diff --git a/prod/linux/index_publisher/run.py b/prod/linux/index_publisher/run.py
index 807fb9c6..6e70a75e 100644
--- a/prod/linux/index_publisher/run.py
+++ b/prod/linux/index_publisher/run.py
@@ -1,3 +1,5 @@
+# flake8: noqa
+
 import os
 import sys
 import multiprocessing
diff --git a/vnpy/app/cta_strategy_pro/base.py b/vnpy/app/cta_strategy_pro/base.py
index cf27f3dd..b22eb7e1 100644
--- a/vnpy/app/cta_strategy_pro/base.py
+++ b/vnpy/app/cta_strategy_pro/base.py
@@ -80,6 +80,7 @@ class StopOrder:
     lock: bool = False
     vt_orderids: list = field(default_factory=list)
     status: StopOrderStatus = StopOrderStatus.WAITING
+    gateway_name: str = None
 
 
 EVENT_CTA_LOG = "eCtaLog"
diff --git a/vnpy/app/cta_strategy_pro/engine.py b/vnpy/app/cta_strategy_pro/engine.py
index 3f2b7b04..4f227262 100644
--- a/vnpy/app/cta_strategy_pro/engine.py
+++ b/vnpy/app/cta_strategy_pro/engine.py
@@ -25,6 +25,7 @@ from vnpy.trader.object import (
 )
 from vnpy.trader.event import (
     EVENT_TICK,
+    EVENT_BAR,
     EVENT_ORDER,
     EVENT_TRADE,
     EVENT_POSITION
@@ -37,7 +38,7 @@ from vnpy.trader.constant import (
     Offset,
     Status
 )
-from vnpy.trader.utility import load_json, save_json, extract_vt_symbol, round_to, get_folder_path
+from vnpy.trader.utility import load_json, save_json, extract_vt_symbol, round_to, get_folder_path, get_underlying_symbol
 from vnpy.trader.util_logger import setup_logger, logging
 from vnpy.trader.converter import OffsetConverter
 
@@ -49,7 +50,9 @@ from .base import (
     EngineType,
     StopOrder,
     StopOrderStatus,
-    STOPORDER_PREFIX
+    STOPORDER_PREFIX,
+    MARKET_DAY_ONLY
+
 )
 from .template import CtaTemplate
 
@@ -70,6 +73,8 @@ class CtaEngine(BaseEngine):
     2、使用免费的tdx源，替代rqdata源
     3、取消初始化数据时，从全局的cta_strategy_data中恢复数据，改为策略自己初始化恢复数据
     4、支持多合约订阅和多合约交易. 扩展的合约在setting中配置，由策略进行订阅
+    5、支持先启动策略，后连接gateway
+    6、支持指定gateway的交易。主引擎可接入多个gateway
     """
 
     engine_type = EngineType.LIVE  # live trading engine
@@ -91,7 +96,12 @@ class CtaEngine(BaseEngine):
 
         self.strategy_loggers = {}  # strategy_name: logger
 
+        # 未能订阅的symbols,支持策略启动时，并未接入gateway
+        # gateway_name.vt_symbol: set() of (strategy_name, is_bar)
+        self.pending_subcribe_symbol_map = defaultdict(set)
+
         self.symbol_strategy_map = defaultdict(list)  # vt_symbol: strategy list
+        self.bar_strategy_map = defaultdict(list)  # vt_symbol: strategy list
         self.strategy_symbol_map = defaultdict(set)  # strategy_name: vt_symbol set
 
         self.orderid_strategy_map = {}  # vt_orderid: strategy
@@ -116,20 +126,27 @@ class CtaEngine(BaseEngine):
         self.write_log("CTA策略引擎初始化成功")
 
     def close(self):
-        """"""
+        """停止所属有的策略"""
         self.stop_all_strategies()
 
     def register_event(self):
-        """"""
+        """注册事件"""
         self.event_engine.register(EVENT_TICK, self.process_tick_event)
+        self.event_engine.register(EVENT_BAR, self.process_bar_event)
         self.event_engine.register(EVENT_ORDER, self.process_order_event)
         self.event_engine.register(EVENT_TRADE, self.process_trade_event)
         self.event_engine.register(EVENT_POSITION, self.process_position_event)
 
     def process_tick_event(self, event: Event):
-        """"""
+        """处理tick到达事件"""
         tick = event.data
 
+        key = f'{tick.gateway_name}.{tick.vt_symbol}'
+        v = self.pending_subcribe_symbol_map.pop(key, None)
+        if v:
+            # 这里不做tick/bar的判断了，因为基本有tick就有bar
+            self.write_log(f'{key} tick已经到达,移除未订阅记录:{v}')
+
         strategies = self.symbol_strategy_map[tick.vt_symbol]
         if not strategies:
             return
@@ -140,6 +157,10 @@ class CtaEngine(BaseEngine):
             if strategy.inited:
                 self.call_strategy_func(strategy, strategy.on_tick, tick)
 
+    def process_bar_event(self, event: Event):
+        """处理bar到达事件"""
+        pass
+
     def process_order_event(self, event: Event):
         """"""
         order = event.data
@@ -209,6 +230,43 @@ class CtaEngine(BaseEngine):
 
         self.offset_converter.update_position(position)
 
+    def check_unsubscribed_symbols(self):
+        """检查未订阅合约"""
+
+        for key in self.pending_subcribe_symbol_map.keys():
+            # gateway_name.symbol.exchange = > gateway_name, vt_symbol
+            keys = key.split('.')
+            gateway_name = keys[0]
+            vt_symbol = '.'.join(keys[1:])
+
+            contract = self.main_engine.get_contract(vt_symbol)
+            is_bar = True if vt_symbol in self.bar_strategy_map else False
+            if contract:
+                # 获取合约的缩写号
+                underlying_symbol = get_underlying_symbol(vt_symbol)
+                dt = datetime.now()
+                # 若为中金所的合约，白天才提交订阅请求
+                if underlying_symbol in MARKET_DAY_ONLY and not (9 < dt.hour < 16):
+                    continue
+
+                self.write_log(f'重新提交合约{vt_symbol}订阅请求')
+                for strategy_name, is_bar in list(self.pending_subcribe_symbol_map[vt_symbol]):
+                    self.subscribe_symbol(strategy_name=strategy_name,
+                                          vt_symbol=vt_symbol,
+                                          gateway_name=gateway_name,
+                                          is_bar=is_bar)
+            else:
+                try:
+                    self.write_log(f'找不到合约{vt_symbol}信息，尝试请求所有接口')
+                    symbol, exchange = extract_vt_symbol(vt_symbol)
+                    req = SubscribeRequest(symbol=symbol, exchange=exchange)
+                    req.is_bar = is_bar
+                    self.main_engine.subscribe(req, gateway_name)
+
+                except Exception as ex:
+                    self.write_error(u'重新订阅{}.{}异常:{},{}'.format(gateway_name, vt_symbol, str(ex), traceback.format_exc()))
+                    return
+
     def check_stop_order(self, tick: TickData):
         """"""
         for stop_order in list(self.stop_orders.values()):
@@ -278,7 +336,8 @@ class CtaEngine(BaseEngine):
             price: float,
             volume: float,
             type: OrderType,
-            lock: bool
+            lock: bool,
+            gateway_name: str = None
     ):
         """
         Send a new order to server.
@@ -294,15 +353,19 @@ class CtaEngine(BaseEngine):
             volume=volume,
         )
 
+        # 如果没有指定网关，则使用合约信息内的网关
+        if contract.gateway_name and not gateway_name:
+            gateway_name = contract.gateway_name
+
         # Convert with offset converter
-        req_list = self.offset_converter.convert_order_request(original_req, lock)
+        req_list = self.offset_converter.convert_order_request(original_req, lock, gateway_name)
 
         # Send Orders
         vt_orderids = []
 
         for req in req_list:
             vt_orderid = self.main_engine.send_order(
-                req, contract.gateway_name)
+                req, gateway_name)
 
             # Check if sending order successful
             if not vt_orderid:
@@ -310,7 +373,7 @@ class CtaEngine(BaseEngine):
 
             vt_orderids.append(vt_orderid)
 
-            self.offset_converter.update_order_request(req, vt_orderid)
+            self.offset_converter.update_order_request(req, vt_orderid, gateway_name)
 
             # Save relationship between orderid and strategy.
             self.orderid_strategy_map[vt_orderid] = strategy
@@ -326,7 +389,8 @@ class CtaEngine(BaseEngine):
             offset: Offset,
             price: float,
             volume: float,
-            lock: bool
+            lock: bool,
+            gateway_name: str = None
     ):
         """
         Send a limit order to server.
@@ -339,7 +403,8 @@ class CtaEngine(BaseEngine):
             price,
             volume,
             OrderType.LIMIT,
-            lock
+            lock,
+            gateway_name
         )
 
     def send_server_stop_order(
@@ -350,7 +415,8 @@ class CtaEngine(BaseEngine):
             offset: Offset,
             price: float,
             volume: float,
-            lock: bool
+            lock: bool,
+            gateway_name: str = None
     ):
         """
         Send a stop order to server.
@@ -366,7 +432,8 @@ class CtaEngine(BaseEngine):
             price,
             volume,
             OrderType.STOP,
-            lock
+            lock,
+            gateway_name
         )
 
     def send_local_stop_order(
@@ -377,7 +444,8 @@ class CtaEngine(BaseEngine):
             offset: Offset,
             price: float,
             volume: float,
-            lock: bool
+            lock: bool,
+            gateway_name: str = None
     ):
         """
         Create a new local stop order.
@@ -393,7 +461,8 @@ class CtaEngine(BaseEngine):
             volume=volume,
             stop_orderid=stop_orderid,
             strategy_name=strategy.strategy_name,
-            lock=lock
+            lock=lock,
+            gateway_name = gateway_name
         )
 
         self.stop_orders[stop_orderid] = stop_order
@@ -451,7 +520,8 @@ class CtaEngine(BaseEngine):
             price: float,
             volume: float,
             stop: bool,
-            lock: bool
+            lock: bool,
+            gateway_name: str = None
     ):
         """
         该方法供策略使用，发送委托。
@@ -462,18 +532,19 @@ class CtaEngine(BaseEngine):
                            strategy_name=strategy.name,
                            level=logging.ERROR)
             return ""
-
+        if contract.gateway_name and not gateway_name:
+            gateway_name = contract.gateway_name
         # Round order price and volume to nearest incremental value
         price = round_to(price, contract.pricetick)
         volume = round_to(volume, contract.min_volume)
 
         if stop:
             if contract.stop_supported:
-                return self.send_server_stop_order(strategy, contract, direction, offset, price, volume, lock)
+                return self.send_server_stop_order(strategy, contract, direction, offset, price, volume, lock, gateway_name)
             else:
-                return self.send_local_stop_order(strategy, vt_symbol, direction, offset, price, volume, lock)
+                return self.send_local_stop_order(strategy, vt_symbol, direction, offset, price, volume, lock, gateway_name)
         else:
-            return self.send_limit_order(strategy, contract, direction, offset, price, volume, lock)
+            return self.send_limit_order(strategy, contract, direction, offset, price, volume, lock, gateway_name)
 
     def cancel_order(self, strategy: CtaTemplate, vt_orderid: str):
         """
@@ -494,7 +565,7 @@ class CtaEngine(BaseEngine):
         for vt_orderid in copy(vt_orderids):
             self.cancel_order(strategy, vt_orderid)
 
-    def subscribe_symbol(self, strategy_name: str, vt_symbol: str):
+    def subscribe_symbol(self, strategy_name: str, vt_symbol: str, gateway_name: str = '', is_bar: bool = False):
         """订阅合约"""
         strategy = self.strategies.get(strategy_name, None)
         if not strategy:
@@ -502,24 +573,41 @@ class CtaEngine(BaseEngine):
 
         contract = self.main_engine.get_contract(vt_symbol)
         if contract:
+            if contract.gateway_name and not gateway_name:
+                gateway_name = contract.gateway_name
             req = SubscribeRequest(
                 symbol=contract.symbol, exchange=contract.exchange)
-            self.main_engine.subscribe(req, contract.gateway_name)
+            self.main_engine.subscribe(req, gateway_name)
+        else:
+            self.write_log(msg=f"找不到合约{vt_symbol},添加到待订阅列表",
+                           strategy_name=strategy.name)
+            self.pending_subcribe_symbol_map[f'{gateway_name}.{vt_symbol}'].add((strategy_name, is_bar))
+            try:
+                self.write_log(f'找不到合约{vt_symbol}信息，尝试请求所有接口')
+                symbol, exchange = extract_vt_symbol(vt_symbol)
+                req = SubscribeRequest(symbol=symbol, exchange=exchange)
+                req.is_bar = is_bar
+                self.main_engine.subscribe(req, gateway_name)
 
+            except Exception as ex:
+                self.write_error(u'重新订阅{}异常:{},{}'.format(vt_symbol, str(ex), traceback.format_exc()))
+
+        # 如果是订阅bar
+        if is_bar:
+            strategies = self.bar_strategy_map[vt_symbol]
+            if strategy not in strategies:
+                strategies.append(strategy)
+                self.bar_strategy_map.update({vt_symbol: strategies})
+        else:
             # 添加 合约订阅 vt_symbol <=> 策略实例 strategy 映射.
             strategies = self.symbol_strategy_map[vt_symbol]
             strategies.append(strategy)
 
-            # 添加 策略名 strategy_name  <=> 合约订阅 vt_symbol 的映射
-            subscribe_symbol_set = self.strategy_symbol_map[strategy.name]
-            subscribe_symbol_set.add(contract.vt_symbol)
-            return True
+        # 添加 策略名 strategy_name  <=> 合约订阅 vt_symbol 的映射
+        subscribe_symbol_set = self.strategy_symbol_map[strategy.name]
+        subscribe_symbol_set.add(contract.vt_symbol)
 
-        else:
-            self.write_log(msg=f"行情订阅失败，找不到合约{vt_symbol}",
-                           strategy_name=strategy.name,
-                           level=logging.CRITICAL)
-            return False
+        return True
 
     @lru_cache()
     def get_size(self, vt_symbol: str):
@@ -559,6 +647,19 @@ class CtaEngine(BaseEngine):
 
         return None
 
+    def get_account(self, vt_accountid: str):
+        """ 查询账号的资金"""
+        return self.main_engine.get_account(vt_accountid)
+
+    def get_position(self, vt_symbol: str, direction: Direction, gateway_name: str = ''):
+        """ 查询合约在账号的持仓,需要指定方向"""
+        vt_position_id = f"{gateway_name}.{vt_symbol}.{direction.value}"
+        return self.main_engine.get_position(vt_position_id)
+
+    def get_position_holding(self, vt_symbol: str, gateway_name: str = ''):
+        """ 查询合约在账号的持仓（包含多空）"""
+        return self.offset_converter.get_position_holding(vt_symbol, gateway_name)
+
     def get_engine_type(self):
         """"""
         return self.engine_type
diff --git a/vnpy/app/index_tick_publisher/engine.py b/vnpy/app/index_tick_publisher/engine.py
index 054acc21..2a9447a1 100644
--- a/vnpy/app/index_tick_publisher/engine.py
+++ b/vnpy/app/index_tick_publisher/engine.py
@@ -121,7 +121,7 @@ class IndexTickPublisher(BaseEngine):
                 c -= 1
                 self.fail_ip_dict.update({k: c})
 
-        self.checkStatus()
+        self.check_status()
 
     # ----------------------------------------------------------------------
     def ping(self, ip, port=7709):
@@ -144,7 +144,7 @@ class IndexTickPublisher(BaseEngine):
                     self.write_log(u'该服务器IP {}无响应.'.format(ip))
                     return timedelta(seconds=10).total_seconds() * 1000
         except Exception as ex:
-            self.write_error(u'tdx ping服务器{}，异常的响应{}'.format(ip,str(ex)))
+            self.write_error(u'tdx ping服务器{}，异常的响应{}'.format(ip, str(ex)))
             return timedelta(seconds=10).total_seconds() * 1000
 
     def sort_ip_speed(self):
@@ -232,7 +232,7 @@ class IndexTickPublisher(BaseEngine):
 
         # 更新 symbol_exchange_dict , symbol_market_dict
         self.write_log(u'查询合约')
-        self.qryInstrument()
+        self.qry_instrument()
 
         self.conf.update(rabbit_config)
         self.create_publisher(self.conf)
@@ -277,7 +277,7 @@ class IndexTickPublisher(BaseEngine):
             self.write_log(u'退出rabbitMQ 发布器')
             self.pub.exit()
 
-    def checkStatus(self):
+    def check_status(self):
         # self.write_log(u'检查tdx接口状态')
 
         # 若还没有启动连接，就启动连接
@@ -290,7 +290,7 @@ class IndexTickPublisher(BaseEngine):
 
         # self.write_log(u'tdx接口状态正常')
 
-    def qryInstrument(self):
+    def qry_instrument(self):
         """
         查询/更新合约信息
         :return:
diff --git a/vnpy/data/renko/config.py b/vnpy/data/renko/config.py
new file mode 100644
index 00000000..e2159d29
--- /dev/null
+++ b/vnpy/data/renko/config.py
@@ -0,0 +1,7 @@
+# encoding: UTF-8
+
+
+HEIGHT_LIST = [3, 5, 10, 'K3', 'K5', 'K10']
+
+FUTURE_RENKO_DB_NAME = 'FutureRenko_Db'
+STOCK_RENKO_DB_NAME = 'StockRenko_Db'
diff --git a/vnpy/data/renko/test_rebuild_future.py b/vnpy/data/renko/test_rebuild_future.py
new file mode 100644
index 00000000..8fbd89ca
--- /dev/null
+++ b/vnpy/data/renko/test_rebuild_future.py
@@ -0,0 +1,34 @@
+# flake8: noqa
+import os
+import sys
+
+vnpy_root = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', '..', '..'))
+if vnpy_root not in sys.path:
+    sys.path.append(vnpy_root)
+
+os.environ["VNPY_TESTING"] = "1"
+
+from vnpy.data.renko.rebuild_future import *
+
+# Mongo数据库得地址，renko数据库名，tick文件缓存目录
+setting = {
+    "host": "192.168.0.207",
+    "db_name": FUTURE_RENKO_DB_NAME,
+    "cache_folder": os.path.join(vnpy_root, 'tick_data', 'tdx', 'future')
+}
+builder = FutureRenkoRebuilder(setting)
+
+# 生成单个
+# builder.start(symbol='RB99',min_diff=1, height=10, start_date='2019-04-01', end_date='2019-09-10')
+# 生成多个
+builder.start(symbol='J99', price_tick=0.5, height=[10], start_date='2016-01-01', end_date='2016-02-16')
+
+# 导出csv
+# builder.export(symbol='RB99',height=10, start_date='2019-04-01', end_date='2019-09-10')
+
+# 生成批量更新脚本
+# builder.export_scripts()
+
+# builder.check_all_index()
+
+exit(0)
diff --git a/vnpy/data/renko/test_rebuild_stock.py b/vnpy/data/renko/test_rebuild_stock.py
new file mode 100644
index 00000000..5a961543
--- /dev/null
+++ b/vnpy/data/renko/test_rebuild_stock.py
@@ -0,0 +1,35 @@
+# flake8: noqa
+import os
+import sys
+
+vnpy_root = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', '..', '..'))
+if vnpy_root not in sys.path:
+    sys.path.append(vnpy_root)
+
+os.environ["VNPY_TESTING"] = "1"
+
+from vnpy.data.renko.rebuild_stock import *
+
+# Mongo数据库得地址，renko数据库名，tick文件缓存目录
+setting = {
+    "host": "192.168.0.207",
+    "db_name": STOCK_RENKO_DB_NAME,
+    "cache_folder": os.path.join(vnpy_root, 'tick_data', 'tdx', 'stock')
+}
+builder = StockRenkoRebuilder(setting)
+
+# 生成单个
+# builder.start(symbol='600410',min_diff=0.01, height=10, start_date='2019-04-01', end_date='2019-09-10')
+# 生成多个
+builder.start(symbol='123022', price_tick=0.001, height=[10, 'K3', 'K5'], start_date='2019-01-01',
+              end_date='2019-12-31')
+
+# 导出csv
+# builder.export(symbol='600410',height=10, start_date='2019-04-01', end_date='2019-09-10')
+
+# 生成批量更新脚本
+# builder.export_scripts()
+
+builder.check_all_index()
+
+exit(0)
diff --git a/vnpy/data/tdx/refill_tdx_future_bars.py b/vnpy/data/tdx/refill_tdx_future_bars.py
index 59f969b8..a70c37f9 100644
--- a/vnpy/data/tdx/refill_tdx_future_bars.py
+++ b/vnpy/data/tdx/refill_tdx_future_bars.py
@@ -1,7 +1,6 @@
 # flake8: noqa
 """
 下载通达信指数合约1分钟bar => vnpy项目目录/bar_data/
-
 """
 import os
 import sys
@@ -29,24 +28,7 @@ api_01 = TdxFutureData()
 # 更新本地合约缓存信息
 api_01.update_mi_contracts()
 
-
-def bar_to_dict(bar_data: BarData):
-    d = OrderedDict({
-        'datetime': bar_data.datetime,
-        'symbol': bar_data.symbol,
-        'vt_symbol': bar_data.vt_symbol,
-        'exchange': bar_data.exchange.value,
-        'open': bar_data.open_price,
-        'close': bar_data.close_price,
-        'high': bar_data.high_price,
-        'low': bar_data.low_price,
-        'volume': bar_data.volume,
-        'open_interest': bar_data.open_interest,
-        'trading_day': bar_data.trading_day
-    })
-    return d
-
-
+# 逐一指数合约下载并更新
 for underlying_symbol in api_01.future_contracts.keys():
     index_symbol = underlying_symbol + '99'
     print(f'开始更新:{index_symbol}')
diff --git a/vnpy/gateway/ctp/ctp_gateway.py b/vnpy/gateway/ctp/ctp_gateway.py
index 79545b33..f82797ad 100644
--- a/vnpy/gateway/ctp/ctp_gateway.py
+++ b/vnpy/gateway/ctp/ctp_gateway.py
@@ -1276,6 +1276,7 @@ class TdxMdApi():
             self.gateway.on_tick(tick)
             self.gateway.on_custom_tick(tick)
 
+
 class SubMdApi():
     """
     RabbitMQ Subscriber 数据行情接收API
@@ -1360,7 +1361,7 @@ class SubMdApi():
                 self.gateway.write_log(u'关闭订阅器接收线程')
                 self.thread.join()
         except Exception as ex:
-            self.gateway.write_error(u'退出rabbitMQ行情api异常')
+            self.gateway.write_error(u'退出rabbitMQ行情api异常:{}'.format(str(ex)))
 
     # ----------------------------------------------------------------------
     def subscribe(self, subscribeReq):
@@ -1453,22 +1454,22 @@ class TickCombiner(object):
 
         # 以下情况，基本为单腿涨跌停，不合成价差/价格比 Tick
         if (self.last_leg1_tick.ask_price_1 == 0 or self.last_leg1_tick.bid_price_1 == self.last_leg1_tick.upperLimit) \
-                and self.last_leg1_tick.askVolume1 == 0:
+                and self.last_leg1_tick.ask_volume_1 == 0:
             self.gateway.write_log(
                 u'leg1:{0}涨停{1}，不合成价差Tick'.format(self.last_leg1_tick.vtSymbol, self.last_leg1_tick.bid_price_1))
             return
         if (self.last_leg1_tick.bid_price_1 == 0 or self.last_leg1_tick.ask_price_1 == self.last_leg1_tick.lowerLimit) \
-                and self.last_leg1_tick.bidVolume1 == 0:
+                and self.last_leg1_tick.bid_volume_1 == 0:
             self.gateway.write_log(
                 u'leg1:{0}跌停{1}，不合成价差Tick'.format(self.last_leg1_tick.vtSymbol, self.last_leg1_tick.ask_price_1))
             return
         if (self.last_leg2_tick.ask_price_1 == 0 or self.last_leg2_tick.bid_price_1 == self.last_leg2_tick.upperLimit) \
-                and self.last_leg2_tick.askVolume1 == 0:
+                and self.last_leg2_tick.ask_volume_1 == 0:
             self.gateway.write_log(
                 u'leg2:{0}涨停{1}，不合成价差Tick'.format(self.last_leg2_tick.vtSymbol, self.last_leg2_tick.bid_price_1))
             return
         if (self.last_leg2_tick.bid_price_1 == 0 or self.last_leg2_tick.ask_price_1 == self.last_leg2_tick.lowerLimit) \
-                and self.last_leg2_tick.bidVolume1 == 0:
+                and self.last_leg2_tick.bid_volume_1 == 0:
             self.gateway.write_log(
                 u'leg2:{0}跌停{1}，不合成价差Tick'.format(self.last_leg2_tick.vtSymbol, self.last_leg2_tick.ask_price_1))
             return
@@ -1509,16 +1510,21 @@ class TickCombiner(object):
                                                  value=self.last_leg1_tick.pre_close * self.leg1_ratio - self.last_leg2_tick.pre_close * self.leg2_ratio)
             # 开盘价
             if self.last_leg2_tick.open_price > 0 and self.last_leg1_tick.open_price > 0:
-                spread_tick.openPrice = round_to(target=self.price_tick,
-                                                 value=self.last_leg1_tick.open_price * self.leg1_ratio - self.last_leg2_tick.open_price * self.leg2_ratio)
+                spread_tick.open_price = round_to(target=self.price_tick,
+                                                  value=self.last_leg1_tick.open_price * self.leg1_ratio - self.last_leg2_tick.open_price * self.leg2_ratio)
             # 最高价
-            self.spread_high = spread_tick.ask_price_1 if self.spread_high is None else max(self.spread_high,
-                                                                                            spread_tick.ask_price_1)
+            if self.spread_high:
+                self.spread_high = max(self.spread_high, spread_tick.ask_price_1)
+            else:
+                self.spread_high = spread_tick.ask_price_1
             spread_tick.high_price = self.spread_high
 
             # 最低价
-            self.spread_low = spread_tick.bid_price_1 if self.spread_low is None else min(self.spread_low,
-                                                                                          spread_tick.bid_price_1)
+            if self.spread_low:
+                self.spread_low = min(self.spread_low, spread_tick.bid_price_1)
+            else:
+                self.spread_low = spread_tick.bid_price_1
+
             spread_tick.low_price = self.spread_low
 
             self.gateway.on_tick(spread_tick)
@@ -1537,33 +1543,38 @@ class TickCombiner(object):
             ratio_tick.ask_price_1 = round_to(target=self.price_tick,
                                               value=100 * self.last_leg1_tick.ask_price_1 * self.leg1_ratio / (
                                                       self.last_leg2_tick.bid_price_1 * self.leg2_ratio))
-            ratio_tick.askVolume1 = min(self.last_leg1_tick.askVolume1, self.last_leg2_tick.bidVolume1)
+            ratio_tick.ask_volume_1 = min(self.last_leg1_tick.ask_volume_1, self.last_leg2_tick.bid_volume_1)
 
             ratio_tick.bid_price_1 = round_to(target=self.price_tick,
                                               value=100 * self.last_leg1_tick.bid_price_1 * self.leg1_ratio / (
                                                       self.last_leg2_tick.ask_price_1 * self.leg2_ratio))
-            ratio_tick.bidVolume1 = min(self.last_leg1_tick.bidVolume1, self.last_leg2_tick.askVolume1)
+            ratio_tick.bid_volume_1 = min(self.last_leg1_tick.bid_volume_1, self.last_leg2_tick.ask_volume_1)
             ratio_tick.lastPrice = round_to(target=self.price_tick,
                                             value=(ratio_tick.ask_price_1 + ratio_tick.bid_price_1) / 2)
 
             # 昨收盘价
-            if self.last_leg2_tick.preClosePrice > 0 and self.last_leg1_tick.preClosePrice > 0:
-                ratio_tick.preClosePrice = round_to(target=self.price_tick,
-                                                    value=100 * self.last_leg1_tick.preClosePrice * self.leg1_ratio / (
-                                                            self.last_leg2_tick.preClosePrice * self.leg2_ratio))
+            if self.last_leg2_tick.pre_close > 0 and self.last_leg1_tick.pre_close > 0:
+                ratio_tick.pre_close = round_to(target=self.price_tick,
+                                                value=100 * self.last_leg1_tick.pre_close * self.leg1_ratio / (
+                                                        self.last_leg2_tick.pre_close * self.leg2_ratio))
             # 开盘价
-            if self.last_leg2_tick.openPrice > 0 and self.last_leg1_tick.openPrice > 0:
-                ratio_tick.openPrice = round_to(target=self.price_tick,
-                                                value=100 * self.last_leg1_tick.openPrice * self.leg1_ratio / (
-                                                        self.last_leg2_tick.openPrice * self.leg2_ratio))
+            if self.last_leg2_tick.open_price > 0 and self.last_leg1_tick.open_price > 0:
+                ratio_tick.open_price = round_to(target=self.price_tick,
+                                                 value=100 * self.last_leg1_tick.open_price * self.leg1_ratio / (
+                                                         self.last_leg2_tick.open_price * self.leg2_ratio))
             # 最高价
-            self.ratio_high = ratio_tick.ask_price_1 if self.ratio_high is None else max(self.ratio_high,
-                                                                                         ratio_tick.ask_price_1)
+            if self.ratio_high:
+                self.ratio_high = max(self.ratio_high, ratio_tick.ask_price_1)
+            else:
+                self.ratio_high = ratio_tick.ask_price_1
             ratio_tick.high_price = self.spread_high
 
             # 最低价
-            self.ratio_low = ratio_tick.bid_price_1 if self.ratio_low is None else min(self.ratio_low,
-                                                                                       ratio_tick.bid_price_1)
+            if self.ratio_low:
+                self.ratio_low = min(self.ratio_low, ratio_tick.bid_price_1)
+            else:
+                self.ratio_low = ratio_tick.bid_price_1
+
             ratio_tick.low_price = self.spread_low
 
             self.gateway.on_tick(ratio_tick)
diff --git a/vnpy/gateway/ctptest/test.py b/vnpy/gateway/ctptest/test.py
new file mode 100644
index 00000000..472c3dd4
--- /dev/null
+++ b/vnpy/gateway/ctptest/test.py
@@ -0,0 +1,93 @@
+# flake8: noqa
+
+import sys
+import os
+import traceback
+from time import sleep
+
+vnpy_root = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', '..', '..'))
+if vnpy_root not in sys.path:
+    print(u'append {}'.format(vnpy_root))
+    sys.path.append(vnpy_root)
+
+from vnpy.gateway.ctptest import CtptestGateway
+from vnpy.event import EventEngine
+from vnpy.trader.constant import Exchange
+from vnpy.trader.event import (
+    EVENT_TICK,
+    EVENT_ORDER,
+    EVENT_TRADE,
+    EVENT_POSITION,
+    EVENT_ACCOUNT,
+    EVENT_LOG,
+)
+from vnpy.trader.object import (
+    SubscribeRequest,
+)
+# 这里放期货公司需要你连接的测试系统的相关信息
+ctp_setting = {
+    "用户名": "xxx",
+    "密码": "xxx",
+    "经纪商代码": "9999",
+    "交易服务器": "tcp://180.168.146.187:10100",
+    "行情服务器": "tcp://180.168.146.187:10110",
+    "产品名称": "simnow_client_test",
+    "授权编码": "0000000000000000",
+    "产品信息": ""
+}
+
+
+def test():
+    """测试"""
+    from qtpy import QtCore
+    import sys
+
+    def print_log(event):
+        log = event.data
+        print(f'{log.time}: {log.msg}\n')
+
+    def print_event(event):
+        data = event.data
+        print(f'{data.__dict__}')
+
+    app = QtCore.QCoreApplication(sys.argv)
+
+    event_engine = EventEngine()
+    event_engine.register(EVENT_LOG, print_log)
+    event_engine.register(EVENT_TICK, print_event)
+    event_engine.register(EVENT_ACCOUNT, print_event)
+    event_engine.register(EVENT_ORDER, print_event)
+    event_engine.register(EVENT_TRADE, print_event)
+    event_engine.register(EVENT_POSITION, print_event)
+
+    event_engine.start()
+
+    gateway = CtptestGateway(event_engine)
+    gateway.connect(ctp_setting)
+
+    # gateway.connect()
+    auto_subscribe_symbols = ['rb2010']
+    for symbol in auto_subscribe_symbols:
+        print(u'自动订阅合约:{}'.format(symbol))
+        sub = SubscribeRequest(symbol=symbol, exchange=Exchange.SHFE)
+        sub.symbol = symbol
+        gateway.subscribe(sub)
+
+    couter = 20
+    gateway.init_query()
+
+    while couter > 0:
+        print(u'{}'.format(couter))
+        sleep(1)
+        couter -= 1
+
+    sys.exit(app.exec_())
+
+
+if __name__ == '__main__':
+
+    try:
+        test()
+    except Exception as ex:
+        print(u'异常:{},{}'.format(str(ex), traceback.format_exc()), file=sys.stderr)
+    print('Finished')
diff --git a/vnpy/trader/converter.py b/vnpy/trader/converter.py
index b181bdbe..ed512428 100644
--- a/vnpy/trader/converter.py
+++ b/vnpy/trader/converter.py
@@ -13,7 +13,9 @@ from vnpy.trader.constant import (Direction, Offset, Exchange)
 
 
 class OffsetConverter:
-    """"""
+    """
+    仓位转换
+    """
 
     def __init__(self, main_engine: MainEngine):
         """"""
@@ -25,7 +27,7 @@ class OffsetConverter:
         if not self.is_convert_required(position.vt_symbol):
             return
 
-        holding = self.get_position_holding(position.vt_symbol)
+        holding = self.get_position_holding(position.vt_symbol, position.gateway_name)
         holding.update_position(position)
 
     def update_trade(self, trade: TradeData):
@@ -33,7 +35,7 @@ class OffsetConverter:
         if not self.is_convert_required(trade.vt_symbol):
             return
 
-        holding = self.get_position_holding(trade.vt_symbol)
+        holding = self.get_position_holding(trade.vt_symbol, trade.gateway_name)
         holding.update_trade(trade)
 
     def update_order(self, order: OrderData):
@@ -41,32 +43,33 @@ class OffsetConverter:
         if not self.is_convert_required(order.vt_symbol):
             return
 
-        holding = self.get_position_holding(order.vt_symbol)
+        holding = self.get_position_holding(order.vt_symbol, order.gateway_name)
         holding.update_order(order)
 
-    def update_order_request(self, req: OrderRequest, vt_orderid: str):
+    def update_order_request(self, req: OrderRequest, vt_orderid: str, gateway_name: str = ''):
         """"""
         if not self.is_convert_required(req.vt_symbol):
             return
 
-        holding = self.get_position_holding(req.vt_symbol)
+        holding = self.get_position_holding(req.vt_symbol, gateway_name)
         holding.update_order_request(req, vt_orderid)
 
-    def get_position_holding(self, vt_symbol: str):
-        """"""
-        holding = self.holdings.get(vt_symbol, None)
+    def get_position_holding(self, vt_symbol: str, gateway_name: str = ''):
+        """获取持仓信息"""
+        k = f'{gateway_name}.{vt_symbol}'
+        holding = self.holdings.get(k, None)
         if not holding:
             contract = self.main_engine.get_contract(vt_symbol)
             holding = PositionHolding(contract)
-            self.holdings[vt_symbol] = holding
+            self.holdings[k] = holding
         return holding
 
-    def convert_order_request(self, req: OrderRequest, lock: bool):
+    def convert_order_request(self, req: OrderRequest, lock: bool, gateway_name: str = ''):
         """"""
         if not self.is_convert_required(req.vt_symbol):
             return [req]
 
-        holding = self.get_position_holding(req.vt_symbol)
+        holding = self.get_position_holding(req.vt_symbol, gateway_name)
 
         if lock:
             return holding.convert_order_request_lock(req)
diff --git a/vnpy/trader/engine.py b/vnpy/trader/engine.py
index db8df656..b2d24257 100644
--- a/vnpy/trader/engine.py
+++ b/vnpy/trader/engine.py
@@ -162,10 +162,16 @@ class MainEngine:
     def subscribe(self, req: SubscribeRequest, gateway_name: str):
         """
         Subscribe tick data update of a specific gateway.
+        如果没有指定gateway，那么所有的gateway都会接收改订阅请求
         """
-        gateway = self.get_gateway(gateway_name)
-        if gateway:
-            gateway.subscribe(req)
+        if gateway_name:
+            gateway = self.get_gateway(gateway_name)
+            if gateway:
+                gateway.subscribe(req)
+        else:
+            for gateway in self.gateways.items():
+                if gateway:
+                    gateway.subscribe(req)
 
     def send_order(self, req: OrderRequest, gateway_name: str):
         """
diff --git a/vnpy/trader/event.py b/vnpy/trader/event.py
index 83902ec2..dd64d3a9 100644
--- a/vnpy/trader/event.py
+++ b/vnpy/trader/event.py
@@ -5,6 +5,7 @@ Event type string used in VN Trader.
 from vnpy.event import EVENT_TIMER  # noqa
 
 EVENT_TICK = "eTick."
+EVENT_BAR = "eBar."
 EVENT_TRADE = "eTrade."
 EVENT_ORDER = "eOrder."
 EVENT_POSITION = "ePosition."
diff --git a/vnpy/trader/object.py b/vnpy/trader/object.py
index 51914588..bb607e95 100644
--- a/vnpy/trader/object.py
+++ b/vnpy/trader/object.py
@@ -206,7 +206,7 @@ class PositionData(BaseData):
     def __post_init__(self):
         """"""
         self.vt_symbol = f"{self.symbol}.{self.exchange.value}"
-        self.vt_positionid = f"{self.vt_symbol}.{self.direction.value}"
+        self.vt_positionid = f"{self.gateway_name}.{self.vt_symbol}.{self.direction.value}"
 
 
 @dataclass
@@ -273,11 +273,12 @@ class ContractData(BaseData):
 @dataclass
 class SubscribeRequest:
     """
-    Request sending to specific gateway for subscribing tick data update.
+    Request sending to specific gateway for subscribing tick/bar data update.
     """
 
     symbol: str
     exchange: Exchange
+    is_bar: bool = False
 
     def __post_init__(self):
         """"""