diff --git a/vnpy/api/ctp/vnctpmd.so b/vnpy/api/ctp/vnctpmd.so
new file mode 100644
index 00000000..089841c7
Binary files /dev/null and b/vnpy/api/ctp/vnctpmd.so differ
diff --git a/vnpy/api/ctp/vnctptd.so b/vnpy/api/ctp/vnctptd.so
new file mode 100644
index 00000000..275a4679
Binary files /dev/null and b/vnpy/api/ctp/vnctptd.so differ
diff --git a/vnpy/api/rest/rest_client.py b/vnpy/api/rest/rest_client.py
index 96d2b163..6a70b0f5 100644
--- a/vnpy/api/rest/rest_client.py
+++ b/vnpy/api/rest/rest_client.py
@@ -311,7 +311,7 @@ class RestClient(object):
             not_finished_executors = [i for i in self._executors if not i.done()]
             self._executors = not_finished_executors
 
-    def _clean_finished_tasks(self, result = None):
+    def _clean_finished_tasks(self, result=None):
         with self._tasks_lock:
             not_finished_tasks = [i for i in self._tasks if not i.ready()]
             self._tasks = not_finished_tasks
diff --git a/vnpy/app/cta_crypto/back_testing.py b/vnpy/app/cta_crypto/back_testing.py
index 1054feb1..2e56b72d 100644
--- a/vnpy/app/cta_crypto/back_testing.py
+++ b/vnpy/app/cta_crypto/back_testing.py
@@ -65,6 +65,7 @@ from vnpy.trader.util_logger import setup_logger
 from vnpy.data.mongo.mongo_data import MongoData
 from uuid import uuid1
 
+
 class BackTestingEngine(object):
     """
     CTA回测引擎
@@ -106,7 +107,7 @@ class BackTestingEngine(object):
         self.fix_commission = {}  # 每手固定手续费
         self.size = {}  # 合约大小，默认为1
         self.price_tick = {}  # 价格最小变动
-        self.volume_tick = {} # 合约委托单最小单位
+        self.volume_tick = {}  # 合约委托单最小单位
         self.margin_rate = {}  # 回测合约的保证金比率
         self.price_dict = {}  # 登记vt_symbol对应的最新价
         self.contract_dict = {}  # 登记vt_symbol得对应合约信息
@@ -207,7 +208,7 @@ class BackTestingEngine(object):
         # 回测任务/回测结果，保存在数据库中
         self.mongo_api = None
         self.task_id = None
-        self.test_setting = None    # 回测设置
+        self.test_setting = None  # 回测设置
         self.strategy_setting = None  # 所有回测策略得设置
 
     def create_fund_kline(self, name, use_renko=False):
@@ -543,7 +544,7 @@ class BackTestingEngine(object):
         for symbol, symbol_data in data_dict.items():
             self.write_log(u'配置{}数据:{}'.format(symbol, symbol_data))
             self.set_price_tick(symbol, symbol_data.get('price_tick', 1))
-            self.set_volume_tick(symbol, symbol_data.get('min_volume',1))
+            self.set_volume_tick(symbol, symbol_data.get('min_volume', 1))
             self.set_slippage(symbol, symbol_data.get('slippage', 0))
             self.set_size(symbol, symbol_data.get('symbol_size', 10))
             margin_rate = symbol_data.get('margin_rate', 0.1)
@@ -1664,7 +1665,7 @@ class BackTestingEngine(object):
             for t in self.long_position_list:
                 # 当前持仓的保证金
                 cur_occupy_money = min(self.get_price(t.vt_symbol), t.price) * abs(t.volume) * self.get_margin_rate(
-                        t.vt_symbol)
+                    t.vt_symbol)
 
                 # 更新该合约短号的累计保证金
                 underly_symbol = get_underlying_symbol(t.symbol)
@@ -1680,7 +1681,8 @@ class BackTestingEngine(object):
         if len(self.short_position_list) > 0:
             for t in self.short_position_list:
                 # 当前空单保证金
-                cur_occupy_money = max(self.get_price(t.vt_symbol), t.price) * abs(t.volume) * self.get_margin_rate(t.vt_symbol)
+                cur_occupy_money = max(self.get_price(t.vt_symbol), t.price) * abs(t.volume) * self.get_margin_rate(
+                    t.vt_symbol)
 
                 # 该合约短号的累计空单保证金
                 underly_symbol = get_underlying_symbol(t.symbol)
@@ -1695,7 +1697,8 @@ class BackTestingEngine(object):
 
         # 计算多空的保证金累加（对锁的取最大值)
         for underly_symbol in occupy_underly_symbol_set:
-            occupy_money += occupy_long_money_dict.get(underly_symbol, 0) + occupy_short_money_dict.get(underly_symbol, 0)
+            occupy_money += occupy_long_money_dict.get(underly_symbol, 0) + occupy_short_money_dict.get(underly_symbol,
+                                                                                                        0)
 
         # 可用资金 = 当前净值 - 占用保证金
         self.avaliable = self.net_capital - occupy_money
@@ -2070,12 +2073,12 @@ class BackTestingEngine(object):
             self.mongo_api = MongoData(host=save_mongo.get('host', 'localhost'), port=save_mongo.get('port', 27017))
 
         d = {
-            'task_id': self.task_id,    # 单实例回测任务id
-            'name': self.test_name,     # 回测实例名称， 策略名+参数+时间
+            'task_id': self.task_id,  # 单实例回测任务id
+            'name': self.test_name,  # 回测实例名称， 策略名+参数+时间
             'group_id': self.test_setting.get('group_id', datetime.now().strftime('%y-%m-%d')),  # 回测组合id
             'status': 'start',
-            'task_start_time': datetime.now(),   # 任务开始执行时间
-            'run_host': socket.gethostname(),    # 任务运行得host主机
+            'task_start_time': datetime.now(),  # 任务开始执行时间
+            'run_host': socket.gethostname(),  # 任务运行得host主机
             'test_setting': self.test_setting,  # 回测参数
             'strategy_setting': self.strategy_setting,  # 策略参数
         }
@@ -2135,11 +2138,11 @@ class BackTestingEngine(object):
             flt=flt)
 
         if d:
-            d.update({'status': 'finish'})                                   # 更新状态未完成
-            d.update(result_info)                                            # 补充回测结果
-            d.update({'task_finish_time': datetime.now()})                    # 更新回测完成时间
-            d.update({'trade_list': binary.Binary(zlib.compress(pickle.dumps(self.trade_pnl_list)))})      # 更新交易记录
-            d.update({'daily_list': binary.Binary(zlib.compress(pickle.dumps(self.daily_list)))})        # 更新每日净值记录
+            d.update({'status': 'finish'})  # 更新状态未完成
+            d.update(result_info)  # 补充回测结果
+            d.update({'task_finish_time': datetime.now()})  # 更新回测完成时间
+            d.update({'trade_list': binary.Binary(zlib.compress(pickle.dumps(self.trade_pnl_list)))})  # 更新交易记录
+            d.update({'daily_list': binary.Binary(zlib.compress(pickle.dumps(self.daily_list)))})  # 更新每日净值记录
 
             self.write_log(u'更新回测结果至数据库')
 
diff --git a/vnpy/app/cta_crypto/engine.py b/vnpy/app/cta_crypto/engine.py
index c1b9cd74..9367d2f1 100644
--- a/vnpy/app/cta_crypto/engine.py
+++ b/vnpy/app/cta_crypto/engine.py
@@ -344,7 +344,6 @@ class CtaEngine(BaseEngine):
         holding = self.get_position_holding(position.vt_symbol, position.gateway_name)
         holding.update_position(position)
 
-
     def check_unsubscribed_symbols(self):
         """检查未订阅合约"""
 
@@ -1179,7 +1178,7 @@ class CtaEngine(BaseEngine):
         self.write_log(msg)
         return True, msg
 
-    def save_strategy_data(self, select_name: str):
+    def save_strategy_data(self, select_name: str = 'ALL'):
         """ save strategy data"""
         has_executed = False
         msg = ""
@@ -1215,7 +1214,7 @@ class CtaEngine(BaseEngine):
             self.write_error(u'保存策略{}数据异常:'.format(strategy_name, str(ex)))
             self.write_error(traceback.format_exc())
 
-    def save_strategy_snapshot(self, select_name: str):
+    def save_strategy_snapshot(self, select_name: str = 'ALL'):
         """
         保存策略K线切片数据
         :param select_name:
@@ -1607,7 +1606,7 @@ class CtaEngine(BaseEngine):
             try:
                 from vnpy.trader.util_wechat import send_wx_msg
                 send_wx_msg(content=msg)
-            except Exception as ex:
+            except Exception:  # noqa
                 pass
             ret_msg = u'持仓不匹配: {}' \
                 .format(pos_compare_result)
diff --git a/vnpy/app/cta_crypto/portfolio_testing.py b/vnpy/app/cta_crypto/portfolio_testing.py
index 3b05604f..e192115d 100644
--- a/vnpy/app/cta_crypto/portfolio_testing.py
+++ b/vnpy/app/cta_crypto/portfolio_testing.py
@@ -13,9 +13,6 @@ import gc
 import pandas as pd
 import traceback
 import random
-import bz2
-import pickle
-
 from datetime import datetime, timedelta
 from time import sleep
 
@@ -196,7 +193,6 @@ class PortfolioTestingEngine(BackTestingEngine):
             symbol, exchange = extract_vt_symbol(vt_symbol)
             self.load_bar_csv_to_df(vt_symbol, self.bar_csv_file.get(symbol))
 
-
         # 合并数据
         self.comine_bar_df()
 
@@ -309,6 +305,7 @@ class PortfolioTestingEngine(BackTestingEngine):
             traceback.print_exc()
             return
 
+
 def single_test(test_setting: dict, strategy_setting: dict):
     """
     单一回测
diff --git a/vnpy/app/cta_crypto/template.py b/vnpy/app/cta_crypto/template.py
index 35d1f68d..132d4478 100644
--- a/vnpy/app/cta_crypto/template.py
+++ b/vnpy/app/cta_crypto/template.py
@@ -16,11 +16,9 @@ from vnpy.trader.constant import Interval, Direction, Offset, Status, OrderType
 from vnpy.trader.object import BarData, TickData, OrderData, TradeData
 from vnpy.trader.utility import virtual, append_data, extract_vt_symbol, get_underlying_symbol
 
-from .base import StopOrder, EngineType
-from vnpy.component.cta_grid_trade import CtaGrid, CtaGridTrade, LOCK_GRID
+from .base import StopOrder
+from vnpy.component.cta_grid_trade import CtaGrid, CtaGridTrade
 from vnpy.component.cta_position import CtaPosition
-from vnpy.component.cta_policy import CtaPolicy  # noqa
-
 
 class CtaTemplate(ABC):
     """CTA策略模板"""
@@ -416,8 +414,6 @@ class CtaTemplate(ABC):
             self.cta_engine.sync_strategy_data(self)
 
 
-
-
 class CtaFutureTemplate(CtaTemplate):
     """
     合约期货模板
@@ -426,7 +422,7 @@ class CtaFutureTemplate(CtaTemplate):
     price_tick = 1  # 商品的最小价格跳动
     symbol_size = 10  # 商品得合约乘数
     margin_rate = 0.1  # 商品的保证金
-    volumn_tick = 1 # 商品最小成交数量
+    volumn_tick = 1  # 商品最小成交数量
 
     # 委托类型
     order_type = OrderType.LIMIT
@@ -441,7 +437,7 @@ class CtaFutureTemplate(CtaTemplate):
     backtesting = False
 
     # 逻辑过程日志
-    dist_fieldnames = ['datetime', 'symbol', 'volume', 'price','margin',
+    dist_fieldnames = ['datetime', 'symbol', 'volume', 'price', 'margin',
                        'operation', 'signal', 'stop_price', 'target_price',
                        'long_pos', 'short_pos']
 
@@ -844,37 +840,7 @@ class CtaFutureTemplate(CtaTemplate):
             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' \
-                .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)
-
-                # 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__))
-
-            self.write_log(u'移除:{}'.format(order.vt_orderid))
-            self.active_orders.pop(order.vt_orderid, None)
-            return
-
-        order_retry += 1
-
         pre_status = old_order.get('status', Status.NOTTRADED)
         old_order.update({'status': Status.CANCELLED})
         self.write_log(u'委托单状态:{}=>{}'.format(pre_status, old_order.get('status')))
@@ -918,29 +884,7 @@ class CtaFutureTemplate(CtaTemplate):
             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', 1)
         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_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
-                self.gt.save()
-                self.write_log(u'更新网格=>{}'.format(grid.__dict__))
-
-            self.write_log(u'移除活动订单:{}'.format(order.vt_orderid))
-            self.active_orders.pop(order.vt_orderid, None)
-            return
-
-        order_retry += 1
-
         pre_status = old_order.get('status', Status.NOTTRADED)
         old_order.update({'status': Status.CANCELLED})
         self.write_log(u'委托单状态:{}=>{}'.format(pre_status, old_order.get('status')))
@@ -957,7 +901,6 @@ class CtaFutureTemplate(CtaTemplate):
     def on_stop_order(self, stop_order: StopOrder):
         self.write_log(f'停止单触发:{stop_order.__dict__}')
 
-
     def grid_check_stop(self):
         """
         网格逐一止损/止盈检查 (根据指数价格进行止损止盈）
@@ -976,12 +919,12 @@ class CtaFutureTemplate(CtaTemplate):
             if g.stop_price > 0 and g.stop_price > self.cur_price and g.open_status and not g.order_status:
                 # 调用平仓模块
                 self.write_log(u'{} {}当前价:{} 触发多单止损线{},开仓价:{},v：{}'.
-                                 format(self.cur_datetime,
-                                        self.vt_symbol,
-                                        self.cur_price,
-                                        g.stop_price,
-                                        g.open_price,
-                                        g.volume))
+                               format(self.cur_datetime,
+                                      self.vt_symbol,
+                                      self.cur_price,
+                                      g.stop_price,
+                                      g.open_price,
+                                      g.volume))
                 if self.grid_sell(g):
                     self.write_log(u'多单止盈/止损委托成功')
                 else:
@@ -993,8 +936,8 @@ class CtaFutureTemplate(CtaTemplate):
             if g.stop_price > 0 and g.stop_price < self.cur_price and g.open_status and not g.order_status:
                 # 网格止损
                 self.write_log(u'{} {}当前价:{} 触发空单止损线:{}, 开仓价:{},v：{}'.
-                                 format(self.cur_datetime, self.vt_symbol, self.cur_price, g.stop_price,
-                                        g.open_price, g.volume))
+                               format(self.cur_datetime, self.vt_symbol, self.cur_price, g.stop_price,
+                                      g.open_price, g.volume))
                 if self.grid_cover(g):
                     self.write_log(u'空单止盈/止损委托成功')
                 else:
@@ -1013,16 +956,15 @@ class CtaFutureTemplate(CtaTemplate):
                                grid=grid)
         if len(vt_orderids) > 0:
             self.write_log(u'创建{}事务多单,开仓价：{}，数量：{}，止盈价:{},止损价:{}'
-                             .format(grid.type, grid.open_price, grid.volume, grid.close_price, grid.stop_price))
+                           .format(grid.type, grid.open_price, grid.volume, grid.close_price, grid.stop_price))
             self.gt.dn_grids.append(grid)
             self.gt.save()
             return True
         else:
             self.write_error(u'创建{}事务多单,委托失败，开仓价：{}，数量：{}，止盈价:{}'
-                                  .format(grid.type, grid.open_price, grid.volume, grid.close_price))
+                             .format(grid.type, grid.open_price, grid.volume, grid.close_price))
             return False
 
-
     def grid_short(self, grid):
         """
         事务开空仓
@@ -1036,14 +978,14 @@ class CtaFutureTemplate(CtaTemplate):
                                  grid=grid)
         if len(vt_orderids) > 0:
             self.write_log(u'创建{}事务空单,指数开空价：{}，主力开仓价:{},数量：{}，止盈价:{},止损价:{}'
-                             .format(grid.type, grid.open_price, self.cur_price, grid.volume, grid.close_price,
-                                     grid.stop_price))
+                           .format(grid.type, grid.open_price, self.cur_price, grid.volume, grid.close_price,
+                                   grid.stop_price))
             self.gt.up_grids.append(grid)
             self.gt.save()
             return True
         else:
             self.write_error(u'创建{}事务空单,委托失败,开仓价：{}，数量：{}，止盈价:{}'
-                                  .format(grid.type, grid.open_price, grid.volume, grid.close_price))
+                             .format(grid.type, grid.open_price, grid.volume, grid.close_price))
             return False
 
     def grid_sell(self, grid):
@@ -1302,7 +1244,6 @@ class CtaFutureTemplate(CtaTemplate):
         if len(self.active_orders) == 0:
             self.entrust = 0
 
-
     def display_grids(self):
         """更新网格显示信息"""
         if not self.inited:
@@ -1340,7 +1281,9 @@ class CtaFutureTemplate(CtaTemplate):
             save_path = self.cta_engine.get_data_path()
         try:
             if 'margin' not in dist_data:
-                dist_data.update({'margin': dist_data.get('price', 0) * dist_data.get('volume', 0) * self.cta_engine.get_margin_rate(dist_data.get('symbol', self.vt_symbol))})
+                dist_data.update({'margin': dist_data.get('price', 0) * dist_data.get('volume',
+                                                                                      0) * self.cta_engine.get_margin_rate(
+                    dist_data.get('symbol', self.vt_symbol))})
             if self.position and 'long_pos' not in dist_data:
                 dist_data.update({'long_pos': self.position.long_pos})
             if self.position and 'short_pos' not in dist_data:
@@ -1373,5 +1316,3 @@ class CtaFutureTemplate(CtaTemplate):
         if self.backtesting:
             return
         self.cta_engine.send_wechat(msg=msg, strategy=self)
-
-
diff --git a/vnpy/app/cta_strategy_pro/__init__.py b/vnpy/app/cta_strategy_pro/__init__.py
index 728588b9..b21941cc 100644
--- a/vnpy/app/cta_strategy_pro/__init__.py
+++ b/vnpy/app/cta_strategy_pro/__init__.py
@@ -14,7 +14,11 @@ from .template import (
     BarData,
     TradeData,
     OrderData,
-    CtaTemplate, CtaSignal, TargetPosTemplate, CtaProTemplate, CtaProFutureTemplate)  # noqa
+    CtaTemplate,
+    CtaSignal,
+    TargetPosTemplate,
+    CtaProTemplate,
+    CtaProFutureTemplate)  # noqa
 from vnpy.trader.utility import BarGenerator, ArrayManager  # noqa
 
 from .template_spread import CtaSpreadTemplate
diff --git a/vnpy/app/cta_strategy_pro/engine.py b/vnpy/app/cta_strategy_pro/engine.py
index ebc5a1df..2f19372e 100644
--- a/vnpy/app/cta_strategy_pro/engine.py
+++ b/vnpy/app/cta_strategy_pro/engine.py
@@ -715,7 +715,9 @@ class CtaEngine(BaseEngine):
         strategy = self.strategies.get(strategy_name, None)
         if not strategy:
             return False
-
+        if len(vt_symbol) == 0:
+            self.write_error(f'不能为{strategy_name}订阅空白合约')
+            return False
         contract = self.main_engine.get_contract(vt_symbol)
         if contract:
             if contract.gateway_name and not gateway_name:
@@ -1101,7 +1103,7 @@ class CtaEngine(BaseEngine):
         self.write_log(msg)
         return True, msg
 
-    def save_strategy_data(self, select_name: str):
+    def save_strategy_data(self, select_name: str = 'ALL'):
         """ save strategy data"""
         has_executed = False
         msg = ""
@@ -1137,7 +1139,7 @@ class CtaEngine(BaseEngine):
             self.write_error(u'保存策略{}数据异常:'.format(strategy_name, str(ex)))
             self.write_error(traceback.format_exc())
 
-    def save_strategy_snapshot(self, select_name: str):
+    def save_strategy_snapshot(self, select_name: str = 'ALL'):
         """
         保存策略K线切片数据
         :param select_name:
@@ -1571,7 +1573,7 @@ class CtaEngine(BaseEngine):
             try:
                 from vnpy.trader.util_wechat import send_wx_msg
                 send_wx_msg(content=msg)
-            except Exception as ex:
+            except Exception as ex: # noqa
                 pass
             ret_msg = u'持仓不匹配: {}' \
                 .format(pos_compare_result)
diff --git a/vnpy/app/cta_strategy_pro/template.py b/vnpy/app/cta_strategy_pro/template.py
index 786f72de..d5c9fe27 100644
--- a/vnpy/app/cta_strategy_pro/template.py
+++ b/vnpy/app/cta_strategy_pro/template.py
@@ -1568,7 +1568,8 @@ class CtaProFutureTemplate(CtaProTemplate):
             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,Status.SUBMITTING] and (order_type == OrderType.LIMIT or '.SPD' in order_vt_symbol):
+            if order_status in [Status.NOTTRADED, Status.SUBMITTING] and (
+                    order_type == OrderType.LIMIT or '.SPD' in order_vt_symbol):
                 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))
diff --git a/vnpy/app/rpc_service/engine.py b/vnpy/app/rpc_service/engine.py
index a9a80e56..442c6e7d 100644
--- a/vnpy/app/rpc_service/engine.py
+++ b/vnpy/app/rpc_service/engine.py
@@ -98,7 +98,7 @@ class RpcEngine(BaseEngine):
 
         self.save_setting()
         self.write_log("RPC服务启动成功")
-        return True,"RPC服务启动成功"
+        return True, "RPC服务启动成功"
 
     def stop(self):
         """"""
diff --git a/vnpy/component/cta_line_bar.py b/vnpy/component/cta_line_bar.py
index 53a57bf7..d1d7279c 100644
--- a/vnpy/component/cta_line_bar.py
+++ b/vnpy/component/cta_line_bar.py
@@ -3353,10 +3353,10 @@ class CtaLineBar(object):
         #  记录所有SK的顶部和底部
         # 峰(顶部)
         if self.line_sk[-1] < self.line_sk[-2] and self.line_sk[-3] < self.line_sk[-2]:
-            t = {}
+            t = dict()
             t['type'] = u'T'
             t['sk'] = self.line_sk[-2]
-            t['price'] = max([self.high_array[-4:]])
+            t['price'] = max(self.high_array[-4:])
             t['time'] = self.line_bar[-1].datetime
             t['bars'] = 0
             if len(self.skd_top_list) > self.max_hold_bars:
@@ -3369,10 +3369,10 @@ class CtaLineBar(object):
 
         # 谷(底部)
         elif self.line_sk[-1] > self.line_sk[-2] and self.line_sk[-3] > self.line_sk[-2]:
-            b = {}
+            b = dict()
             b['type'] = u'B'
             b['sk'] = self.line_sk[-2]
-            b['price'] = min([bar.low_price for bar in self.line_bar[-4:]])
+            b['price'] = min(self.low_array[-4:])
             b['time'] = self.line_bar[-1].datetime
             b['bars'] = 0
             if len(self.skd_buttom_list) > self.max_hold_bars:
diff --git a/vnpy/component/cta_position.py b/vnpy/component/cta_position.py
index 6342c725..5a59e559 100644
--- a/vnpy/component/cta_position.py
+++ b/vnpy/component/cta_position.py
@@ -81,7 +81,6 @@ class CtaPosition(CtaComponent):
             self.write_log(f'多仓:{pre_long_pos}->{self.long_pos}')
             self.write_log(f'净:{pre_pos}->{self.pos}')
 
-
         return True
 
     def clear(self):
diff --git a/vnpy/data/binance/binance_future_data.py b/vnpy/data/binance/binance_future_data.py
index 3d125a28..525cad13 100644
--- a/vnpy/data/binance/binance_future_data.py
+++ b/vnpy/data/binance/binance_future_data.py
@@ -201,7 +201,7 @@ class BinanceFutureData(RestClient):
                     "name": name,
                     "price_tick": pricetick,
                     "symbol_size": 20,
-                    "margin_rate" : round(float(d['requiredMarginPercent']) / 100,5),
+                    "margin_rate": round(float(d['requiredMarginPercent']) / 100, 5),
                     "min_volume": min_volume,
                     "product": Product.FUTURES.value,
                     "commission_rate": 0.005
@@ -218,7 +218,6 @@ class BinanceFutureData(RestClient):
         contracts = load_json(f, auto_save=False)
         return contracts
 
-
     def save_contracts(self):
         """保存合约配置"""
         contracts = self.get_contracts()
diff --git a/vnpy/gateway/binance/binance_gateway.py b/vnpy/gateway/binance/binance_gateway.py
index 33781976..d42dac5a 100644
--- a/vnpy/gateway/binance/binance_gateway.py
+++ b/vnpy/gateway/binance/binance_gateway.py
@@ -37,7 +37,6 @@ from vnpy.trader.object import (
 from vnpy.trader.event import EVENT_TIMER
 from vnpy.event import Event
 
-
 REST_HOST = "https://www.binance.com"
 WEBSOCKET_TRADE_HOST = "wss://stream.binance.com:9443/ws/"
 WEBSOCKET_DATA_HOST = "wss://stream.binance.com:9443/stream?streams="
@@ -159,6 +158,7 @@ class BinanceGateway(BaseGateway):
                 and self.status.get('mdws_con', False):
             self.status.update({'con': True})
 
+
 class BinanceRestApi(RestClient):
     """
     BINANCE REST API
@@ -234,12 +234,12 @@ class BinanceRestApi(RestClient):
         return request
 
     def connect(
-        self,
-        key: str,
-        secret: str,
-        session_number: int,
-        proxy_host: str,
-        proxy_port: int
+            self,
+            key: str,
+            secret: str,
+            session_number: int,
+            proxy_host: str,
+            proxy_port: int
     ):
         """
         Initialize connection to REST server.
@@ -250,7 +250,7 @@ class BinanceRestApi(RestClient):
         self.proxy_host = proxy_host
 
         self.connect_time = (
-            int(datetime.now().strftime("%y%m%d%H%M%S")) * self.order_count
+                int(datetime.now().strftime("%y%m%d%H%M%S")) * self.order_count
         )
 
         self.init(REST_HOST, proxy_host, proxy_port)
@@ -504,7 +504,7 @@ class BinanceRestApi(RestClient):
         self.gateway.write_log(msg)
 
     def on_send_order_error(
-        self, exception_type: type, exception_value: Exception, tb, request: Request
+            self, exception_type: type, exception_value: Exception, tb, request: Request
     ):
         """
         Callback when sending order caused exception.
@@ -545,13 +545,13 @@ class BinanceRestApi(RestClient):
                 "symbol": req.symbol,
                 "interval": INTERVAL_VT2BINANCE[req.interval],
                 "limit": limit,
-                "startTime": start_time * 1000,         # convert to millisecond
+                "startTime": start_time * 1000,  # convert to millisecond
             }
 
             # Add end time if specified
             if req.end:
                 end_time = int(datetime.timestamp(req.end))
-                params["endTime"] = end_time * 1000     # convert to millisecond
+                params["endTime"] = end_time * 1000  # convert to millisecond
 
             # Get response from server
             resp = self.request(
@@ -576,7 +576,7 @@ class BinanceRestApi(RestClient):
                 buf = []
 
                 for l in data:
-                    dt = datetime.fromtimestamp(l[0] / 1000)    # convert to second
+                    dt = datetime.fromtimestamp(l[0] / 1000)  # convert to second
 
                     bar = BarData(
                         symbol=req.symbol,
diff --git a/vnpy/gateway/binancef/binancef_gateway.py b/vnpy/gateway/binancef/binancef_gateway.py
index d8f1f71c..ca179521 100644
--- a/vnpy/gateway/binancef/binancef_gateway.py
+++ b/vnpy/gateway/binancef/binancef_gateway.py
@@ -212,7 +212,6 @@ class BinancefRestApi(RestClient):
 
         self.orders = {}
 
-
     def sign(self, request: Request) -> Request:
         """
         Generate BINANCE signature.
@@ -262,13 +261,13 @@ class BinancefRestApi(RestClient):
         return request
 
     def connect(
-        self,
-        key: str,
-        secret: str,
-        session_number: int,
-        server: str,
-        proxy_host: str,
-        proxy_port: int
+            self,
+            key: str,
+            secret: str,
+            session_number: int,
+            server: str,
+            proxy_host: str,
+            proxy_port: int
     ) -> None:
         """
         Initialize connection to REST server.
@@ -280,7 +279,7 @@ class BinancefRestApi(RestClient):
         self.server = server
 
         self.connect_time = (
-            int(datetime.now().strftime("%y%m%d%H%M%S")) * self.order_count
+                int(datetime.now().strftime("%y%m%d%H%M%S")) * self.order_count
         )
 
         if self.server == "REAL":
@@ -306,7 +305,6 @@ class BinancefRestApi(RestClient):
         # 添加到定时查询队列中
         self.gateway.query_functions = [self.query_account, self.query_position]
 
-
     def query_time(self) -> Request:
         """"""
         data = {
@@ -366,12 +364,11 @@ class BinancefRestApi(RestClient):
             data=data
         )
 
-
     def query_trade(self, vt_symbol: str = '') -> Request:
         """"""
         data = {"security": Security.SIGNED}
         if vt_symbol:
-            if  '.' in vt_symbol:
+            if '.' in vt_symbol:
                 vt_symbol = vt_symbol.split('.')[0]
             data.update({'symbol': vt_symbol})
 
@@ -607,7 +604,6 @@ class BinancefRestApi(RestClient):
 
         self.gateway.write_log("委托信息查询成功")
 
-
     def on_query_trade(self, data: dict, request: Request) -> None:
         """"""
         for d in data:
@@ -624,6 +620,7 @@ class BinancefRestApi(RestClient):
                 price=float(d["price"]),
                 volume=float(d['qty']),
                 time=time,
+                datetime=dt,
                 gateway_name=self.gateway_name,
             )
             self.gateway.on_trade(trade)
@@ -664,7 +661,7 @@ class BinancefRestApi(RestClient):
                 name=name,
                 pricetick=pricetick,
                 size=symbol_size,
-                margin_rate= round(float(d['requiredMarginPercent'])/100, 5),
+                margin_rate=round(float(d['requiredMarginPercent']) / 100, 5),
                 min_volume=min_volume,
                 product=Product.FUTURES,
                 history_data=True,
@@ -692,7 +689,7 @@ class BinancefRestApi(RestClient):
         self.gateway.write_log(msg)
 
     def on_send_order_error(
-        self, exception_type: type, exception_value: Exception, tb, request: Request
+            self, exception_type: type, exception_value: Exception, tb, request: Request
     ) -> None:
         """
         Callback when sending order caused exception.
@@ -738,13 +735,13 @@ class BinancefRestApi(RestClient):
                 "symbol": req.symbol,
                 "interval": INTERVAL_VT2BINANCEF[req.interval],
                 "limit": limit,
-                "startTime": start_time * 1000,         # convert to millisecond
+                "startTime": start_time * 1000,  # convert to millisecond
             }
 
             # Add end time if specified
             if req.end:
                 end_time = int(datetime.timestamp(req.end))
-                params["endTime"] = end_time * 1000     # convert to millisecond
+                params["endTime"] = end_time * 1000  # convert to millisecond
 
             # Get response from server
             resp = self.request(
@@ -769,7 +766,7 @@ class BinancefRestApi(RestClient):
                 buf = []
 
                 for l in data:
-                    dt = datetime.fromtimestamp(l[0] / 1000)    # convert to second
+                    dt = datetime.fromtimestamp(l[0] / 1000)  # convert to second
 
                     bar = BarData(
                         symbol=req.symbol,
@@ -910,6 +907,7 @@ class BinancefTradeWebsocketApi(WebsocketClient):
             price=float(ord_data["L"]),
             volume=trade_volume,
             time=trade_time,
+            datetime=trade_time,
             gateway_name=self.gateway_name,
         )
         self.gateway.on_trade(trade)
@@ -928,10 +926,10 @@ class BinancefDataWebsocketApi(WebsocketClient):
         self.ticks: Dict[str, TickData] = {}
 
     def connect(
-        self,
-        proxy_host: str,
-        proxy_port: int,
-        server: str
+            self,
+            proxy_host: str,
+            proxy_port: int,
+            server: str
     ) -> None:
         """"""
         self.proxy_host = proxy_host
diff --git a/vnpy/trader/gateway.py b/vnpy/trader/gateway.py
index 70675dd3..94b3510f 100644
--- a/vnpy/trader/gateway.py
+++ b/vnpy/trader/gateway.py
@@ -1,7 +1,6 @@
 """
 
 """
-import os
 import sys
 from abc import ABC, abstractmethod
 from typing import Any, Sequence, Dict, List, Optional, Callable
@@ -324,6 +323,7 @@ class BaseGateway(ABC):
         """
         return self.status
 
+
 class LocalOrderManager:
     """
     Management tool to support use local order id for trading.
diff --git a/vnpy/trader/ui/widget.py b/vnpy/trader/ui/widget.py
index fd4e36ed..2c8bbee1 100644
--- a/vnpy/trader/ui/widget.py
+++ b/vnpy/trader/ui/widget.py
@@ -48,6 +48,8 @@ class BaseCell(QtWidgets.QTableWidgetItem):
         Set text content.
         """
         self.setText(str(content))
+        if isinstance(data, float):
+            data = round(data, 7)
         self._data = data
 
     def get_data(self) -> Any:
@@ -737,36 +739,36 @@ class TradingWidget(QtWidgets.QWidget):
         if not self.checkFixed.isChecked():
             self.price_line.setText(str(tick.last_price))
 
-        self.lp_label.setText(str(tick.last_price))
-        self.bp1_label.setText(str(tick.bid_price_1))
-        self.bv1_label.setText(str(tick.bid_volume_1))
-        self.ap1_label.setText(str(tick.ask_price_1))
-        self.av1_label.setText(str(tick.ask_volume_1))
+        self.lp_label.setText(str(round(tick.last_price, 7)))
+        self.bp1_label.setText(str(round(tick.bid_price_1, 7)))
+        self.bv1_label.setText(str(round(tick.bid_volume_1, 7)))
+        self.ap1_label.setText(str(round(tick.ask_price_1, 7)))
+        self.av1_label.setText(str(round(tick.ask_volume_1, 7)))
 
         if tick.pre_close:
             r = (tick.last_price / tick.pre_close - 1) * 100
             self.return_label.setText(f"{r:.2f}%")
 
         if tick.bid_price_2:
-            self.bp2_label.setText(str(tick.bid_price_2))
-            self.bv2_label.setText(str(tick.bid_volume_2))
-            self.ap2_label.setText(str(tick.ask_price_2))
-            self.av2_label.setText(str(tick.ask_volume_2))
+            self.bp2_label.setText(str(round(tick.bid_price_2), 7))
+            self.bv2_label.setText(str(round(tick.bid_volume_2, 7)))
+            self.ap2_label.setText(str(round(tick.ask_price_2, 7)))
+            self.av2_label.setText(str(round(tick.ask_volume_2, 7)))
 
-            self.bp3_label.setText(str(tick.bid_price_3))
-            self.bv3_label.setText(str(tick.bid_volume_3))
-            self.ap3_label.setText(str(tick.ask_price_3))
-            self.av3_label.setText(str(tick.ask_volume_3))
+            self.bp3_label.setText(str(round(tick.bid_price_3, 7)))
+            self.bv3_label.setText(str(round(tick.bid_volume_3, 7)))
+            self.ap3_label.setText(str(round(tick.ask_price_3, 7)))
+            self.av3_label.setText(str(round(tick.ask_volume_3, 7)))
 
-            self.bp4_label.setText(str(tick.bid_price_4))
-            self.bv4_label.setText(str(tick.bid_volume_4))
-            self.ap4_label.setText(str(tick.ask_price_4))
-            self.av4_label.setText(str(tick.ask_volume_4))
+            self.bp4_label.setText(str(round(tick.bid_price_4, 7)))
+            self.bv4_label.setText(str(round(tick.bid_volume_4, 7)))
+            self.ap4_label.setText(str(round(tick.ask_price_4, 7)))
+            self.av4_label.setText(str(round(tick.ask_volume_4, 7)))
 
-            self.bp5_label.setText(str(tick.bid_price_5))
-            self.bv5_label.setText(str(tick.bid_volume_5))
-            self.ap5_label.setText(str(tick.ask_price_5))
-            self.av5_label.setText(str(tick.ask_volume_5))
+            self.bp5_label.setText(str(round(tick.bid_price_5, 7)))
+            self.bv5_label.setText(str(round(tick.bid_volume_5, 7)))
+            self.ap5_label.setText(str(round(tick.ask_price_5, 7)))
+            self.av5_label.setText(str(round(tick.ask_volume_5, 7)))
 
     def set_vt_symbol(self) -> None:
         """
diff --git a/vnpy/trader/util_monitor.py b/vnpy/trader/util_monitor.py
index 40b1150c..1ad3070d 100644
--- a/vnpy/trader/util_monitor.py
+++ b/vnpy/trader/util_monitor.py
@@ -1,9 +1,8 @@
 # encoding: UTF-8
 # 华富资产
 
-import os
-from collections import OrderedDict
-from typing import Any, Dict
+
+from typing import Dict
 
 from .utility import get_folder_path
 from .util_logger import setup_logger
@@ -83,6 +82,7 @@ class LogMonitor(BasicMonitor):
     def __init__(self, event_engine=None, monitor_name='LogMonitor'):
         super().__init__(event_engine, monitor_name)
 
+
 class TradeMonitor(BasicMonitor):
     """
     Monitor for trade data.
@@ -108,6 +108,7 @@ class TradeMonitor(BasicMonitor):
     def __init__(self, event_engine=None, monitor_name='TradeMonitor'):
         super().__init__(event_engine, monitor_name)
 
+
 class OrderMonitor(BasicMonitor):
     """
     Monitor for order data.
@@ -135,6 +136,7 @@ class OrderMonitor(BasicMonitor):
     def __init__(self, event_engine=None, monitor_name='OrderMonitor'):
         super().__init__(event_engine, monitor_name)
 
+
 class PositionMonitor(BasicMonitor):
     """
     Monitor for position data.
diff --git a/vnpy/trader/util_pid.py b/vnpy/trader/util_pid.py
index 00279137..6ac9d87f 100644
--- a/vnpy/trader/util_pid.py
+++ b/vnpy/trader/util_pid.py
@@ -16,6 +16,7 @@ assert os.path.isdir(logs_path)
 # 记录pid得文件
 pid_file = os.path.abspath(os.path.join(logs_path, 'gpid.txt'))
 
+
 def _check_pid(pid):
     """
     检查pid是否与当前进程pid一致
@@ -70,6 +71,7 @@ def update_pid():
 # 执行检查
 if _check_status():
     import sys
+
     print(u'another service is already running...', file=sys.stderr)
     exit(0)
 
diff --git a/vnpy/trader/utility.py b/vnpy/trader/utility.py
index 45cbc0c5..3b67b3ca 100644
--- a/vnpy/trader/utility.py
+++ b/vnpy/trader/utility.py
@@ -234,7 +234,7 @@ def get_folder_path(folder_name: str) -> Path:
     folder_path = TEMP_DIR.joinpath(folder_name)
     if not folder_path.exists():
         os.makedirs(str(folder_path))
-        #folder_path.mkdir()
+        # folder_path.mkdir()
     return folder_path