_class()
+        self.load_strategy_setting()
+
         self.write_log("CTA策略引擎初始化成功")
 
     def close(self):
@@ -164,6 +177,7 @@ class CtaEngine(BaseEngine):
         """
         self.main_engine.get_strategy_status = self.get_strategy_status
         self.main_engine.get_strategy_pos = self.get_strategy_pos
+        self.main_engine.compare_pos = self.compare_pos
         self.main_engine.add_strategy = self.add_strategy
         self.main_engine.init_strategy = self.init_strategy
         self.main_engine.start_strategy = self.start_strategy
@@ -177,6 +191,7 @@ class CtaEngine(BaseEngine):
         if self.main_engine.rpc_service:
             self.main_engine.rpc_service.register(self.main_engine.get_strategy_status)
             self.main_engine.rpc_service.register(self.main_engine.get_strategy_pos)
+            self.main_engine.rpc_service.register(self.main_engine.compare_pos)
             self.main_engine.rpc_service.register(self.main_engine.add_strategy)
             self.main_engine.rpc_service.register(self.main_engine.init_strategy)
             self.main_engine.rpc_service.register(self.main_engine.start_strategy)
@@ -310,8 +325,7 @@ class CtaEngine(BaseEngine):
                 trade_dict.update({'idx_price': trade_dict.get('price')})
 
             if strategy_name is not None:
-                trade_file = os.path.abspath(
-                    os.path.join(get_folder_path('data'), '{}_trade.csv'.format(strategy_name)))
+                trade_file = str(get_folder_path('data').joinpath('{}_trade.csv'.format(strategy_name)))
                 append_data(file_name=trade_file, dict_data=trade_dict)
         except Exception as ex:
             self.write_error(u'写入交易记录csv出错：{},{}'.format(str(ex), traceback.format_exc()))
@@ -856,15 +870,17 @@ class CtaEngine(BaseEngine):
         Add a new strategy.
         """
         if strategy_name in self.strategies:
-            self.write_log(msg=f"创建策略失败，存在重名{strategy_name}",
+            msg = f"创建策略失败，存在重名{strategy_name}"
+            self.write_log(msg=msg,
                            level=logging.CRITICAL)
-            return
+            return False, msg
 
         strategy_class = self.classes.get(class_name, None)
         if not strategy_class:
-            self.write_log(msg=f"创建策略失败，找不到策略类{class_name}",
+            msg = f"创建策略失败，找不到策略类{class_name}"
+            self.write_log(msg=msg,
                            level=logging.CRITICAL)
-            return
+            return False, msg
 
         self.write_log(f'开始添加策略类{class_name}，实例名:{strategy_name}')
         strategy = strategy_class(self, strategy_name, vt_symbol, setting)
@@ -886,6 +902,8 @@ class CtaEngine(BaseEngine):
         if auto_init:
             self.init_strategy(strategy_name, auto_start=auto_start)
 
+        return True, f'成功添加{strategy_name}'
+
     def init_strategy(self, strategy_name: str, auto_start: bool = False):
         """
         Init a strategy.
@@ -935,26 +953,31 @@ class CtaEngine(BaseEngine):
         """
         strategy = self.strategies[strategy_name]
         if not strategy.inited:
-            self.write_error(f"策略{strategy.strategy_name}启动失败，请先初始化")
-            return
+            msg = f"策略{strategy.strategy_name}启动失败，请先初始化"
+            self.write_error(msg)
+            return False, msg
 
         if strategy.trading:
-            self.write_error(f"{strategy_name}已经启动，请勿重复操作")
-            return
+            msg = f"{strategy_name}已经启动，请勿重复操作"
+            self.write_error(msg)
+            return False, msg
 
         self.call_strategy_func(strategy, strategy.on_start)
         strategy.trading = True
 
         self.put_strategy_event(strategy)
 
+        return True, f'成功启动策略{strategy_name}'
+
     def stop_strategy(self, strategy_name: str):
         """
         Stop a strategy.
         """
         strategy = self.strategies[strategy_name]
         if not strategy.trading:
-            self.write_log(f'{strategy_name}策略实例已处于停止交易状态')
-            return
+            msg = f'{strategy_name}策略实例已处于停止交易状态'
+            self.write_log(msg)
+            return False, msg
 
         # Call on_stop function of the strategy
         self.write_log(f'调用{strategy_name}的on_stop,停止交易')
@@ -973,6 +996,7 @@ class CtaEngine(BaseEngine):
 
         # Update GUI
         self.put_strategy_event(strategy)
+        return True, f'成功停止策略{strategy_name}'
 
     def edit_strategy(self, strategy_name: str, setting: dict):
         """
@@ -994,8 +1018,9 @@ class CtaEngine(BaseEngine):
         """
         strategy = self.strategies[strategy_name]
         if strategy.trading:
-            self.write_error(f"策略{strategy.strategy_name}移除失败，请先停止")
-            return
+            err_msg = f"策略{strategy.strategy_name}移除失败，请先停止"
+            self.write_error(err_msg)
+            return False, err_msg
 
         # Remove setting
         self.remove_strategy_setting(strategy_name)
@@ -1020,7 +1045,7 @@ class CtaEngine(BaseEngine):
         self.write_log(f'移除{strategy_name}策略实例')
         self.strategies.pop(strategy_name)
 
-        return True
+        return True, f'成功移除{strategy_name}策略实例'
 
     def reload_strategy(self, strategy_name: str, vt_symbol: str = '', setting: dict = {}):
         """
@@ -1034,8 +1059,9 @@ class CtaEngine(BaseEngine):
 
         # 优先判断重启的策略，是否已经加载
         if strategy_name not in self.strategies or strategy_name not in self.strategy_setting:
-            self.write_error(f"{strategy_name}不在运行策略中，不能重启")
-            return False
+            err_msg = f"{strategy_name}不在运行策略中，不能重启"
+            self.write_error(err_msg)
+            return False, err_msg
 
         # 从本地配置文件中读取
         if len(setting) == 0:
@@ -1053,7 +1079,9 @@ class CtaEngine(BaseEngine):
         module_name = self.class_module_map[class_name]
         # 重新load class module
         if not self.load_strategy_class_from_module(module_name):
-            return False
+            err_msg = f'不能加载模块:{module_name}'
+            self.write_error(err_msg)
+            return False, err_msg
 
         # 停止当前策略实例的运行，撤单
         self.stop_strategy(strategy_name)
@@ -1069,8 +1097,9 @@ class CtaEngine(BaseEngine):
                           auto_init=old_strategy_config.get('auto_init', False),
                           auto_start=old_strategy_config.get('auto_start', False))
 
-        self.write_log(f'重新运行策略{strategy_name}执行完毕')
-        return True
+        msg = f'成功重载策略{strategy_name}'
+        self.write_log(msg)
+        return True, msg
 
     def save_strategy_data(self, select_name: str):
         """ save strategy data"""
@@ -1152,6 +1181,11 @@ class CtaEngine(BaseEngine):
                 return
 
             # 剩下工作：保存本地文件/数据库
+            snapshot_folder = get_folder_path(f'data/snapshots/{strategy_name}')
+            snapshot_file = snapshot_folder.joinpath('{}.pkb2'.format(datetime.now().strftime('%Y%m%d_%H%M%S')))
+            with bz2.BZ2File(str(snapshot_file), 'wb') as f:
+                pickle.dump(snapshot, f)
+                self.write_log(u'切片保存成功:{}'.format(str(snapshot_file)))
 
         except Exception as ex:
             self.write_error(u'获取策略{}切片数据异常:'.format(strategy_name, str(ex)))
@@ -1236,12 +1270,11 @@ class CtaEngine(BaseEngine):
 
     def get_strategy_status(self):
         """
-        return strategy name list with inited/trading status
-        :param :
+        return strategy inited/trading status
+        :param strategy_name:
         :return:
         """
-        return [{k: {'inited': v.inited, 'trading': v.trading}} for k, v in self.strategies.items()]
-
+        return {k: {'inited': v.inited, 'trading': v.trading} for k, v in self.strategies.items()}
 
     def get_strategy_pos(self, name, strategy=None):
         """
@@ -1408,6 +1441,146 @@ class CtaEngine(BaseEngine):
         d.update(strategy.get_parameters())
         return d
 
+    def compare_pos(self):
+        """
+        对比账号&策略的持仓,不同的话则发出微信提醒
+        :return:
+        """
+        # 当前没有接入网关
+        if len(self.main_engine.gateways) == 0:
+            return False, u'当前没有接入网关'
+
+        self.write_log(u'开始对比账号&策略的持仓')
+
+        # 获取当前策略得持仓
+        strategy_pos_list = self.get_all_strategy_pos()
+        self.write_log(u'策略持仓清单:{}'.format(strategy_pos_list))
+
+        # 需要进行对比得合约集合（来自策略持仓/账号持仓）
+        vt_symbols = set()
+
+        # 账号的持仓处理 => account_pos
+
+        compare_pos = dict()  # vt_symbol: {'账号多单': xx, '账号空单':xxx, '策略空单':[], '策略多单':[]}
+
+        for holding_key in list(self.offset_converter.holdings.keys()):
+            # gateway_name.symbol.exchange => symbol.exchange
+            vt_symbol = '.'.join(holding_key.split('.')[-2:])
+
+            vt_symbols.add(vt_symbol)
+            holding = self.offset_converter.holdings.get(holding_key, None)
+            if holding is None:
+                continue
+
+            compare_pos[vt_symbol] = OrderedDict(
+                {
+                    "账号空单": holding.short_pos,
+                    '账号多单': holding.long_pos,
+                    '策略空单': 0,
+                    '策略多单': 0,
+                    '空单策略': [],
+                    '多单策略': []
+                }
+            )
+
+        # 逐一根据策略仓位，与Account_pos进行处理比对
+        for strategy_pos in strategy_pos_list:
+            for pos in strategy_pos.get('pos', []):
+                vt_symbol = pos.get('vt_symbol')
+                if not vt_symbol:
+                    continue
+                vt_symbols.add(vt_symbol)
+                symbol_pos = compare_pos.get(vt_symbol, None)
+                if symbol_pos is None:
+                    self.write_log(u'账号持仓信息获取不到{}，创建一个'.format(vt_symbol))
+                    symbol_pos = OrderedDict(
+                        {
+                            "账号空单": 0,
+                            '账号多单': 0,
+                            '策略空单': 0,
+                            '策略多单': 0,
+                            '空单策略': [],
+                            '多单策略': []
+                        }
+                    )
+
+                if pos.get('direction') == 'short':
+                    symbol_pos.update({'策略空单': symbol_pos.get('策略空单', 0) + abs(pos.get('volume', 0))})
+                    symbol_pos['空单策略'].append(
+                        u'{}({})'.format(strategy_pos['strategy_name'], abs(pos.get('volume', 0))))
+                    self.write_log(u'更新{}策略持空仓=>{}'.format(vt_symbol, symbol_pos.get('策略空单', 0)))
+                if pos.get('direction') == 'long':
+                    symbol_pos.update({'策略多单': symbol_pos.get('策略多单', 0) + abs(pos.get('volume', 0))})
+                    symbol_pos['多单策略'].append(
+                        u'{}({})'.format(strategy_pos['strategy_name'], abs(pos.get('volume', 0))))
+                    self.write_log(u'更新{}策略持多仓=>{}'.format(vt_symbol, symbol_pos.get('策略多单', 0)))
+
+        pos_compare_result = ''
+        # 精简输出
+        compare_info = ''
+        for vt_symbol in sorted(vt_symbols):
+            # 发送不一致得结果
+            symbol_pos = compare_pos.pop(vt_symbol)
+            d_long = {
+                'account_id': self.engine_config.get('account_id', '-'),
+                'vt_symbol': vt_symbol,
+                'direction': Direction.LONG.value,
+                'strategy_list': symbol_pos.get('多单策略', [])}
+
+            d_short = {
+                'account_id': self.engine_config.get('account_id', '-'),
+                'vt_symbol': vt_symbol,
+                'direction': Direction.SHORT.value,
+                'strategy_list': symbol_pos.get('多单策略', [])}
+
+            # 多空都一致
+            if round(symbol_pos['账号空单'], 7) == round(symbol_pos['策略空单'], 7) and \
+                    round(symbol_pos['账号多单'], 7) == round(symbol_pos['策略多单'], 7):
+                msg = u'{}多空都一致.{}\n'.format(vt_symbol, json.dumps(symbol_pos, indent=2, ensure_ascii=False))
+                self.write_log(msg)
+                compare_info += msg
+            else:
+                pos_compare_result += '\n{}: '.format(vt_symbol)
+                # 多单不一致
+                if round(symbol_pos['策略多单'], 7) != round(symbol_pos['账号多单'], 7):
+                    msg = '{}多单[账号({}), 策略{},共({})], ' \
+                        .format(vt_symbol,
+                                symbol_pos['账号多单'],
+                                symbol_pos['多单策略'],
+                                symbol_pos['策略多单'])
+
+                    pos_compare_result += msg
+                    self.write_error(u'{}不一致:{}'.format(vt_symbol, msg))
+                    compare_info += u'{}不一致:{}\n'.format(vt_symbol, msg)
+                # 空单不一致
+                if round(symbol_pos['策略空单'], 7) != round(symbol_pos['账号空单'], 7):
+                    msg = '{}空单[账号({}), 策略{},共({})], ' \
+                        .format(vt_symbol,
+                                symbol_pos['账号空单'],
+                                symbol_pos['空单策略'],
+                                symbol_pos['策略空单'])
+                    pos_compare_result += msg
+                    self.write_error(u'{}不一致:{}'.format(vt_symbol, msg))
+                    compare_info += u'{}不一致:{}\n'.format(vt_symbol, msg)
+
+        # 不匹配，输入到stdErr通道
+        if pos_compare_result != '':
+            msg = u'账户{}持仓不匹配: {}' \
+                .format(self.engine_config.get('account_id', '-'),
+                        pos_compare_result)
+            try:
+                from vnpy.trader.util_wechat import send_wx_msg
+                send_wx_msg(content=msg)
+            except Exception as ex:
+                pass
+            ret_msg = u'持仓不匹配: {}' \
+                .format(pos_compare_result)
+            self.write_error(ret_msg)
+            return True, compare_info + ret_msg
+        else:
+            self.write_log(u'账户持仓与策略一致')
+            return True, compare_info
+
     def init_all_strategies(self):
         """
         """
@@ -1516,13 +1689,16 @@ class CtaEngine(BaseEngine):
             strategy_logger = self.strategy_loggers.get(strategy_name, None)
             if not strategy_logger:
                 log_path = get_folder_path('log')
-                log_filename = os.path.abspath(os.path.join(log_path, str(strategy_name)))
+                log_filename = str(log_path.joinpath(str(strategy_name)))
                 print(u'create logger:{}'.format(log_filename))
                 self.strategy_loggers[strategy_name] = setup_logger(file_name=log_filename,
                                                                     name=str(strategy_name))
                 strategy_logger = self.strategy_loggers.get(strategy_name)
             if strategy_logger:
                 strategy_logger.log(level, msg)
+        else:
+            if self.logger:
+                self.logger.log(level, msg)
 
         # 如果日志数据异常，错误和告警，输出至sys.stderr
         if level in [logging.CRITICAL, logging.ERROR, logging.WARNING]:
diff --git a/vnpy/app/cta_strategy_pro/portfolio_testing.py b/vnpy/app/cta_strategy_pro/portfolio_testing.py
index b8491d05..ce031e75 100644
--- a/vnpy/app/cta_strategy_pro/portfolio_testing.py
+++ b/vnpy/app/cta_strategy_pro/portfolio_testing.py
@@ -248,13 +248,13 @@ class PortfolioTestingEngine(BackTestingEngine):
                 bar.high_price = float(bar_data['high'])
                 bar.low_price = float(bar_data['low'])
                 bar.volume = int(bar_data['volume'])
-                bar.date = dt.strftime('%Y-%m-%d')
-                bar.time = dt.strftime('%H:%M:%S')
+                bar.date = bar_datetime.strftime('%Y-%m-%d')
+                bar.time = bar_datetime.strftime('%H:%M:%S')
                 str_td = str(bar_data.get('trading_day', ''))
                 if len(str_td) == 8:
                     bar.trading_day = str_td[0:4] + '-' + str_td[4:6] + '-' + str_td[6:8]
                 else:
-                    bar.trading_day = get_trading_date(dt)
+                    bar.trading_day = get_trading_date(bar_datetime)
 
                 if last_trading_day != bar.trading_day:
                     self.output(u'回测数据日期:{},资金:{}'.format(bar.trading_day, self.net_capital))
diff --git a/vnpy/component/cta_grid_trade.py b/vnpy/component/cta_grid_trade.py
index 24a861ff..58afe8b6 100644
--- a/vnpy/component/cta_grid_trade.py
+++ b/vnpy/component/cta_grid_trade.py
@@ -185,7 +185,7 @@ class CtaGridTrade(CtaComponent):
         self.min_dn_open_price = 0.0  # 下网格最小开仓价
 
         # 网格json文件的路径
-        self.json_file_path = os.path.join(get_folder_path('data'), f'{self.json_name}_Grids.json')
+        self.json_file_path = str(get_folder_path('data').joinpath(f'{self.json_name}_Grids.json'))
 
     def get_volume_rate(self, idx: int = 0):
         """获取网格索引对应的开仓数量比例"""
@@ -887,7 +887,7 @@ class CtaGridTrade(CtaComponent):
             self.json_name = self.strategy.strategy_name
 
         # 新版网格持久化文件
-        grid_json_file = os.path.join(grids_save_path, u'{}_Grids.json'.format(self.json_name))
+        grid_json_file = str(grids_save_path.joinpath(u'{}_Grids.json'.format(self.json_name)))
         self.json_file_path = grid_json_file
 
         data = {}
@@ -921,7 +921,7 @@ class CtaGridTrade(CtaComponent):
             self.json_name = self.strategy.strategy_name
 
         # 若json文件不存在，就保存一个；若存在，就优先使用数据文件
-        grid_json_file = os.path.join(grids_save_path, u'{}_Grids.json'.format(self.json_name))
+        grid_json_file = str(grids_save_path.joinpath(u'{}_Grids.json'.format(self.json_name)))
         if not os.path.exists(grid_json_file):
             data['up_grids'] = []
             data['dn_grids'] = []
@@ -981,7 +981,7 @@ class CtaGridTrade(CtaComponent):
 
         self.json_name = new_name
         # 旧文件
-        old_json_file = os.path.join(data_folder, u'{0}_Grids.json'.format(old_name))
+        old_json_file = str(data_folder.joinpath(u'{0}_Grids.json'.format(old_name)))
 
         if os.path.isfile(old_json_file):  # 新文件若存在，移除
             try:
diff --git a/vnpy/component/cta_policy.py b/vnpy/component/cta_policy.py
index 18dd7a4a..91c9c3a5 100644
--- a/vnpy/component/cta_policy.py
+++ b/vnpy/component/cta_policy.py
@@ -72,8 +72,7 @@ class CtaPolicy(CtaComponent):
         从持久化文件中获取
         :return:
         """
-        json_file = os.path.abspath(
-            os.path.join(get_folder_path('data'), u'{}_Policy.json'.format(self.strategy.strategy_name)))
+        json_file = str(get_folder_path('data').joinpath(u'{}_Policy.json'.format(self.strategy.strategy_name)))
 
         json_data = {}
         if os.path.exists(json_file):
@@ -93,8 +92,7 @@ class CtaPolicy(CtaComponent):
         保存至持久化文件
         :return:
         """
-        json_file = os.path.abspath(
-            os.path.join(get_folder_path('data'), u'{}_Policy.json'.format(self.strategy.strategy_name)))
+        json_file = str(get_folder_path('data').joinpath(u'{}_Policy.json'.format(self.strategy.strategy_name)))
 
         try:
             # 修改为：回测时不保存
diff --git a/vnpy/gateway/binancef/binancef_gateway.py b/vnpy/gateway/binancef/binancef_gateway.py
index 41e88c90..a0e1e497 100644
--- a/vnpy/gateway/binancef/binancef_gateway.py
+++ b/vnpy/gateway/binancef/binancef_gateway.py
@@ -110,6 +110,7 @@ class BinancefGateway(BaseGateway):
     def __init__(self, event_engine: EventEngine, gateway_name="BINANCEF"):
         """Constructor"""
         super().__init__(event_engine, gateway_name)
+        self.count = 0
 
         self.trade_ws_api = BinancefTradeWebsocketApi(self)
         self.market_ws_api = BinancefDataWebsocketApi(self)
@@ -168,9 +169,19 @@ class BinancefGateway(BaseGateway):
                 and self.status.get('mdws_con', False):
             self.status.update({'con': True})
 
+        self.count += 1
+        if self.count < 2:
+            return
+        self.count = 0
+
+        func = self.query_functions.pop(0)
+        func()
+        self.query_functions.append(func)
+
     def get_order(self, orderid: str):
         return self.rest_api.get_order(orderid)
 
+
 class BinancefRestApi(RestClient):
     """
     BINANCE REST API
@@ -201,6 +212,7 @@ class BinancefRestApi(RestClient):
 
         self.orders = {}
 
+
     def sign(self, request: Request) -> Request:
         """
         Generate BINANCE signature.
@@ -280,7 +292,8 @@ class BinancefRestApi(RestClient):
 
         self.gateway.write_log("REST API启动成功")
         self.gateway.status.update({'td_con': True, 'td_con_time': datetime.now().strftime('%Y-%m-%d %H:%M:%S')})
-
+        if self.gateway.status.get('md_con', False):
+            self.gateway.status.update({'con': True})
         self.query_time()
         self.query_account()
         self.query_position()
@@ -290,6 +303,10 @@ class BinancefRestApi(RestClient):
 
         self.start_user_stream()
 
+        # 添加到定时查询队列中
+        self.gateway.query_functions = [self.query_account, self.query_position]
+
+
     def query_time(self) -> Request:
         """"""
         data = {
@@ -516,7 +533,7 @@ class BinancefRestApi(RestClient):
                 short_position = PositionData(
                     symbol=d["symbol"],
                     exchange=Exchange.BINANCE,
-                    direction=Direction.LONG,
+                    direction=Direction.SHORT,
                     volume=0,
                     price=0,
                     pnl=0,
@@ -805,6 +822,8 @@ class BinancefTradeWebsocketApi(WebsocketClient):
         """"""
         self.gateway.write_log("交易Websocket API连接成功")
         self.gateway.status.update({'tdws_con': True, 'tdws_con_time': datetime.now().strftime('%Y-%m-%d %H:%M:%S')})
+        if self.gateway.status.get('td_con', False):
+            self.gateway.status.update({'con': True})
 
     def on_packet(self, packet: dict) -> None:  # type: (dict)->None
         """"""
@@ -923,6 +942,8 @@ class BinancefDataWebsocketApi(WebsocketClient):
         """"""
         self.gateway.write_log("行情Websocket API连接刷新")
         self.gateway.status.update({'md_con': True, 'md_con_time': datetime.now().strftime('%Y-%m-%d %H:%M:%S')})
+        if self.gateway.status.get('td_con', False):
+            self.gateway.status.update({'con': True})
 
     def subscribe(self, req: SubscribeRequest) -> None:
         """"""
diff --git a/vnpy/trader/engine.py b/vnpy/trader/engine.py
index 843de526..29e99b25 100644
--- a/vnpy/trader/engine.py
+++ b/vnpy/trader/engine.py
@@ -295,6 +295,7 @@ class BaseEngine(ABC):
         self.engine_name = engine_name
 
         self.logger = None
+        self.create_logger(engine_name)
 
     def create_logger(self, logger_name: str = 'base_engine'):
         """
@@ -303,7 +304,7 @@ class BaseEngine(ABC):
         :return:
         """
         log_path = get_folder_path("log")
-        log_filename = os.path.abspath(os.path.join(log_path, logger_name))
+        log_filename = str(log_path.joinpath(logger_name))
         print(u'create logger:{}'.format(log_filename))
         self.logger = setup_logger(file_name=log_filename, name=logger_name,
                                    log_level=SETTINGS.get('log.level', logging.DEBUG))
diff --git a/vnpy/trader/gateway.py b/vnpy/trader/gateway.py
index 62bb7b9b..70675dd3 100644
--- a/vnpy/trader/gateway.py
+++ b/vnpy/trader/gateway.py
@@ -97,13 +97,15 @@ class BaseGateway(ABC):
         self.klines = {}
         self.status = {'name': gateway_name, 'con': False}
 
+        self.query_functions = []
+
     def create_logger(self):
         """
         创建engine独有的日志
         :return:
         """
         log_path = get_folder_path("log")
-        log_filename = os.path.abspath(os.path.join(log_path, self.gateway_name))
+        log_filename = str(log_path.joinpath(self.gateway_name))
         print(u'create logger:{}'.format(log_filename))
         from vnpy.trader.setting import SETTINGS
         self.logger = setup_logger(file_name=log_filename, name=self.gateway_name,
diff --git a/vnpy/trader/ui/kline/kline.py b/vnpy/trader/ui/kline/kline.py
index 26e1d54b..92e68030 100644
--- a/vnpy/trader/ui/kline/kline.py
+++ b/vnpy/trader/ui/kline/kline.py
@@ -1417,9 +1417,11 @@ class KLineWidget(KeyWraper):
 class GridKline(QtWidgets.QWidget):
     """多kline"""
 
-    def __init__(self, parent=None, kline_settings={}):
+    def __init__(self, parent=None, kline_settings={}, title=''):
         self.parent = parent
         super(GridKline, self).__init__(parent)
+        if title:
+            self.setWindowTitle(title)
 
         self.kline_settings = kline_settings
         self.kline_names = list(self.kline_settings.keys())
@@ -1479,11 +1481,14 @@ class GridKline(QtWidgets.QWidget):
                     continue
 
                 # 加载K线
-                data_file = kline_setting.get('data_file', None)
-                if not data_file:
-                    continue
-                df = pd.read_csv(data_file)
-                df = df.set_index(pd.DatetimeIndex(df['datetime']))
+                if 'data_frame' in kline_setting:
+                    df = kline_setting['data_frame']
+                else:
+                    data_file = kline_setting.get('data_file', None)
+                    if not data_file:
+                        continue
+                    df = pd.read_csv(data_file)
+                    df = df.set_index(pd.DatetimeIndex(df['datetime']))
                 canvas.loadData(df,
                                 main_indicators=kline_setting.get('main_indicators', []),
                                 sub_indicators=kline_setting.get('sub_indicators', [])
diff --git a/vnpy/trader/ui/kline/ui_snapshot.py b/vnpy/trader/ui/kline/ui_snapshot.py
new file mode 100644
index 00000000..40cdb9b2
--- /dev/null
+++ b/vnpy/trader/ui/kline/ui_snapshot.py
@@ -0,0 +1,72 @@
+# flake8: noqa
+"""
+多周期显示K线切片，
+华富资产
+"""
+
+import sys
+import os
+import ctypes
+import bz2
+import pickle
+import zlib
+import pandas as pd
+
+from vnpy.trader.ui.kline.crosshair import Crosshair
+from vnpy.trader.ui.kline.kline import *
+
+class UiSnapshot(object):
+    """查看切片"""
+    def __init__(self):
+
+        pass
+
+    def show(self, snapshot_file: str):
+
+        if not os.path.exists(snapshot_file):
+            print(f'{snapshot_file}不存在', file=sys.stderr)
+            return
+
+        d = None
+        with bz2.BZ2File(snapshot_file, 'rb') as f:
+             d = pickle.load(f)
+
+        use_zlib = d.get('zlib', False)
+        klines = d.pop('klines', None)
+
+        # 如果使用压缩，则解压
+        if use_zlib and klines:
+            print('use zlib decompress klines')
+            klines = pickle.loads(zlib.decompress(klines))
+
+        kline_settings = {}
+        for k, v in klines.items():
+            # 获取bar各种数据/指标列表
+            data_list = v.pop('data_list', None)
+            if data_list is None:
+                continue
+
+            # 主图指标 / 附图指标清单
+            main_indicators = v.get('main_indicators', [])
+            sub_indicators = v.get('sub_indicators', [])
+
+            df = pd.DataFrame(data_list)
+            df = df.set_index(pd.DatetimeIndex(df['datetime']))
+
+            kline_settings.update(
+                {
+                    k:
+                        {
+                            "data_frame": df,
+                            "main_indicators": [x.get('name') for x in main_indicators],
+                            "sub_indicators": [x.get('name') for x in sub_indicators]
+                        }
+                }
+            )
+        # K线界面
+        try:
+            w = GridKline(kline_settings=kline_settings, title=d.get('strategy',''))
+            w.showMaximized()
+
+        except Exception as ex:
+            print(u'exception:{},trace:{}'.format(str(ex), traceback.format_exc()))
diff --git a/vnpy/trader/util_monitor.py b/vnpy/trader/util_monitor.py
new file mode 100644
index 00000000..40b1150c
--- /dev/null
+++ b/vnpy/trader/util_monitor.py
@@ -0,0 +1,186 @@
+# encoding: UTF-8
+# 华富资产
+
+import os
+from collections import OrderedDict
+from typing import Any, Dict
+
+from .utility import get_folder_path
+from .util_logger import setup_logger
+from .event import (
+    EVENT_TRADE,
+    EVENT_ORDER,
+    EVENT_POSITION,
+    EVENT_ACCOUNT,
+    EVENT_LOG
+)
+
+
+########################################################################
+class BasicMonitor(object):
+    """
+    基础监控
+
+    headers中的值对应的字典格式如下
+    {'display': u'中文名', 'cell': ""}
+
+    """
+    event_type: str = ""
+    data_key: str = ""
+    headers: Dict[str, dict] = {}
+
+    # ----------------------------------------------------------------------
+    def __init__(self, event_engine=None, monitor_name='BasicMonitor'):
+        self.event_engine = event_engine
+
+        self.logger = None
+
+        self.create_logger(monitor_name)
+        self.register_event()
+
+    # ----------------------------------------------------------------------
+    def register_event(self):
+        if self.event_type:
+            self.event_engine.register(self.event_type, self.update_event)
+
+    # ----------------------------------------------------------------------
+    def update_event(self, event):
+        """收到事件更新"""
+        data = event.data
+        self.update_data(data)
+
+    # ----------------------------------------------------------------------
+    def update_data(self, data):
+        """将数据更新到表格中"""
+        s = []
+        for header, value in self.headers.items():
+            v = getattr(data, header)
+            s.append('%s: %s' % (value['display'], str(v)))
+        if self.logger is not None:
+            self.logger.info(' '.join(s))
+
+    def create_logger(self, monitor_name):
+        """创建日志写入"""
+        filename = str(get_folder_path('log').joinpath(monitor_name))
+        print(u'create logger:{}'.format(filename))
+        self.logger = setup_logger(file_name=filename, name=monitor_name)
+
+
+class LogMonitor(BasicMonitor):
+    """
+    Monitor for log data.
+    """
+
+    event_type = EVENT_LOG
+    data_key = ""
+
+    headers = {
+        "time": {"display": "时间", "update": False},
+        "msg": {"display": "信息", "update": False},
+        "gateway_name": {"display": "接口", "update": False},
+    }
+
+    def __init__(self, event_engine=None, monitor_name='LogMonitor'):
+        super().__init__(event_engine, monitor_name)
+
+class TradeMonitor(BasicMonitor):
+    """
+    Monitor for trade data.
+    """
+
+    event_type = EVENT_TRADE
+    data_key = ""
+    sorting = True
+
+    headers: Dict[str, dict] = {
+        "tradeid": {"display": "成交号 ", "update": False},
+        "orderid": {"display": "委托号", "update": False},
+        "symbol": {"display": "代码", "update": False},
+        "exchange": {"display": "交易所", "update": False},
+        "direction": {"display": "方向", "update": False},
+        "offset": {"display": "开平", "update": False},
+        "price": {"display": "价格", "update": False},
+        "volume": {"display": "数量", "update": False},
+        "time": {"display": "时间", "update": False},
+        "gateway_name": {"display": "接口", "update": False},
+    }
+
+    def __init__(self, event_engine=None, monitor_name='TradeMonitor'):
+        super().__init__(event_engine, monitor_name)
+
+class OrderMonitor(BasicMonitor):
+    """
+    Monitor for order data.
+    """
+
+    event_type = EVENT_ORDER
+    data_key = "vt_orderid"
+    sorting = True
+
+    headers: Dict[str, dict] = {
+        "orderid": {"display": "委托号", "update": False},
+        "symbol": {"display": "代码", "update": False},
+        "exchange": {"display": "交易所", "update": False},
+        "type": {"display": "类型", "update": False},
+        "direction": {"display": "方向", "update": False},
+        "offset": {"display": "开平", "update": False},
+        "price": {"display": "价格", "update": False},
+        "volume": {"display": "总数量", "update": True},
+        "traded": {"display": "已成交", "update": True},
+        "status": {"display": "状态", "update": True},
+        "time": {"display": "时间", "update": True},
+        "gateway_name": {"display": "接口", "update": False},
+    }
+
+    def __init__(self, event_engine=None, monitor_name='OrderMonitor'):
+        super().__init__(event_engine, monitor_name)
+
+class PositionMonitor(BasicMonitor):
+    """
+    Monitor for position data.
+    """
+
+    event_type = EVENT_POSITION
+    data_key = "vt_positionid"
+    sorting = True
+
+    headers = {
+        "symbol": {"display": "代码", "update": False},
+        "exchange": {"display": "交易所", "update": False},
+        "direction": {"display": "方向", "update": False},
+        "volume": {"display": "数量", "update": True},
+        "yd_volume": {"display": "昨仓", "update": True},
+        "frozen": {"display": "冻结", "update": True},
+        "price": {"display": "均价", "update": True},
+        "pnl": {"display": "盈亏", "update": True},
+        "gateway_name": {"display": "接口", "update": False},
+    }
+
+    def __init__(self, event_engine=None, monitor_name='PositionMonitor'):
+        super().__init__(event_engine, monitor_name)
+
+
+class AccountMonitor(BasicMonitor):
+    """
+    Monitor for account data.
+    """
+
+    event_type = EVENT_ACCOUNT
+    data_key = "vt_accountid"
+    sorting = True
+
+    headers = {
+        "accountid": {"display": "账号", "update": False},
+        "pre_balance": {"display": "昨净值", "update": False},
+        "balance": {"display": "净值", "update": True},
+        "frozen": {"display": "冻结", "update": True},
+        "margin": {"display": "保证金", "update": True},
+        "available": {"display": "可用", "update": True},
+        "commission": {"display": "手续费", "update": True},
+        "close_profit": {"display": "平仓收益", "update": True},
+        "holding_profit": {"display": "持仓收益", "update": True},
+        "gateway_name": {"display": "接口", "update": False},
+    }
+
+    def __init__(self, event_engine=None, monitor_name='AccountMonitor'):
+        super().__init__(event_engine, monitor_name)
diff --git a/vnpy/trader/util_pid.py b/vnpy/trader/util_pid.py
index 1ee619bc..dee0a54c 100644
--- a/vnpy/trader/util_pid.py
+++ b/vnpy/trader/util_pid.py
@@ -8,7 +8,7 @@ import os
 # 一般使用与运行服务，且唯一进程
 
 # 日志文件路径
-logs_path = os.path.abspath(os.path.join(os.getcwd(), 'logs'))
+logs_path = os.path.abspath(os.path.join(os.getcwd(), 'log'))
 if not os.path.isdir(logs_path):
     os.mkdir(logs_path)
 assert os.path.isdir(logs_path)
@@ -16,7 +16,6 @@ assert os.path.isdir(logs_path)
 # 记录pid得文件
 pid_file = os.path.abspath(os.path.join(logs_path, 'pid.txt'))
 
-
 def _check_pid(pid):
     """
     检查pid是否与当前进程pid一致
diff --git a/vnpy/trader/utility.py b/vnpy/trader/utility.py
index 4933b873..45cbc0c5 100644
--- a/vnpy/trader/utility.py
+++ b/vnpy/trader/utility.py
@@ -233,7 +233,8 @@ def get_folder_path(folder_name: str) -> Path:
     """
     folder_path = TEMP_DIR.joinpath(folder_name)
     if not folder_path.exists():
-        folder_path.mkdir()
+        os.makedirs(str(folder_path))
+        #folder_path.mkdir()
     return folder_path