diff --git a/vnpy/app/account_recorder/engine.py b/vnpy/app/account_recorder/engine.py
index 29771279..10fdaccf 100644
--- a/vnpy/app/account_recorder/engine.py
+++ b/vnpy/app/account_recorder/engine.py
@@ -519,6 +519,8 @@ class AccountRecorder(BaseEngine):
         data = event.data
         dt = data.get('datetime')
 
+        #  db.today_strategy_pos.createIndex({'account_id':1,'strategy_group':1,'strategy_name':1,'date':1},{'name':'accountid_strategy_group_strategy_name_date'})
+
         account_id = data.get('accountid')
         fld = {
             'account_id': account_id,
diff --git a/vnpy/app/cta_crypto/engine.py b/vnpy/app/cta_crypto/engine.py
index 9ad86937..f9bcbb2d 100644
--- a/vnpy/app/cta_crypto/engine.py
+++ b/vnpy/app/cta_crypto/engine.py
@@ -859,7 +859,8 @@ class CtaEngine(BaseEngine):
             vt_symbol: str,
             days: int,
             interval: Interval,
-            callback: Callable[[BarData], None]
+            callback: Callable[[BarData], None],
+            interval_num: int = 1
     ):
         """"""
         symbol, exchange = extract_vt_symbol(vt_symbol)
@@ -875,6 +876,7 @@ class CtaEngine(BaseEngine):
                 symbol=symbol,
                 exchange=exchange,
                 interval=interval,
+                interval_num=interval_num,
                 start=start,
                 end=end
             )
diff --git a/vnpy/app/cta_stock/engine.py b/vnpy/app/cta_stock/engine.py
index 2c6f9f92..6b262003 100644
--- a/vnpy/app/cta_stock/engine.py
+++ b/vnpy/app/cta_stock/engine.py
@@ -109,8 +109,15 @@ class CtaEngine(BaseEngine):
         """
         super().__init__(main_engine, event_engine, APP_NAME)
 
+        # 股票引擎得配置，包括
+        #  "accountid" : "xxxx",  资金账号，一般用于推送消息时附带
+        #  "strategy_group": "cta_strategy_pro", # 当前实例名。多个实例时，区分开
+        #  "trade_2_wx": true  # 是否交易记录转发至微信通知
+        # "event_log: false    # 是否转发日志到event bus，显示在图形界面
+        # "snapshot2file": false # 是否保存切片到文件
         self.engine_config = {}
-
+        # 是否激活 write_log写入event bus(比较耗资源）
+        self.event_log = False
         self.strategy_setting = {}  # strategy_name: dict
         self.strategy_data = {}  # strategy_name: dict
 
@@ -222,8 +229,8 @@ class CtaEngine(BaseEngine):
                 # 每5分钟检查一次
                 if dt.minute % 10 == 0:
                     # 比对仓位，使用上述获取得持仓信息，不用重复获取
-                    #self.compare_pos(strategy_pos_list=copy(all_strategy_pos))
-                    pass
+                    self.compare_pos(strategy_pos_list=copy(all_strategy_pos))
+
 
                 # 推送到事件
                 self.put_all_strategy_pos_event(all_strategy_pos)
@@ -1301,12 +1308,13 @@ class CtaEngine(BaseEngine):
                 self.write_log(f'{strategy_name}返回得K线切片数据为空')
                 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)))
+            if self.engine_config.get('snapshot2file', False):
+                # 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)))
 
             # 通过事件方式，传导到account_recorder
             snapshot.update({
@@ -1681,8 +1689,13 @@ class CtaEngine(BaseEngine):
         Load setting file.
         """
         # 读取引擎得配置
+        #  "accountid" : "xxxx",  资金账号，一般用于推送消息时附带
+        #  "strategy_group": "cta_strategy_pro", # 当前实例名。多个实例时，区分开
+        #  "trade_2_wx": true  # 是否交易记录转发至微信通知
+        # "event_log: false    # 是否转发日志到event bus，显示在图形界面
         self.engine_config = load_json(self.engine_filename)
-
+        # 是否产生event log 日志（一般GUI界面才产生，而且比好消耗资源)
+        self.event_log = self.engine_config.get('event_log', False)
         # 读取策略得配置
         self.strategy_setting = load_json(self.setting_filename)
 
@@ -1754,12 +1767,13 @@ class CtaEngine(BaseEngine):
         """
         Create cta engine log event.
         """
-        # 推送至全局CTA_LOG Event
-        log = LogData(msg=f"{strategy_name}: {msg}" if strategy_name else msg,
-                      gateway_name="CtaStrategy",
-                      level=level)
-        event = Event(type=EVENT_CTA_LOG, data=log)
-        self.event_engine.put(event)
+        if self.event_log:
+            # 推送至全局CTA_LOG Event
+            log = LogData(msg=f"{strategy_name}: {msg}" if strategy_name else msg,
+                          gateway_name="CtaStrategy",
+                          level=level)
+            event = Event(type=EVENT_CTA_LOG, data=log)
+            self.event_engine.put(event)
 
         # 保存单独的策略日志
         if strategy_name:
diff --git a/vnpy/app/cta_stock/template.py b/vnpy/app/cta_stock/template.py
index 3f802de7..c51e272b 100644
--- a/vnpy/app/cta_stock/template.py
+++ b/vnpy/app/cta_stock/template.py
@@ -565,7 +565,7 @@ class CtaStockTemplate(CtaTemplate):
         """初始化Policy"""
         self.write_log(u'init_policy(),初始化执行逻辑')
         self.policy.load()
-        self.write_log('{}'.format(json.dumps(self.policy.to_json(),indent=2, ensure_ascii=True)))
+        self.write_log('{}'.format(json.dumps(self.policy.to_json(),indent=2, ensure_ascii=False)))
 
     def init_position(self):
         """
@@ -637,7 +637,7 @@ class CtaStockTemplate(CtaTemplate):
 
         return pos
 
-    def compare_pos(self):
+    def compare_pos(self,auto_balance=False):
         """比较仓位"""
         for vt_symbol, position in self.positions.items():
             name = self.cta_engine.get_name(vt_symbol)
@@ -752,13 +752,13 @@ class CtaStockTemplate(CtaTemplate):
             if len(grid.order_ids) > 0:
                 self.write_log(f'剩余委托单号:{grid.order_ids}')
 
+            """
             # 网格的所有委托单已经执行完毕
             if grid.volume <= grid.traded_volume:
                 grid.order_status = False
                 if grid.volume < grid.traded_volume:
                     self.write_error(f'{order.vt_symbol} 已成交总量:{grid.traded_volume}超出{grid.volume}, 更新=>{grid.traded_volume}')
                     grid.volume = grid.traded_volume
-                grid.traded_volume = 0
 
                 # 卖出完毕（sell）
                 if order.direction != Direction.LONG:
@@ -774,10 +774,11 @@ class CtaStockTemplate(CtaTemplate):
                 # 开仓完毕( buy)
                 else:
                     grid.open_status = True
+                    grid.traded_volume = 0
                     grid.open_time = self.cur_datetime
                     self.write_log(f'买入{order.vt_symbol}完毕,总量:{grid.volume},最后一笔委托价:{order.price}'
                                    + f',成交:{order.volume}')
-
+            """
             self.gt.save()
 
         # 在策略得活动订单中，移除
@@ -872,6 +873,7 @@ class CtaStockTemplate(CtaTemplate):
             return
 
         remove_gids = []
+        changed = False
         # 多单网格逐一止损/止盈检查：
         long_grids = self.gt.get_opened_grids(direction=Direction.LONG)
         for lg in long_grids:
@@ -896,7 +898,7 @@ class CtaStockTemplate(CtaTemplate):
                                       lg.close_price,
                                       lg.open_price,
                                       lg.volume))
-
+                changed = True
                 if lg.traded_volume > 0:
                     lg.volume -= lg.traded_volume
                     lg.traded_volume = 0
@@ -910,6 +912,7 @@ class CtaStockTemplate(CtaTemplate):
                 lg.order_status = True
                 lg.close_status = True
                 self.write_log(f'{lg.vt_symbol}[{cn_name}] 数量:{lg.volume}，准备卖出')
+
                 continue
 
             # 止损
@@ -925,7 +928,7 @@ class CtaStockTemplate(CtaTemplate):
                                       lg.stop_price,
                                       lg.open_price,
                                       lg.volume))
-
+                changed = True
                 if lg.traded_volume > 0:
                     lg.volume -= lg.traded_volume
                     lg.traded_volume = 0
@@ -940,8 +943,9 @@ class CtaStockTemplate(CtaTemplate):
                 lg.close_status = True
                 self.write_log(f'{lg.vt_symbol}[{cn_name}] 数量:{lg.volume}，准备卖出')
 
-        if len(remove_gids) > 0:
-            self.gt.remove_grids_by_ids(direction=Direction.LONG, ids=remove_gids)
+        if changed:
+            if len(remove_gids) > 0:
+                self.gt.remove_grids_by_ids(direction=Direction.LONG, ids=remove_gids)
             self.gt.save()
 
     def tns_excute_sell_grids(self, vt_symbol=None):
@@ -993,7 +997,7 @@ class CtaStockTemplate(CtaTemplate):
             vt_symbol=ordering_grid.vt_symbol,
             direction=Direction.NET)
         if acc_symbol_pos is None:
-            self.write_error(u'当前{}持仓查询不到'.format(ordering_grid.vt_symbol))
+            self.write_error(f'{self.strategy_name}当前{ordering_grid.vt_symbol}持仓查询不到, 无法执行卖出')
             return
 
         vt_symbol = ordering_grid.vt_symbol
@@ -1038,10 +1042,10 @@ class CtaStockTemplate(CtaTemplate):
             order_time=self.cur_datetime,
             grid=ordering_grid)
         if vt_orderids is None or len(vt_orderids) == 0:
-            self.write_error(f'委托卖出失败，{vt_symbol} 委托价:{sell_price} 数量:{sell_volume}')
+            self.write_error(f'{vt_symbol} 委托卖出失败，委托价:{sell_price} 数量:{sell_volume}')
             return
         else:
-            self.write_log(f'已委托卖出，{sell_volume},委托价:{sell_price}, 数量:{sell_volume}')
+            self.write_log(f'{vt_symbol} 已委托卖出，{sell_volume},委托价:{sell_price}, 数量:{sell_volume}')
 
 
     def tns_finish_sell_grid(self, grid):
@@ -1177,7 +1181,7 @@ class CtaStockTemplate(CtaTemplate):
             self.write_error(f'委托买入失败，{vt_symbol} 委托价:{buy_price} 数量:{buy_volume}')
             return
         else:
-            self.write_error(f'{vt_orderids},已委托买入，{vt_symbol} 委托价:{buy_price} 数量:{buy_volume}')
+            self.write_log(f'{self.strategy_name}, {vt_orderids},已委托买入，{vt_symbol} 委托价:{buy_price} 数量:{buy_volume}')
 
     def tns_finish_buy_grid(self, grid):
         """
@@ -1185,7 +1189,7 @@ class CtaStockTemplate(CtaTemplate):
         :return:
         """
         self.write_log(u'事务完成买入网格:{},计划数量:{}，计划价格:{}，实际数量:{}'
-                         .format(grid.type, grid.volume, grid.openPrice, grid.traded_volume))
+                         .format(grid.type, grid.volume, grid.open_price, grid.traded_volume))
         if grid.volume != grid.traded_volume:
             grid.volume = grid.traded_volume
         grid.traded_volume = 0
@@ -1276,15 +1280,15 @@ class CtaStockTemplate(CtaTemplate):
             name = self.cta_engine.get_name(grid.vt_symbol)
 
             if not grid.open_status and grid.order_status:
-                opening_info += f'网格{grid.type},买入状态:{name}[{grid.vt_symbol}], [已买入:{grid.traded_volume} => 目标:{grid.volume}, 委托时间:{grid.order_time}\n'
+                opening_info += f'网格{grid.type},买入状态:{name}[{grid.vt_symbol}], 买入价:{grid.open_price} [已买入:{grid.traded_volume} => 目标:{grid.volume}, 委托时间:{grid.order_time}\n'
                 continue
 
             if grid.open_status and not grid.close_status:
-                holding_info += f'网格{grid.type},持有状态:{name}[{grid.vt_symbol}],[数量:{grid.volume}, 开仓时间:{grid.open_time}]\n'
+                holding_info += f'网格{grid.type},持有状态:{name}[{grid.vt_symbol}],买入价:{grid.open_price} [数量:{grid.volume}, 开仓时间:{grid.open_time}]\n'
                 continue
 
             if grid.open_status and grid.close_status:
-                closing_info += f'网格{grid.type},卖出状态:{name}[{grid.vt_symbol}], [已卖出:{grid.traded_volume} => 目标:{grid.volume}, 委托时间:{grid.order_time}\n'
+                closing_info += f'网格{grid.type},卖出状态:{name}[{grid.vt_symbol}],卖出价:{grid.close_price} [已卖出:{grid.traded_volume} => 目标:{grid.volume}, 委托时间:{grid.order_time}\n'
 
         if len(opening_info) > 0:
             self.write_log(opening_info)
diff --git a/vnpy/app/cta_strategy_pro/engine.py b/vnpy/app/cta_strategy_pro/engine.py
index 6dfeebda..7da06283 100644
--- a/vnpy/app/cta_strategy_pro/engine.py
+++ b/vnpy/app/cta_strategy_pro/engine.py
@@ -114,8 +114,15 @@ class CtaEngine(BaseEngine):
         :param event_engine: 事件引擎
         """
         super().__init__(main_engine, event_engine, APP_NAME)
-
+        # 增强策略引擎得特殊参数配置
+        #  "accountid" : "xxxx",  资金账号，一般用于推送消息时附带
+        #  "strategy_group": "cta_strategy_pro", # 当前实例名。多个实例时，区分开
+        #  "trade_2_wx": true  # 是否交易记录转发至微信通知
+        # "event_log: false    # 是否转发日志到event bus，显示在图形界面
+        # "snapshot2file": false # 是否保存切片到文件
         self.engine_config = {}
+        # 是否激活 write_log写入event bus(比较耗资源）
+        self.event_log = False
 
         self.strategy_setting = {}  # strategy_name: dict
         self.strategy_data = {}  # strategy_name: dict
@@ -812,8 +819,8 @@ class CtaEngine(BaseEngine):
         """查询价格最小跳动"""
         contract = self.main_engine.get_contract(vt_symbol)
         if contract is None:
-            self.write_error(f'查询不到{vt_symbol}合约信息，缺省使用0.1作为价格跳动')
-            return 0.1
+            self.write_error(f'查询不到{vt_symbol}合约信息，缺省使用1作为价格跳动')
+            return 1
 
         return contract.pricetick
 
@@ -1313,12 +1320,13 @@ class CtaEngine(BaseEngine):
                 self.write_log(f'{strategy_name}返回得K线切片数据为空')
                 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)))
+            if self.engine_config.get('snapshot2file', False):
+                # 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)))
 
             # 通过事件方式，传导到account_recorder
             snapshot.update({
@@ -1498,7 +1506,7 @@ class CtaEngine(BaseEngine):
                         spd_vt_symbol = pos.get('vt_symbol', None)
                         if spd_vt_symbol is not None and spd_vt_symbol.endswith('SPD'):
                             spd_symbol, spd_exchange = extract_vt_symbol(spd_vt_symbol)
-                            spd_setting = self.main_engine.get_all_custom_contracts().get(spd_symbol, None)
+                            spd_setting = self.main_engine.get_all_custom_contracts(rtn_setting=True).get(spd_symbol, None)
 
                             if spd_setting is None:
                                 self.write_error(u'获取不到:{}得设置信息，检查自定义合约配置文件'.format(spd_symbol))
@@ -1511,13 +1519,13 @@ class CtaEngine(BaseEngine):
 
                             leg1_pos = {}
                             leg1_pos.update({'symbol': spd_setting.get('leg1_symbol')})
-                            leg1_pos.update({'vt_symbol': spd_setting.get('leg1_symbol')})
+                            leg1_pos.update({'vt_symbol': '{}.{}'.format(spd_setting.get('leg1_symbol'), spd_setting.get('leg1_exchange'))})
                             leg1_pos.update({'direction': leg1_direction})
                             leg1_pos.update({'volume': spd_setting.get('leg1_ratio', 1) * spd_volume})
 
                             leg2_pos = {}
                             leg2_pos.update({'symbol': spd_setting.get('leg2_symbol')})
-                            leg2_pos.update({'vt_symbol': spd_setting.get('leg2_symbol')})
+                            leg2_pos.update({'vt_symbol': '{}.{}'.format(spd_setting.get('leg2_symbol'), spd_setting.get('leg2_exchange'))})
                             leg2_pos.update({'direction': leg2_direction})
                             leg2_pos.update({'volume': spd_setting.get('leg2_ratio', 1) * spd_volume})
 
@@ -1649,7 +1657,7 @@ class CtaEngine(BaseEngine):
                 continue
             if holding.exchange == Exchange.SPD:
                 continue
-            if '&' in holding.vt_symbol and (holding.vt_symbol.startswith('SP') or holding.vt_symbol.startswith('STG')):
+            if '&' in holding.vt_symbol and (holding.vt_symbol.startswith('SP') or holding.vt_symbol.startswith('STG') or holding.vt_symbol.startswith('PRT')):
                 continue
 
             compare_pos[vt_symbol] = OrderedDict(
@@ -1672,7 +1680,7 @@ class CtaEngine(BaseEngine):
                 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))
+                    # 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,
@@ -1700,9 +1708,8 @@ class CtaEngine(BaseEngine):
         compare_info = ''
         for vt_symbol in sorted(vt_symbols):
             # 发送不一致得结果
-            symbol_pos = compare_pos.pop(vt_symbol, None)
-            if symbol_pos is None:
-                continue
+            symbol_pos = compare_pos.pop(vt_symbol, {})
+
             d_long = {
                 'account_id': self.engine_config.get('accountid', '-'),
                 'vt_symbol': vt_symbol,
@@ -1716,21 +1723,21 @@ class CtaEngine(BaseEngine):
                 'strategy_list': symbol_pos.get('空单策略', [])}
 
             # 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):
+            if round(symbol_pos.get('账号空单',0), 7) == round(symbol_pos.get('策略空单',0), 7) and \
+                    round(symbol_pos.get('账号多单',0), 7) == round(symbol_pos.get('策略多单',0), 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)
                 # 判断是多单不一致？
-                diff_long_volume = round(symbol_pos['账号多单'], 7) - round(symbol_pos['策略多单'], 7)
+                diff_long_volume = round(symbol_pos.get('账号多单',0), 7) - round(symbol_pos.get('策略多单',0), 7)
                 if diff_long_volume != 0:
                     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'])
+                                symbol_pos.get('账号多单'),
+                                symbol_pos.get('多单策略'),
+                                symbol_pos.get('策略多单'))
 
                     pos_compare_result += msg
                     self.write_error(u'{}不一致:{}'.format(vt_symbol, msg))
@@ -1739,14 +1746,14 @@ class CtaEngine(BaseEngine):
                         self.balance_pos(vt_symbol, Direction.LONG, diff_long_volume)
 
                 # 判断是空单不一致:
-                diff_short_volume = round(symbol_pos['账号空单'], 7) - round(symbol_pos['策略空单'], 7)
+                diff_short_volume = round(symbol_pos.get('账号空单',0), 7) - round(symbol_pos.get('策略空单',0), 7)
 
                 if diff_short_volume != 0:
                     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'])
+                                symbol_pos.get('账号空单'),
+                                symbol_pos.get('空单策略'),
+                                symbol_pos.get('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)
@@ -1841,6 +1848,8 @@ class CtaEngine(BaseEngine):
         """
         # 读取引擎得配置
         self.engine_config = load_json(self.engine_filename)
+        # 是否产生event log 日志（一般GUI界面才产生，而且比好消耗资源)
+        self.event_log = self.engine_config.get('event_log', False)
 
         # 读取策略得配置
         self.strategy_setting = load_json(self.setting_filename)
@@ -1913,12 +1922,13 @@ class CtaEngine(BaseEngine):
         """
         Create cta engine log event.
         """
-        # 推送至全局CTA_LOG Event
-        log = LogData(msg=f"{strategy_name}: {msg}" if strategy_name else msg,
-                      gateway_name="CtaStrategy",
-                      level=level)
-        event = Event(type=EVENT_CTA_LOG, data=log)
-        self.event_engine.put(event)
+        if self.event_log:
+            # 推送至全局CTA_LOG Event
+            log = LogData(msg=f"{strategy_name}: {msg}" if strategy_name else msg,
+                          gateway_name="CtaStrategy",
+                          level=level)
+            event = Event(type=EVENT_CTA_LOG, data=log)
+            self.event_engine.put(event)
 
         # 保存单独的策略日志
         if strategy_name:
diff --git a/vnpy/app/cta_strategy_pro/template.py b/vnpy/app/cta_strategy_pro/template.py
index a1496447..605d5c3d 100644
--- a/vnpy/app/cta_strategy_pro/template.py
+++ b/vnpy/app/cta_strategy_pro/template.py
@@ -384,6 +384,7 @@ class CtaTemplate(ABC):
             days: int,
             interval: Interval = Interval.MINUTE,
             callback: Callable = None,
+            interval_num: int = 1
     ):
         """
         Load historical bar data for initializing strategy.
@@ -391,7 +392,7 @@ class CtaTemplate(ABC):
         if not callback:
             callback = self.on_bar
 
-        self.cta_engine.load_bar(self.vt_symbol, days, interval, callback)
+        self.cta_engine.load_bar(self.vt_symbol, days, interval, callback, interval_num)
 
     def load_tick(self, days: int):
         """
@@ -1059,7 +1060,7 @@ class CtaProTemplate(CtaTemplate):
     def save_tns(self, tns_data):
         """
         保存多空事务记录=》csv文件,便于后续分析
-        :param tns_data:
+        :param tns_data: {"datetime":xxx, "direction":"long"或者"short", "price":xxx}
         :return:
         """
         if self.backtesting:
@@ -1770,6 +1771,7 @@ class CtaProFutureTemplate(CtaProTemplate):
             if self.activate_today_lock:
                 self.write_log(u'昨仓多单:{},没有今仓,满足条件,直接平昨仓'.format(grid_pos.long_yd))
 
+
             sell_price = self.cta_engine.get_price(sell_symbol)
             if sell_price is None:
                 self.write_error(f'暂时不能获取{sell_symbol}价格，不能平仓')
@@ -1780,12 +1782,16 @@ class CtaProFutureTemplate(CtaProTemplate):
                 grid.volume -= grid.traded_volume
                 grid.traded_volume = 0
 
+            if grid_pos.long_pos <grid.volume:
+                self.write_error(f'账号{sell_symbol}多单持仓:{grid_pos.long_pos}不满足平仓:{grid.volume}要求:')
+                return False
+
             vt_orderids = self.sell(price=sell_price,
-                                    volume=grid.volume,
-                                    vt_symbol=sell_symbol,
-                                    order_type=self.order_type,
-                                    order_time=self.cur_datetime,
-                                    grid=grid)
+                                volume=grid.volume,
+                                vt_symbol=sell_symbol,
+                                order_type=self.order_type,
+                                order_time=self.cur_datetime,
+                                grid=grid)
             if len(vt_orderids) == 0:
                 self.write_error(u'多单平仓委托失败')
                 return False
@@ -1870,6 +1876,10 @@ class CtaProFutureTemplate(CtaProTemplate):
                 grid.volume -= grid.traded_volume
                 grid.traded_volume = 0
 
+            if grid_pos.short_pos < grid.volume:
+                self.write_error(f'账号{cover_symbol}多单持仓:{grid_pos.short_pos}不满足平仓:{grid.volume}要求:')
+                return False
+
             vt_orderids = self.cover(price=cover_price,
                                      volume=grid.volume,
                                      vt_symbol=cover_symbol,
@@ -1997,7 +2007,7 @@ class CtaProFutureTemplate(CtaProTemplate):
         target_long_grid = None
         remove_long_grid_ids = []
         for g in sorted(locked_long_grids, key=lambda grid: grid.volume):
-            if g.orderStatus or len(g.orderRef) > 0:
+            if g.order_status or len(g.orderRef) > 0:
                 continue
             if target_long_grid is None:
                 target_long_grid = g
@@ -2133,7 +2143,7 @@ class CtaProFutureTemplate(CtaProTemplate):
             vt_symbol = g.snapshot.get('mi_symbol', self.vt_symbol)
             volume = g.volume - g.traded_volume
             locked_long_dict.update({vt_symbol: locked_long_dict.get(vt_symbol, 0) + volume})
-            if g.orderStatus or g.order_ids:
+            if g.order_status or g.order_ids:
                 self.write_log(u'当前对锁格:{}存在委托,不进行解锁'.format(g.to_json()))
                 return
 
@@ -2150,7 +2160,7 @@ class CtaProFutureTemplate(CtaProTemplate):
             vt_symbol = g.snapshot.get('mi_symbol', self.vt_symbol)
             volume = g.volume - g.traded_volume
             locked_short_dict.update({vt_symbol: locked_short_dict.get(vt_symbol, 0) + volume})
-            if g.orderStatus or g.order_ids:
+            if g.order_status or g.order_ids:
                 self.write_log(u'当前对锁格:{}存在委托,不进行解锁'.format(g.to_json()))
                 return
 
@@ -2238,7 +2248,7 @@ class CtaProFutureTemplate(CtaProTemplate):
         for g in long_grids:
             # 满足离场条件，或者碰到止损价格
             if g.stop_price > 0 and g.stop_price > self.cur_99_price \
-                    and g.openStatus and not g.orderStatus:
+                    and g.open_status and not g.order_status:
                 dist_record = dict()
                 dist_record['datetime'] = self.cur_datetime
                 dist_record['symbol'] = self.idx_symbol
@@ -2262,7 +2272,7 @@ class CtaProFutureTemplate(CtaProTemplate):
         short_grids = self.gt.get_opened_grids_without_types(direction=Direction.SHORT, types=[LOCK_GRID])
         for g in short_grids:
             if g.stop_price > 0 and g.stop_price < self.cur_99_price \
-                    and g.openStatus and not g.orderStatus:
+                    and g.open_status and not g.order_status:
                 dist_record = dict()
                 dist_record['datetime'] = self.cur_datetime
                 dist_record['symbol'] = self.idx_symbol