diff --git a/Q_n_A.md b/Q_n_A.md
index dab68975..807bd658 100644
--- a/Q_n_A.md
+++ b/Q_n_A.md
@@ -133,3 +133,26 @@
     index-url=http://pypi.douban.com/simple
     [install]
     trusted-host=pypi.douban.com
+
+13. 升级anaconda
+
+    
+    anaconda用法：
+    查看已经安装的包：
+    pip list 或者 conda list
+    
+    安装和更新：
+    pip install requests
+    pip install requests --upgrade
+    或者
+    conda install requests
+    conda update requests
+    
+    更新所有库
+    conda update --all
+    
+    更新 conda 自身
+    conda update conda
+    
+    更新 anaconda 自身
+    conda update anaconda
diff --git a/vnpy/app/cta_crypto/engine.py b/vnpy/app/cta_crypto/engine.py
index e0aebb0f..02617421 100644
--- a/vnpy/app/cta_crypto/engine.py
+++ b/vnpy/app/cta_crypto/engine.py
@@ -1238,7 +1238,7 @@ class CtaEngine(BaseEngine):
         try:
             # 5.保存策略切片
             snapshot = strategy.get_klines_snapshot()
-            if len(snapshot) == 0:
+            if not snapshot:
                 self.write_log(f'{strategy_name}返回得K线切片数据为空')
                 return
 
diff --git a/vnpy/app/cta_crypto/template.py b/vnpy/app/cta_crypto/template.py
index beda0145..53d5ac51 100644
--- a/vnpy/app/cta_crypto/template.py
+++ b/vnpy/app/cta_crypto/template.py
@@ -789,6 +789,7 @@ class CtaFutureTemplate(CtaTemplate):
 
                 self.write_log(f'剩余委托单号:{grid.order_ids}')
 
+            self.gt.save()
         # 在策略得活动订单中，移除
         self.active_orders.pop(order.vt_orderid, None)
 
diff --git a/vnpy/app/cta_strategy_pro/engine.py b/vnpy/app/cta_strategy_pro/engine.py
index a7eb2055..d238fd7e 100644
--- a/vnpy/app/cta_strategy_pro/engine.py
+++ b/vnpy/app/cta_strategy_pro/engine.py
@@ -793,6 +793,10 @@ class CtaEngine(BaseEngine):
 
     def get_price(self, vt_symbol: str):
         """查询合约的最新价格"""
+        price = self.main_engine.get_price(vt_symbol)
+        if price:
+            return price
+
         tick = self.main_engine.get_tick(vt_symbol)
         if tick:
             return tick.last_price
@@ -819,6 +823,10 @@ class CtaEngine(BaseEngine):
 
     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"""
+        if len(gateway_name) == 0:
+            contract = self.main_engine.get_contract(vt_symbol)
+            if contract and contract.gateway_name:
+                gateway_name = contract.gateway_name
         vt_position_id = f"{gateway_name}.{vt_symbol}.{direction.value}"
         return self.main_engine.get_position(vt_position_id)
 
@@ -1178,7 +1186,7 @@ class CtaEngine(BaseEngine):
         try:
             # 5.保存策略切片
             snapshot = strategy.get_klines_snapshot()
-            if len(snapshot) == 0:
+            if not snapshot:
                 self.write_log(f'{strategy_name}返回得K线切片数据为空')
                 return
 
diff --git a/vnpy/app/cta_strategy_pro/template.py b/vnpy/app/cta_strategy_pro/template.py
index a5981116..d3f9f238 100644
--- a/vnpy/app/cta_strategy_pro/template.py
+++ b/vnpy/app/cta_strategy_pro/template.py
@@ -1246,6 +1246,8 @@ class CtaProFutureTemplate(CtaProTemplate):
 
                 self.write_log(f'剩余委托单号:{grid.order_ids}')
 
+            self.gt.save()
+
         # 在策略得活动订单中，移除
         self.active_orders.pop(order.vt_orderid, None)
 
@@ -1274,6 +1276,16 @@ class CtaProFutureTemplate(CtaProTemplate):
         old_order['traded'] = order.traded
         order_vt_symbol = copy(old_order['vt_symbol'])
         order_volume = old_order['volume'] - old_order['traded']
+
+
+        order_price = old_order['price']
+        order_type = old_order.get('order_type', OrderType.LIMIT)
+        order_retry = old_order.get('retry', 0)
+        grid = old_order.get('grid', None)
+        if grid:
+            if order.vt_orderid in grid.order_ids:
+                grid.order_ids.remove(order.vt_orderid)
+
         if order_volume <= 0:
             msg = u'{} {}{}需重新开仓数量为{}，不再开仓' \
                 .format(self.strategy_name,
@@ -1286,10 +1298,6 @@ class CtaProFutureTemplate(CtaProTemplate):
             self.active_orders.pop(order.vt_orderid, None)
             return
 
-        order_price = old_order['price']
-        order_type = old_order.get('order_type', OrderType.LIMIT)
-        order_retry = old_order.get('retry', 0)
-        grid = old_order.get('grid', None)
         if order_retry > 20:
             # 这里超过20次尝试失败后，不再尝试,发出告警信息
             msg = u'{}  {}/{}手， 重试开仓次数{}>20' \
@@ -1299,15 +1307,9 @@ class CtaProFutureTemplate(CtaProTemplate):
                         order_retry)
             self.write_error(msg)
             self.send_wechat(msg)
-
-            if grid:
-                if order.vt_orderid in grid.order_ids:
-                    grid.order_ids.remove(order.vt_orderid)
-
-                # 网格的所有委托单已经执行完毕
-                if len(grid.order_ids) == 0:
-                    grid.order_status = False
-
+            # 网格的所有委托单已经执行完毕
+            if len(grid.order_ids) == 0:
+                grid.order_status = False
                 self.gt.save()
                 self.write_log(u'网格信息更新:{}'.format(grid.__dict__))
 
@@ -1319,8 +1321,18 @@ class CtaProFutureTemplate(CtaProTemplate):
 
         # FAK 重新开单
         if old_order['direction'] == Direction.LONG and order_type == OrderType.FAK:
-            # 更新网格交易器
 
+            # 删除旧的委托记录
+            self.write_log(u'移除旧的委托记录:{}'.format(order.vt_orderid))
+            self.active_orders.pop(order.vt_orderid, None)
+
+            if order.traded > 0:
+                old_traded_volume = grid.traded_volume
+                grid.traded_volume += order.traded
+                self.write_log(f'{grid.direction.value}单部分{order.offset}仓，'
+                               + f'网格volume:{grid.volume}, traded_volume:{old_traded_volume}=>{grid.traded_volume}')
+
+            # 更新网格交易器
             self.write_log(u'FAK模式，需要重新发送buy委托.grid:{}'.format(grid.__dict__))
             # 更新委托平仓价
             buy_price = max(self.cur_mi_tick.ask_price_1, self.cur_mi_tick.last_price, order_price) + self.price_tick
@@ -1350,11 +1362,18 @@ class CtaProFutureTemplate(CtaProTemplate):
                 info.update({'retry': order_retry})
 
             self.gt.save()
+
+
+        elif old_order['direction'] == Direction.SHORT and order_type == OrderType.FAK:
             # 删除旧的委托记录
             self.write_log(u'移除旧的委托记录:{}'.format(order.vt_orderid))
             self.active_orders.pop(order.vt_orderid, None)
 
-        elif old_order['direction'] == Direction.SHORT and order_type == OrderType.FAK:
+            if order.traded > 0:
+                old_traded_volume = grid.traded_volume
+                grid.traded_volume += order.traded
+                self.write_log(f'{grid.direction.value}单部分{order.offset}仓，'
+                               + f'网格volume:{grid.volume}, traded_volume:{old_traded_volume}=>{grid.traded_volume}')
 
             self.write_log(u'FAK模式，需要重新发送short委托.grid:{}'.format(grid.__dict__))
             short_price = min(self.cur_mi_tick.bid_price_1, self.cur_mi_tick.last_price, order_price) - self.price_tick
@@ -1385,9 +1404,7 @@ class CtaProFutureTemplate(CtaProTemplate):
                 info.update({'retry': order_retry})
 
             self.gt.save()
-            # 删除旧的委托记录
-            self.write_log(u'移除旧的委托记录:{}'.format(order.vt_orderid))
-            self.active_orders.pop(order.vt_orderid, None)
+
         else:
             pre_status = old_order.get('status', Status.NOTTRADED)
             old_order.update({'status': Status.CANCELLED})
@@ -1423,6 +1440,15 @@ class CtaProFutureTemplate(CtaProTemplate):
         # order_time = old_order['order_time']
         order_vt_symbol = copy(old_order['vt_symbol'])
         order_volume = old_order['volume'] - old_order['traded']
+
+        order_price = old_order['price']
+        order_type = old_order.get('order_type', OrderType.LIMIT)
+        order_retry = old_order.get('retry', 0)
+        grid = old_order.get('grid', None)
+        if grid:
+            if order.vt_orderid in grid.order_ids:
+                grid.order_ids.remove(order.vt_orderid)
+
         if order_volume <= 0:
             msg = u'{} {}{}重新平仓数量为{}，不再平仓' \
                 .format(self.strategy_name, order.vt_orderid, order_vt_symbol, order_volume)
@@ -1432,20 +1458,15 @@ class CtaProFutureTemplate(CtaProTemplate):
             self.active_orders.pop(order.vt_orderid, None)
             return
 
-        order_price = old_order['price']
-        order_type = old_order.get('order_type', OrderType.LIMIT)
-        order_retry = old_order.get('retry', 0)
-        grid = old_order.get('grid', None)
+
         if order_retry > 20:
             msg = u'{} 平仓撤单 {}/{}手， 重试平仓次数{}>20' \
                 .format(self.strategy_name, order_vt_symbol, order_volume, order_retry)
             self.write_error(msg)
             self.send_wechat(msg)
-            if grid:
-                if order.vt_orderid in grid.order_ids:
-                    grid.order_ids.remove(order.vt_orderid)
-                if not grid.order_ids:
-                    grid.order_status = False
+
+            if not grid.order_ids:
+                grid.order_status = False
                 self.gt.save()
                 self.write_log(u'更新网格=>{}'.format(grid.__dict__))
 
@@ -1456,6 +1477,14 @@ class CtaProFutureTemplate(CtaProTemplate):
         order_retry += 1
 
         if old_order['direction'] == Direction.LONG and order_type == OrderType.FAK:
+            self.write_log(u'移除活动订单:{}'.format(order.vt_orderid))
+            self.active_orders.pop(order.vt_orderid, None)
+            if order.traded > 0:
+                old_traded_volume = grid.traded_volume
+                grid.traded_volume += order.traded
+                self.write_log(f'{grid.direction.value}单部分{order.offset}仓，'
+                               + f'网格volume:{grid.volume}, traded_volume:{old_traded_volume}=>{grid.traded_volume}')
+
             self.write_log(u'FAK模式，需要重新发送cover委托.grid:{}'.format(grid.__dict__))
             # 更新委托平仓价
             cover_tick = self.tick_dict.get(order_vt_symbol, self.cur_mi_tick)
@@ -1484,10 +1513,17 @@ class CtaProFutureTemplate(CtaProTemplate):
                 info.update({'retry': order_retry})
 
             self.gt.save()
-            self.write_log(u'移除活动订单:{}'.format(order.vt_orderid))
-            self.active_orders.pop(order.vt_orderid, None)
+
 
         elif old_order['direction'] == Direction.SHORT and order_type == OrderType.FAK:
+            self.write_log(u'移除活动订单:{}'.format(order.vt_orderid))
+            self.active_orders.pop(order.vt_orderid, None)
+            if order.traded > 0:
+                old_traded_volume = grid.traded_volume
+                grid.traded_volume += order.traded
+                self.write_log(f'{grid.direction.value}单部分{order.offset}仓，'
+                               + f'网格volume:{grid.volume}, traded_volume:{old_traded_volume}=>{grid.traded_volume}')
+
             self.write_log(u'FAK模式，需要重新发送sell委托.grid:{}'.format(grid.__dict__))
             sell_tick = self.tick_dict.get(order_vt_symbol, self.cur_mi_tick)
             sell_price = min(sell_tick.bid_price_1, sell_tick.last_price, order_price) - self.price_tick
@@ -1518,9 +1554,6 @@ class CtaProFutureTemplate(CtaProTemplate):
 
             self.gt.save()
 
-            self.write_log(u'移除活动订单:{}'.format(order.vt_orderid))
-            self.active_orders.pop(order.vt_orderid, None)
-
         else:
             pre_status = old_order.get('status', Status.NOTTRADED)
             old_order.update({'status': Status.CANCELLED})
@@ -1583,6 +1616,8 @@ class CtaProFutureTemplate(CtaProTemplate):
                         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
diff --git a/vnpy/component/cta_grid_trade.py b/vnpy/component/cta_grid_trade.py
index 2e45f25c..1cc50969 100644
--- a/vnpy/component/cta_grid_trade.py
+++ b/vnpy/component/cta_grid_trade.py
@@ -123,9 +123,9 @@ class CtaGrid(object):
     def to_str(self):
         """转换字符串显示内容"""
 
-        str = u'o:{}/{};c:{}/{},r:{}/opentime:{}/ordertime:{}' \
+        str = u'o:{}/{};c:{}/{},r:{}/opentime:{}/ordertime:{},v:{}' \
             .format(self.open_price, self.open_status, self.close_price,
-                    self.close_status, self.order_ids, self.open_time, self.order_time)
+                    self.close_status, self.order_ids, self.open_time, self.order_time, self.volume)
         if len(self.vt_symbol) > 0:
             return u'{} {}'.format(self.vt_symbol, str)
         else:
diff --git a/vnpy/component/cta_line_bar.py b/vnpy/component/cta_line_bar.py
index 311518fa..d67c60be 100644
--- a/vnpy/component/cta_line_bar.py
+++ b/vnpy/component/cta_line_bar.py
@@ -373,7 +373,7 @@ class CtaLineBar(object):
 
         self.para_boll2_len = 0  # 第二条布林的计算K线周期
         self.para_boll2_tb_len = 0  # 第二跳布林的计算K线周期( 适用于TB的计算方式）
-        self.para_boll2_std_sate = 2  # 第二条布林标准差（缺省2倍）
+        self.para_boll2_std_rate = 2  # 第二条布林标准差（缺省2倍）
 
         self.para_kdj_len = 0  # KDJ指标的长度,缺省是9
         self.para_kdj_tb_len = 0  # KDJ指标的长度,缺省是9 ( for TB)
@@ -2059,9 +2059,9 @@ class CtaLineBar(object):
                 boll2Len = min(self.bar_len, self.para_boll2_len)
 
                 # 不包含当前最新的Bar
-                upper_list, middle_list, lower_list = ta.BBANDS(self.close_array[-2 * self.para_boll2_len],
-                                                                timeperiod=boll2Len, nbdevup=self.para_boll2_std_sate,
-                                                                nbdevdn=self.para_boll2_std_sate, matype=0)
+                upper_list, middle_list, lower_list = ta.BBANDS(self.close_array,
+                                                                timeperiod=boll2Len, nbdevup=self.para_boll2_std_rate,
+                                                                nbdevdn=self.para_boll2_std_rate, matype=0)
                 if len(self.line_boll2_upper) > self.max_hold_bars:
                     del self.line_boll2_upper[0]
                 if len(self.line_boll2_middle) > self.max_hold_bars:
@@ -2072,7 +2072,7 @@ class CtaLineBar(object):
                     del self.line_boll2_std[0]
 
                 # 1标准差
-                std = (upper_list[-1] - lower_list[-1]) / (self.para_boll2_std_sate * 2)
+                std = (upper_list[-1] - lower_list[-1]) / (self.para_boll2_std_rate * 2)
                 self.line_boll2_std.append(std)
 
                 upper = round(upper_list[-1], self.round_n)
@@ -2188,15 +2188,15 @@ class CtaLineBar(object):
 
                 middle = np.mean(self.close_array[-2 * boll2Len:])
                 self.line_boll2_middle.append(middle)  # 中轨
-                self.cur_middle2 = middle - middle % self.price_tick  # 中轨取整
+                self.cur_middle2 = middle  # 中轨取整
 
-                upper = middle + self.para_boll2_std_sate * std
+                upper = middle + self.para_boll2_std_rate * std
                 self.line_boll2_upper.append(upper)  # 上轨
-                self.cur_upper2 = upper - upper % self.price_tick  # 上轨取整
+                self.cur_upper2 = upper  # 上轨取整
 
-                lower = middle - self.para_boll2_std_sate * std
+                lower = middle - self.para_boll2_std_rate * std
                 self.line_boll2_lower.append(lower)  # 下轨
-                self.cur_lower2 = lower - lower % self.price_tick  # 下轨取整
+                self.cur_lower2 = lower  # 下轨取整
 
                 # 计算斜率
                 if len(self.line_boll2_upper) > 2 and self.line_boll2_upper[-2] != 0:
@@ -2229,6 +2229,8 @@ class CtaLineBar(object):
         if not (boll_01_len > 0 or boll_02_len > 0):  # 不计算
             return
 
+        rt_close_array = np.append(self.close_array, [self.line_bar[-1].close_price])
+
         if boll_01_len > 0:
             if self.bar_len < min(14, boll_01_len) + 1:
                 return
@@ -2236,7 +2238,7 @@ class CtaLineBar(object):
             bollLen = min(boll_01_len, self.bar_len)
 
             if self.para_boll_tb_len == 0:
-                upper_list, middle_list, lower_list = ta.BBANDS(self.close_array[-bollLen:],
+                upper_list, middle_list, lower_list = ta.BBANDS(rt_close_array,
                                                                 timeperiod=bollLen, nbdevup=self.para_boll_std_rate,
                                                                 nbdevdn=self.para_boll_std_rate, matype=0)
 
@@ -2247,8 +2249,8 @@ class CtaLineBar(object):
                 self._rt_lower = round(lower_list[-1], self.round_n)
             else:
                 # 1标准差
-                std = np.std(np.append(self.close_array[-boll_01_len:], [self.line_bar[-1].close]), ddof=1)
-                middle = np.mean(np.append(self.close_array[-boll_01_len:], [self.line_bar[-1].close]))
+                std = np.std(rt_close_array[-boll_01_len:])
+                middle = np.mean(rt_close_array[-boll_01_len:])
                 self._rt_middle = round(middle, self.round_n)
                 upper = middle + self.para_boll_std_rate * std
                 self._rt_upper = round(upper, self.round_n)
@@ -2275,19 +2277,20 @@ class CtaLineBar(object):
             bollLen = min(boll_02_len, self.bar_len)
 
             if self.para_boll2_tb_len == 0:
-                upper_list, middle_list, lower_list = ta.BBANDS(self.close_array[-bollLen:],
-                                                                timeperiod=bollLen, nbdevup=self.para_boll_std_rate,
-                                                                nbdevdn=self.para_boll_std_rate, matype=0)
+                upper_list, middle_list, lower_list = ta.BBANDS(
+                    rt_close_array,
+                    timeperiod=bollLen, nbdevup=self.para_boll2_std_rate,
+                    nbdevdn=self.para_boll2_std_rate, matype=0)
 
                 # 1标准差
-                std = (upper_list[-1] - lower_list[-1]) / (self.para_boll2_std_sate * 2)
+                std = (upper_list[-1] - lower_list[-1]) / (self.para_boll2_std_rate * 2)
                 self._rt_upper2 = round(upper_list[-1], self.round_n)
                 self._rt_middle2 = round(middle_list[-1], self.round_n)
                 self._rt_lower2 = round(lower_list[-1], self.round_n)
             else:
                 # 1标准差
-                std = np.std(np.append(self.close_array[-boll_02_len:], [self.line_bar[-1].close]), ddof=1)
-                middle = np.mean(np.append(self.close_array[-boll_02_len:], [self.line_bar[-1].close]))
+                std = np.std(rt_close_array[-bollLen:], ddof=1)
+                middle = np.mean(rt_close_array[-bollLen:])
                 self._rt_middle2 = round(middle, self.round_n)
                 upper = middle + self.para_boll_std_rate * std
                 self._rt_upper2 = round(upper, self.round_n)
diff --git a/vnpy/data/tdx/future_contracts.json b/vnpy/data/tdx/future_contracts.json
index c2ea4d10..f25bbc6a 100644
--- a/vnpy/data/tdx/future_contracts.json
+++ b/vnpy/data/tdx/future_contracts.json
@@ -4,7 +4,7 @@
         "mi_symbol": "a2005",
         "full_symbol": "A2005",
         "exchange": "DCE",
-        "margin_rate": 0.05,
+        "margin_rate": 0.06,
         "symbol_size": 10,
         "price_tick": 1.0
     },
@@ -13,7 +13,7 @@
         "mi_symbol": "ag2007",
         "full_symbol": "AG2007",
         "exchange": "SHFE",
-        "margin_rate": 0.08,
+        "margin_rate": 0.09,
         "symbol_size": 15,
         "price_tick": 1.0
     },
@@ -31,7 +31,7 @@
         "mi_symbol": "AP005",
         "full_symbol": "AP2005",
         "exchange": "CZCE",
-        "margin_rate": 0.07,
+        "margin_rate": 0.08,
         "symbol_size": 10,
         "price_tick": 1.0
     },
@@ -67,7 +67,7 @@
         "mi_symbol": "bu2006",
         "full_symbol": "BU2006",
         "exchange": "SHFE",
-        "margin_rate": 0.1,
+        "margin_rate": 0.11,
         "symbol_size": 10,
         "price_tick": 2.0
     },
@@ -85,7 +85,7 @@
         "mi_symbol": "CF009",
         "full_symbol": "CF2009",
         "exchange": "CZCE",
-        "margin_rate": 0.05,
+        "margin_rate": 0.07,
         "symbol_size": 5,
         "price_tick": 5.0
     },
@@ -112,7 +112,7 @@
         "mi_symbol": "cu2004",
         "full_symbol": "CU2004",
         "exchange": "SHFE",
-        "margin_rate": 0.09,
+        "margin_rate": 0.1,
         "symbol_size": 5,
         "price_tick": 10.0
     },
@@ -121,7 +121,7 @@
         "mi_symbol": "CY005",
         "full_symbol": "CY2005",
         "exchange": "CZCE",
-        "margin_rate": 0.05,
+        "margin_rate": 0.07,
         "symbol_size": 5,
         "price_tick": 5.0
     },
@@ -130,7 +130,7 @@
         "mi_symbol": "eb2005",
         "full_symbol": "EB2005",
         "exchange": "DCE",
-        "margin_rate": 0.05,
+        "margin_rate": 0.11,
         "symbol_size": 5,
         "price_tick": 1.0
     },
@@ -139,7 +139,7 @@
         "mi_symbol": "eg2005",
         "full_symbol": "EG2005",
         "exchange": "DCE",
-        "margin_rate": 0.05,
+        "margin_rate": 0.11,
         "symbol_size": 10,
         "price_tick": 1.0
     },
@@ -148,9 +148,9 @@
         "mi_symbol": "fb2005",
         "full_symbol": "FB2005",
         "exchange": "DCE",
-        "margin_rate": 0.2,
-        "symbol_size": 500,
-        "price_tick": 0.05
+        "margin_rate": 0.1,
+        "symbol_size": 10,
+        "price_tick": 0.5
     },
     "FG": {
         "underlying_symbol": "FG",
@@ -166,7 +166,7 @@
         "mi_symbol": "fu2005",
         "full_symbol": "FU2005",
         "exchange": "SHFE",
-        "margin_rate": 0.2,
+        "margin_rate": 0.11,
         "symbol_size": 10,
         "price_tick": 1.0
     },
@@ -175,7 +175,7 @@
         "mi_symbol": "hc2005",
         "full_symbol": "HC2005",
         "exchange": "SHFE",
-        "margin_rate": 0.1,
+        "margin_rate": 0.09,
         "symbol_size": 10,
         "price_tick": 1.0
     },
@@ -184,7 +184,7 @@
         "mi_symbol": "i2005",
         "full_symbol": "I2005",
         "exchange": "DCE",
-        "margin_rate": 0.05,
+        "margin_rate": 0.08,
         "symbol_size": 100,
         "price_tick": 0.5
     },
@@ -220,7 +220,7 @@
         "mi_symbol": "j2005",
         "full_symbol": "J2005",
         "exchange": "DCE",
-        "margin_rate": 0.05,
+        "margin_rate": 0.08,
         "symbol_size": 100,
         "price_tick": 0.5
     },
@@ -229,7 +229,7 @@
         "mi_symbol": "jd2005",
         "full_symbol": "JD2005",
         "exchange": "DCE",
-        "margin_rate": 0.08,
+        "margin_rate": 0.09,
         "symbol_size": 10,
         "price_tick": 1.0
     },
@@ -238,7 +238,7 @@
         "mi_symbol": "jm2005",
         "full_symbol": "JM2005",
         "exchange": "DCE",
-        "margin_rate": 0.05,
+        "margin_rate": 0.08,
         "symbol_size": 60,
         "price_tick": 0.5
     },
@@ -256,7 +256,7 @@
         "mi_symbol": "l2005",
         "full_symbol": "L2005",
         "exchange": "DCE",
-        "margin_rate": 0.05,
+        "margin_rate": 0.07,
         "symbol_size": 5,
         "price_tick": 5.0
     },
@@ -274,7 +274,7 @@
         "mi_symbol": "m2005",
         "full_symbol": "M2005",
         "exchange": "DCE",
-        "margin_rate": 0.05,
+        "margin_rate": 0.06,
         "symbol_size": 10,
         "price_tick": 1.0
     },
@@ -301,7 +301,7 @@
         "mi_symbol": "nr2004",
         "full_symbol": "NR2004",
         "exchange": "INE",
-        "margin_rate": 0.09,
+        "margin_rate": 0.11,
         "symbol_size": 10,
         "price_tick": 5.0
     },
@@ -319,14 +319,14 @@
         "mi_symbol": "p2005",
         "full_symbol": "P2005",
         "exchange": "DCE",
-        "margin_rate": 0.05,
+        "margin_rate": 0.07,
         "symbol_size": 10,
         "price_tick": 2.0
     },
     "PB": {
         "underlying_symbol": "PB",
-        "mi_symbol": "pb2003",
-        "full_symbol": "PB2003",
+        "mi_symbol": "pb2006",
+        "full_symbol": "PB2006",
         "exchange": "SHFE",
         "margin_rate": 0.1,
         "symbol_size": 5,
@@ -346,7 +346,7 @@
         "mi_symbol": "pp2005",
         "full_symbol": "PP2005",
         "exchange": "DCE",
-        "margin_rate": 0.05,
+        "margin_rate": 0.07,
         "symbol_size": 5,
         "price_tick": 1.0
     },
@@ -355,7 +355,7 @@
         "mi_symbol": "rb2005",
         "full_symbol": "RB2005",
         "exchange": "SHFE",
-        "margin_rate": 0.1,
+        "margin_rate": 0.09,
         "symbol_size": 10,
         "price_tick": 1.0
     },
@@ -373,7 +373,7 @@
         "mi_symbol": "RM005",
         "full_symbol": "RM2005",
         "exchange": "CZCE",
-        "margin_rate": 0.05,
+        "margin_rate": 0.06,
         "symbol_size": 10,
         "price_tick": 1.0
     },
@@ -391,7 +391,7 @@
         "mi_symbol": "RS011",
         "full_symbol": "RS2011",
         "exchange": "CZCE",
-        "margin_rate": 0.05,
+        "margin_rate": 0.2,
         "symbol_size": 10,
         "price_tick": 1.0
     },
@@ -400,7 +400,7 @@
         "mi_symbol": "ru2005",
         "full_symbol": "RU2005",
         "exchange": "SHFE",
-        "margin_rate": 0.1,
+        "margin_rate": 0.11,
         "symbol_size": 10,
         "price_tick": 5.0
     },
@@ -418,7 +418,7 @@
         "mi_symbol": "sc2004",
         "full_symbol": "SC2004",
         "exchange": "INE",
-        "margin_rate": 0.05,
+        "margin_rate": 0.2,
         "symbol_size": 1000,
         "price_tick": 0.1
     },
@@ -427,7 +427,7 @@
         "mi_symbol": "SF005",
         "full_symbol": "SF2005",
         "exchange": "CZCE",
-        "margin_rate": 0.05,
+        "margin_rate": 0.07,
         "symbol_size": 5,
         "price_tick": 2.0
     },
@@ -436,7 +436,7 @@
         "mi_symbol": "SM005",
         "full_symbol": "SM2005",
         "exchange": "CZCE",
-        "margin_rate": 0.05,
+        "margin_rate": 0.07,
         "symbol_size": 5,
         "price_tick": 2.0
     },
@@ -445,7 +445,7 @@
         "mi_symbol": "sn2006",
         "full_symbol": "SN2006",
         "exchange": "SHFE",
-        "margin_rate": 0.09,
+        "margin_rate": 0.1,
         "symbol_size": 1,
         "price_tick": 10.0
     },
@@ -454,7 +454,7 @@
         "mi_symbol": "sp2005",
         "full_symbol": "SP2005",
         "exchange": "SHFE",
-        "margin_rate": 0.07,
+        "margin_rate": 0.08,
         "symbol_size": 10,
         "price_tick": 2.0
     },
@@ -472,7 +472,7 @@
         "mi_symbol": "ss2006",
         "full_symbol": "SS2006",
         "exchange": "SHFE",
-        "margin_rate": 0.08,
+        "margin_rate": 0.09,
         "symbol_size": 5,
         "price_tick": 5.0
     },
@@ -490,14 +490,14 @@
         "mi_symbol": "TA005",
         "full_symbol": "TA2005",
         "exchange": "CZCE",
-        "margin_rate": 0.05,
+        "margin_rate": 0.07,
         "symbol_size": 5,
         "price_tick": 2.0
     },
     "TF": {
         "underlying_symbol": "TF",
-        "mi_symbol": "TF2003",
-        "full_symbol": "TF2003",
+        "mi_symbol": "TF2004",
+        "full_symbol": "TF2004",
         "exchange": "CFFEX",
         "margin_rate": 0.012,
         "symbol_size": 10000,
@@ -526,7 +526,7 @@
         "mi_symbol": "v2005",
         "full_symbol": "V2005",
         "exchange": "DCE",
-        "margin_rate": 0.05,
+        "margin_rate": 0.1,
         "symbol_size": 5,
         "price_tick": 5.0
     },
@@ -535,7 +535,7 @@
         "mi_symbol": "WH011",
         "full_symbol": "WH2011",
         "exchange": "CZCE",
-        "margin_rate": 0.05,
+        "margin_rate": 0.07,
         "symbol_size": 20,
         "price_tick": 1.0
     },
@@ -544,7 +544,7 @@
         "mi_symbol": "wr2101",
         "full_symbol": "WR2101",
         "exchange": "SHFE",
-        "margin_rate": 0.2,
+        "margin_rate": 0.09,
         "symbol_size": 10,
         "price_tick": 1.0
     },
@@ -553,7 +553,7 @@
         "mi_symbol": "y2005",
         "full_symbol": "Y2005",
         "exchange": "DCE",
-        "margin_rate": 0.05,
+        "margin_rate": 0.06,
         "symbol_size": 10,
         "price_tick": 2.0
     },
@@ -562,14 +562,14 @@
         "mi_symbol": "ZC005",
         "full_symbol": "ZC2005",
         "exchange": "CZCE",
-        "margin_rate": 0.05,
+        "margin_rate": 0.06,
         "symbol_size": 100,
         "price_tick": 0.2
     },
     "ZN": {
         "underlying_symbol": "ZN",
-        "mi_symbol": "zn2003",
-        "full_symbol": "ZN2003",
+        "mi_symbol": "zn2005",
+        "full_symbol": "ZN2005",
         "exchange": "SHFE",
         "margin_rate": 0.1,
         "symbol_size": 5,
diff --git a/vnpy/data/tdx/tdx_common.py b/vnpy/data/tdx/tdx_common.py
index 3884c5e6..f55a973b 100644
--- a/vnpy/data/tdx/tdx_common.py
+++ b/vnpy/data/tdx/tdx_common.py
@@ -11,6 +11,20 @@ from vnpy.trader.utility import load_json, save_json
 # 期货的配置文件
 TDX_FUTURE_CONFIG = 'tdx_future_config.json'
 # 股票的配置文件
+# 存储格式 dict{
+#   "cache_time": datetime,
+#   "symbol_dict": {
+#       "symbol_marketid": {
+#           'code', '395001',
+#           'volunit', 100,
+#           'decimal_point', 2,
+#           'name', '主板Ａ股',
+#           'pre_close', 458.0,
+#           'exchagne','SZSE',
+#           'stock_type', 'index_cn',
+#           'market_id', 0
+#           }
+#    } }
 TDX_STOCK_CONFIG = 'tdx_stock_config.pkb2'
 
 
@@ -112,6 +126,64 @@ def save_cache_json(data_dict: dict, json_file_name: str):
     save_json(filename=config_file_name, data=data_dict)
 
 
+def get_stock_type(code):
+    """获取股票得分类"""
+    market_id = get_tdx_market_code(code)
+
+    if market_id == 0:
+        return get_stock_type_sz(code)
+    else:
+        return get_stock_type_sh(code)
+
+
+def get_stock_type_sz(code):
+    """深市代码分类
+    Arguments:
+        code {[type]} -- [description]
+    Returns:
+        [type] -- [description]
+    """
+
+    if str(code)[0:2] in ['00', '30', '02']:
+        return 'stock_cn'
+    elif str(code)[0:2] in ['39']:
+        return 'index_cn'
+    elif str(code)[0:2] in ['15']:
+        return 'etf_cn'
+    elif str(code)[0:2] in ['10', '11', '13']:
+        # 10xxxx 国债现货
+        # 11xxxx 债券
+        # 12xxxx 国债回购
+        return 'bond_cn'
+    elif str(code)[0:2] in ['12']:
+        # 12xxxx 可转换债券
+        return 'cb_cn'
+
+    elif str(code)[0:2] in ['20']:
+        return 'stockB_cn'
+    else:
+        return 'undefined'
+
+
+def get_stock_type_sh(code):
+    if str(code)[0] == '6':
+        return 'stock_cn'
+    elif str(code)[0:3] in ['000', '880']:
+        return 'index_cn'
+    elif str(code)[0:2] == '51':
+        return 'etf_cn'
+    # 110×××120×××企业债券；
+    # 129×××100×××可转换债券；
+    elif str(code)[0:3] in ["009", "112", '120', "132", "204"]:
+        return 'bond_cn'
+
+    elif str(code)[0:3] in ["110", "113", "121", "122", "126",
+                            "130", "181", "190", "191", "192", "201", "202", "203"]:
+        return 'cb_cn'
+    else:
+        return 'undefined'
+
+
 class FakeStrategy(object):
     """制作一个假得策略，用于测试"""
 
diff --git a/vnpy/data/tdx/tdx_future_data.py b/vnpy/data/tdx/tdx_future_data.py
index 2b3d4078..9ceb37c5 100644
--- a/vnpy/data/tdx/tdx_future_data.py
+++ b/vnpy/data/tdx/tdx_future_data.py
@@ -241,6 +241,7 @@ class TdxFutureData(object):
                 self.symbol_exchange_dict.update({tdx_symbol: Tdx_Vn_Exchange_Map.get(str(tdx_market_id))})
                 self.symbol_market_dict.update({tdx_symbol: tdx_market_id})
 
+
     # ----------------------------------------------------------------------
     def get_bars(self,
                  symbol: str,
@@ -292,7 +293,7 @@ class TdxFutureData(object):
             end_date = end_dt
         if qry_start_date > end_date:
             qry_start_date = end_date
-        self.write_log('{}开始下载tdx:{} {}数据, {} to {}.'
+        self.write_log('{}开始下载tdx:{},周期类型:{}数据, {} to {}.'
                        .format(datetime.now(), tdx_symbol, period, qry_start_date, end_date))
         # print('{}开始下载tdx:{} {}数据, {} to {}.'.format(datetime.now(), tdx_symbol, tdx_period, last_date, end_date))
 
diff --git a/vnpy/data/tdx/tdx_stock_data.py b/vnpy/data/tdx/tdx_stock_data.py
index 1ecdbb08..5d3c195e 100644
--- a/vnpy/data/tdx/tdx_stock_data.py
+++ b/vnpy/data/tdx/tdx_stock_data.py
@@ -28,6 +28,7 @@ from vnpy.data.tdx.tdx_common import (
     get_tdx_market_code,
     get_cache_config,
     save_cache_config,
+    get_stock_type,
     TDX_STOCK_CONFIG)
 
 # 每个周期包含多少分钟
@@ -58,6 +59,8 @@ TDX_RQ_STOCK_MARKET_MAP = {
 RQ_TDX_STOCK_MARKET_MAP = {v: k for k, v in TDX_RQ_STOCK_MARKET_MAP.items()}
 
 
+# 本地缓存文件
+
 class TdxStockData(object):
 
     def __init__(self, strategy=None):
@@ -139,6 +142,12 @@ class TdxStockData(object):
                 continue
             for security in security_list:
                 tdx_symbol = security.get('code', None)
+                exchange = Exchange.SZSE.value if market_id == 0 else Exchange.SSE.value
+                stock_type = get_stock_type(tdx_symbol)
+                security.update({'market_id': market_id})
+                security.update({'stock_type': stock_type})
+                security.update({'exchange': exchange})
+
                 if tdx_symbol:
                     self.symbol_dict.update({f'{tdx_symbol}_{market_id}': security})
 
@@ -170,13 +179,21 @@ class TdxStockData(object):
 
         return results
 
+    def get_name(self, code, market_id):
+        symbol_info = self.symbol_dict.get(f'{code}_{market_id}')
+        if symbol_info:
+            return symbol_info.get('name', code)
+
+        return code
+
     # ----------------------------------------------------------------------
     def get_bars(self,
                  symbol: str,
                  period: str,
                  callback=None,
                  bar_freq: int = 1,
-                 start_dt: datetime = None):
+                 start_dt: datetime = None,
+                 return_bar: bool = True):
         """
         返回k线数据
         symbol：股票 000001.XG
@@ -192,14 +209,15 @@ class TdxStockData(object):
         if '.' in symbol:
             tdx_code, market_str = symbol.split('.')
             # 1, 上交所 ， 0， 深交所
-            market_code = 1 if market_str.upper() in ['XSHG', Exchange.SSE.value] else 0
+            market_id = 1 if market_str.upper() in ['XSHG', Exchange.SSE.value] else 0
             self.symbol_exchange_dict.update({tdx_code: symbol})  # tdx合约与vn交易所的字典
-            self.symbol_market_dict.update({tdx_code: market_code})  # tdx合约与tdx市场的字典
+            self.symbol_market_dict.update({tdx_code: market_id})  # tdx合约与tdx市场的字典
         else:
-            market_code = get_tdx_market_code(symbol)
+            market_id = get_tdx_market_code(symbol)
             tdx_code = symbol
             self.symbol_exchange_dict.update({symbol: symbol})  # tdx合约与vn交易所的字典
-            self.symbol_market_dict.update({symbol: market_code})  # tdx合约与tdx市场的字典
+            self.symbol_market_dict.update({symbol: market_id})  # tdx合约与tdx市场的字典
+        name = self.get_name(tdx_code, market_id)
 
         # period => tdx_period
         if period not in PERIOD_MAPPING.keys():
@@ -220,8 +238,8 @@ class TdxStockData(object):
         if qry_start_date > qry_end_date:
             qry_start_date = qry_end_date
 
-        self.write_log('{}开始下载tdx股票:{} {}数据, {} to {}.'
-                       .format(datetime.now(), tdx_code, tdx_period, qry_start_date, qry_end_date))
+        self.write_log('{}开始下载tdx股票: {},代码:{} {}数据, {} to {}.'
+                       .format(datetime.now(), name, tdx_code, tdx_period, qry_start_date, qry_end_date))
 
         try:
             _start_date = qry_end_date
@@ -230,7 +248,7 @@ class TdxStockData(object):
             while _start_date > qry_start_date:
                 _res = self.api.get_security_bars(
                     category=PERIOD_MAPPING[period],
-                    market=market_code,
+                    market=market_id,
                     code=tdx_code,
                     start=_pos,
                     count=QSIZE)
@@ -273,43 +291,48 @@ class TdxStockData(object):
             data['time'] = data['datetime'].apply(lambda x: (x.strftime('%H:%M:%S')))
             data = data.set_index('datetime', drop=False)
 
-            for index, row in data.iterrows():
-                add_bar = BarData()
-                try:
-                    add_bar.symbol = symbol
-                    add_bar.datetime = index
-                    add_bar.date = row['date']
-                    add_bar.time = row['time']
-                    add_bar.trading_date = row['trading_date']
-                    add_bar.open_price = float(row['open'])
-                    add_bar.high_price = float(row['high'])
-                    add_bar.low_price = float(row['low'])
-                    add_bar.close_price = float(row['close'])
-                    add_bar.volume = float(row['volume'])
-                except Exception as ex:
-                    self.write_error('error when convert bar:{},ex:{},t:{}'
-                                     .format(row, str(ex), traceback.format_exc()))
-                    # print('error when convert bar:{},ex:{},t:{}'.format(row, str(ex), traceback.format_exc()))
-                    return False
+            if return_bar:
+                self.write_log('dataframe => [BarData]')
+                for index, row in data.iterrows():
+                    add_bar = BarData()
+                    try:
+                        add_bar.symbol = symbol
+                        add_bar.datetime = index
+                        add_bar.date = row['date']
+                        add_bar.time = row['time']
+                        add_bar.trading_date = row['trading_date']
+                        add_bar.open_price = float(row['open'])
+                        add_bar.high_price = float(row['high'])
+                        add_bar.low_price = float(row['low'])
+                        add_bar.close_price = float(row['close'])
+                        add_bar.volume = float(row['volume'])
+                    except Exception as ex:
+                        self.write_error('error when convert bar:{},ex:{},t:{}'
+                                         .format(row, str(ex), traceback.format_exc()))
+                        # print('error when convert bar:{},ex:{},t:{}'.format(row, str(ex), traceback.format_exc()))
+                        return False, ret_bars
 
-                if start_dt is not None and index < start_dt:
-                    continue
-                ret_bars.append(add_bar)
+                    if start_dt is not None and index < start_dt:
+                        continue
+                    ret_bars.append(add_bar)
 
-                if callback is not None:
-                    freq = bar_freq
-                    bar_is_completed = True
-                    if period != '1min' and index == data['datetime'][-1]:
-                        # 最后一个bar，可能是不完整的，强制修改
-                        # - 5min修改后freq基本正确
-                        # - 1day在VNPY合成时不关心已经收到多少Bar, 所以影响也不大
-                        # - 但其它分钟周期因为不好精确到每个品种, 修改后的freq可能有错
-                        if index > current_datetime:
-                            bar_is_completed = False
-                            # 根据秒数算的话，要+1，例如13:31,freq=31，第31根bar
-                            freq = NUM_MINUTE_MAPPING[period] - int((index - current_datetime).total_seconds() / 60)
-                    callback(add_bar, bar_is_completed, freq)
+                    if callback is not None:
+                        freq = bar_freq
+                        bar_is_completed = True
+                        if period != '1min' and index == data['datetime'][-1]:
+                            # 最后一个bar，可能是不完整的，强制修改
+                            # - 5min修改后freq基本正确
+                            # - 1day在VNPY合成时不关心已经收到多少Bar, 所以影响也不大
+                            # - 但其它分钟周期因为不好精确到每个品种, 修改后的freq可能有错
+                            if index > current_datetime:
+                                bar_is_completed = False
+                                # 根据秒数算的话，要+1，例如13:31,freq=31，第31根bar
+                                freq = NUM_MINUTE_MAPPING[period] - int((index - current_datetime).total_seconds() / 60)
+                        callback(add_bar, bar_is_completed, freq)
 
+            else:
+                self.write_log('dataframe => [ dict ]')
+                ret_bars = list(data.T.to_dict().values())
             return True, ret_bars
         except Exception as ex:
             self.write_error('exception in get:{},{},{}'.format(tdx_code, str(ex), traceback.format_exc()))
@@ -400,6 +423,9 @@ class TdxStockData(object):
             self.symbol_exchange_dict.update({symbol: symbol})  # tdx合约与vn交易所的字典
             self.symbol_market_dict.update({symbol: market_code})  # tdx合约与tdx市场的字典
 
+        symbol_config = self.symbol_dict.get(f'{tdx_code}_{market_code}', {})
+        decimal_point = symbol_config.get('decimal_point', 2)
+
         q_size = QSIZE * 5
         # 每秒 2个， 10小时
         max_data_size = 1000000
@@ -462,6 +488,10 @@ class TdxStockData(object):
                         last_dt = last_dt + timedelta(seconds=1)
                 d.update({'datetime': last_dt})
                 d.update({'volume': d.pop('vol', 0)})
+                if decimal_point > 2:
+                    price = round(d.get('price') / (10 ** (decimal_point - 2)), decimal_point)
+                    d.update({'price': price})
+
                 d.update({'trading_date': last_dt.strftime('%Y-%m-%d')})
 
             _datas = sorted(_datas, key=lambda s: s['datetime'])
diff --git a/vnpy/gateway/ctp/ctp_gateway.py b/vnpy/gateway/ctp/ctp_gateway.py
index 891cb904..5a2d2be0 100644
--- a/vnpy/gateway/ctp/ctp_gateway.py
+++ b/vnpy/gateway/ctp/ctp_gateway.py
@@ -693,10 +693,22 @@ class CtpTdApi(TdApi):
         symbol = data["InstrumentID"]
         exchange = symbol_exchange_map[symbol]
 
+        order_type = OrderType.LIMIT
+        if data["OrderPriceType"] == THOST_FTDC_OPT_LimitPrice and data["TimeCondition"] == THOST_FTDC_TC_IOC:
+            if data["VolumeCondition"] == THOST_FTDC_VC_AV:
+                order_type = OrderType.FAK
+            elif data["VolumeCondition"] == THOST_FTDC_VC_CV:
+                order_type = OrderType.FOK
+
+        if data["OrderPriceType"] == THOST_FTDC_OPT_AnyPrice:
+            order_type = OrderType.MARKET
+
+
         order = OrderData(
             symbol=symbol,
             exchange=exchange,
             orderid=orderid,
+            type=order_type,
             direction=DIRECTION_CTP2VT[data["Direction"]],
             offset=OFFSET_CTP2VT.get(data["CombOffsetFlag"], Offset.NONE),
             price=data["LimitPrice"],
@@ -913,12 +925,22 @@ class CtpTdApi(TdApi):
         order_ref = data["OrderRef"]
         orderid = f"{frontid}_{sessionid}_{order_ref}"
 
+        order_type = OrderType.LIMIT
+        if data["OrderPriceType"] == THOST_FTDC_OPT_LimitPrice and data["TimeCondition"] == THOST_FTDC_TC_IOC:
+            if data["VolumeCondition"] == THOST_FTDC_VC_AV:
+                order_type = OrderType.FAK
+            elif data["VolumeCondition"] == THOST_FTDC_VC_CV:
+                order_type = OrderType.FOK
+
+        if data["OrderPriceType"] == THOST_FTDC_OPT_AnyPrice:
+            order_type = OrderType.MARKET
+
         order = OrderData(
             symbol=symbol,
             exchange=exchange,
             orderid=orderid,
             sys_orderid=data.get('OrderSysID', ""),
-            type=ORDERTYPE_CTP2VT[data["OrderPriceType"]],
+            type=order_type,
             direction=DIRECTION_CTP2VT[data["Direction"]],
             offset=OFFSET_CTP2VT[data["CombOffsetFlag"]],
             price=data["LimitPrice"],
diff --git a/vnpy/trader/converter.py b/vnpy/trader/converter.py
index e9709286..f26868fd 100644
--- a/vnpy/trader/converter.py
+++ b/vnpy/trader/converter.py
@@ -25,8 +25,8 @@ class OffsetConverter:
 
     def update_position(self, position: PositionData) -> None:
         """"""
-        if not self.is_convert_required(position.vt_symbol):
-            return
+        # if not self.is_convert_required(position.vt_symbol):
+        #     return
 
         holding = self.get_position_holding(position.vt_symbol, position.gateway_name)
         holding.update_position(position)
@@ -57,6 +57,10 @@ class OffsetConverter:
 
     def get_position_holding(self, vt_symbol: str, gateway_name: str = '') -> "PositionHolding":
         """获取持仓信息"""
+        if len(gateway_name) == 0:
+            contract = self.main_engine.get_contract(vt_symbol)
+            if contract:
+                gateway_name = contract.gateway_name
         k = f'{gateway_name}.{vt_symbol}'
         holding = self.holdings.get(k, None)
         if not holding:
diff --git a/vnpy/trader/utility.py b/vnpy/trader/utility.py
index 3b67b3ca..40500d1c 100644
--- a/vnpy/trader/utility.py
+++ b/vnpy/trader/utility.py
@@ -9,7 +9,7 @@ import os
 import csv
 import re
 from pathlib import Path
-from typing import Callable, Dict, Tuple, Union
+from typing import Callable, Dict, Tuple, Union, Any
 from decimal import Decimal
 from math import floor, ceil
 from time import time
@@ -17,6 +17,8 @@ from datetime import datetime, timedelta
 from functools import wraps, lru_cache
 import numpy as np
 import talib
+import pickle
+import bz2
 
 from .object import BarData, TickData
 from .constant import Exchange, Interval
@@ -615,6 +617,21 @@ def display_dual_axis(df, columns1, columns2=[], invert_yaxis1=False, invert_yax
         plt.show()
 
 
+def load_data_from_pkb2(pkb2_file_name):
+    """获取本地压缩的数据"""
+    data = None
+    if not os.path.exists(pkb2_file_name):
+        return data
+    with bz2.BZ2File(pkb2_file_name, 'rb') as f:
+        data = pickle.load(f)
+        return data
+
+def save_data_to_pkb2(data: Any, pkb2_file_name):
+    """保存本地缓存的配置地址信息"""
+    with bz2.BZ2File(pkb2_file_name, 'wb') as f:
+        pickle.dump(data, f)
+
+
 class BarGenerator:
     """
     For: