在最新版的vnpy_xt的基础上，做以下3处修改，就可以支持券商版：
1、修改XtGateway类的connect()方法：

def connect(self, setting: dict) -> None:
"""连接交易接口"""

# if self.thread:
#     return

# self.thread = Thread(target=self._connect, args=(setting,))
# self.thread.start()

self._connect(setting)

2、修改XtMdApi类的connect()方法：

def connect(
self,
token: str,
stock_active: bool,
futures_active: bool,
option_active: bool
) -> None:
"""连接"""
self.gateway.write_log("开始启动行情服务，请稍等")

self.token = token
self.stock_active = stock_active
self.futures_active = futures_active
self.option_active = option_active

if self.inited:
    self.gateway.write_log("行情接口已经初始化，请勿重复操作")
    return

try:
    # 使用xt版
    # self.init_xtdc()

    # 尝试查询合约信息，确认连接成功
    xtdata.get_instrument_detail("000001.SZ")
except Exception as ex:
    self.gateway.write_log(f"迅投研数据服务初始化失败，发生异常：{ex}")
    return

self.inited = True

self.gateway.write_log("行情接口连接成功")

self.query_contracts()

3、修改XtTdApi类的connect()方法：

def connect(self, path: str, accountid: str, account_type: str, session: int = 0) -> int:
"""发起连接"""
self.inited = True
self.account_id = accountid
self.path = path
self.account_type = account_type

# 创建客户端和账号实例
if not session:
    session = int(float(datetime.now().strftime("%H%M%S.%f")) * 1000)

# self.xt_client = XtQuantTrader(self.path, session)
# self.xt_account = StockAccount(self.account_id, account_type=self.account_type)
# # 注册回调接口
# self.xt_client.register_callback(self)
# # 启动交易线程
# self.xt_client.start()
# # 建立交易连接，返回0表示连接成功
# connect_result: int = self.xt_client.connect()
# if connect_result:
#     self.gateway.write_log("交易接口连接失败")
#     return connect_result


self.xt_client = XtQuantTrader(path=self.path, 
                            session=session,
                            callback=self)
self.xt_client.start()
res = self.xt_client.connect()
if res != 0:
    self.gateway.write_log(f'连接失败，请确认miniqmt登录后再重试')
    return False

# 订阅账户
self.xt_account = StockAccount(self.account_id)
res = self.xt_client.subscribe(account=self.xt_account)
if res != 0:
    self.gateway.write_log(f'连接账户失败')
    return -1

self.inited = True
self.gateway.write_log(f'连接账户成功')


self.connected = True
self.gateway.write_log("交易接口连接成功")

# 订阅交易回调推送
subscribe_result: int = self.xt_client.subscribe(self.xt_account)
if subscribe_result:
    self.gateway.write_log("交易推送订阅失败")
    return -1

self.gateway.write_log("交易推送订阅成功")

# 初始化数据查询
self.query_account()
self.query_position()
self.query_order()
self.query_trade()

return res

如果还有问题的话，本人直接共享完整的券商版模块vnpy_miniqmt。