[新功能] 缠论的分笔逻辑分析

vnpy/component/cta_utility.py

@@ -0,0 +1,603 @@
+# K线常用得方法：
+# 缠论得一些形态识别
+# 部分代码来自 github czsc
+
+from vnpy.trader.constant import ChanSignals, Direction
+from vnpy.component.chanlun.pyChanlun import ChanBi, ChanDuan, ChanObject
+from vnpy.component.cta_line_bar import CtaLineBar
+from typing import List
+
+# 所有底背驰信号集合
+DI_BEICHI_SIGNALS = [ChanSignals.LA0.value, ChanSignals.LA1.value, ChanSignals.LA2.value, ChanSignals.LA3.value,
+                     ChanSignals.LB0.value, ChanSignals.LB1.value, ChanSignals.LB2.value, ChanSignals.LB3.value]
+# 所有顶背驰信号集合
+DING_BEICHI_SIGNALS = [ChanSignals.SA0.value, ChanSignals.SA1.value, ChanSignals.SA2.value, ChanSignals.SA3.value,
+                       ChanSignals.SB0.value, ChanSignals.SB1.value, ChanSignals.SB2.value, ChanSignals.SB3.value]
+
+
+def duan_bi_is_end(duan: ChanDuan, direction: Direction) -> bool:
+    """
+    判断线段的最后一笔，是否为线段的最高位或者最低位
+    （主要是为了过滤一些包含的特征因子分笔）
+    :param duan:
+    :param direction:
+    :return:
+    """
+    if direction == Direction.LONG:
+        max_high = max([x.high for x in duan.bi_list])
+        if max_high == duan.bi_list[-1].high:
+            return True
+        else:
+            return False
+    else:
+        min_low = min([x.low for x in duan.bi_list])
+        if min_low == duan.bi_list[-1].low:
+            return True
+        else:
+            return False
+
+
+def check_duan_not_rt(kline: CtaLineBar, direction: Direction) -> bool:
+    """
+    检查某一个K线当前线段是否非实时
+    :param kline:
+    :param Direction:
+    :return:
+    """
+    if direction == Direction.LONG:
+        direction = 1
+    else:
+        direction = -1
+
+    if not kline.cur_duan or kline.cur_duan.direction != direction or kline.fenxing_list[-1].is_rt:
+        return False
+
+    if kline.cur_duan.end != kline.cur_bi.end:
+        return False
+
+    return True
+
+
+def check_bi_not_rt(kline: CtaLineBar, direction: Direction) -> bool:
+    """
+    检查某一个K线当前分笔是否非实时
+    :param kline:
+    :param Direction:
+    :return:
+    """
+    if direction == Direction.LONG:
+        direction = 1
+    else:
+        direction = -1
+
+    if not kline.cur_bi or kline.cur_bi.direction != direction:
+        return False
+
+    if kline.cur_bi.direction == kline.fenxing_list[-1].direction:
+        if not kline.fenxing_list[-1].is_rt:
+            return True
+        else:
+            return False
+
+    return True
+
+
+def check_chan_xt(kline: CtaLineBar, bi_list: List[ChanObject]) -> str:
+    """
+    获取缠论得形态
+    如果提供得是段内得bi_list，一般可以算出该线段是否有背驰，
+    如果是提供若干bi_list，可以粗略找出三买、三买等信号
+    :param kline: 指定得K线
+    :param bi_list: 指定得笔列表， 这里可以是duan.bi_list,也可以是随意指定给与得bi_list
+    :return:
+    """
+    v = ChanSignals.Other.value
+    if len(bi_list) == 5:
+        return check_chan_xt_five_bi(kline, bi_list)
+    if len(bi_list) == 7:
+        return check_chan_xt_seven_bi(kline, bi_list)
+    if len(bi_list) == 9:
+        return check_chan_xt_nine_bi(kline, bi_list)
+    if len(bi_list) == 11:
+        return check_chan_xt_eleven_bi(kline, bi_list)
+    if len(bi_list) == 13:
+        return check_chan_xt_thirteen_bi(kline, bi_list)
+
+    return v
+
+
+def check_chan_xt_three_bi(kline: CtaLineBar, bi_list: List[ChanObject]):
+    """
+    获取指定3分笔得形态
+    （含有三笔）
+    :param kline:
+    :param bi_list:
+    :return:
+    """
+    v = ChanSignals.Other.value
+
+    if len(bi_list) != 3:
+        return v
+
+    bi_1, bi_2, bi_3 = bi_list
+
+    # 最后一笔是下跌
+    if bi_3.direction == -1:
+        # X3LA0~向下不重合
+        if bi_3.low > bi_1.high:
+            v = ChanSignals.X3LA0.value
+
+        # X3LB0~向下奔走型中枢
+        if bi_2.low < bi_3.low < bi_1.high < bi_2.high:
+            v = ChanSignals.X3LB0.value
+
+        # X3LC0~向下三角收敛中枢
+        if bi_1.high > bi_3.high and bi_1.low < bi_3.low:
+            v = ChanSignals.X3LC0.value
+
+        # 向下三角扩张中枢
+        if bi_1.high < bi_3.high and bi_1.low > bi_3.low:
+            v = ChanSignals.X3LD0.value
+
+        # X3LE0~向下盘背中枢， X3LF0~向下无背中枢
+        if bi_3.low < bi_1.low and bi_3.high < bi_1.high:
+            if bi_3.height < bi_1.height:
+                # X3LE0~向下盘背中枢
+                v = ChanSignals.X3LE0.value
+            else:
+                # X3LF0~向下无背中枢
+                v = ChanSignals.X3LF0.value
+
+    # 上涨线段
+    elif bi_3.direction == 1:
+        # X3SA0~向上不重合
+        if bi_3.high > bi_1.low:
+            v = ChanSignals.X3SA0.value
+
+        # X3SB0~向上奔走型中枢
+        if bi_2.low < bi_1.low < bi_3.high < bi_2.high:
+            v = ChanSignals.X3SB0.value
+
+        # X3SC0~向上三角收敛中枢
+        if bi_1.high > bi_3.high and bi_1.low < bi_3.low:
+            v = ChanSignals.X3SC0.value
+
+        # X3SD0~向上三角扩张中枢
+        if bi_1.high < bi_3.high and bi_1.low > bi_3.low:
+            v = ChanSignals.X3SD0.value
+        # X3SE0~向上盘背中枢，X3SF0~向上无背中枢
+        if bi_3.low > bi_1.low and bi_3.high > bi_1.high:
+            if bi_3.height < bi_1.height:
+                # X3SE0~向上盘背中枢
+                v = ChanSignals.X3SE0.value
+            else:
+                # X3SF0~向上无背中枢
+                v = ChanSignals.X3SF0.value
+
+    return v
+
+
+def check_chan_xt_five_bi(kline: CtaLineBar, bi_list: List[ChanObject]):
+    """识别当前5笔形态
+        :param cur_duan: 当前线段
+        :return: str
+        """
+    v = ChanSignals.Other.value
+
+    if len(bi_list) != 5:
+        return v
+
+    bi_1, bi_2, bi_3, bi_4, bi_5 = bi_list
+
+    # 这里得方向判断，是依赖第一笔
+    direction = bi_1.direction
+    max_high = max([x.high for x in bi_list])
+    min_low = min([x.low for x in bi_list])
+
+    # 下跌线段，寻找背驰
+    if direction == -1:
+        # aAb式底背驰
+        if min(bi_2.high, bi_4.high) > max(bi_2.low, bi_4.low) and max_high == bi_1.high and bi_5.height < bi_1.height:
+            if (min_low == bi_3.low and bi_5.low < bi_1.low) or (min_low == bi_5.low):
+                v = ChanSignals.LA0.value
+
+        # 类趋势底背驰
+        if max_high == bi_1.high and min_low == bi_5.low and bi_4.high < bi_2.low and bi_5.height < max(bi_3.height,
+                                                                                                        bi_1.height):
+            v = ChanSignals.LA0.value
+
+        # 上颈线突破
+        if (min_low == bi_1.low and bi_5.high > min(bi_1.high, bi_2.high) > bi_5.low > bi_1.low) \
+                or (min_low == bi_3.low and bi_5.high > bi_3.high > bi_5.low > bi_3.low):
+            v = ChanSignals.LG0.value
+
+        # 五笔三买，要求bi_5.high是最高点
+        if max(bi_1.low, bi_3.low) < min(bi_1.high, bi_3.high) < bi_5.low and bi_5.high == max_high:
+            v = ChanSignals.LI0.value
+
+        # 向上三角扩张中枢
+        if bi_1.high < bi_3.high < bi_5.high and bi_1.low > bi_3.low > bi_5.low:
+            v = ChanSignals.LJ0.value
+
+        # 向上三角收敛中枢
+        if bi_1.high > bi_3.high > bi_5.high and bi_1.low < bi_3.low < bi_5.low:
+            v = ChanSignals.LK0.value
+
+    # 上涨线段，寻找顶背驰
+    elif direction == 1:
+        # aAb式顶背驰
+        if min(bi_2.high, bi_4.high) > max(bi_2.low, bi_4.low) and min_low == bi_1.low and bi_5.height < bi_1.height:
+            if (max_high == bi_3.high and bi_5.high > bi_1.high) or (max_high == bi_5.high):
+                v = ChanSignals.SA0.value
+
+        # 类趋势顶背驰
+        if min_low == bi_1.low and max_high == bi_5.high and bi_5.height < max(bi_1.height,
+                                                                               bi_3.height) and bi_4.low > bi_2.high:
+            v = ChanSignals.SA0.value
+
+        # 下颈线突破
+        if (max_high == bi_1.high and bi_5.low < max(bi_1.low, bi_2.low) < bi_5.high < max_high) \
+                or (max_high == bi_3.high and bi_5.low < bi_3.low < bi_5.high < max_high):
+            v = ChanSignals.SG0.value
+
+        # 五笔三卖，要求bi_5.low是最低点
+        if min(bi_1.high, bi_3.high) > max(bi_1.low, bi_3.low) > bi_5.high and bi_5.low == min_low:
+            v = ChanSignals.SI0.value
+
+        # 向下三角扩张中枢
+        if bi_1.high < bi_3.high < bi_5.high and bi_1.low > bi_3.low > bi_5.low:
+            v = ChanSignals.SJ0.value
+
+        # 向下三角收敛中枢
+        if bi_1.high > bi_3.high > bi_5.high and bi_1.low < bi_3.low < bi_5.low:
+            v = ChanSignals.SK0.value
+
+    return v
+
+
+def check_chan_xt_seven_bi(kline: CtaLineBar, bi_list: List[ChanObject]):
+    """
+    识别当前7笔的形态
+    :param cur_duan:
+    :return:
+    """
+    v = ChanSignals.Other.value
+    if len(bi_list) != 7:
+        return v
+
+    bi_1, bi_2, bi_3, bi_4, bi_5, bi_6, bi_7 = bi_list
+    max_high = max([x.high for x in bi_list])
+    min_low = min([x.low for x in bi_list])
+
+    if bi_7.direction == -1:
+        if bi_1.high == max_high and bi_7.low == min_low:
+            # aAbcd式底背驰
+            if min(bi_2.high, bi_4.high) > max(bi_2.low, bi_4.low) > bi_6.high and bi_7.height < bi_5.height:
+                v = ChanSignals.LA0.value
+
+            # abcAd式底背驰
+            if bi_2.low > min(bi_4.high, bi_6.high) > max(bi_4.low, bi_6.low) and bi_7.height < (bi_1.high - bi_3.low):
+                v = ChanSignals.LA0.value
+
+            # aAb式底背驰
+            if min(bi_2.high, bi_4.high, bi_6.high) > max(bi_2.low, bi_4.low, bi_6.low) and bi_7.height < bi_1.height:
+                v = ChanSignals.LA0.value
+
+            # 类趋势底背驰
+            if bi_2.low > bi_4.high and bi_4.low > bi_6.high and bi_7.height < max(bi_5.height, bi_3.height,
+                                                                                   bi_1.height):
+                v = ChanSignals.LA0.value
+
+        # 向上中枢完成
+        if bi_4.low == min_low and min(bi_1.high, bi_3.high) > max(bi_1.low, bi_3.low) \
+                and min(bi_5.high, bi_7.high) > max(bi_5.low, bi_7.low) \
+                and max(bi_4.high, bi_6.high) > min(bi_3.high, bi_4.high):
+            if max(bi_1.low, bi_3.low) < max(bi_5.high, bi_7.high):
+                v = ChanSignals.LH0.value
+
+        # 七笔三买，567回调
+        if bi_5.high == max_high and bi_5.high > bi_7.high \
+                and bi_5.low > bi_7.low > min(bi_1.high, bi_3.high) > max(bi_1.low, bi_3.low):
+            v = ChanSignals.LI0.value
+
+    elif bi_7.direction == 1:
+        # 顶背驰
+        if bi_1.low == min_low and bi_7.high == max_high:
+            # aAbcd式顶背驰
+            if bi_6.low > min(bi_2.high, bi_4.high) > max(bi_2.low, bi_4.low) and bi_7.height < bi_5.height:
+                v = ChanSignals.SA0.value
+
+            # abcAd式顶背驰
+            if min(bi_4.high, bi_6.high) > max(bi_4.low, bi_6.low) > bi_2.high and bi_7.height < (bi_3.high - bi_1.low):
+                v = ChanSignals.SA0.value
+
+            # aAb式顶背驰
+            if min(bi_2.high, bi_4.high, bi_6.high) > max(bi_2.low, bi_4.low, bi_6.low) and bi_7.height < bi_1.height:
+                v = ChanSignals.SA0.value
+
+            # 类趋势顶背驰
+            if bi_2.high < bi_4.low and bi_4.high < bi_6.low and bi_7.height < max(bi_5.height, bi_3.height,
+                                                                                   bi_1.height):
+                v = ChanSignals.SA0.value
+
+        # 向下中枢完成
+        if bi_4.high == max_high and min(bi_1.high, bi_3.high) > max(bi_1.low, bi_3.low) \
+                and min(bi_5.high, bi_7.high) > max(bi_5.low, bi_7.low) \
+                and min(bi_4.low, bi_6.low) < max(bi_3.low, bi_4.low):
+            if min(bi_1.high, bi_3.high) > min(bi_5.low, bi_7.low):
+                v = ChanSignals.SH0.value
+
+        # 七笔三卖，567回调
+        if bi_5.low == min_low and bi_5.low < bi_7.low \
+                and min(bi_1.high, bi_3.high) > max(bi_1.low, bi_3.low) > bi_7.high > bi_5.high:
+            v = ChanSignals.SI0.value
+
+    return v
+
+
+def check_chan_xt_nine_bi(kline: CtaLineBar, bi_list: List[ChanObject]):
+    """
+    获取线段得形态（9分笔）
+    :param cur_duan:
+    :return:
+    """
+    v = ChanSignals.Other.value
+    if len(bi_list) != 9:
+        return v
+
+    direction = bi_list[-1].direction
+    bi_1, bi_2, bi_3, bi_4, bi_5, bi_6, bi_7, bi_8, bi_9 = bi_list
+    max_high = max([x.high for x in bi_list])
+    min_low = min([x.low for x in bi_list])
+
+    # 依据最后一笔得方向进行判断
+    if direction == -1:
+        if min_low == bi_9.low and max_high == bi_1.high:
+            # aAbBc式底背驰
+            if min(bi_2.high, bi_4.high) > max(bi_2.low, bi_4.low) > bi_6.high \
+                    and min(bi_6.high, bi_8.high) > max(bi_6.low, bi_8.low) \
+                    and min(bi_2.low, bi_4.low) > max(bi_6.high, bi_8.high) \
+                    and bi_9.height < bi_5.height:
+                v = ChanSignals.LA0.value
+
+            # aAb式底背驰
+            if min(bi_2.high, bi_4.high, bi_6.high, bi_8.high) > max(bi_2.low, bi_4.low, bi_6.low, bi_8.low) \
+                    and bi_9.height < bi_1.height and bi_3.low >= bi_1.low and bi_7.high <= bi_9.high:
+                v = ChanSignals.LA0.value
+
+            # aAbcd式底背驰
+            if min(bi_2.high, bi_4.high, bi_6.high) > max(bi_2.low, bi_4.low, bi_6.low) > bi_8.high \
+                    and bi_9.height < bi_7.height:
+                v = ChanSignals.LA0.value
+
+            # ABC式底背驰
+            if bi_3.low < bi_1.low and bi_7.high > bi_9.high \
+                    and min(bi_4.high, bi_6.high) > max(bi_4.low, bi_6.low) \
+                    and (bi_1.high - bi_3.low) > (bi_7.high - bi_9.low):
+                v = ChanSignals.LA0.value
+
+        # 九笔三买
+        if min_low == bi_1.low and max_high == bi_9.high \
+                and bi_9.low > min([x.high for x in [bi_3, bi_5, bi_7]]) > max([x.low for x in [bi_3, bi_5, bi_7]]):
+            v = ChanSignals.LI0.value
+
+    elif direction == 1:
+        if max_high == bi_9.high and min_low == bi_1.low:
+            # aAbBc式顶背驰
+            if bi_6.low > min(bi_2.high, bi_4.high) > max(bi_2.low, bi_4.low) \
+                    and min(bi_6.high, bi_8.high) > max(bi_6.low, bi_8.low) \
+                    and max(bi_2.high, bi_4.high) < min(bi_6.low, bi_8.low) \
+                    and bi_9.height < bi_5.height:
+                v = ChanSignals.SA0.value
+
+            # aAb式顶背驰
+            if min(bi_2.high, bi_4.high, bi_6.high, bi_8.high) > max(bi_2.low, bi_4.low, bi_6.low, bi_8.low) \
+                    and bi_9.height < bi_1.height and bi_3.high <= bi_1.high and bi_7.low >= bi_9.low:
+                v = ChanSignals.SA0.value
+
+            # aAbcd式顶背驰
+            if bi_8.low > min(bi_2.high, bi_4.high, bi_6.high) > max(bi_2.low, bi_4.low, bi_6.low) \
+                    and bi_9.height < bi_7.height:
+                v = ChanSignals.SA0.value
+
+            # ABC式顶背驰
+            if bi_3.high > bi_1.high and bi_7.low < bi_9.low \
+                    and min(bi_4.high, bi_6.high) > max(bi_4.low, bi_6.low) \
+                    and (bi_3.high - bi_1.low) > (bi_9.high - bi_7.low):
+                v = ChanSignals.SA0.value
+
+        # 九笔三卖
+        if max_high == bi_1.high and min_low == bi_9.low \
+                and bi_9.high < max([x.low for x in [bi_3, bi_5, bi_7]]) < min([x.high for x in [bi_3, bi_5, bi_7]]):
+            v = ChanSignals.SI0.value
+
+    return v
+
+
+def check_chan_xt_eleven_bi(kline: CtaLineBar, bi_list: List[ChanObject]):
+    """
+    获取线段得背驰形态（含11个分笔）
+    :param cur_duan:
+    :return:
+    """
+    v = ChanSignals.Other.value
+    if len(bi_list) != 11:
+        return v
+
+    direction = bi_list[-1].direction
+    bi_1, bi_2, bi_3, bi_4, bi_5, bi_6, bi_7, bi_8, bi_9, bi_10, bi_11 = bi_list
+    max_high = max([x.high for x in bi_list])
+    min_low = min([x.low for x in bi_list])
+
+    if direction == -1:
+        if min_low == bi_11.low and max_high == bi_1.high:
+            # aAbBc式底背驰，bi_2-bi_6构成A
+            if min(bi_2.high, bi_4.high, bi_6.high) > max(bi_2.low, bi_4.low, bi_6.low) > bi_8.high \
+                    and min(bi_8.high, bi_10.high) > max(bi_8.low, bi_10.low) \
+                    and min(bi_2.low, bi_4.low, bi_6.low) > max(bi_8.high, bi_10.high) \
+                    and bi_11.height < bi_7.height:
+                v = ChanSignals.LA0.value
+
+            # aAbBc式底背驰，bi_6-bi_10构成B
+            if min(bi_2.high, bi_4.high) > max(bi_2.low, bi_4.low) > bi_6.high \
+                    and min(bi_6.high, bi_8.high, bi_10.high) > max(bi_6.low, bi_8.low, bi_10.low) \
+                    and min(bi_2.low, bi_4.low) > max(bi_6.high, bi_8.high, bi_10.high) \
+                    and bi_11.height < bi_5.height:
+                v = ChanSignals.LA0.value
+
+            # ABC式底背驰，A5B3C3
+            if bi_5.low == min([x.low for x in [bi_1, bi_3, bi_5]]) \
+                    and bi_9.low > bi_11.low and bi_9.high > bi_11.high \
+                    and bi_8.high > bi_6.low and bi_1.high - bi_5.low > bi_9.high - bi_11.low:
+                v = ChanSignals.LA0.value
+                # C内部背驰
+                if bi_11.height < bi_9.height:
+                    v = ChanSignals.LB0.value
+
+            # ABC式底背驰，A3B3C5
+            if bi_1.high > bi_3.high and bi_1.low > bi_3.low \
+                    and bi_7.high == max([x.high for x in [bi_7, bi_9, bi_11]]) \
+                    and bi_6.high > bi_4.low and bi_1.high - bi_3.low > bi_7.high - bi_11.low:
+                v = ChanSignals.LA0.value
+                # C内部背驰
+                if bi_11.height < max(bi_9.height, bi_7.height):
+                    v = ChanSignals.LB0.value
+
+            # ABC式底背驰，A3B5C3
+            if bi_1.low > bi_3.low and min(bi_4.high, bi_6.high, bi_8.high) > max(bi_4.low, bi_6.low, bi_8.low) \
+                    and bi_9.high > bi_11.high and bi_1.high - bi_3.low > bi_9.high - bi_11.low:
+                v = ChanSignals.LA0.value
+                # C内部背驰
+                if bi_11.height < max(bi_9.height, bi_7.height):
+                    v = ChanSignals.LB0.value
+
+    elif direction == 1:
+        if max_high == bi_11.high and min_low == bi_1.low:
+            # aAbBC式顶背驰，bi_2-bi_6构成A
+            if bi_8.low > min(bi_2.high, bi_4.high, bi_6.high) >= max(bi_2.low, bi_4.low, bi_6.low) \
+                    and min(bi_8.high, bi_10.high) >= max(bi_8.low, bi_10.low) \
+                    and max(bi_2.high, bi_4.high, bi_6.high) < min(bi_8.low, bi_10.low) \
+                    and bi_11.height < bi_7.height:
+                v = ChanSignals.SA0.value
+
+            # aAbBC式顶背驰，bi_6-bi_10构成B
+            if bi_6.low > min(bi_2.high, bi_4.high) >= max(bi_2.low, bi_4.low) \
+                    and min(bi_6.high, bi_8.high, bi_10.high) >= max(bi_6.low, bi_8.low, bi_10.low) \
+                    and max(bi_2.high, bi_4.high) < min(bi_6.low, bi_8.low, bi_10.low) \
+                    and bi_11.height < bi_7.height:
+                v = ChanSignals.SA0.value
+
+            # ABC式顶背驰，A5B3C3
+            if bi_5.high == max([bi_1.high, bi_3.high, bi_5.high]) and bi_9.low < bi_11.low and bi_9.high < bi_11.high \
+                    and bi_8.low < bi_6.high and bi_11.high - bi_9.low < bi_5.high - bi_1.low:
+                v = ChanSignals.SA0.value
+                # C内部背驰
+                if bi_11.height < bi_9.height:
+                    v = ChanSignals.SB0.value
+
+            # ABC式顶背驰，A3B3C5
+            if bi_7.low == min([bi_11.low, bi_9.low, bi_7.low]) and bi_1.high < bi_3.high and bi_1.low < bi_3.low \
+                    and bi_6.low < bi_4.high and bi_11.high - bi_7.low < bi_3.high - bi_1.low:
+                v = ChanSignals.SA0.value
+                # C内部背驰
+                if bi_11.height < max(bi_9.height, bi_7.height):
+                    v = ChanSignals.SB0.value
+
+            # ABC式顶背驰，A3B5C3
+            if bi_1.high < bi_3.high and min(bi_4.high, bi_6.high, bi_8.high) > max(bi_4.low, bi_6.low, bi_8.low) \
+                    and bi_9.low < bi_11.low and bi_3.high - bi_1.low > bi_11.high - bi_9.low:
+                v = ChanSignals.SA0.value
+                # C内部背驰
+                if bi_11.height < max(bi_9.height, bi_7.height):
+                    v = ChanSignals.SB0.value
+
+    return v
+
+
+def check_chan_xt_thirteen_bi(kline: CtaLineBar, bi_list: List[ChanObject]):
+    """
+    获取线段得背驰形态（含13个分笔）
+    :param cur_duan:
+    :return:
+    """
+    v = ChanSignals.Other.value
+    if len(bi_list) != 13:
+        return v
+
+    direction = bi_list[-1].direction
+    bi_1, bi_2, bi_3, bi_4, bi_5, bi_6, bi_7, bi_8, bi_9, bi_10, bi_11, bi_12, bi_13 = bi_list
+    max_high = max([x.high for x in bi_list])
+    min_low = min([x.low for x in bi_list])
+
+    # 下跌线段时，判断背驰类型
+    if direction == -1:
+        if min_low == bi_13.low and max_high == bi_1.high:
+            # aAbBc式底背驰，bi_2-bi_6构成A，bi_8-bi_12构成B
+            if min(bi_2.high, bi_4.high, bi_6.high) > max(bi_2.low, bi_4.low, bi_6.low) > bi_8.high \
+                    and min(bi_8.high, bi_10.high, bi_12.high) > max(bi_8.low, bi_10.low, bi_12.low) \
+                    and min(bi_2.low, bi_4.low, bi_6.low) > max(bi_8.high, bi_10.high, bi_12.high) \
+                    and bi_13.height < bi_7.height:
+                v = ChanSignals.LA0.value
+
+            # ABC式底背驰，A5B3C5
+            if bi_5.low < min(bi_1.low, bi_3.low) and bi_9.high > max(bi_11.high, bi_13.high) \
+                    and bi_8.high > bi_6.low and bi_1.high - bi_5.low > bi_9.high - bi_13.low:
+                v = ChanSignals.LA0.value
+
+                if bi_13.height < max(bi_11.height, bi_9.height):
+                    v = ChanSignals.LB0.value
+
+            # ABC式底背驰，A3B5C5
+            if bi_3.low < min(bi_1.low, bi_5.low) and bi_9.high > max(bi_11.high, bi_13.high) \
+                    and min(bi_4.high, bi_6.high, bi_8.high) > max(bi_4.low, bi_6.low, bi_8.low) \
+                    and bi_1.high - bi_3.low > bi_9.high - bi_13.low:
+                v = ChanSignals.LA0.value
+
+                if bi_13.height < max(bi_11.height, bi_9.height):
+                    v = ChanSignals.LB0.value
+
+            # ABC式底背驰，A5B5C3
+            if bi_5.low < min(bi_1.low, bi_3.low) and bi_11.high > max(bi_9.high, bi_13.high) \
+                    and min(bi_6.high, bi_8.high, bi_10.high) > max(bi_6.low, bi_8.low, bi_10.low) \
+                    and bi_1.high - bi_5.low > bi_11.high - bi_13.low:
+                v = ChanSignals.LA0.value
+
+                if bi_13.height < bi_11.height:
+                    v = ChanSignals.LB0.value
+
+    # 上涨线段时，判断背驰类型
+    elif direction == 1:
+        if max_high == bi_13.high and min_low == bi_1.low:
+            # aAbBC式顶背驰，bi_2-bi_6构成A，bi_8-bi_12构成B
+            if bi_8.low > min(bi_2.high, bi_4.high, bi_6.high) >= max(bi_2.low, bi_4.low, bi_6.low) \
+                    and min(bi_8.high, bi_10.high, bi_12.high) >= max(bi_8.low, bi_10.low, bi_12.low) \
+                    and max(bi_2.high, bi_4.high, bi_6.high) < min(bi_8.low, bi_10.low, bi_12.low) \
+                    and bi_13.height < bi_7.height:
+                v = ChanSignals.SA0.value
+
+            # ABC式顶背驰，A5B3C5
+            if bi_5.high > max(bi_3.high, bi_1.high) and bi_9.low < min(bi_11.low, bi_13.low) \
+                    and bi_8.low < bi_6.high and bi_5.high - bi_1.low > bi_13.high - bi_9.low:
+                v = ChanSignals.SA0.value
+                # C内部顶背驰，形成双重顶背驰
+                if bi_13.height < max(bi_11.height, bi_9.height):
+                    v = ChanSignals.SB0.value
+
+            # ABC式顶背驰，A3B5C5
+            if bi_3.high > max(bi_5.high, bi_1.high) and bi_9.low < min(bi_11.low, bi_13.low) \
+                    and min(bi_4.high, bi_6.high, bi_8.high) > max(bi_4.low, bi_6.low, bi_8.low) \
+                    and bi_3.high - bi_1.low > bi_13.high - bi_9.low:
+                v = ChanSignals.SA0.value
+                # C内部顶背驰，形成双重顶背驰
+                if bi_13.height < max(bi_11.height, bi_9.height):
+                    v = ChanSignals.SB0.value
+
+            # ABC式顶背驰，A5B5C3
+            if bi_5.high > max(bi_3.high, bi_1.high) and bi_11.low < min(bi_9.low, bi_13.low) \
+                    and min(bi_6.high, bi_8.high, bi_10.high) > max(bi_6.low, bi_8.low, bi_10.low) \
+                    and bi_5.high - bi_1.low > bi_13.high - bi_11.low:
+                v = ChanSignals.SA0.value
+                # C内部顶背驰，形成双重顶背驰
+                if bi_13.height < bi_11.height:
+                    v = ChanSignals.SB0.value
+    return v

vnpy/gateway/ths/ths_gateway.py

@@ -659,7 +659,7 @@ class TdxMdApi(object):
                 sleep(self.req_interval)
                 dt = datetime.now()
                 if last_dt.minute != dt.minute:
-                    self.gateway.write_log('tdx[{}] check point. {}, process symbols:{}'.format(i, dt, symbols))
+                    self.gateway.write_log('tdx[{}] cp{}, symbols:{},last_dt:{}'.format(i, dt, symbols, self.last_tick_dt))
                     last_dt = dt
         except Exception as ex:
             self.gateway.write_error(u'tdx[{}] pool.run exception:{},{}'.format(i, str(ex), traceback.format_exc()))

vnpy/trader/engine.py

@@ -5,6 +5,7 @@ import logging
 from logging import Logger
 import smtplib
 import os
+import sys
 from abc import ABC
 from datetime import datetime
 from email.message import EmailMessage
@@ -134,13 +135,24 @@ class MainEngine:
         event = Event(EVENT_LOG, log)
         self.event_engine.put(event)
 
+    def write_error(self, msg: str, source: str = "") -> None:
+        """
+        Put log event with specific message.
+        """
+        log = LogData(msg=msg, gateway_name=source)
+        event = Event(EVENT_LOG, log)
+        self.event_engine.put(event)
+
+        print(msg, file=sys.stderr)
+
+
     def get_gateway(self, gateway_name: str) -> BaseGateway:
         """
         Return gateway object by name.
         """
         gateway = self.gateways.get(gateway_name, None)
         if not gateway:
-            self.write_log(f"找不到底层接口：{gateway_name}")
+            self.write_error(f"找不到底层接口：{gateway_name}")
         return gateway
 
     def get_engine(self, engine_name: str) -> "BaseEngine":
@@ -149,7 +161,7 @@ class MainEngine:
         """
         engine = self.engines.get(engine_name, None)
         if not engine:
-            self.write_log(f"找不到引擎：{engine_name}")
+            self.write_error(f"找不到引擎：{engine_name}")
         return engine
 
     def get_default_setting(self, gateway_name: str) -> Optional[Dict[str, Any]]:
@@ -192,7 +204,11 @@ class MainEngine:
         """
         gateway = self.get_gateway(gateway_name)
         if gateway:
-            gateway.connect(setting)
+            try:
+                gateway.connect(setting)
+            except Exception as ex:
+                msg = f'gateway:{gateway_name}启动连接失败:{str(ex)}'
+                self.write_log(msg=msg)
 
     def subscribe(self, req: SubscribeRequest, gateway_name: str) -> None:
         """
@@ -264,7 +280,7 @@ class MainEngine:
         if gateway:
             return gateway.query_history(req)
         else:
-            self.write_log(f'网关为空，请检查合约得网关是否与连接得网关一致')
+            self.write_error(f'网关为空，请检查合约得网关是否与连接得网关一致')
             return None
 
     def close(self) -> None: