diff --git a/.github/ISSUE_TEMPLATE/bug_report.md b/.github/ISSUE_TEMPLATE/bug_report.md
index b73537336..7495b5ead 100644
--- a/.github/ISSUE_TEMPLATE/bug_report.md
+++ b/.github/ISSUE_TEMPLATE/bug_report.md
@@ -1,35 +1,47 @@
----
-name: Bug report
-about: Create a report to help us improve
+# 问题反馈
 
----
+当您安装/使用QUANTAXIS的时候如果遇到任何问题, 您可以在这里提出,我们会在24小时内给您答复
 
-**Describe the bug**
-A clear and concise description of what the bug is.
+## 您使用的QUANTAXIS版本号是什么?
 
-**To Reproduce**
-Steps to reproduce the behavior:
-1. Go to '...'
-2. Click on '....'
-3. Scroll down to '....'
-4. See error
+```
 
-**Expected behavior**
-A clear and concise description of what you expected to happen.
 
-**Screenshots**
-If applicable, add screenshots to help explain your problem.
 
-**Desktop (please complete the following information):**
- - OS: [e.g. iOS]
- - Browser [e.g. chrome, safari]
- - Version [e.g. 22]
+```
+## 您的系统信息(包括系统版本,系统架构(32/64),内存大小等等)
+```
 
-**Smartphone (please complete the following information):**
- - Device: [e.g. iPhone6]
- - OS: [e.g. iOS8.1]
- - Browser [e.g. stock browser, safari]
- - Version [e.g. 22]
 
-**Additional context**
-Add any other context about the problem here.
+
+
+
+```
+
+## 您的系统环境是什么?
+```
+- monodb
+- nodejs(V9以下版本)
+- python3.5/3.6
+- docker(有无)
+```
+## 您需要反馈的问题
+```
+
+
+```
+## 感谢您的反馈 如有意见和建议,请在此说明:
+```
+
+
+
+```
+## 您的联系方式(QQ/EMAIL)
+```
+
+```
+
+
+THANKS
+by yutiansut
+2017.12
diff --git a/.github/ISSUE_TEMPLATE/custom.md b/.github/ISSUE_TEMPLATE/custom.md
deleted file mode 100644
index 99bb9a009..000000000
--- a/.github/ISSUE_TEMPLATE/custom.md
+++ /dev/null
@@ -1,7 +0,0 @@
----
-name: Custom issue template
-about: Describe this issue template's purpose here.
-
----
-
-
diff --git a/.github/ISSUE_TEMPLATE/feature_request.md b/.github/ISSUE_TEMPLATE/feature_request.md
deleted file mode 100644
index 066b2d920..000000000
--- a/.github/ISSUE_TEMPLATE/feature_request.md
+++ /dev/null
@@ -1,17 +0,0 @@
----
-name: Feature request
-about: Suggest an idea for this project
-
----
-
-**Is your feature request related to a problem? Please describe.**
-A clear and concise description of what the problem is. Ex. I'm always frustrated when [...]
-
-**Describe the solution you'd like**
-A clear and concise description of what you want to happen.
-
-**Describe alternatives you've considered**
-A clear and concise description of any alternative solutions or features you've considered.
-
-**Additional context**
-Add any other context or screenshots about the feature request here.
diff --git a/.github/ISSUE_TEMPLATE/quantaxis_issue.md b/.github/ISSUE_TEMPLATE/quantaxis_issue.md
deleted file mode 100644
index 7495b5ead..000000000
--- a/.github/ISSUE_TEMPLATE/quantaxis_issue.md
+++ /dev/null
@@ -1,47 +0,0 @@
-# 问题反馈
-
-当您安装/使用QUANTAXIS的时候如果遇到任何问题, 您可以在这里提出,我们会在24小时内给您答复
-
-## 您使用的QUANTAXIS版本号是什么?
-
-```
-
-
-
-```
-## 您的系统信息(包括系统版本,系统架构(32/64),内存大小等等)
-```
-
-
-
-
-
-```
-
-## 您的系统环境是什么?
-```
-- monodb
-- nodejs(V9以下版本)
-- python3.5/3.6
-- docker(有无)
-```
-## 您需要反馈的问题
-```
-
-
-```
-## 感谢您的反馈 如有意见和建议,请在此说明:
-```
-
-
-
-```
-## 您的联系方式(QQ/EMAIL)
-```
-
-```
-
-
-THANKS
-by yutiansut
-2017.12
diff --git a/CHANGELOG.md b/CHANGELOG.md
index 41efafd35..5cd779677 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -69,6 +69,8 @@
 1. 增加了商品期权的分钟线获取
 2. 优化了QA_Account的存储
 3. 修复了QA_PortfolioView的bug
+4. DataStruct 增加了 rolling(N)的方法
+
 
 ## 1.1.7 
 
diff --git a/shipane_install_memo.md b/Documents/shipane_install_memo.md
similarity index 100%
rename from shipane_install_memo.md
rename to Documents/shipane_install_memo.md
diff --git "a/\351\200\211\350\202\241\346\250\241\345\235\227.md" "b/Documents/\351\200\211\350\202\241\346\250\241\345\235\227.md"
similarity index 100%
rename from "\351\200\211\350\202\241\346\250\241\345\235\227.md"
rename to "Documents/\351\200\211\350\202\241\346\250\241\345\235\227.md"
diff --git a/QUANTAXIS/QAApplication/OldBacktest.py b/QUANTAXIS/QAApplication/OldBacktest.py
new file mode 100644
index 000000000..f01dac857
--- /dev/null
+++ b/QUANTAXIS/QAApplication/OldBacktest.py
@@ -0,0 +1,103 @@
+# @Hakase
+import QUANTAXIS as QA
+import numpy as np
+import pandas as pd
+import datetime
+import sys
+import random
+
+class backtest():
+    """依据回测场景的建模
+
+    """
+
+    def __init__(self, start_time='2015-01-01', end_time='2018-09-24', init_cash=500000, code='RBL8', frequence=QA.FREQUENCE.FIFTEEN_MIN):
+        self.start_time = start_time
+        self.end_time = end_time
+        self.frequence = frequence
+        self.code = code
+        self.init_cach = init_cash
+        self.time_ = None
+        self.market_data_ = None
+        self.res= False
+
+    @property
+    def position(self):
+        return self.account.sell_available.get(self.code, 0)
+
+    @property
+    def time(self):
+        return self.time_
+
+    @property
+    def market_data(self):
+        return self.market_data_
+    # 自定义函数-------------------------------------------------------------------
+
+    @property
+    def hold_judge(self):
+        """仓位判断器
+
+        Returns:
+            [type] -- [description]
+        """
+
+        if self.account.cash/self.account.init_cash < 0.3:
+            return False
+        else:
+            return True
+
+    def before_backtest(self):
+        raise NotImplementedError
+
+    def before(self, *args, **kwargs):
+        self.before_backtest()
+        self.data_min = QA.QA_fetch_future_min_adv(
+            self.code, self.start_time, self.end_time, frequence=self.frequence)
+
+        self.data_day = QA.QA_fetch_future_day_adv(
+            self.code, self.start_time, self.end_time)
+
+        self.Broker = QA.QA_BacktestBroker()
+
+    def model(self, *arg, **kwargs):
+        raise NotImplementedError
+
+    def load_strategy(self, *arg, **kwargs):
+        # self.load_model(func1)
+        raise NotImplementedError
+
+    def run(self, *arg, **kwargs):
+        raise NotImplementedError
+
+    def buy(self, pos, towards):
+
+        self.account.receive_simpledeal(code=self.code,
+                                        trade_price=self.market_data.open, trade_amount=pos,
+                                        trade_towards=towards, trade_time=self.time,
+                                        message=towards)
+
+    def sell(self, pos, towards):
+        self.account.receive_simpledeal(code=self.code,
+                                        trade_price=self.market_data.open, trade_amount=pos,
+                                        trade_towards=towards, trade_time=self.time,
+                                        message=towards)
+
+    def main(self,  *arg, **kwargs):
+        print(vars(self))
+        self.identity_code = '_'.join([str(x) for x in list(kwargs.values())])
+
+        self.backtest_cookie = 'future_{}_{}'.format(
+            datetime.datetime.now().time().__str__()[:8], self.identity_code)
+        self.account = QA.QA_Account(allow_sellopen=True, allow_t0=True, account_cookie=self.backtest_cookie,
+                                     market_type=QA.MARKET_TYPE.FUTURE_CN, frequence=self.frequence, init_cash=self.init_cash)
+
+        self.gen = self.data_min.reindex(
+            self.res) if self.res else self.data_min
+
+        for ind, item in self.gen.iterrows:
+            self.time_ = ind[0]
+            self.code = ind[1]
+
+            self.market_data_ = item
+            self.run()
\ No newline at end of file
diff --git a/QUANTAXIS/QAApplication/QATradeRealtime.py b/QUANTAXIS/QAApplication/QATradeRealtime.py
index 74945ccc0..f8bb2a4d9 100644
--- a/QUANTAXIS/QAApplication/QATradeRealtime.py
+++ b/QUANTAXIS/QAApplication/QATradeRealtime.py
@@ -88,18 +88,11 @@ def run(self):
         _date = None
 
         while QA_util_if_tradetime(self.now):
-
-            
-
-            
-
-
             for data in self.ingest_data:  # 对于在ingest_data中的数据
                 # <class 'QUANTAXIS.QAData.QADataStruct.QA_DataStruct_Stock_day'>
                 date = data.date[0]
                 if self.market_type is MARKET_TYPE.STOCK_CN:  # 如果是股票市场
                     if _date != date:  # 如果新的date
-
                         # 前一天的交易日已经过去
                         # 往 broker 和 account 发送 settle 事件
                         try:
diff --git a/QUANTAXIS/QAData/QAIndicatorStruct.py b/QUANTAXIS/QAData/QAIndicatorStruct.py
index c29a7cdd0..30882080e 100644
--- a/QUANTAXIS/QAData/QAIndicatorStruct.py
+++ b/QUANTAXIS/QAData/QAIndicatorStruct.py
@@ -38,7 +38,7 @@ def __init__(self, data):
         self.data = data
 
     def __repr__(self):
-        return '< QA_DATASTRUCT_INDICATOR FROM {} TO {} WITH {} CODES >'.format(self.data.index.levels[0][0],self.data.index.levels[0][-1],len(self.data.index.levels[1]))
+        return '< QA_DATASTRUCT_INDICATOR FROM {} TO {} WITH {} CODES >'.format(self.data.index.levels[0][0], self.data.index.levels[0][-1], len(self.data.index.levels[1]))
 
     @property
     def index(self):
@@ -49,7 +49,7 @@ def get_indicator(self, time, code, indicator_name=None):
         获取某一时间的某一只股票的指标
         """
         try:
-            return self.data.loc[(pd.Timestamp(time), code),indicator_name]
+            return self.data.loc[(pd.Timestamp(time), code), indicator_name]
         except:
             raise ValueError('CANNOT FOUND THIS DATE&CODE')
 
@@ -71,9 +71,9 @@ def get_timerange(self, start, end, code=None):
         except:
             return ValueError('CANNOT FOUND THIS TIME RANGE')
 
-    def groupby(self,by=None, axis=0, level=None, as_index=True, sort=False, group_keys=True, squeeze=False, **kwargs):
+    def groupby(self, by=None, axis=0, level=None, as_index=True, sort=False, group_keys=True, squeeze=False, **kwargs):
         """仿dataframe的groupby写法,但控制了by的code和datetime
-        
+
         Keyword Arguments:
             by {[type]} -- [description] (default: {None})
             axis {int} -- [description] (default: {0})
@@ -83,18 +83,18 @@ def groupby(self,by=None, axis=0, level=None, as_index=True, sort=False, group_k
             group_keys {bool} -- [description] (default: {True})
             squeeze {bool} -- [description] (default: {False})
             observed {bool} -- [description] (default: {False})
-        
+
         Returns:
             [type] -- [description]
         """
 
-        if by==self.index.names[1]:
-            by=None
-            level=1
-        elif by== self.index.names[0]:
-            by =None
-            level=0
-        return self.data.groupby(by=by,axis=axis,level=level,as_index=as_index,sort=sort,group_keys=group_keys,squeeze=squeeze)
+        if by == self.index.names[1]:
+            by = None
+            level = 1
+        elif by == self.index.names[0]:
+            by = None
+            level = 0
+        return self.data.groupby(by=by, axis=axis, level=level, as_index=as_index, sort=sort, group_keys=group_keys, squeeze=squeeze)
 
-    def add_func(self,func,*args,**kwargs):
-        return self.groupby(level=1,as_index=False,group_keys=False).apply(func,*args,**kwargs)
\ No newline at end of file
+    def add_func(self, func, *args, **kwargs):
+        return self.groupby(level=1, as_index=False, group_keys=False).apply(func, raw=True, *args, **kwargs)
diff --git a/QUANTAXIS/QAData/base_datastruct.py b/QUANTAXIS/QAData/base_datastruct.py
index f62ed1b39..89240172c 100644
--- a/QUANTAXIS/QAData/base_datastruct.py
+++ b/QUANTAXIS/QAData/base_datastruct.py
@@ -367,6 +367,11 @@ def avg(self):
         except:
             return None
 
+    @property
+    @lru_cache()
+    def ndarray(self):
+        return self.to_numpy()
+
     '''
     ########################################################################################################
     计算统计相关的
@@ -591,6 +596,12 @@ def get_dict(self, time, code):
         except Exception as e:
             raise e
 
+    def reset_index(self):
+        return self.data.reset_index()
+
+    def rolling(self, N):
+        return self.groupby('code').rolling(N)
+
     def plot(self, code=None):
 
         def kline_formater(param):
@@ -829,7 +840,7 @@ def to_numpy(self):
         """
         转换DataStruct为numpy.ndarray
         """
-        return np.asarray(self.data)
+        return np.asarray(self.data.reset_index())
 
     def to_json(self):
         """
@@ -874,7 +885,7 @@ def splits(self):
     #         self.data.loc[(slice(None), x), :], *arg, **kwargs), self.code))).sort_index()
 
     def add_func(self, func, *arg, **kwargs):
-        return self.groupby(level=1, sort=False).apply(func, *arg, **kwargs)
+        return self.groupby(level=1, sort=False).apply(func, raw=True, *arg, **kwargs)
 
     def pivot(self, column_):
         """增加对于多列的支持"""
diff --git a/QUANTAXIS/QAEngine/QABaseEventLoop.py b/QUANTAXIS/QAEngine/QABaseEventLoop.py
index dad1369b6..e83772370 100644
--- a/QUANTAXIS/QAEngine/QABaseEventLoop.py
+++ b/QUANTAXIS/QAEngine/QABaseEventLoop.py
@@ -5,4 +5,9 @@
 
 class QABaseEventLoop(asyncio.AbstractEventLoop):
     def __init__(self):
-        pass
\ No newline at end of file
+        pass
+
+    @property
+    def qa_loop(self):
+        try:
+            self.get_task_factory
\ No newline at end of file
diff --git a/QUANTAXIS/__init__.py b/QUANTAXIS/__init__.py
index 172680de4..45a3669d1 100755
--- a/QUANTAXIS/__init__.py
+++ b/QUANTAXIS/__init__.py
@@ -32,7 +32,7 @@
 2017/4/8
 """
 
-__version__ = '1.1.8.dev2'
+__version__ = '1.1.8.dev3'
 __author__ = 'yutiansut'
 logo = ' \n \
 ```````````````````````````````````````````````````````````````````````````````````````````````````````````````````````` \n \
diff --git a/about_quantaxis.md b/about_quantaxis.md
deleted file mode 100644
index 556673d1a..000000000
--- a/about_quantaxis.md
+++ /dev/null
@@ -1,31 +0,0 @@
-
-QUANTAXIS
-
-## 数据结构
-
-QUANTAXIS 的核心数据是DATASTRUCT,datastruct目前是基于pandas.DataFrame的一个结构.
-QUANTAXIS支持5种类型的数据结构:
-
-
-- list
-- numpy ndarray
-- json/dict
-- pandas dataframe,series
-- DATASTRUCT
-
-从速度和性能考虑, dict是取出速度最快的结构, 可以作为临时的缓存使用. numpy因为cython加速的原因,在运算的过程中速度最快, pandas的索引导致他的计算较慢,但比较人性化
-
-
-## 统一数据接口
-
-```python
-QA.QA_quoation(code, start, end, frequence, market, source, output)
-    code {str/list} -- 证券/股票的代码
-    start {str} -- 开始日期
-    end {str} -- 结束日期
-    frequence {enum} -- 频率 QA.FREQUENCE
-    market {enum} -- 市场 QA.MARKET_TYPE
-    source {enum} -- 来源 QA.DATASOURCE
-    output {enum} -- 输出类型 QA.OUTPUT_FORMAT
-```
-
diff --git a/recent_job.md b/recent_job.md
deleted file mode 100644
index d61ede917..000000000
--- a/recent_job.md
+++ /dev/null
@@ -1,22 +0,0 @@
-#  近期任务
-
-
-
-- 选股模式 (最好是一行代码能实现选股  或者是组合选股) .
-    ```
-    https://github.com/QUANTAXIS/QUANTAXIS/blob/master/%E9%80%89%E8%82%A1%E6%A8%A1%E5%9D%97.md
-    ```
-
-
-
--  版块--版块产业链--版块消息面-- 异动个股
-
-    ```
-    https://github.com/QUANTAXIS/market_review
-    ```
-
--  基于react/electron的桌面级可视化客户端
-
-    ```
-    https://github.com/QUANTAXIS/qadesk
-    ```
\ No newline at end of file
diff --git a/whatcanqado.md b/whatcanqado.md
deleted file mode 100644
index 5a6dd1d45..000000000
--- a/whatcanqado.md
+++ /dev/null
@@ -1,104 +0,0 @@
-# QUANTAXIS的功能
-
-
-### 1. 行情服务
-
-#### 1.1 股票/期货/期权/美股/外汇/宏观的历史/实时行情(日线/分钟线/tick/实时五档)服务
-
-参见 [QUANTAXIS的数据获取指南](https://github.com/QUANTAXIS/QUANTAXIS/blob/master/Documents/DataFetch.md)
-
-#### 1.2 财务/基本面/宏观数据
-
-参见 [QUANTAXIS财务指标](https://github.com/QUANTAXIS/QUANTAXIS/blob/master/Documents/financial_means.md)
-
-#### 1.3 自定义数据源的数据
-
-参见 [QUANTAXIS WEB 爬虫](https://github.com/QUANTAXIS/QUANTAXIS/blob/master/Documents/crawler.md)
-
-### 2. 数据运维服务
-
-一键更新 参见[WINDOWS数据自动更新](https://github.com/QUANTAXIS/QUANTAXIS/blob/master/config/windows_autojob_updatedata.md)
-
-
-### 3 分析服务
-
-#### 3.1 专门为A股股票数据适配的数据结构
-
-参见 [QUANTAXIS的数据结构](https://github.com/QUANTAXIS/QUANTAXIS/blob/master/Documents/DataStruct.md)
-
-参见 [QUANTAXIS行情研究](https://github.com/QUANTAXIS/QUANTAXIS/blob/master/Documents/analysis.md)
-
-#### 3.2 精心为A股指标计算适配的指标类
-
-参见 [QUANTAXIS指标系统](https://github.com/QUANTAXIS/QUANTAXIS/blob/master/Documents/indicators.md)
-
-
-### 4. 可扩展事件驱动框架
-
-参见 [QUANTAXIS事件框架](https://github.com/QUANTAXIS/QUANTAXIS/blob/master/Documents/about_event.md)
-
-
-### 5. 回测服务
-
-#### 5.1 股票/日内t0/ 的日线/分钟线级别回测
-
-参见 [QUANTAXIS的账户结构](https://github.com/QUANTAXIS/QUANTAXIS/blob/master/Documents/account.md)
-
-参见 [QUANTAXIS 账户风险分析插件指南](https://github.com/QUANTAXIS/QUANTAXIS/blob/master/Documents/risk.md)
-
-参见 [QUANTAXIS回测委托成交结算的说明](https://github.com/QUANTAXIS/QUANTAXIS/blob/master/Documents/orderanddeal.md)
-
-参见 [QUANTAXIS回测分析](https://github.com/QUANTAXIS/QUANTAXIS/blob/master/Documents/backtestanalysis.md)
-
-参见 [常见策略整理](https://github.com/QUANTAXIS/QUANTAXIS/blob/master/Documents/strategy.md)
-
-参见 [简单策略回测详解](https://github.com/QUANTAXIS/QUANTAXIS/blob/master/Documents/QUANTAXIS回测分析全过程讲解.md)
-
-参见 [T0交易的账户详解](https://github.com/QUANTAXIS/QUANTAXIS/blob/master/Documents/TEST_ORDER_BACKTEST_T0.md)
-
-### 6 实盘
-
-#### 6.1 股票(实盘易)
-
-实盘易插件 参见[实盘易](http://www.iguuu.com/e?x=18839)
-
-实盘易安装注意 参见[安装注意](https://github.com/QUANTAXIS/QUANTAXIS/blob/master/shipane_install_memo.md)
-
-#### 6.2 期货(python3 CTP win/mac/linux)
-
-参见 [LINUX CTP](https://github.com/QUANTAXIS/QUANTAXIS/blob/master/QUANTAXIS_Trade/LINUXCTP)
-
-参见 [WINDOWS CTP](https://github.com/QUANTAXIS/QUANTAXIS/blob/master/QUANTAXIS_Trade/WindowsCTP)
-
-### 7 网站HTTP服务
-
-#### 7.1 网站后台标准化接口
-
-参见 [QUANTAXIS WEB API说明](https://github.com/QUANTAXIS/QUANTAXIS/blob/master/Documents/backendapi.md)
-
-
-
-预计实现:
-- 选股模式 (最好是一行代码能实现选股  或者是组合选股) .
-    ```
-    https://github.com/QUANTAXIS/QUANTAXIS/blob/master/blob/master/%E9%80%89%E8%82%A1%E6%A8%A1%E5%9D%97.md
-    ```
-- 财务函数的fetch优化(一个函数 全市场/多来源/多类型)
-
--  日内实时的检测/实时采样重采样
-
-    ```
-    https://github.com/QUANTAXIS/QUANTAXIS/blob/master/blob/master/QUANTAXIS_Runtime/readme.md
-    ```
-
--  版块--版块产业链--版块消息面-- 异动个股
-
-    ```
-    https://github.com/QUANTAXIS/market_review
-    ```
-
--  基于react/electron的桌面级可视化客户端
-
-    ```
-    https://github.com/QUANTAXIS/qadesk
-    ```
\ No newline at end of file