diff --git a/api/qmt_rest_new.py b/api/qmt_rest_new.py
index bedf133..fb705aa 100644
--- a/api/qmt_rest_new.py
+++ b/api/qmt_rest_new.py
@@ -26,10 +26,9 @@ def safe_call(func, *args, **kwargs):
     except HTTPError:
         raise
     except Exception as e:
-        logger.exception("%s call failed", func.__name__)
         raise HTTPError(
-            502,
-            reason="QMT upstream call failed: %s" % func.__name__,
+            500,
+            reason="QMT: %s call failed." % func.__name__,
         ) from e
 
 
@@ -48,16 +47,13 @@ class BaseHandler(RequestHandler):
         if self.__class__ not in AUTH_EXEMPT:
             token = self.request.headers.get('X-Token')
             if token != TOKEN:
-                raise HTTPError(401, "Authentication failed: invalid or missing token")
+                raise HTTPError(500, "Authentication failed: invalid or missing token")
 
     def set_default_headers(self):
         self.set_header("Content-Type", "application/json; charset=utf-8")
 
-    def write_error(self, status_code, **kwargs):
-        self.finish(json.dumps({
-            "error": self._reason,
-            "status_code": status_code
-        }, separators=(',', ':'), ensure_ascii=False))
+    def write_error(self, **kwargs):
+        self.finish(self._reason)
 
     def ctx(self):
         return self.application.ContextInfo
@@ -67,6 +63,7 @@ class BaseHandler(RequestHandler):
 
 
 # ============= 1. ContextInfo properties =============
+# "/api/v2/context/info"
 class ContextInfoHandler(BaseHandler):
     def get(self):
         ctx = self.ctx()
@@ -80,38 +77,47 @@ class ContextInfoHandler(BaseHandler):
             "do_back_test": ctx.do_back_test,
             "benchmark": ctx.benchmark,
             "capital": ctx.capital,
+            "timetag":ctx.timetag,
             "universe": ctx.get_universe(),
         }
         self.write(data, separators=(',', ':'), ensure_ascii=False)
 
-
-
 # ============= 2. Data queries (ContextInfo get_*) =============
-# ContextInfo.get_stock_name() - Get a stock name by symbol
-class StockNameHandler(BaseHandler):
-    def post(self):
-        data = json.loads(self.request.body)
-        stockcode = data.get('stockcode', '')
-        ret = safe_call(self.ctx().get_stock_name, stockcode)
-        self.write(json.dumps({"stockcode": stockcode, "name": ret}, separators=(',', ':'), ensure_ascii=False))
-
-# get_open_date() - Get the listing date by symbol
-class OpenDateHandler(BaseHandler):
-    def post(self):
-        data = json.loads(self.request.body)
-        stockcode = data.get('stockcode', '')
-        ret = safe_call(get_open_date, stockcode)
-        self.write(json.dumps({"stockcode": stockcode, "open_date": ret}, separators=(',', ':'), ensure_ascii=False))
-
-# ContextInfo.get_last_volume() - Get the latest outstanding shares
-class LastVolumeHandler(BaseHandler):
-    def post(self):
-        data = json.loads(self.request.body)
-        stockcode = data.get('stockcode', '')
-        ret = safe_call(self.ctx().get_last_volume, stockcode)
-        if ret is None:
-            raise HTTPError(500, "Failed to get outstanding shares")
-        self.write(json.dumps({"stockcode": stockcode, "last_volume": ret}, separators=(',', ':'), ensure_ascii=False))
+STOCK_HANDLER = {
+    # stock_name|open_date|last_volume|total_share|svol|bvol
+    "stock_name": ("get_stock_name", "stock_code", True),
+    "open_date": ("get_open_date", "stock_code", True),
+    "last_volume": ("get_last_volume", "stock_code", True),
+    "total_share": ("get_total_share", "stock_code", True),
+    "svol": ("get_svol", "stock_code", True),
+    "bvol": ("get_bvol", "stock_code", True),
+}
+# "/api/v2/get/*" ContextInfo.* Get a stock name by symbol
+class StockGetHandler(BaseHandler):
+    def get(self,handler_type):
+        # 快速路径：配置查找
+        cfg = STOCK_HANDLER.get(handler_type)
+        if not cfg:
+            self.write_error(500, reason="Unknown API")
+            return
+        
+        # 参数验证
+        
+        query_vals = self.get_query_argument(cfg.index[1], "").strip()
+        if not query_vals:
+            self.write_error(500, reason=f"{cfg.index[1]} required")
+            return
+        
+        # 方法调用
+        method = getattr(self.ctx(), cfg.index[0])
+        result = safe_call(method, query_vals)
+        
+        
+        # 响应
+        self.finish({
+            "stock_code": query_vals,
+            "ref": result
+        })
 
 # ContextInfo.get_bar_timetag() - Get the bar timestamp
 class BarTimetagHandler(BaseHandler):
@@ -121,12 +127,6 @@ class BarTimetagHandler(BaseHandler):
         ret = safe_call(self.ctx().get_bar_timetag, index)
         self.write(json.dumps({"index": index, "timetag": ret}, separators=(',', ':'), ensure_ascii=False))
 
-# ContextInfo.get_tick_timetag() - Get the latest tick timestamp
-class TickTimetagHandler(BaseHandler):
-    def get(self):
-        ret = safe_call(self.ctx().get_tick_timetag)
-        self.write(json.dumps({"timetag": ret}, separators=(',', ':'), ensure_ascii=False))
-
 # ContextInfo.get_sector() - Get index constituents
 class SectorHandler(BaseHandler):
     def post(self):
@@ -285,14 +285,6 @@ class TimetagToDatetimeHandler(BaseHandler):
         ret = safe_call(timetag_to_datetime, timetag, fmt)
         self.write(json.dumps({"timetag": timetag, "datetime": ret}, separators=(',', ':'), ensure_ascii=False))
 
-# ContextInfo.get_total_share() - Get total shares
-class TotalShareHandler(BaseHandler):
-    def post(self):
-        data = json.loads(self.request.body)
-        stockcode = data.get('stockcode', '')
-        ret = safe_call(self.ctx().get_total_share, stockcode)
-        self.write(json.dumps({"stockcode": stockcode, "total_share": ret}, separators=(',', ':'), ensure_ascii=False))
-
 # ContextInfo.get_trading_dates() - Get the trading-day list
 class TradingDatesHandler(BaseHandler):
     def post(self):
@@ -306,22 +298,6 @@ class TradingDatesHandler(BaseHandler):
         ret = safe_call(self.ctx().get_trading_dates, stockcode, start_date, end_date, count_int, period)
         self.write(json.dumps({"dates": ret or []}, separators=(',', ':'), ensure_ascii=False))
 
-# ContextInfo.get_svol() - Get sell-side volume
-class SvolHandler(BaseHandler):
-    def post(self):
-        data = json.loads(self.request.body)
-        stockcode = data.get('stockcode', '')
-        ret = safe_call(self.ctx().get_svol, stockcode)
-        self.write(json.dumps({"stockcode": stockcode, "svol": ret}, separators=(',', ':'), ensure_ascii=False))
-
-# ContextInfo.get_bvol() - Get buy-side volume
-class BvolHandler(BaseHandler):
-    def post(self):
-        data = json.loads(self.request.body)
-        stockcode = data.get('stockcode', '')
-        ret = safe_call(self.ctx().get_bvol, stockcode)
-        self.write(json.dumps({"stockcode": stockcode, "bvol": ret}, separators=(',', ':'), ensure_ascii=False))
-
 # ContextInfo.get_longhubang() - Get Dragon-Tiger List data
 class LonghubangHandler(BaseHandler):
     def post(self):
@@ -1272,6 +1248,9 @@ def make_app():
         # V2
         (r"/api/v2/positions", HoldingHandler),
         (r"/api/v2/assets", AssetsHandler),
+        # ContextInfo properties
+        (r"/api/v2/context/info", ContextInfoHandler),
+        (r"/api/v2/get/(stock_name|open_date|last_volume|total_share|svol|bvol)", StockGetHandler),
 
         # Legacy compatibility routes
         (r"/api/holding", HoldingHandler),
@@ -1283,15 +1262,8 @@ def make_app():
         (r"/api/order/cancel_by_id", CancelByIdHandler),
         (r"/api/order/deal", DealHandler),
 
-        # ContextInfo properties
-        (r"/api/context/info", ContextInfoHandler),
-
         # Data queries
-        (r"/api/data/stock_name", StockNameHandler),
-        (r"/api/data/open_date", OpenDateHandler),
-        (r"/api/data/last_volume", LastVolumeHandler),
         (r"/api/data/bar_timetag", BarTimetagHandler),
-        (r"/api/data/tick_timetag", TickTimetagHandler),
         (r"/api/data/sector", SectorHandler),
         (r"/api/data/industry", IndustryHandler),
         (r"/api/data/stock_list_in_sector", StockListInSectorHandler),
@@ -1306,10 +1278,7 @@ def make_app():
         (r"/api/data/divid_factors", DividFactorsHandler),
         (r"/api/data/main_contract", MainContractHandler),
         (r"/api/data/timetag_to_datetime", TimetagToDatetimeHandler),
-        (r"/api/data/total_share", TotalShareHandler),
         (r"/api/data/trading_dates", TradingDatesHandler),
-        (r"/api/data/svol", SvolHandler),
-        (r"/api/data/bvol", BvolHandler),
         (r"/api/data/longhubang", LonghubangHandler),
         (r"/api/data/top10_share_holder", Top10ShareHolderHandler),
         (r"/api/data/option_detail", OptionDetailHandler),
diff --git a/api/qmt_rest_rele.py b/api/qmt_rest_rele.py
index 0f14d60..bedf133 100644
--- a/api/qmt_rest_rele.py
+++ b/api/qmt_rest_rele.py
@@ -67,55 +67,23 @@ class BaseHandler(RequestHandler):
 
 
 # ============= 1. ContextInfo properties =============
-# ContextInfo.period - Get the current period
-class ContextPeriodHandler(BaseHandler):
+class ContextInfoHandler(BaseHandler):
     def get(self):
-        self.write(json.dumps({"period": self.ctx().period}, separators=(',', ':'), ensure_ascii=False))
+        ctx = self.ctx()
+        data = {
+            "period": ctx.period,
+            "barpos": ctx.barpos,
+            "time_tick_size": ctx.time_tick_size,
+            "stockcode": ctx.stockcode,
+            "dividend_type": ctx.dividend_type,
+            "market": ctx.market,
+            "do_back_test": ctx.do_back_test,
+            "benchmark": ctx.benchmark,
+            "capital": ctx.capital,
+            "universe": ctx.get_universe(),
+        }
+        self.write(data, separators=(',', ':'), ensure_ascii=False)
 
-# ContextInfo.barpos - Get the current bar index
-class ContextBarposHandler(BaseHandler):
-    def get(self):
-        self.write(json.dumps({"barpos": self.ctx().barpos}, separators=(',', ':'), ensure_ascii=False))
-
-# ContextInfo.time_tick_size - Get the current bar count
-class ContextTimeTickSizeHandler(BaseHandler):
-    def get(self):
-        self.write(json.dumps({"time_tick_size": self.ctx().time_tick_size}, separators=(',', ':'), ensure_ascii=False))
-
-# ContextInfo.stockcode - Get the current chart symbol
-class ContextStockCodeHandler(BaseHandler):
-    def get(self):
-        self.write(json.dumps({"stockcode": self.ctx().stockcode}, separators=(',', ':'), ensure_ascii=False))
-
-# ContextInfo.dividend_type - Get the current adjustment mode
-class ContextDividendTypeHandler(BaseHandler):
-    def get(self):
-        self.write(json.dumps({"dividend_type": self.ctx().dividend_type}, separators=(',', ':'), ensure_ascii=False))
-
-# ContextInfo.market - Get the current chart market
-class ContextMarketHandler(BaseHandler):
-    def get(self):
-        self.write(json.dumps({"market": self.ctx().market}, separators=(',', ':'), ensure_ascii=False))
-
-# ContextInfo.do_back_test - Check whether backtesting is enabled
-class ContextDoBackTestHandler(BaseHandler):
-    def get(self):
-        self.write(json.dumps({"do_back_test": self.ctx().do_back_test}, separators=(',', ':'), ensure_ascii=False))
-
-# ContextInfo.benchmark - Get the backtest benchmark
-class ContextBenchmarkHandler(BaseHandler):
-    def get(self):
-        self.write(json.dumps({"benchmark": self.ctx().benchmark}, separators=(',', ':'), ensure_ascii=False))
-
-# ContextInfo.capital - Get the initial backtest capital
-class ContextCapitalHandler(BaseHandler):
-    def get(self):
-        self.write(json.dumps({"capital": self.ctx().capital}, separators=(',', ':'), ensure_ascii=False))
-
-# ContextInfo.get_universe() - Get symbols in the universe
-class ContextUniverseHandler(BaseHandler):
-    def get(self):
-        self.write(json.dumps({"universe": self.ctx().get_universe()}, separators=(',', ':'), ensure_ascii=False))
 
 
 # ============= 2. Data queries (ContextInfo get_*) =============
@@ -966,7 +934,8 @@ class TradeDetailDataHandler(BaseHandler):
         ret = safe_call(get_trade_detail_data, self.acc(), account, datatype)
         if ret is None:
             ret = []
-        self.write(json.dumps({"data": ret}, separators=(',', ':'), ensure_ascii=False))
+        result = [fixed_fields(obj) for obj in ret]
+        self.write(json.dumps({"data": result}, separators=(',', ':'), ensure_ascii=False))
 
 # get_value_by_order_id() - Get order or trade details by order ID
 class ValueByOrderIdHandler(BaseHandler):
@@ -1112,7 +1081,28 @@ class HoldingHandler(BaseHandler):
         data = json.loads(self.request.body)
         account = data.get('account', 'stock')
         positions = safe_call(get_trade_detail_data, self.acc(), account, 'position') or []
-        self.write(json.dumps({"data": positions}, separators=(',', ':'), ensure_ascii=False))
+        holding = {}
+        for position in positions:
+            stock = position.m_strInstrumentID + '.' + position.m_strExchangeID
+            holding[stock] = {
+                'StockCode': stock,
+                'StockName': position.m_strInstrumentName,
+                'Direction': position.m_nDirection,
+                'Volume': position.m_nVolume,
+                'OpenPrice': position.m_dOpenPrice,
+                'FloatProfit': position.m_dFloatProfit,
+                'MarketValue': position.m_dMarketValue,
+                'StockHolder': position.m_strStockHolder,
+                'FrozenVolume': position.m_nFrozenVolume,
+                'CanUseVolume': position.m_nCanUseVolume,
+                'OnRoadVolume': position.m_nOnRoadVolume,
+                'YesterdayVolume': position.m_nYesterdayVolume,
+                'LastPrice': position.m_dLastPrice,
+                'ProfitRate': position.m_dProfitRate,
+                'FutureTradeType': position.m_eFutureTradeType,
+                'ExpireDate': position.m_strExpireDate
+            }
+        self.write(json.dumps({"data": holding}, separators=(',', ':'), ensure_ascii=False))
 
 # get_trade_detail_data('account') - Query account assets
 class AssetsHandler(BaseHandler):
@@ -1126,28 +1116,6 @@ class AssetsHandler(BaseHandler):
         self.write(json.dumps({"total": round(info.m_dBalance, 2),"available": round(info.m_dAvailable, 2)}, separators=(',', ':'), ensure_ascii=False))
 
 
-# get_trade_detail_data('account') - Query total assets
-class TotalMoneyHandler(BaseHandler):
-    def post(self):
-        data = json.loads(self.request.body)
-        account = data.get('account', 'stock')
-        _data = safe_call(get_trade_detail_data, self.acc(), account, 'account')
-        info = _data[0] if _data else None
-        if not info:
-            raise HTTPError(500, "Failed to get account data")
-        self.write(json.dumps({"total_money": round(info.m_dBalance, 2)}, separators=(',', ':'), ensure_ascii=False))
-
-# get_trade_detail_data('account') - Query available cash
-class AvailableMoneyHandler(BaseHandler):
-    def post(self):
-        data = json.loads(self.request.body)
-        account = data.get('account', 'stock')
-        _data = safe_call(get_trade_detail_data, self.acc(), account, 'account')
-        info = _data[0] if _data else None
-        if not info:
-            raise HTTPError(500, "Failed to get account data")
-        self.write(json.dumps({"available_money": round(info.m_dAvailable, 2)}, separators=(',', ':'), ensure_ascii=False))
-
 # passorder(23) - Simplified buy order wrapper
 class BuyHandler(BaseHandler):
     def post(self):
@@ -1307,8 +1275,6 @@ def make_app():
 
         # Legacy compatibility routes
         (r"/api/holding", HoldingHandler),
-        (r"/api/money/total", TotalMoneyHandler),
-        (r"/api/money/available", AvailableMoneyHandler),
         (r"/api/order/buy", BuyHandler),
         (r"/api/order/sell", SellHandler),
         (r"/api/order/status", OrderStatusHandler),
@@ -1318,16 +1284,7 @@ def make_app():
         (r"/api/order/deal", DealHandler),
 
         # ContextInfo properties
-        (r"/api/context/period", ContextPeriodHandler),
-        (r"/api/context/barpos", ContextBarposHandler),
-        (r"/api/context/time_tick_size", ContextTimeTickSizeHandler),
-        (r"/api/context/stockcode", ContextStockCodeHandler),
-        (r"/api/context/dividend_type", ContextDividendTypeHandler),
-        (r"/api/context/market", ContextMarketHandler),
-        (r"/api/context/do_back_test", ContextDoBackTestHandler),
-        (r"/api/context/benchmark", ContextBenchmarkHandler),
-        (r"/api/context/capital", ContextCapitalHandler),
-        (r"/api/context/universe", ContextUniverseHandler),
+        (r"/api/context/info", ContextInfoHandler),
 
         # Data queries
         (r"/api/data/stock_name", StockNameHandler),
diff --git a/py-client/sdk/__pycache__/account.cpython-311.pyc b/py-client/sdk/__pycache__/account.cpython-311.pyc
index e2aaf11..a32c7d0 100644
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diff --git a/py-client/sdk/__pycache__/client.cpython-311.pyc b/py-client/sdk/__pycache__/client.cpython-311.pyc
index 34ba3db..96d9136 100644
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diff --git a/py-client/sdk/__pycache__/data.cpython-311.pyc b/py-client/sdk/__pycache__/data.cpython-311.pyc
index bc6d313..4c6b982 100644
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diff --git a/py-client/sdk/__pycache__/misc.cpython-311.pyc b/py-client/sdk/__pycache__/misc.cpython-311.pyc
index 7ce8e3c..9afa90a 100644
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diff --git a/py-client/sdk/__pycache__/trade.cpython-311.pyc b/py-client/sdk/__pycache__/trade.cpython-311.pyc
index 3871555..035a006 100644
Binary files a/py-client/sdk/__pycache__/trade.cpython-311.pyc and b/py-client/sdk/__pycache__/trade.cpython-311.pyc differ
diff --git a/py-client/sdk/trade.py b/py-client/sdk/trade.py
index af19abd..7eec68e 100644
--- a/py-client/sdk/trade.py
+++ b/py-client/sdk/trade.py
@@ -1,7 +1,8 @@
 from .models import *
 from typing import Any
 
-OP_BUY, OP_SELL = 23, 24
+OP_BUY = 23
+OP_SELL = 24
 ORDER_TYPE_VOLUME, PR_TYPE_LATEST, QUICK_TRADE_NOW = 1101, 5, 2
 ORDER_SIDE_BY_OFFSET = {"23": "BUY", "24": "SELL", "48": "BUY", "49": "SELL"}
 
@@ -16,11 +17,11 @@ class TradeMixin:
         return self._post("/api/trade/passorder", body)
 
     def passorder_latest(self, side, stock, volume): return self.passorder_latest_tagged(side, stock, volume, "", "")
-    def passorder_latest_tagged(self, side, stock, volume, strategy_name, order_id):
+    def passorder_latest_tagged(self, side, stock_code, volume, strategy_name, order_id):
         body = {
             "opType": side,
             "orderType": ORDER_TYPE_VOLUME,
-            "stock": stock,
+            "stockCode": stock_code,
             "prType": PR_TYPE_LATEST,
             "price": -1,
             "volume": volume,
diff --git a/py-client/strategy/trend/__pycache__/open.cpython-311.pyc b/py-client/strategy/trend/__pycache__/open.cpython-311.pyc
index f90d40f..4eb4679 100644
Binary files a/py-client/strategy/trend/__pycache__/open.cpython-311.pyc and b/py-client/strategy/trend/__pycache__/open.cpython-311.pyc differ
diff --git a/py-client/strategy/trend/__pycache__/order.cpython-311.pyc b/py-client/strategy/trend/__pycache__/order.cpython-311.pyc
index f6692ab..fa69a5b 100644
Binary files a/py-client/strategy/trend/__pycache__/order.cpython-311.pyc and b/py-client/strategy/trend/__pycache__/order.cpython-311.pyc differ
diff --git a/py-client/strategy/trend/boot.py b/py-client/strategy/trend/boot.py
index bc3df77..7f276b9 100644
--- a/py-client/strategy/trend/boot.py
+++ b/py-client/strategy/trend/boot.py
@@ -108,7 +108,6 @@ def StartTrend() -> None:
 def RunOnce(run: Runtime, signals:list[SignalItem]) -> None:
     """按固定步骤执行一轮趋势策略， ``RunOnce``。"""
     if not trading_time(datetime.now()):
-        log.info("[运行] 非交易时间，跳过本轮")
         return
 
     print("=" * 40 + f" Ticker {datetime.now().strftime('%Y-%m-%d %H:%M:%S')} " +"=" * 40)
diff --git a/py-client/strategy/trend/open.py b/py-client/strategy/trend/open.py
index bfbdddb..d5bf07a 100644
--- a/py-client/strategy/trend/open.py
+++ b/py-client/strategy/trend/open.py
@@ -71,6 +71,7 @@ def do_open(run:Runtime,code:str,volume:int,signal_key:str)->None:
         run.client,
         OP_BUY,
         code,
+        -1,
         volume,
         order_id,
         signal_key,
diff --git a/py-client/strategy/trend/order.py b/py-client/strategy/trend/order.py
index 59fc0db..51785f4 100644
--- a/py-client/strategy/trend/order.py
+++ b/py-client/strategy/trend/order.py
@@ -25,6 +25,7 @@ class PlaceOrderRequest:
     client: Any
     op: int
     code: str
+    price: float
     volume: int
     order_id: str
     strategy_name: str