diff --git a/counter_demo.py b/counter_demo.py
index c160b82..0f0f6d5 100644
--- a/counter_demo.py
+++ b/counter_demo.py
@@ -1,432 +1,436 @@
-# -*- coding: utf-8 -*-
-# zq
-
-import os
-import sys
-import time
-import json
-import threading
-import multiprocessing
-from pprint import pprint
-
-from datetime import datetime, timedelta
-
-BASE_DIR = os.path.abspath('/tz_crypto')
-print(BASE_DIR)
-sys.path.append(BASE_DIR)
-from tz_ctastrategy import (
-    ArrayManager,
-    BarData,
-    BarGenerator,
-    OrderData,
-    StopOrder,
-    TickData,
-    TradeData,
-)
-from tz_ctastrategy.backtesting_mul import BacktestingEngine
-from tz_ctastrategy.base import EngineType, BacktestingMode
-from tz_ctastrategy.template import CtaTemplate
-from tzquant.market import zmq_client
-
-from tzquant.market.log_model import write_file_by_line, log_on_init
-from tzquant.trader.object import *
-from tzquant.market.keep_alive import ping
-from tz_riskmanager.risk_engine import save_setting
-from tzquant.market.market_engine import get_account, private_run
-from tzquant.market.dingtalker import dingmessage
-
-
-class AtrRsiStrategy(CtaTemplate):
-    """"""
-    parameters = {}
-
-    def __init__(
-            self, cta_engine, strategy_name, vt_symbol, setting, rolling_info=None
-    ):
-        """"""
-        super().__init__(cta_engine, strategy_name, vt_symbol, setting, rolling_info)
-        if self.cta_engine.engine_type == EngineType.BACKTESTING:
-            self.bg = BarGenerator(self.on_bar)
-        else:
-            self.bg = BarGenerator(self.on_bar, 60, interval=Interval.SECOND)
-            self.bg10s = BarGenerator(self.on_bar, 10, self.on_10s_bar, interval=Interval.SECOND)
-
-        self.am = ArrayManager(size=2000)
-
-        # 初始化变量
-        self.atr_value = 0
-        self.rsi_value = 0
-        self.ma_value = 0
-        self.martingale_level = 0  # 马丁策略层级
-        self.max_cash = 0.0
-        self.max_down = 0.0
-        self.max_pos = 0.0
-
-        if self.cta_engine.engine_type == EngineType.BACKTESTING:
-            self.place_order_flag = True
-        else:
-            self.place_order_flag = False
-
-        # ----------------------- log ----------------------------
-        self.log = None
-        self.log_time = datetime.now().day - 1
-        self.zmq = zmq_client.ZMQClient('XX.XXX.XXX.XX')  # 实例化zmq客户端
-        self.log_message_id = 0
-        self.s_file_name = f"{self.strategy_name}"
-        self.sub_id: str = "0"
-
-        self.last_tradeid = 0
-
-    def on_init(self):
-        """
-        Callback when strategy is inited.
-        """
-        self.write_log("策略初始化")
-
-    # 这个是日志输出的函数
-    def logger(self):
-        d_now = datetime.now()
-        # 每天做一次日志名称更改
-        if self.log is None or d_now.day != self.log_time:
-            self.log = log_on_init(
-                log_dir_name="/tzquant_logs",
-                log_name=f"{self.strategy_name}-{self.sub_id}_{d_now.year}-{d_now.month:02d}-{d_now.day:02d}.log",
-                log_out_name=self.strategy_name,
-                write_mode="a",
-                line=True,
-            )
-            self.log_time = d_now.day
-        else:
-            while self.cta_engine.logs:
-                msg = self.cta_engine.logs.pop()
-                self.log.info(msg)
-
-                result = {
-                    "id": self.log_message_id,
-                    "datetime": d_now.strftime('%Y-%m-%d %H:%M:%S.%f')[:-4],
-                    "timestamp_ms": int(d_now.timestamp() * 1000),
-                    "strategy_id": self.strategy_name,
-                    "level": 'info',
-                    "log": msg
-                }
-                self.zmq.send_message(result)
-                self.log_message_id += 1
-
-    def on_start(self):
-        """
-        Callback when strategy is started.
-        """
-        self.write_log("策略启动")
-
-    def on_stop(self):
-        """
-        Callback when strategy is stopped.
-        """
-        self.write_log("策略停止")
-
-    def on_tick(self, tick: TickData):
-        """
-        Callback of new tick data update.
-        """
-        if tick.name == 'trade':
-            self.bg.tick_to_bar(tick=tick)
-            if self.last_tradeid:
-                if tick.id - self.last_tradeid != 1:
-                    print(f'成交数据有缺失: last:{self.last_tick} now:{tick}')
-            self.last_tradeid = tick.id
-            self.last_tick = tick
-
-        elif tick.name == 'depth':
-            pass
-
-    def on_bar(self, bar: BarData):
-        """
-        Callback of new bar data update.
-        """
-        if self.cta_engine.engine_type == EngineType.BACKTESTING:
-            self.on_10s_bar(bar)
-        else:
-            self.bg10s.update_bar(bar)
-
-    def on_10s_bar(self, bar: BarData):
-        try:
-            self.am.update_bar(bar)
-            # print(bar)
-            if time.time() - bar.closetime / 1000 < 30:
-                # 柜台下买单
-                res = self.buy(
-                    price=bar.close * (1 - 0.05),
-                    volume=10 / bar.close,
-                    closetime=bar.closetime / 1000,
-                    order_type=OrderType.POC,
-                    label=f't-{self.strategy_name}-{self.sub_id}-0'
-                )
-                print('place order', res)
-                # res1 = self.cancel_all(closetime=bar.closetime / 1000)
-                # print('cancel all orders', res1)
-                if res:
-                    # 柜台撤销单个订单
-                    res = self.cancel_order(vt_orderid=res[0],
-                                            closetime=bar.closetime / 1000)
-                    print('cancel order', res)
-
-                self.sell(
-                    price=bar.close * (1 + 0.05),
-                    volume=10 / bar.close,
-                    closetime=bar.closetime / 1000,
-                    order_type=OrderType.POC,
-                    label=f't-{self.strategy_name}-{self.sub_id}-1'
-                )
-
-            if self.cta_engine.engine_type == EngineType.BACKTESTING:
-                # 持仓均价
-                self.price = self.cta_engine.ca_balance_now["price"]
-
-            if not self.am.inited:
-                # 初始化未完成之前 撤单到成功为止
-                if self.cta_engine.active_limit_orders:
-                    while True:
-                        res = self.cancel_all(closetime=datetime.now().timestamp(), mode=1,
-                                              order_id_list=list(self.cta_engine.active_limit_orders.keys()))
-                        time.sleep(0.3)
-                        if res:
-                            break
-                return
-            if self.cta_engine.active_limit_orders:
-                # 柜台撤所有订单 mode 要为 1 order_id_list 要传入当前所有的挂单id
-                while True:
-                    res = self.cancel_all(closetime=bar.closetime / 1000,
-                                          mode=1,
-                                          order_id_list=list(self.cta_engine.active_limit_orders.keys()))
-                    if res:
-                        print('cancel success')
-                        # for index, order_id in enumerate(self.cta_engine.active_limit_orders):
-                        #     print(order_id, type(order_id))
-                        #     time_diff = time.time() - self.cta_engine.active_limit_orders[order_id].datetime.timestamp()
-                        #     if time_diff > 30:
-                        #         msg = f'-----------挂单更新超时-----------:{time_diff}'
-                        #         dingmessage(webhook_key='',
-                        #                     secret_name=f'{self.strategy_name}-{self.sub_id}',
-                        #                     sub_id=self.sub_id,
-                        #                     symbol=self.cta_engine.symbol,
-                        #                     msg=msg,
-                        #                     async_req=True
-                        #                     )
-                        #         print(self.cta_engine.active_limit_orders[order_id].datetime.timestamp())
-                        break
-                    time.sleep(0.5)
-                    print('cancel failed')
-
-        except (Exception, BaseException) as e:
-            self.cta_engine.output(
-                "on_10s_bar error:%s-----line:%s" % (repr(e), e.__traceback__.tb_lineno)
-            )
-
-    def on_order(self, order: OrderData):
-        """
-        Callback of new order data update.
-        """
-        pass
-
-    def on_trade(self, trade: TradeData):
-        """
-        Callback of new trade data update.
-        """
-
-        # self.cta_engine.output(f'成交记录:{trade}---持有仓位:{self.pos}')
-        # self.put_event()
-
-    def on_stop_order(self, stop_order: StopOrder):
-        """
-        Callback of stop order update.
-        """
-        pass
-
-
-def run_single(
-        platform: str, symbol: str, capital: int, config: dict, risk_setting: dict, queue
-):
-    engine = BacktestingEngine()
-
-    now_datetime = datetime.now().replace(second=0, microsecond=0)
-    # ---------------- 实盘 -----------------------
-    engine.engine_type = EngineType.REAL
-    engine.gateway_name = EngineType.REAL
-
-    start = now_datetime - timedelta(days=334 / 1440)
-    # start = now_datetime - timedelta(days=1800 / 1440)
-
-    engine.set_parameters(
-        vt_symbol=f"{symbol}.{platform}",  # 下单平台
-        source_exchanges=[platform],  # 接收多源平台list
-        start=start,  # 形如：datetime(2022,1,1)
-        end=now_datetime,  # 形如：datetime(2022,1,1)
-        maker_fee=-0.5 / 10000,  # 挂单手续费
-        taker_fee=3 / 10000,  # 吃单手续费
-        slippage=2 / 10000,  # 滑点
-        size=1,  # 杠杆倍数 默认为1
-        pricetick=0.1,  # 价格精度
-        capital=capital,  # 本金
-        annual_days=365,  # 一年的连续交易天数
-        interval=Interval.SECOND,
-        mode=BacktestingMode.TICK  # tick级别实盘
-    )
-    # 将策略添加进引擎
-    engine.add_strategy(AtrRsiStrategy, {})
-
-    # --------------- 加载json 文件的配置信息 ---------------
-    action_config = config[symbol]
-    engine.strategy.place_order_flag = action_config["place_order"]
-    engine.strategy.strategy_name = risk_setting["secret_name"]
-    engine.strategy.parameters = action_config
-    engine.strategy.sub_id = risk_setting["sub_id"]
-
-    # engine.strategy.on_init()
-
-    # 实盘私有信息通过这个队列传输
-    engine.queue_pri = queue
-    print("engine.queue_pri:", engine.queue_pri)
-    # 启动风控 实盘不管大资金还是小资金都要启动风控
-    engine.strategy.add_risk_manager(
-        symbol_list=[symbol_ for symbol_ in config],
-        key=risk_setting["key"],
-        secret=risk_setting["secret"],
-        sub_id=risk_setting["sub_id"]
-    )
-    # engine.dma_depth_data(platform, int(start.timestamp()))
-    threading.Thread(target=engine.dma_depth_data, args=(platform, int(start.timestamp()))).start()
-    engine.receive_private_queue_data()  # 接收实盘私有信息
-
-
-def run():
-    # 当前跑的平台
-    platform = "gate_swap_u"
-    secret_name = "403"  # 500_mm_ziying 200
-    symbol = "bnbusdt"  # btcusdt
-    sub_id = "0"  # 子账户id str
-    settle = 'usdt'
-
-    # platform = "binance_swap_u_uni"
-    # secret_name = "200"  # 500_mm_ziying 200
-    # symbol = "dogeusdt"  # btcusdt
-    # sub_id = "1"  # 子账户id str
-    # settle = 'usdt'
-
-    # secret_name = sys.argv[1]  # 500_mm_ziying 200
-    # symbol = sys.argv[2]  # btcusdt
-    # platform = sys.argv[3]  # binance_spot_uni
-    # sub_id = sys.argv[4]  # 子账户id str
-    # settle = 'usdt' if 'usdt' in symbol else 'fdusd'
-    print(secret_name, symbol, settle)
-
-    # 从配置文件中批量读取参数
-    file_name = "data.json"
-
-    with open(file_name, "rb") as json_file:
-        json_data = json.loads(json_file.read())
-
-    pprint(json_data[secret_name][sub_id][symbol])
-
-    # 当前测试账户虚拟本金1000U place_rate_open 开仓让位 place_rate_close 平仓让位
-    config = {
-        symbol: json_data[secret_name][sub_id][symbol]
-    }
-
-    # ------------------ 修改风控的配置信息 密钥 ---------------------------
-    risk_setting = {
-        "key": json_data[secret_name]["key"],
-        "secret_name": secret_name,
-        "sub_id": sub_id,
-        "secret": json_data[secret_name]["secret"],
-        "sub_key": json_data[secret_name][sub_id]["key"],
-        "sub_secret": json_data[secret_name][sub_id]["secret"],
-        "active": True,  # True 风控启动
-        "order_flow_limit_1m": 15,  # 根据下单的标签来做1m的下单次数限制
-        "net_max_down_level_1": 20,  # 实时最大回撤值百分比 超过会提醒
-        "net_max_down_level_2": 15,
-        "net_max_down_level_3": 10,
-        # 单币种的持仓限制
-        "position_limit": {symbol_: config[symbol_]["capital"] * config[symbol_]["max_pos_rate"] * 1.04
-                           for symbol_ in config},
-        "position_time_out": 45,  # 持仓信息超过45秒没来会提醒
-        "webhook_key": json_data[secret_name]["webhook_key"]  # 钉钉发送的接收用户
-    }
-
-    # 这个是实际的本金
-    get_account_ = get_account(risk_setting=risk_setting, platform=platform, settle=settle)
-    balance = get_account_.balance + get_account_.unrealised_pnl
-
-    print(get_account_.__dict__, balance)
-
-    # 更新净值风控
-    risk_setting["net_level_1"] = (
-            balance * (100 - risk_setting["net_max_down_level_1"]) / 100
-    )
-    risk_setting["net_level_2"] = (
-            balance * (100 - risk_setting["net_max_down_level_2"]) / 100
-    )
-    risk_setting["net_level_3"] = (
-            balance * (100 - risk_setting["net_max_down_level_3"]) / 100
-    )
-
-    total_capital = sum([config[symbol_]["capital"] for symbol_ in config])
-    print("当前实际杠杆倍数：", total_capital / balance)
-    print(config)
-    print(risk_setting)
-
-    directory_name = "json_hub"
-
-    # 获取当前工作目录
-    current_directory = os.getcwd()
-
-    # 构造 json_hub 目录的路径
-    json_hub_path = os.path.join(current_directory, directory_name)
-
-    # 检查目录是否存在
-    if not os.path.exists(json_hub_path):
-        # 如果不存在，则创建目录
-        os.makedirs(json_hub_path)
-        print(f"Directory '{directory_name}' created.")
-    else:
-        print(f"Directory '{directory_name}' already exists.")
-
-    save_setting(setting=config, setting_filename=f'/json_hub/{secret_name}_config.json')
-    save_setting(setting=risk_setting)  # 将risk_setting 的信息写入配置文件
-
-    process = []
-    # 创建一个进程间内存共享的队列
-    queue_dict = {}
-    for index, key in enumerate(config):
-        q = multiprocessing.Queue()
-        queue_dict[key] = q
-
-    # 先启动私有信息的发送进程 确保初始化有数据
-    p = multiprocessing.Process(
-        target=private_run, args=(queue_dict, config, risk_setting, platform, settle)
-    )
-    p.start()
-    time.sleep(3)
-
-    # 然后为每个品种启动一个进程来做接收
-    for index, key in enumerate(config):
-        p1 = multiprocessing.Process(
-            target=run_single,
-            args=(
-                platform,
-                key,
-                config[key]["capital"],
-                config,
-                risk_setting,
-                queue_dict[key],
-            ),
-        )
-        p1.start()
-        process.append(p1)
-        time.sleep(60)
-    process.append(p)
-    for p2 in process:
-        p2.join()
-
-
-if __name__ == "__main__":
-    run()
+# -*- coding: utf-8 -*-
+# zq
+
+import os
+import sys
+import time
+import json
+import threading
+import multiprocessing
+from pprint import pprint
+
+from datetime import datetime, timedelta
+
+BASE_DIR = os.path.abspath('/tz_crypto')
+print(BASE_DIR)
+sys.path.append(BASE_DIR)
+from tz_ctastrategy import (
+    ArrayManager,
+    BarData,
+    BarGenerator,
+    OrderData,
+    StopOrder,
+    TickData,
+    TradeData,
+)
+from tz_ctastrategy.backtesting_mul import BacktestingEngine
+from tz_ctastrategy.base import EngineType, BacktestingMode
+from tz_ctastrategy.template import CtaTemplate
+from tzquant.market import zmq_client
+
+from tzquant.market.log_model import write_file_by_line, log_on_init
+from tzquant.trader.object import *
+from tzquant.market.keep_alive import ping
+from tz_riskmanager.risk_engine import save_setting
+from tzquant.market.market_engine import get_account, private_run
+from tzquant.market.dingtalker import dingmessage
+
+
+class AtrRsiStrategy(CtaTemplate):
+    """"""
+    parameters = {}
+
+    def __init__(
+            self, cta_engine, strategy_name, vt_symbol, setting, rolling_info=None
+    ):
+        """"""
+        super().__init__(cta_engine, strategy_name, vt_symbol, setting, rolling_info)
+        if self.cta_engine.engine_type == EngineType.BACKTESTING:
+            self.bg = BarGenerator(self.on_bar)
+        else:
+            self.bg = BarGenerator(self.on_bar, 60, interval=Interval.SECOND)
+            self.bg10s = BarGenerator(self.on_bar, 10, self.on_10s_bar, interval=Interval.SECOND)
+
+        self.am = ArrayManager(size=200)
+
+        # 初始化变量
+        self.atr_value = 0
+        self.rsi_value = 0
+        self.ma_value = 0
+        self.martingale_level = 0  # 马丁策略层级
+        self.max_cash = 0.0
+        self.max_down = 0.0
+        self.max_pos = 0.0
+
+        if self.cta_engine.engine_type == EngineType.BACKTESTING:
+            self.place_order_flag = True
+        else:
+            self.place_order_flag = False
+
+        # ----------------------- log ----------------------------
+        self.log = None
+        self.log_time = datetime.now().day - 1
+        self.zmq = zmq_client.ZMQClient('XX.XXX.XXX.XX')  # 实例化zmq客户端
+        self.log_message_id = 0
+        self.s_file_name = f"{self.strategy_name}"
+        self.sub_id: str = "0"
+
+        self.last_tradeid = 0
+
+    def on_init(self):
+        """
+        Callback when strategy is inited.
+        """
+        self.write_log("策略初始化")
+
+    # 这个是日志输出的函数
+    def logger(self):
+        d_now = datetime.now()
+        # 每天做一次日志名称更改
+        if self.log is None or d_now.day != self.log_time:
+            self.log = log_on_init(
+                log_dir_name="/tzquant_logs",
+                log_name=f"{self.strategy_name}-{self.sub_id}_{d_now.year}-{d_now.month:02d}-{d_now.day:02d}.log",
+                log_out_name=self.strategy_name,
+                write_mode="a",
+                line=True,
+            )
+            self.log_time = d_now.day
+        else:
+            while self.cta_engine.logs:
+                msg = self.cta_engine.logs.pop()
+                self.log.info(msg)
+
+                result = {
+                    "id": self.log_message_id,
+                    "datetime": d_now.strftime('%Y-%m-%d %H:%M:%S.%f')[:-4],
+                    "timestamp_ms": int(d_now.timestamp() * 1000),
+                    "strategy_id": self.strategy_name,
+                    "level": 'info',
+                    "log": msg
+                }
+                self.zmq.send_message(result)
+                self.log_message_id += 1
+
+    def on_start(self):
+        """
+        Callback when strategy is started.
+        """
+        self.write_log("策略启动")
+
+    def on_stop(self):
+        """
+        Callback when strategy is stopped.
+        """
+        self.write_log("策略停止")
+
+    def on_tick(self, tick: TickData):
+        """
+        Callback of new tick data update.
+        """
+        if tick.name == 'trade':
+            self.bg.tick_to_bar(tick=tick)
+            if self.last_tradeid:
+                if tick.id - self.last_tradeid != 1:
+                    print(f'成交数据有缺失: last:{self.last_tick} now:{tick}')
+            self.last_tradeid = tick.id
+            self.last_tick = tick
+
+        elif tick.name == 'depth':
+            pass
+
+    def on_bar(self, bar: BarData):
+        """
+        Callback of new bar data update.
+        """
+        if self.cta_engine.engine_type == EngineType.BACKTESTING:
+            self.on_10s_bar(bar)
+        else:
+            self.bg10s.update_bar(bar)
+
+    def on_10s_bar(self, bar: BarData):
+        try:
+            self.am.update_bar(bar)
+            # print(bar)
+            # if time.time() - bar.closetime / 1000 < 30:
+            #     # 柜台下买单
+            #     res = self.buy(
+            #         price=bar.close * (1 - 0.05),
+            #         volume=10 / bar.close,
+            #         closetime=bar.closetime / 1000,
+            #         order_type=OrderType.POC,
+            #         label=f't-{self.strategy_name}-{self.sub_id}-0'
+            #     )
+            #     print('place order', res)
+            #     # res1 = self.cancel_all(closetime=bar.closetime / 1000)
+            #     # print('cancel all orders', res1)
+            #     if res:
+            #         # 柜台撤销单个订单
+            #         res = self.cancel_order(vt_orderid=res[0],
+            #                                 closetime=bar.closetime / 1000)
+            #         print('cancel order', res)
+            #
+            #     self.sell(
+            #         price=bar.close * (1 + 0.05),
+            #         volume=10 / bar.close,
+            #         closetime=bar.closetime / 1000,
+            #         order_type=OrderType.POC,
+            #         label=f't-{self.strategy_name}-{self.sub_id}-1'
+            #     )
+
+            if self.cta_engine.engine_type == EngineType.BACKTESTING:
+                # 持仓均价
+                self.price = self.cta_engine.ca_balance_now["price"]
+
+            if not self.am.inited:
+                # 初始化未完成之前 撤单到成功为止
+                if self.cta_engine.active_limit_orders:
+                    while True:
+                        res = self.cancel_all(closetime=datetime.now().timestamp(), mode=1,
+                                              order_id_list=list(self.cta_engine.active_limit_orders.keys()))
+                        time.sleep(0.3)
+                        if res:
+                            break
+            #     return
+            if self.cta_engine.active_limit_orders:
+                print('active_limit_orders: ', self.cta_engine.active_limit_orders)
+            #     # 柜台撤所有订单 mode 要为 1 order_id_list 要传入当前所有的挂单id
+            #     while True:
+            #         res = self.cancel_all(closetime=bar.closetime / 1000,
+            #                               mode=1,
+            #                               order_id_list=list(self.cta_engine.active_limit_orders.keys()))
+            #         if res:
+            #             print('cancel success')
+            #             # for index, order_id in enumerate(self.cta_engine.active_limit_orders):
+            #             #     print(order_id, type(order_id))
+            #             #     time_diff = time.time() - self.cta_engine.active_limit_orders[order_id].datetime.timestamp()
+            #             #     if time_diff > 30:
+            #             #         msg = f'-----------挂单更新超时-----------:{time_diff}'
+            #             #         dingmessage(webhook_key='',
+            #             #                     secret_name=f'{self.strategy_name}-{self.sub_id}',
+            #             #                     sub_id=self.sub_id,
+            #             #                     symbol=self.cta_engine.symbol,
+            #             #                     msg=msg,
+            #             #                     async_req=True
+            #             #                     )
+            #             #         print(self.cta_engine.active_limit_orders[order_id].datetime.timestamp())
+            #             break
+            #         time.sleep(0.5)
+            #         print('cancel failed')
+
+        except (Exception, BaseException) as e:
+            self.cta_engine.output(
+                "on_10s_bar error:%s-----line:%s" % (repr(e), e.__traceback__.tb_lineno)
+            )
+
+    def on_order(self, order: OrderData):
+        """
+        Callback of new order data update.
+        """
+        pass
+
+    def on_trade(self, trade: TradeData):
+        """
+        Callback of new trade data update.
+        """
+
+        self.cta_engine.output(f'成交记录:{trade}---持有仓位:{self.pos}')
+        # self.put_event()
+
+    def on_stop_order(self, stop_order: StopOrder):
+        """
+        Callback of stop order update.
+        """
+        pass
+
+
+def run_single(
+        platform: str, symbol: str, capital: int, config: dict, risk_setting: dict, queue
+):
+    engine = BacktestingEngine()
+
+    now_datetime = datetime.now().replace(second=0, microsecond=0)
+    # ---------------- 实盘 -----------------------
+    engine.engine_type = EngineType.REAL
+    engine.gateway_name = EngineType.REAL
+
+    start = now_datetime - timedelta(days=40 / 1440)
+    # start = now_datetime - timedelta(days=1800 / 1440)
+
+    engine.set_parameters(
+        vt_symbol=f"{symbol}.{platform}",  # 下单平台
+        source_exchanges=[platform],  # 接收多源平台list
+        start=start,  # 形如：datetime(2022,1,1)
+        end=now_datetime,  # 形如：datetime(2022,1,1)
+        maker_fee=-0.5 / 10000,  # 挂单手续费
+        taker_fee=3 / 10000,  # 吃单手续费
+        slippage=2 / 10000,  # 滑点
+        size=1,  # 杠杆倍数 默认为1
+        pricetick=0.1,  # 价格精度
+        capital=capital,  # 本金
+        annual_days=365,  # 一年的连续交易天数
+        interval=Interval.SECOND,
+        mode=BacktestingMode.TICK  # tick级别实盘
+    )
+    # 将策略添加进引擎
+    engine.add_strategy(AtrRsiStrategy, {})
+
+    # --------------- 加载json 文件的配置信息 ---------------
+    action_config = config[symbol]
+    engine.strategy.place_order_flag = action_config["place_order"]
+    engine.strategy.strategy_name = risk_setting["secret_name"]
+    engine.strategy.parameters = action_config
+    engine.strategy.sub_id = risk_setting["sub_id"]
+
+    # engine.strategy.on_init()
+
+    # 实盘私有信息通过这个队列传输
+    engine.queue_pri = queue
+    print("engine.queue_pri:", engine.queue_pri)
+    # 启动风控 实盘不管大资金还是小资金都要启动风控
+    engine.strategy.add_risk_manager(
+        symbol_list=[symbol_ for symbol_ in config],
+        key=risk_setting["key"],
+        secret=risk_setting["secret"],
+        sub_id=risk_setting["sub_id"]
+    )
+    # engine.dma_depth_data(platform, int(start.timestamp()))
+    threading.Thread(target=engine.dma_depth_data, args=(platform, int(start.timestamp()))).start()
+    engine.receive_private_queue_data()  # 接收实盘私有信息
+
+
+def run():
+    # 当前跑的平台
+    # platform = "gate_swap_u"
+    # secret_name = "403"  # 500_mm_ziying 200
+    # symbol = "bnbusdt"  # btcusdt
+    # sub_id = "0"  # 子账户id str
+    # settle = 'usdt'
+
+    platform = "binance_swap_u_uni"
+    secret_name = "801"  # 500_mm_ziying 200
+    symbol = "dogeusdt"  # btcusdt
+    sub_id = "0"  # 子账户id str
+    settle = 'usdt'
+
+    # secret_name = sys.argv[1]  # 500_mm_ziying 200
+    # symbol = sys.argv[2]  # btcusdt
+    # platform = sys.argv[3]  # binance_spot_uni
+    # sub_id = sys.argv[4]  # 子账户id str
+    # settle = 'usdt' if 'usdt' in symbol else 'fdusd'
+    print(secret_name, symbol, settle)
+
+    # 从配置文件中批量读取参数
+    file_name = "data.json"
+
+    with open(file_name, "rb") as json_file:
+        json_data = json.loads(json_file.read())
+
+    pprint(json_data[secret_name][sub_id][symbol])
+
+    # 当前测试账户虚拟本金1000U place_rate_open 开仓让位 place_rate_close 平仓让位
+    config = {
+        symbol: json_data[secret_name][sub_id][symbol]
+    }
+
+    # ------------------ 修改风控的配置信息 密钥 ---------------------------
+    risk_setting = {
+        "key": json_data[secret_name]["key"],
+        "secret_name": secret_name,
+        "sub_id": sub_id,
+        "secret": json_data[secret_name]["secret"],
+        "sub_key": json_data[secret_name][sub_id]["key"],
+        "sub_secret": json_data[secret_name][sub_id]["secret"],
+        "active": True,  # True 风控启动
+        "order_flow_limit_1m": 15,  # 根据下单的标签来做1m的下单次数限制
+        "net_max_down_level_1": 20,  # 实时最大回撤值百分比 超过会提醒
+        "net_max_down_level_2": 15,
+        "net_max_down_level_3": 10,
+        # 单币种的持仓限制
+        "position_limit": {symbol_: config[symbol_]["capital"] * config[symbol_]["max_pos_rate"] * 1.04
+                           for symbol_ in config},
+        "position_time_out": 45,  # 持仓信息超过45秒没来会提醒
+        "webhook_key": ['', '']   # 钉钉发送的接收用户
+    }
+
+    # 这个是实际的本金
+    get_account_ = get_account(risk_setting=risk_setting, platform=platform, settle=settle)
+    balance = get_account_.balance + get_account_.unrealised_pnl
+
+    print(get_account_.__dict__, balance)
+
+    # 更新净值风控
+    risk_setting["net_level_1"] = (
+            balance * (100 - risk_setting["net_max_down_level_1"]) / 100
+    )
+    risk_setting["net_level_2"] = (
+            balance * (100 - risk_setting["net_max_down_level_2"]) / 100
+    )
+    risk_setting["net_level_3"] = (
+            balance * (100 - risk_setting["net_max_down_level_3"]) / 100
+    )
+
+    total_capital = sum([config[symbol_]["capital"] for symbol_ in config])
+    print("当前实际杠杆倍数：", total_capital / balance)
+    print(config)
+    print(risk_setting)
+
+    directory_name = "json_hub"
+
+    # 获取当前工作目录
+    current_directory = os.getcwd()
+
+    # 构造 json_hub 目录的路径
+    json_hub_path = os.path.join(current_directory, directory_name)
+
+    # 检查目录是否存在
+    if not os.path.exists(json_hub_path):
+        # 如果不存在，则创建目录
+        os.makedirs(json_hub_path)
+        print(f"Directory '{directory_name}' created.")
+    else:
+        print(f"Directory '{directory_name}' already exists.")
+
+    save_setting(setting=config, setting_filename=f'/json_hub/{secret_name}_config.json')
+    save_setting(setting=risk_setting)  # 将risk_setting 的信息写入配置文件
+
+    process = []
+    # 创建一个进程间内存共享的队列
+    queue_dict = {}
+    for index, key in enumerate(config):
+        q = multiprocessing.Queue()
+        queue_dict[key] = q
+    # 限制该币种杠杆倍数 默认3倍
+    leverage_limit = 3
+    # private_run(queue_dict, config, risk_setting, platform, settle, leverage_limit)
+    # 先启动私有信息的发送进程 确保初始化有数据
+    p = multiprocessing.Process(
+        target=private_run,
+        args=(queue_dict, config, risk_setting, platform, settle, leverage_limit)
+    )
+    p.start()
+    time.sleep(3)
+
+    # 然后为每个品种启动一个进程来做接收
+    for index, key in enumerate(config):
+        p1 = multiprocessing.Process(
+            target=run_single,
+            args=(
+                platform,
+                key,
+                config[key]["capital"],
+                config,
+                risk_setting,
+                queue_dict[key],
+            ),
+        )
+        p1.start()
+        process.append(p1)
+        time.sleep(60)
+    process.append(p)
+    for p2 in process:
+        p2.join()
+
+
+if __name__ == "__main__":
+    run()