diff --git a/vnpy/app/cta_crypto/engine.py b/vnpy/app/cta_crypto/engine.py
index 0fa2a790..24408e8d 100644
--- a/vnpy/app/cta_crypto/engine.py
+++ b/vnpy/app/cta_crypto/engine.py
@@ -1741,7 +1741,11 @@ class CtaEngine(BaseEngine):
 
         self.strategy_setting[strategy_name] = new_config
 
-        save_json(self.setting_filename, self.strategy_setting)
+        sorted_setting = OrderedDict()
+        for k in sorted(self.strategy_setting.keys()):
+            sorted_setting.update({k: self.strategy_setting.get(k)})
+
+        save_json(self.setting_filename, sorted_setting)
 
     def remove_strategy_setting(self, strategy_name: str):
         """
@@ -1751,7 +1755,11 @@ class CtaEngine(BaseEngine):
             return
         self.write_log(f'移除CTA数字货币引擎{strategy_name}的配置')
         self.strategy_setting.pop(strategy_name)
-        save_json(self.setting_filename, self.strategy_setting)
+        sorted_setting = OrderedDict()
+        for k in sorted(self.strategy_setting.keys()):
+            sorted_setting.update({k: self.strategy_setting.get(k)})
+
+        save_json(self.setting_filename, sorted_setting)
 
     def put_stop_order_event(self, stop_order: StopOrder):
         """
diff --git a/vnpy/app/cta_stock/engine.py b/vnpy/app/cta_stock/engine.py
index e876a9e6..53f8f7f0 100644
--- a/vnpy/app/cta_stock/engine.py
+++ b/vnpy/app/cta_stock/engine.py
@@ -1742,7 +1742,11 @@ class CtaEngine(BaseEngine):
 
         self.strategy_setting[strategy_name] = new_config
 
-        save_json(self.setting_filename, self.strategy_setting)
+        sorted_setting = OrderedDict()
+        for k in sorted(self.strategy_setting.keys()):
+            sorted_setting.update({k: self.strategy_setting.get(k)})
+
+        save_json(self.setting_filename, sorted_setting)
 
     def remove_strategy_setting(self, strategy_name: str):
         """
@@ -1752,7 +1756,10 @@ class CtaEngine(BaseEngine):
             return
         self.write_log(f'移除CTA股票引擎{strategy_name}的配置')
         self.strategy_setting.pop(strategy_name)
-        save_json(self.setting_filename, self.strategy_setting)
+        sorted_setting = OrderedDict()
+        for k in sorted(self.strategy_setting.keys()):
+            sorted_setting.update({k: self.strategy_setting.get(k)})
+        save_json(self.setting_filename, sorted_setting)
 
     def put_stop_order_event(self, stop_order: StopOrder):
         """
diff --git a/vnpy/app/cta_stock/template.py b/vnpy/app/cta_stock/template.py
index 9b824100..98745a7d 100644
--- a/vnpy/app/cta_stock/template.py
+++ b/vnpy/app/cta_stock/template.py
@@ -373,7 +373,7 @@ class StockPolicy(CtaPolicy):
         self.cur_trading_date = json_data.get('cur_trading_date', None)
         self.sub_tns = json_data.get('sub_tns',{})
         signals = json_data.get('signals', {})
-        for kline_name, signal in signals:
+        for k, signal in signals.items():
             last_signal = signal.get('last_signal', "")
             str_ast_signal_time = signal.get('last_signal_time', "")
             try:
@@ -383,7 +383,7 @@ class StockPolicy(CtaPolicy):
                     last_signal_time = None
             except Exception as ex:
                 last_signal_time = None
-            self.signals.update({kline_name: {'last_signal': last_signal, 'last_signal_time': last_signal_time}})
+            self.signals.update({k: {'last_signal': last_signal, 'last_signal_time': last_signal_time}})
 
 
     def to_json(self):
@@ -400,7 +400,7 @@ class StockPolicy(CtaPolicy):
                                '%Y-%m-%d %H:%M:%S') if last_signal_time is not None else ""
                            }
                       })
-        j['singlals'] = d
+        j['signals'] = d
         return j
 
 
diff --git a/vnpy/app/cta_strategy_pro/engine.py b/vnpy/app/cta_strategy_pro/engine.py
index 81c7c97f..2eb47c7e 100644
--- a/vnpy/app/cta_strategy_pro/engine.py
+++ b/vnpy/app/cta_strategy_pro/engine.py
@@ -1906,7 +1906,11 @@ class CtaEngine(BaseEngine):
 
         self.strategy_setting[strategy_name] = new_config
 
-        save_json(self.setting_filename, self.strategy_setting)
+        sorted_setting = OrderedDict()
+        for k in sorted(self.strategy_setting.keys()):
+            sorted_setting.update({k: self.strategy_setting.get(k)})
+
+        save_json(self.setting_filename, sorted_setting)
 
     def remove_strategy_setting(self, strategy_name: str):
         """
@@ -1916,7 +1920,11 @@ class CtaEngine(BaseEngine):
             return
         self.write_log(f'移除CTA引擎{strategy_name}的配置')
         self.strategy_setting.pop(strategy_name)
-        save_json(self.setting_filename, self.strategy_setting)
+        sorted_setting = OrderedDict()
+        for k in sorted(self.strategy_setting.keys()):
+            sorted_setting.update({k: self.strategy_setting.get(k)})
+
+        save_json(self.setting_filename, sorted_setting)
 
     def put_stop_order_event(self, stop_order: StopOrder):
         """
diff --git a/vnpy/app/cta_strategy_pro/spread_testing.py b/vnpy/app/cta_strategy_pro/spread_testing.py
index 2a75a5d5..2d2a06b7 100644
--- a/vnpy/app/cta_strategy_pro/spread_testing.py
+++ b/vnpy/app/cta_strategy_pro/spread_testing.py
@@ -29,6 +29,7 @@ from vnpy.trader.constant import (
 from vnpy.trader.utility import (
     extract_vt_symbol,
     get_underlying_symbol,
+    get_trading_date,
     import_module_by_str
 )
 
@@ -58,7 +59,7 @@ class SpreadTestingEngine(BackTestingEngine):
         """Constructor"""
         super().__init__(event_engine)
         self.tick_path = None  # tick级别回测， 路径
-
+        self.use_tq = False
         self.strategy_start_date_dict = {}
         self.strategy_end_date_dict = {}
 
@@ -66,6 +67,8 @@ class SpreadTestingEngine(BackTestingEngine):
         self.output('portfolio prepare_env')
         super().prepare_env(test_setting)
 
+        self.use_tq = test_setting.get('use_tq', False)
+
     def load_strategy(self, strategy_name: str, strategy_setting: dict = None):
         """
         装载回测的策略
@@ -205,6 +208,8 @@ class SpreadTestingEngine(BackTestingEngine):
 
     def load_csv_file(self, tick_folder, vt_symbol, tick_date):
         """从文件中读取tick，返回list[{dict}]"""
+        if self.use_tq:
+            return self.load_tq_csv_file(tick_folder, vt_symbol, tick_date)
 
         symbol, exchange = extract_vt_symbol(vt_symbol)
         underly_symbol = get_underlying_symbol(symbol)
@@ -271,6 +276,65 @@ class SpreadTestingEngine(BackTestingEngine):
 
         return ticks
 
+    def load_tq_csv_file(self, tick_folder, vt_symbol, tick_date):
+        """从天勤下载的csv文件中读取tick，返回list[{dict}]"""
+
+        symbol, exchange = extract_vt_symbol(vt_symbol)
+        underly_symbol = get_underlying_symbol(symbol)
+        exchange_folder = VN_EXCHANGE_TICKFOLDER_MAP.get(exchange.value)
+
+        file_path = os.path.abspath(
+            os.path.join(
+                tick_folder, 'tq', 'future',
+                tick_date.strftime('%Y%m'),
+                '{}_{}.csv'.format(symbol, tick_date.strftime('%Y%m%d'))))
+
+        ticks = []
+        if not os.path.isfile(file_path):
+            self.write_log(u'{0}文件不存在'.format(file_path))
+            return None
+        try:
+            df = pd.read_csv(file_path, parse_dates=False)
+            # datetime,symbol,exchange,last_price,highest,lowest,volume,amount,open_interest,upper_limit,lower_limit,
+            # bid_price_1,bid_volume_1,ask_price_1,ask_volume_1,
+            # bid_price_2,bid_volume_2,ask_price_2,ask_volume_2,
+            # bid_price_3,bid_volume_3,ask_price_3,ask_volume_3,
+            # bid_price_4,bid_volume_4,ask_price_4,ask_volume_4,
+            # bid_price_5,bid_volume_5,ask_price_5,ask_volume_5
+
+            self.write_log(u'加载csv文件{}'.format(file_path))
+            last_time = None
+            for index, row in df.iterrows():
+
+                tick = row.to_dict()
+                tick['date'], tick['time'] = tick['datetime'].split(' ')
+                tick.update({'trading_day':  tick_date.strftime('%Y-%m-%d')})
+                tick_datetime = datetime.strptime(tick['datetime'], '%Y-%m-%d %H:%M:%S.%f')
+
+                # 修正毫秒
+                if tick['time'] == last_time:
+                    # 与上一个tick的时间（去除毫秒后）相同,修改为500毫秒
+                    tick_datetime = tick_datetime.replace(microsecond=500)
+                    tick['time'] = tick_datetime.strftime('%H:%M:%S.%f')
+                else:
+                    last_time = tick['time']
+                    tick_datetime = tick_datetime.replace(microsecond=0)
+                    tick['time'] = tick_datetime.strftime('%H:%M:%S.%f')
+                tick['datetime'] = tick_datetime
+
+                # 排除涨停/跌停的数据
+                if (float(tick['bid_price_1']) == float('1.79769E308') and int(tick['bid_volume_1']) == 0) \
+                        or (float(tick['ask_price_1']) == float('1.79769E308') and int(tick['ask_volume_1']) == 0):
+                    continue
+
+                ticks.append(tick)
+
+            del df
+        except Exception as ex:
+            self.write_log(u'{0}文件读取不成功'.format(file_path))
+            return None
+        return ticks
+
     def load_bz2_cache(self, cache_folder, cache_symbol, cache_date):
         """
         加载缓存数据
diff --git a/vnpy/app/cta_strategy_pro/template.py b/vnpy/app/cta_strategy_pro/template.py
index c30ff6d9..b3dc1cee 100644
--- a/vnpy/app/cta_strategy_pro/template.py
+++ b/vnpy/app/cta_strategy_pro/template.py
@@ -2199,8 +2199,8 @@ class CtaProFutureTemplate(CtaProTemplate):
         self.write_log(u'空单对锁格:{}'.format([g.to_json() for g in locked_short_grids]))
 
         if locked_long_volume != locked_short_volume:
-            self.write_error(u'对锁格多空数量不一致,不能解锁.\n多:{},\n空:{}'
-                             .format(locked_long_volume, locked_short_volume))
+            self.write_error(u'{}对锁格多空数量不一致,不能解锁.\n多:{},\n空:{}'
+                             .format(self.strategy_name, locked_long_volume, locked_short_volume))
             return
 
         # 检查所有品种得昨仓是否满足数量
diff --git a/vnpy/app/cta_strategy_pro/template_spread.py b/vnpy/app/cta_strategy_pro/template_spread.py
index 1c703d19..f33a1554 100644
--- a/vnpy/app/cta_strategy_pro/template_spread.py
+++ b/vnpy/app/cta_strategy_pro/template_spread.py
@@ -4,6 +4,9 @@
 import os
 import traceback
 from copy import copy
+import bz2
+import pickle
+import zlib
 from vnpy.trader.utility import append_data
 from .template import (
     CtaPosition,
@@ -71,10 +74,6 @@ class CtaSpreadTemplate(CtaTemplate):
         """更新配置参数"""
         super().update_setting(setting)
 
-        # 订阅主动腿/被动腿合约
-        self.cta_engine.subscribe_symbol(strategy_name=self.strategy_name, vt_symbol=self.act_vt_symbol)
-        self.cta_engine.subscribe_symbol(strategy_name=self.strategy_name, vt_symbol=self.pas_vt_symbol)
-
         self.act_price_tick = self.cta_engine.get_price_tick(self.act_vt_symbol)
         self.pas_price_tick = self.cta_engine.get_price_tick(self.pas_vt_symbol)
 
@@ -95,6 +94,102 @@ class CtaSpreadTemplate(CtaTemplate):
         if len(self.gt.dn_grids) > 0:
             self.write_log(dn_grids_info)
 
+    def sync_data(self):
+        """同步更新数据"""
+        if not self.backtesting:
+            self.write_log(u'保存k线缓存数据')
+            self.save_klines_to_cache()
+
+
+    def save_klines_to_cache(self, kline_names: list = []):
+        """
+        保存K线数据到缓存
+        :param kline_names: 一般为self.klines的keys
+        :return:
+        """
+        if len(kline_names) == 0:
+            kline_names = list(self.klines.keys())
+
+        # 获取保存路径
+        save_path = self.cta_engine.get_data_path()
+        # 保存缓存的文件名
+        file_name = os.path.abspath(os.path.join(save_path, f'{self.strategy_name}_klines.pkb2'))
+        with bz2.BZ2File(file_name, 'wb') as f:
+            klines = {}
+            for kline_name in kline_names:
+                kline = self.klines.get(kline_name, None)
+                if kline:
+                    kline.strategy = None
+                    kline.cb_on_bar = None
+                    if kline.cb_on_period:
+                        kline.cb_on_period = None
+                    kline.cb_dict = {}
+                klines.update({kline_name: kline})
+            pickle.dump(klines, f)
+
+    def load_klines_from_cache(self, kline_names: list = []):
+        """
+        从缓存加载K线数据
+        :param kline_names:
+        :return:
+        """
+        if len(kline_names) == 0:
+            kline_names = list(self.klines.keys())
+
+        save_path = self.cta_engine.get_data_path()
+        file_name = os.path.abspath(os.path.join(save_path, f'{self.strategy_name}_klines.pkb2'))
+        try:
+            last_bar_dt = None
+            with bz2.BZ2File(file_name, 'rb') as f:
+                klines = pickle.load(f)
+                # 逐一恢复K线
+                for kline_name in kline_names:
+                    # 缓存的k线实例
+                    cache_kline = klines.get(kline_name, None)
+                    # 当前策略实例的K线实例
+                    strategy_kline = self.klines.get(kline_name, None)
+
+                    if cache_kline and strategy_kline:
+                        # 临时保存当前的回调函数
+                        cb_on_bar = strategy_kline.cb_on_bar
+                        # 缓存实例数据 =》 当前实例数据
+                        strategy_kline.__dict__.update(cache_kline.__dict__)
+
+                        # 所有K线的最后时间
+                        if last_bar_dt and strategy_kline.cur_datetime:
+                            last_bar_dt = max(last_bar_dt, strategy_kline.cur_datetime)
+                        else:
+                            last_bar_dt = strategy_kline.cur_datetime
+
+                        # 重新绑定k线策略与on_bar回调函数
+                        strategy_kline.strategy = self
+                        strategy_kline.cb_on_bar = cb_on_bar
+
+                        self.write_log(f'恢复{kline_name}缓存数据,最新bar结束时间:{last_bar_dt}')
+
+                self.write_log(u'加载缓存k线数据完毕')
+                return last_bar_dt
+        except Exception as ex:
+            self.write_error(f'加载缓存K线数据失败:{str(ex)}')
+        return None
+
+    def get_klines_snapshot(self):
+        """返回当前klines的切片数据"""
+        try:
+            d = {
+                'strategy': self.strategy_name,
+                'datetime': datetime.now()}
+            klines = {}
+            for kline_name in sorted(self.klines.keys()):
+                klines.update({kline_name: self.klines.get(kline_name).get_data()})
+            kline_names = list(klines.keys())
+            binary_data = zlib.compress(pickle.dumps(klines))
+            d.update({'kline_names': kline_names, 'klines': binary_data, 'zlib': True})
+            return d
+        except Exception as ex:
+            self.write_error(f'获取klines切片数据失败:{str(ex)}')
+            return {}
+
     def init_position(self, status_filter=[True]):
         """
         初始化Positin
@@ -205,6 +300,10 @@ class CtaSpreadTemplate(CtaTemplate):
 
     def on_start(self):
         """启动策略（必须由用户继承实现）"""
+        # 订阅主动腿/被动腿合约
+        self.cta_engine.subscribe_symbol(strategy_name=self.strategy_name, vt_symbol=self.act_vt_symbol)
+        self.cta_engine.subscribe_symbol(strategy_name=self.strategy_name, vt_symbol=self.pas_vt_symbol)
+
         self.write_log(u'启动')
         self.trading = True
         self.put_event()
@@ -448,7 +547,8 @@ class CtaSpreadTemplate(CtaTemplate):
 
                     self.update_pos(price=grid.close_price,
                                     volume=grid.volume,
-                                    operation='cover' if grid.direction == Direction.SHORT else 'sell')
+                                    operation='cover' if grid.direction == Direction.SHORT else 'sell',
+                                    dt=self.cur_datetime)
 
                     self.write_log(f'移除网格:{grid.to_json()}')
                     self.gt.remove_grids_by_ids(direction=grid.direction, ids=[grid.id])
@@ -460,7 +560,8 @@ class CtaSpreadTemplate(CtaTemplate):
                     self.write_log(f'{grid.direction.value}单已开仓完毕,,手数:{grid.volume}, 详细:{grid.snapshot}')
                     self.update_pos(price=grid.open_price,
                                     volume=grid.volume,
-                                    operation='short' if grid.direction == Direction.SHORT else 'buy')
+                                    operation='short' if grid.direction == Direction.SHORT else 'buy',
+                                    dt=self.cur_datetime)
                 # 网格的所有委托单部分执行完毕
             else:
                 self.write_log(f'剩余委托单号:{grid.order_ids}')
@@ -656,7 +757,7 @@ class CtaSpreadTemplate(CtaTemplate):
 
         order_price = old_order['price']
         order_type = old_order.get('order_type', OrderType.LIMIT)
-        order_retry = old_order['retry']
+        order_retry = old_order.get('retry',1)
         grid = old_order.get('grid', None)
         if order_retry > 10:
             msg = u'{} 平仓撤单 {}/{}手， 重试平仓次数{}>10' \
@@ -789,18 +890,23 @@ class CtaSpreadTemplate(CtaTemplate):
             over_seconds = (dt - order_time).total_seconds()
 
             # 只处理未成交的限价委托单
-            if order_status in [Status.NOTTRADED] and (order_type == OrderType.LIMIT):
+            if order_status in [Status.SUBMITTING, Status.NOTTRADED] and (order_type == OrderType.LIMIT):
                 if over_seconds > self.cancel_seconds or force:  # 超过设置的时间还未成交
                     self.write_log(u'超时{}秒未成交，取消委托单：vt_orderid:{},order:{}'
                                    .format(over_seconds, vt_orderid, order_info))
-                    order_info.update({'status': Status.CANCELING})
+                    order_info.update({'status': Status.CANCELLING})
                     self.active_orders.update({vt_orderid: order_info})
                     ret = self.cancel_order(str(vt_orderid))
                     if not ret:
                         self.write_log(u'撤单失败,更新状态为撤单成功')
                         order_info.update({'status': Status.CANCELLED})
                         self.active_orders.update({vt_orderid: order_info})
-
+                    else:
+                        if order_grid:
+                            if vt_orderid in order_grid.order_ids:
+                                order_grid.order_ids.remove(vt_orderid)
+                            if len(order_grid.order_ids) == 0:
+                                order_grid.order_status = False
                 continue
 
             # 处理状态为‘撤销’的委托单
@@ -925,8 +1031,8 @@ class CtaSpreadTemplate(CtaTemplate):
             return True
 
         # leg1 接近跌停价（10个minDiff 以内）
-        if self.cur_act_tick.limie_down > 0 \
-                and self.cur_act_tick.bid_price_1 - 10 * self.act_price_tick < self.cur_act_tick.limie_down:
+        if self.cur_act_tick.limit_down > 0 \
+                and self.cur_act_tick.bid_price_1 - 10 * self.act_price_tick < self.cur_act_tick.limit_down:
             self.write_log(u'主动腿 bid_price_1{} 接近跌停价{}'
                            .format(self.cur_act_tick.bid_price_1, self.cur_act_tick.limit_up))
             return True
@@ -939,8 +1045,8 @@ class CtaSpreadTemplate(CtaTemplate):
             return True
 
         # leg2 接近跌停价（10个minDiff 以内）
-        if self.cur_pas_tick.limie_down > 0 \
-                and self.cur_pas_tick.bid_price_1 - 10 * self.pas_price_tick < self.cur_pas_tick.limie_down:
+        if self.cur_pas_tick.limit_down > 0 \
+                and self.cur_pas_tick.bid_price_1 - 10 * self.pas_price_tick < self.cur_pas_tick.limit_down:
             self.write_log(u'被动腿 bid_price_1{} 接近跌停价{}'
                            .format(self.cur_pas_tick.bid_price_1, self.cur_pas_tick.limit_up))
             return True
@@ -976,26 +1082,26 @@ class CtaSpreadTemplate(CtaTemplate):
 
         # 开空主动腿
         act_vt_orderids = self.short(vt_symbol=self.act_vt_symbol,
-                                     price=self.cur_act_tick.bid_price1,
+                                     price=self.cur_act_tick.bid_price_1,
                                      volume=grid.volume * self.act_vol_ratio,
                                      order_type=self.order_type,
                                      order_time=self.cur_datetime,
                                      grid=grid)
         if not act_vt_orderids:
             self.write_error(f'spd_short，{self.act_vt_symbol}开空仓{grid.volume * self.act_vol_ratio}手失败，'
-                             f'委托价:{self.cur_act_tick.bid_price1}')
+                             f'委托价:{self.cur_act_tick.bid_price_1}')
             return []
 
         # 开多被动腿
         pas_vt_orderids = self.buy(vt_symbol=self.pas_vt_symbol,
-                                   price=self.cur_pas_tick.ask_price1,
+                                   price=self.cur_pas_tick.ask_price_1,
                                    volume=grid.volume * self.pas_vol_ratio,
                                    order_type=self.order_type,
                                    order_time=self.cur_datetime,
                                    grid=grid)
         if not pas_vt_orderids:
             self.write_error(f'spd_short，{self.pas_vt_symbol}开多仓{grid.volume * self.pas_vol_ratio}手失败，'
-                             f'委托价:{self.cur_pas_tick.ask_price1}')
+                             f'委托价:{self.cur_pas_tick.ask_price_1}')
             return []
 
         grid.order_status = True
@@ -1035,26 +1141,26 @@ class CtaSpreadTemplate(CtaTemplate):
 
         # 开多主动腿
         act_vt_orderids = self.buy(vt_symbol=self.act_vt_symbol,
-                                   price=self.cur_act_tick.ask_price1,
+                                   price=self.cur_act_tick.ask_price_1,
                                    volume=grid.volume * self.act_vol_ratio,
                                    order_type=self.order_type,
                                    order_time=self.cur_datetime,
                                    grid=grid)
         if not act_vt_orderids:
             self.write_error(f'spd_short，{self.act_vt_symbol}开多仓{grid.volume * self.act_vol_ratio}手失败，'
-                             f'委托价:{self.cur_act_tick.ask_price1}')
+                             f'委托价:{self.cur_act_tick.ask_price_1}')
             return []
 
         # 开空被动腿
         pas_vt_orderids = self.short(vt_symbol=self.pas_vt_symbol,
-                                     price=self.cur_pas_tick.bid_price1,
+                                     price=self.cur_pas_tick.bid_price_1,
                                      volume=grid.volume * self.pas_vol_ratio,
                                      order_type=self.order_type,
                                      order_time=self.cur_datetime,
                                      grid=grid)
         if not pas_vt_orderids:
             self.write_error(f'spd_short，{self.pas_vt_symbol}开空仓{grid.volume * self.pas_vol_ratio}手失败，'
-                             f'委托价:{self.cur_pas_tick.bid_price1}')
+                             f'委托价:{self.cur_pas_tick.bid_price_1}')
             return []
 
         grid.order_status = True
@@ -1066,7 +1172,7 @@ class CtaSpreadTemplate(CtaTemplate):
     # ----------------------------------------------------------------------
     def spd_sell(self, grid: CtaGrid, force: bool = False):
         """非标准合约的套利平正套指令"""
-        self.write_log(u'套利平正套单,price={0,volume={}'.format(grid.close_price, grid.volume))
+        self.write_log(u'套利平正套单,price={},volume={}'.format(grid.close_price, grid.volume))
         if self.entrust != 0:
             self.write_log(u'正在委托，不平仓')
             return []
@@ -1106,26 +1212,26 @@ class CtaSpreadTemplate(CtaTemplate):
 
         # 主动腿多单平仓
         act_vt_orderids = self.sell(vt_symbol=self.act_vt_symbol,
-                                    price=self.cur_act_tick.bid_price1,
+                                    price=self.cur_act_tick.bid_price_1,
                                     volume=grid.volume * self.act_vol_ratio,
                                     order_type=self.order_type,
                                     order_time=self.cur_datetime,
                                     grid=grid)
         if not act_vt_orderids:
             self.write_error(f'spd_sell，{self.act_vt_symbol}多单平仓{grid.volume * self.act_vol_ratio}手失败，'
-                             f'委托价:{self.cur_act_tick.bid_price1}')
+                             f'委托价:{self.cur_act_tick.bid_price_1}')
             return []
 
         # 被动腿空单平仓
         pas_vt_orderids = self.cover(vt_symbol=self.pas_vt_symbol,
-                                     price=self.cur_pas_tick.ask_price1,
+                                     price=self.cur_pas_tick.ask_price_1,
                                      volume=grid.volume * self.pas_vol_ratio,
                                      order_type=self.order_type,
                                      order_time=self.cur_datetime,
                                      grid=grid)
         if not pas_vt_orderids:
             self.write_error(f'spd_sell，{self.pas_vt_symbol}空单平仓{grid.volume * self.pas_vol_ratio}手失败，'
-                             f'委托价:{self.cur_pas_tick.ask_price1}')
+                             f'委托价:{self.cur_pas_tick.ask_price_1}')
             return []
 
         grid.order_status = True
@@ -1155,6 +1261,13 @@ class CtaSpreadTemplate(CtaTemplate):
             self.write_log(u'实际价差{}不满足:{}'.format(self.cur_spd_tick.ask_price_1, grid.close_price))
             return []
 
+        self.act_pos = self.cta_engine.get_position_holding(vt_symbol=self.act_vt_symbol)
+        self.pas_pos = self.cta_engine.get_position_holding(vt_symbol=self.pas_vt_symbol)
+
+        if not all([self.act_pos, self.pas_pos]):
+            self.write_error('主动腿/被动退得持仓数据不存在')
+            return []
+
         act_close_volume = grid.snapshot.get('act_open_volume')
         pas_close_volume = grid.snapshot.get('pas_open_volume')
 
@@ -1170,26 +1283,26 @@ class CtaSpreadTemplate(CtaTemplate):
 
         # 主动腿空单平仓
         act_vt_orderids = self.cover(vt_symbol=self.act_vt_symbol,
-                                     price=self.cur_act_tick.ask_price1,
+                                     price=self.cur_act_tick.ask_price_1,
                                      volume=grid.volume * self.act_vol_ratio,
                                      order_type=self.order_type,
                                      order_time=self.cur_datetime,
                                      grid=grid)
         if not act_vt_orderids:
             self.write_error(f'spd_cover{self.act_vt_symbol}空单平仓{grid.volume * self.act_vol_ratio}手失败，'
-                             f'委托价:{self.cur_act_tick.ask_price1}')
+                             f'委托价:{self.cur_act_tick.ask_price_1}')
             return []
 
         # 被动腿多单平仓
         pas_vt_orderids = self.sell(vt_symbol=self.pas_vt_symbol,
-                                    price=self.cur_pas_tick.bid_price1,
+                                    price=self.cur_pas_tick.bid_price_1,
                                     volume=grid.volume * self.pas_vol_ratio,
                                     order_type=self.order_type,
                                     order_time=self.cur_datetime,
                                     grid=grid)
         if not pas_vt_orderids:
             self.write_error(f'spd_cover，{self.pas_vt_symbol}多单平仓{grid.volume * self.pas_vol_ratio}手失败，'
-                             f'委托价:{self.cur_pas_tick.bid_price1}')
+                             f'委托价:{self.cur_pas_tick.bid_price_1}')
             return []
 
         grid.order_status = True
diff --git a/vnpy/component/cta_grid_trade.py b/vnpy/component/cta_grid_trade.py
index 0060a60d..3bef54e2 100644
--- a/vnpy/component/cta_grid_trade.py
+++ b/vnpy/component/cta_grid_trade.py
@@ -83,8 +83,8 @@ class CtaGrid(object):
         j['snapshot'] = self.snapshot  # 切片数据
 
         # datetime => string
-        j['open_time'] = self.open_time.strftime('%Y-%m-%d %H:%M:%S') if isinstance(self.open_time, datetime) else ''
-        j['order_time'] = self.order_time.strftime('%Y-%m-%d %H:%M:%S') if isinstance(self.order_time, datetime) else ''
+        j['open_time'] = self.open_time.strftime('%Y-%m-%d %H:%M:%S') if isinstance(self.open_time, datetime) else self.open_time
+        j['order_time'] = self.order_time.strftime('%Y-%m-%d %H:%M:%S') if isinstance(self.order_time, datetime) else self.order_time
 
         return j
 
@@ -646,7 +646,7 @@ class CtaGridTrade(CtaComponent):
                 for i in range(0, lots, 1):
                     # 做多，开仓价为下阻力线-网格高度*i，平仓价为开仓价+止盈高度，开仓数量为缺省
                     open_price = int((down_line - self.grid_height * down_rate * i) / self.price_tick) * self.price_tick
-                    close_price = int((open_price + self.grid_win * down_rate * i) / self.price_tick) * self.price_tick
+                    close_price = int((open_price + self.grid_win * down_rate ) / self.price_tick) * self.price_tick
 
                     grid = CtaGrid(direction=Direction.LONG,
                                    open_price=open_price,
@@ -687,7 +687,7 @@ class CtaGridTrade(CtaComponent):
                 # 做空，开仓价为上阻力线+网格高度*i，平仓价为开仓价-止盈高度，开仓数量为缺省
                 for i in range(0, lots, 1):
                     open_price = int((upper_line + self.grid_height * upper_rate * i) / self.price_tick) * self.price_tick
-                    close_price = int((open_price - self.grid_win * upper_rate * i) / self.price_tick) * self.price_tick
+                    close_price = int((open_price - self.grid_win * upper_rate ) / self.price_tick) * self.price_tick
 
                     grid = CtaGrid(direction=Direction.SHORT,
                                    open_price=open_price,
diff --git a/vnpy/data/tdx/tdx_future_data.py b/vnpy/data/tdx/tdx_future_data.py
index 7b163036..b0721c8c 100644
--- a/vnpy/data/tdx/tdx_future_data.py
+++ b/vnpy/data/tdx/tdx_future_data.py
@@ -108,6 +108,7 @@ class TdxFutureData(object):
         # 所有期货合约的本地缓存
         self.future_contracts = get_future_contracts()
 
+
     def write_log(self, content):
         if self.strategy:
             self.strategy.write_log(content)
diff --git a/vnpy/data/tq/downloader.py b/vnpy/data/tq/downloader.py
index 16b0a528..0849aee0 100644
--- a/vnpy/data/tq/downloader.py
+++ b/vnpy/data/tq/downloader.py
@@ -3,7 +3,8 @@
 #__author__ = 'yangyang'
 # 修改：
 # 1， 输入单个合约时，标题不再扩展为 合约.标题
-# 2.  下载tick时，5当行情都下载
+# 2.  下载tick时，5档行情都下载
+# 3.  五档行情变量调整适合vnpy的命名方式
 
 import csv
 from datetime import date, datetime
@@ -120,6 +121,10 @@ class DataDownloader:
             "focus_datetime": self._start_dt_nano,
             "focus_position": 0,
         }
+        if len(self._symbol_list) ==1:
+            single_exchange, single_symbol = self._symbol_list[0].split('.')
+        else:
+            single_exchange, single_symbol = None, None
         # 还没有发送过任何请求, 先请求定位左端点
         await self._api._send_chan.send(chart_info)
         chart = _get_obj(self._api._data, ["charts", chart_info["chart_id"]])
@@ -167,7 +172,13 @@ class DataDownloader:
                                 # 写入文件头
                                 csv_header = ["datetime"]
                                 for symbol in self._symbol_list:
+                                    # 单一合约时，添加合约和交易所
+                                    if single_exchange:
+                                        csv_header.extend(['symbol', 'exchange'])
+
                                     for col in data_cols:
+                                        if col.startswith('bid_') or col.startswith('ask_'):
+                                            col = col[:-1] + '_' + col[-1]
                                         if len(self._symbol_list) > 2:
                                             csv_header.append(symbol + "." + col)
                                         else:
@@ -175,6 +186,11 @@ class DataDownloader:
 
                                 csv_writer.writerow(csv_header)
                             row = [self._nano_to_str(item["datetime"])]
+
+                            # 单一合约时，添加合约和交易所
+                            if single_exchange:
+                                row.extend([single_symbol, single_exchange])
+
                             for col in data_cols:
                                 row.append(self._get_value(item, col))
                             for i in range(1, len(self._symbol_list)):
@@ -183,7 +199,11 @@ class DataDownloader:
                                 k = {} if tid == -1 else serials[i]["data"].get(str(tid), {})
                                 for col in data_cols:
                                     row.append(self._get_value(k, col))
-                            csv_writer.writerow(row)
+                            # 抛弃盘前的脏数据
+                            if self._dur_nano == 0 and str(row[3]) == 'nan':
+                                p = 1
+                            else:
+                                csv_writer.writerow(row)
                             current_id += 1
                             self._current_dt_nano = item["datetime"]
                         # 当前 id 已超出订阅范围, 需重新订阅后续数据
@@ -213,5 +233,5 @@ class DataDownloader:
     def _nano_to_str(nano):
         dt = datetime.fromtimestamp(nano // 1000000000)
         s = dt.strftime('%Y-%m-%d %H:%M:%S')
-        s += '.' + str(int(nano % 1000000000)).zfill(9)
+        s += '.' + str(int(nano % 1000000000)).zfill(9)[:3]
         return s
diff --git a/vnpy/data/tq/tianqin_data.py b/vnpy/data/tq/tianqin_data.py
new file mode 100644
index 00000000..80076d5a
--- /dev/null
+++ b/vnpy/data/tq/tianqin_data.py
@@ -0,0 +1,308 @@
+# -*- coding:UTF-8 -*-
+# Author ：chenfeng
+import traceback
+from contextlib import closing
+
+import os
+from datetime import datetime, timedelta
+from functools import lru_cache
+from tqsdk import TqApi, TqSim
+from vnpy.data.tq.downloader import DataDownloader
+from vnpy.trader.constant import (
+    Direction,
+    Exchange,
+    Product,
+    Offset,
+    Status,
+    OptionType,
+    OrderType,
+    Interval,
+)
+from vnpy.trader.object import TickData
+from vnpy.trader.utility import extract_vt_symbol, get_trading_date
+import pandas as pd
+import csv
+
+# pd.pandas.set_option('display.max_rows', None)  # 设置最大显示行数，超过该值用省略号代替，为None时显示所有行。
+# pd.pandas.set_option('display.max_columns', None)  # 设置最大显示列数，超过该值用省略号代替，为None时显示所有列。
+# pd.pandas.reset_option(‘参数名’, 参数值)	# 恢复默认相关选项
+
+tick_csv_header = [
+    "datetime","symbol", "exchange", "last_price","highest","lowest","volume","amount","open_interest",
+    "upper_limit","lower_limit","bid_price1","bid_volume1","ask_price1",
+    "ask_volume1","bid_price2","bid_volume2","ask_price2","ask_volume2",
+    "bid_price3","bid_volume3","ask_price3","ask_volume3","bid_price4",
+    "bid_volume4",
+    "ask_price4","ask_volume4",
+    "bid_price5","bid_volume5","ask_price5","ask_volume5"
+]
+
+@lru_cache(maxsize=9999)
+def to_vt_symbol(tq_symbol: str) -> str:
+    """"""
+    if "KQ.m" in tq_symbol:
+        ins_type, instrument = tq_symbol.split("@")
+        exchange, symbol = instrument.split(".")
+        return f"{symbol}88.{exchange}"
+    elif "KQ.i" in tq_symbol:
+        ins_type, instrument = tq_symbol.split("@")
+        exchange, symbol = instrument.split(".")
+        return f"{symbol}99.{exchange}"
+    else:
+        exchange, symbol = tq_symbol.split(".")
+        return f"{symbol}.{exchange}"
+
+
+@lru_cache(maxsize=9999)
+def to_tq_symbol(symbol: str, exchange: Exchange) -> str:
+    """
+    TQSdk exchange first
+    """
+    for count, word in enumerate(symbol):
+        if word.isdigit():
+            break
+
+    fix_symbol = symbol
+    if exchange in [Exchange.INE, Exchange.SHFE, Exchange.DCE]:
+        fix_symbol = symbol.lower()
+
+    # Check for index symbol
+    time_str = symbol[count:]
+
+    if time_str in ["88"]:
+        return f"KQ.m@{exchange.value}.{fix_symbol[:count]}"
+    if time_str in ["99"]:
+        return f"KQ.i@{exchange.value}.{fix_symbol[:count]}"
+
+    return f"{exchange.value}.{fix_symbol}"
+
+
+def generate_tick_from_dict(vt_symbol: str, data: dict) -> TickData:
+    """
+    生成TickData
+    """
+    symbol, exchange = extract_vt_symbol(vt_symbol)
+    if '.' in data["datetime"]:
+        time_format = "%Y-%m-%d %H:%M:%S.%f"
+    else:
+        time_format = "%Y-%m-%d %H:%M:%S"
+
+    return TickData(
+        symbol=symbol,
+        exchange=exchange,
+        datetime=datetime.strptime(data["datetime"][0:26], time_format),
+        name=symbol,
+        volume=int(data["volume"]),
+        open_interest=data["open_interest"],
+        last_price=float(data["last_price"]),
+        #limit_up=float(data["upper_limit"]) if data["upper_limit"] !='#N/A' else None,
+        #limit_down=float(data["lower_limit"]),
+        high_price=float(data["highest"]),
+        low_price=float(data["lowest"]),
+        bid_price_1=float(data["bid_price1"]),
+        bid_price_2=float(data["bid_price2"]),
+        bid_price_3=float(data["bid_price3"]),
+        bid_price_4=float(data["bid_price4"]),
+        bid_price_5=float(data["bid_price5"]),
+        ask_price_1=float(data["ask_price1"]),
+        ask_price_2=float(data["ask_price2"]),
+        ask_price_3=float(data["ask_price3"]),
+        ask_price_4=float(data["ask_price4"]),
+        ask_price_5=float(data["ask_price5"]),
+        bid_volume_1=int(data["bid_volume1"]),
+        bid_volume_2=int(data["bid_volume2"]),
+        bid_volume_3=int(data["bid_volume3"]),
+        bid_volume_4=int(data["bid_volume4"]),
+        bid_volume_5=int(data["bid_volume5"]),
+        ask_volume_1=int(data["ask_volume1"]),
+        ask_volume_2=int(data["ask_volume2"]),
+        ask_volume_3=int(data["ask_volume3"]),
+        ask_volume_4=int(data["ask_volume4"]),
+        ask_volume_5=int(data["ask_volume5"]),
+        gateway_name='',
+    )
+
+
+class TqFutureData():
+
+    def __init__(self, strategy=None):
+        self.strategy = strategy    # 传进来策略实例，这样可以写日志到策略实例
+
+        self.api = TqApi(TqSim())
+
+    def get_tick_serial(self, vt_symbol: str):
+        # 获取最新的8964个数据 tick的话就相当于只有50分钟左右
+        try:
+            symbol, exchange = extract_vt_symbol(vt_symbol)
+            tq_symbol = to_tq_symbol(symbol, exchange)
+            # 使用with closing机制确保下载完成后释放对应的资源
+            with closing(self.api):
+                # 获得 pp2009 tick序列的引用
+                ticks = self.api.get_tick_serial(symbol=tq_symbol, data_length=8964)  # 每个序列最大支持请求 8964 个数据
+                return ticks        # 8964/3/60=49.8分钟
+        except Exception as ex:
+            print(u'获取历史tick数据出错：{},{}'.format(str(ex), traceback.format_exc()))
+            return None
+
+    def download_tick_history_to_csv(self, vt_symbol: str, cache_file: str, start_date: datetime, end_date: datetime):
+
+        symbol, exchange = extract_vt_symbol(vt_symbol)
+        tq_symbol = to_tq_symbol(symbol, exchange)
+        td = DataDownloader(self.api, symbol_list=tq_symbol, dur_sec=0,             # Tick数据为dur_sec=0
+                            start_dt=start_date, end_dt=end_date,
+                            csv_file_name=cache_file)
+
+        # 使用with closing机制确保下载完成后释放对应的资源
+        # with closing(self.api):         # 不能这样关闭，套利要下两个腿，所以在策略中关闭
+        #     while not td.is_finished():
+        #         self.api.wait_update()
+        #         print(f"progress:{vt_symbol}--{start_date}--{end_date}: {td.get_progress()}")
+        # self.write_error(f"{vt_symbol}--{start_date}--{end_date}历史数据已经下载到csv")
+        while not td.is_finished():
+            self.api.wait_update()
+            self.write_log(f"progress:{vt_symbol}--{start_date}--{end_date}: {td.get_progress()}")
+        self.write_log(f"{vt_symbol}--{start_date}--{end_date}历史数据已经下载到csv")
+
+    def close_api(self):
+        # 关闭api,释放资源    download_tick_history_to_csv 中因为要下多个所以这里手动关闭
+        self.api.close()
+
+    def get_tick_from_cache(self, vt_symbol: str, trading_day: str):
+        """从本地缓存文件读取， 返回[]"""
+        if '-' in trading_day:
+            trading_day = trading_day.replace('-', '')
+        symbol, exchange = extract_vt_symbol(vt_symbol)
+
+        vnpy_folder = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', '..', '..'))
+        ticks_file = os.path.abspath(os.path.join(vnpy_folder, 'tick_data', 'tq', 'future', trading_day[0:6],
+                                                  f'{symbol}_{trading_day}.csv'))
+        tick_dict_list = []
+        if os.path.exists(ticks_file):
+            try:
+                with open(file=ticks_file, mode='r', encoding='utf-8', ) as f:
+                    reader = csv.DictReader(f=f, fieldnames=tick_csv_header, delimiter=",")
+                    for row in reader:
+                        if str(row.get('last_price','nan')) not in['nan','last_price']:
+                            tick_dict_list.append(row)
+
+                return tick_dict_list
+            except Exception as ex:
+                self.write_log(f'从缓存文件读取{vt_symbol}，交易日{trading_day}异常：{str(ex)}')
+
+        return []
+
+    def get_ticks(self, vt_symbol: str, start_date: datetime, end_date: datetime = None):
+        """获取历史tick"""
+
+        # 1.0从天勤接口下载指定日期，的合约的tick数据
+        self.write_log(f"从天勤请求合约:{vt_symbol}开始时间：{start_date}的历史tick数据")
+        symbol, exchange = extract_vt_symbol(vt_symbol)
+
+        if end_date is None:
+            end_date = datetime.now().replace(hour=16)
+
+        n_days = (end_date - start_date).days
+
+        if n_days <= 0:
+            n_days = 1
+
+        all_ticks = []
+        # 轮询每一天，读取缓存数据
+        for n in range(n_days+1):
+            trading_date = start_date + timedelta(days=n)
+            if trading_date.isoweekday() in [6, 7]:
+                continue
+            trading_day = trading_date.strftime('%Y%m%d')
+            day_ticks = self.get_tick_from_cache(vt_symbol=vt_symbol, trading_day=trading_day)
+
+            if day_ticks:
+                self.write_log(f'读取{vt_symbol} {trading_day}缓存数据{len(day_ticks)}条')
+                all_ticks.extend(day_ticks)
+
+        if all_ticks:
+            last_tick_dt = all_ticks[-1].get('datetime')
+            begin_dt = datetime.strptime(last_tick_dt[0:26], "%Y-%m-%d %H:%M:%S.%f")
+            rt_ticks = self.get_runtime_ticks(vt_symbol=vt_symbol, begin_dt=begin_dt)
+            if rt_ticks:
+                all_ticks.extend(rt_ticks)
+        return all_ticks
+
+    def get_runtime_ticks(self, vt_symbol: str, begin_dt: datetime= None):
+        """获取实时历史tick"""
+        self.write_log(f"从天勤请求合约:{vt_symbol}的实时的8964条tick数据")
+        symbol, exchange = extract_vt_symbol(vt_symbol)
+        df = self.get_tick_serial(vt_symbol)
+        ticks = []
+        if df is None:
+            return ticks
+
+        self.write_log(f"从天勤或历史tick数据成功，开始清洗tick")
+        # print(df.columns.values)
+        # 给df 的各个列名按vnpy格式重置一下
+        df.columns = ['datetime', 'id', 'last_price', 'average', 'highest', 'lowest', 'ask_price1',
+                      'ask_volume11', 'bid_price1', 'bid_volume11', 'ask_price2', 'ask_volume12',
+                      'bid_price2', 'bid_volume12', 'ask_price3', 'ask_volume13', 'bid_price3',
+                      'bid_volume13', 'ask_price4', 'ask_volume14', 'bid_price4', 'bid_volume14',
+                      'ask_price5', 'ask_volume15', 'bid_price5', 'bid_volume15', 'volume', 'amount',
+                      'open_interest', 'symbol', 'duration']
+        df.drop(['id','average','duration'], axis=1)
+
+        for index, row in df.iterrows():
+            # 日期时间, 成交价, 成交量, 总量, 属性(持仓增减), B1价, B1量, B2价, B2量, B3价, B3量, S1价, S1量, S2价, S2量, S3价, S3量, BS
+            # 日期时间, 成交价,当日最高价,当日最低价, B1价, B1量，S1价, S1量，日内成交量，金额，持仓量
+            #     0       1        2          3       4      5       6    7       8        9     10
+            tick = row.to_dict()
+
+            if str(tick['last_price']) == 'nan':
+                continue
+            # datetime: 自unix epoch(1970-01-01 00:00:00 GMT)以来的纳秒数
+            # 1.0、转换读取的tick 时间文本 到 datetime格式
+            # tick_datetime = datetime.strptime(tick['datetime'], "%Y-%m-%d %H:%M:%S.%f")
+            tick_datetime = datetime.strptime(self._nano_to_str(tick['datetime']), "%Y-%m-%d %H:%M:%S.%f")
+            if tick_datetime <= begin_dt:
+                continue
+            # 2.0、获取tick对应的交易日
+            tick_tradingday = get_trading_date(tick_datetime)
+
+            tick.update({'symbol': symbol, 'exchange': exchange.value, 'trading_day': tick_tradingday})
+            tick['datetime'] = tick_datetime.strftime("%Y-%m-%d %H:%M:%S.%f")
+            ticks.append(tick)
+
+        del df
+        return ticks
+
+    @staticmethod
+    def _nano_to_str(nano):
+        # nano: 自unix epoch(1970-01-01 00:00:00 GMT)以来的纳秒数  9位为纳秒 6位为微秒，%f只用到微秒，所以[:6]
+        dt = datetime.fromtimestamp(nano // 1000000000)
+        s = dt.strftime('%Y-%m-%d %H:%M:%S')
+        s += '.' + str(int(nano % 1000000000)).zfill(9)[:3]  # zfill() 方法返回指定长度的字符串，原字符串右对齐，前面填充0。
+        return s
+
+    def write_log(self, msg):
+        if self.strategy is None:
+            print(msg)
+        else:
+            self.strategy.write_log(msg)
+
+    def write_error(self, msg):
+        if self.strategy is None:
+            print(msg)
+        else:
+            self.strategy.write_error(msg)
+
+if __name__ == '__main__':
+    # tqsdk = Query_tqsdk_data(strategy=self)   # 在策略中使用
+    tqsdk = TqFutureData()
+    # ticks = tqsdk.query_tick_current("pp2009.DCE")
+    #tick_df = tqsdk.query_tick_history_data(vt_symbol="ni2009.SHFE", start_date=pd.to_datetime("2020-07-22"))
+    #print(tick_df)
+
+    ticks = tqsdk.get_runtime_ticks("ni2009.SHFE")
+
+    print(ticks[0])
+
+    print(ticks[-1])
+
+
+
diff --git a/vnpy/gateway/ctp/ctp_gateway.py b/vnpy/gateway/ctp/ctp_gateway.py
index eb3da627..a8338330 100644
--- a/vnpy/gateway/ctp/ctp_gateway.py
+++ b/vnpy/gateway/ctp/ctp_gateway.py
@@ -476,6 +476,13 @@ class CtpGateway(BaseGateway):
         """"""
         self.td_api.query_position()
 
+    def query_history(self, req: HistoryRequest) -> List[BarData]:
+        """查询K线历史"""
+        if self.tq_api:
+            return self.tq_api.query_history(req)
+        else:
+            return []
+
     def close(self):
         """"""
         if self.md_api:
@@ -1908,7 +1915,9 @@ class TqMdApi():
             for vt_symbol, quote in self.quote_objs:
                 if self.api.is_changing(quote):
                     tick = self.generate_tick_from_quote(vt_symbol, quote)
-                    tick and self.gateway.on_tick(tick) and self.gateway.on_custom_tick(tick)
+                    if tick:
+                        self.gateway.on_tick(tick)
+                        self.gateway.on_custom_tick(tick)
 
     def subscribe(self, req: SubscribeRequest) -> None:
         """
diff --git a/vnpy/gateway/pb/pb_gateway.py b/vnpy/gateway/pb/pb_gateway.py
index 90667e12..02631f1f 100644
--- a/vnpy/gateway/pb/pb_gateway.py
+++ b/vnpy/gateway/pb/pb_gateway.py
@@ -1646,7 +1646,7 @@ class PbTdApi(object):
                         order.status = Status.REJECTED
                         self.gateway.write_log(f'dbf批量下单，委托被拒:{order.__dict__}')
                         self.gateway.order_manager.on_order(order)
-                        self.gateway.write_error(msg=err_msg, error={"ErrorID": err_id, "ErrorMsg": "委托失败"})
+                        self.gateway.write_error(msg=f'{order.direction.value},{order.vt_symbol},{err_msg}', error={"ErrorID": err_id, "ErrorMsg": "委托失败"})
 
                     if sys_orderid != '0':
                         self.gateway.order_manager.update_orderid_map(local_orderid=local_orderid,
diff --git a/vnpy/trader/converter.py b/vnpy/trader/converter.py
index 4b0181ee..40383ced 100644
--- a/vnpy/trader/converter.py
+++ b/vnpy/trader/converter.py
@@ -88,6 +88,7 @@ class OffsetConverter:
 
         # 平今/平昨拆分
         elif req.exchange in [Exchange.SHFE, Exchange.INE]:
+            print(f'转换平今/平昨')
             return holding.convert_order_request_shfe(req)
         else:
             return [req]
@@ -262,10 +263,12 @@ class PositionHolding:
             td_available = self.long_td - self.long_td_frozen
 
         if req.volume > pos_available:
+            print(f'{req.vt_symbol}没有可用仓位')
             return []
         elif req.volume <= td_available:
             req_td = copy(req)
             req_td.offset = Offset.CLOSETODAY
+            print(f'{req.vt_symbol} 平仓=>平今')
             return [req_td]
         else:
             req_list = []
@@ -274,11 +277,13 @@ class PositionHolding:
                 req_td = copy(req)
                 req_td.offset = Offset.CLOSETODAY
                 req_td.volume = td_available
+                print(f'{req.vt_symbol} 平仓 {req_td.volume}手 =>平今')
                 req_list.append(req_td)
 
             req_yd = copy(req)
             req_yd.offset = Offset.CLOSEYESTERDAY
             req_yd.volume = req.volume - td_available
+            print(f'{req.vt_symbol} 平仓 {req_yd.volume}手 =>平昨')
             req_list.append(req_yd)
 
             return req_list
diff --git a/vnpy/trader/ui/widget.py b/vnpy/trader/ui/widget.py
index 56911b34..1dceabb0 100644
--- a/vnpy/trader/ui/widget.py
+++ b/vnpy/trader/ui/widget.py
@@ -627,7 +627,7 @@ class TradingWidget(QtWidgets.QWidget):
             [order_type.value for order_type in OrderType])
 
         double_validator = QtGui.QDoubleValidator()
-        double_validator.setBottom(0)
+        #double_validator.setBottom(0)
 
         self.price_line = QtWidgets.QLineEdit()
         self.price_line.setValidator(double_validator)