diff --git a/examples/stock/demo_03.py b/examples/stock/demo_03.py
new file mode 100644
index 00000000..392d5384
--- /dev/null
+++ b/examples/stock/demo_03.py
@@ -0,0 +1,187 @@
+# flake8: noqa
+
+# 示例代码
+# 从本地bar_data目录下，读取某股票日线数据，前复权后，推送到K线，识别出顶、底分型，并识别出其强弱，在UI界面上展示出来
+
+import os
+import sys
+import json
+from datetime import datetime
+
+vnpy_root = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', '..'))
+if vnpy_root not in sys.path:
+    print(f'sys.path append({vnpy_root})')
+    sys.path.append(vnpy_root)
+
+os.environ["VNPY_TESTING"] = "1"
+
+from vnpy.data.tdx.tdx_common import FakeStrategy
+from vnpy.component.cta_line_bar import CtaDayBar
+from vnpy.trader.ui.kline.ui_snapshot import UiSnapshot
+from vnpy.trader.utility import append_data
+from vnpy.trader.ui import create_qapp
+from vnpy.data.common import get_stock_bars
+
+# 本示例中，输出的dist文件,主要用于图形显示一些逻辑
+demo_03_dist = 'demo_03_dist.csv'
+
+
+class DemoStrategy(FakeStrategy):
+    # 输出csv的head
+    dist_fieldnames = ['datetime', 'vt_symbol', 'volume', 'price',
+                       'operation']
+
+    def __init__(self, *args, **kwargs):
+
+        super().__init__()
+
+        # 最后一个找到的符合要求的分型index
+        self.last_found_fx = None
+
+        # 如果之前存在，移除
+        if os.path.exists(demo_03_dist):
+            self.write_log(f'移除{demo_03_dist}')
+            os.remove(demo_03_dist)
+
+        self.vt_symbol = kwargs.get('vt_symbol')
+
+        # 创建一个日线bar的 kline对象
+        setting = {}
+        setting['name'] = f'{self.vt_symbol}_D1'
+        setting['bar_interval'] = 1
+        setting['para_ma1_len'] = 55  # 双均线
+        setting['para_ma2_len'] = 89
+        setting['para_macd_fast_len'] = 12  # 激活macd
+        setting['para_macd_slow_len'] = 26
+        setting['para_macd_signal_len'] = 9
+        setting['para_active_chanlun'] = True  # 激活缠论
+        setting['is_stock'] = True
+        setting['price_tick'] = 1
+        setting['underly_symbol'] = self.vt_symbol.split('.')[0]
+        self.kline = CtaDayBar(strategy=self, cb_on_bar=self.on_bar, setting=setting)
+
+    def on_bar(self, *args, **kwargs):
+        """
+        重构on_bar函数，实现demo的分型强弱判断
+        :param args:
+        :param kwargs:
+        :return:
+        """
+        # 至少要有分型
+        if len(self.kline.fenxing_list) == 0:
+            return
+
+        cur_fx = self.kline.fenxing_list[-1]
+
+        # 如果的分型已经处理过了，就不再计算
+        if cur_fx.index == self.last_found_fx:
+            return
+
+        # 分型是非实时的，已经走完的
+        if cur_fx.is_rt:
+            return
+
+        # 分型前x根bar
+        pre_bars = [bar for bar in self.kline.line_bar[-10:] if
+                    bar.datetime.strftime('%Y-%m-%d %H:%M:%S') < cur_fx.index]
+
+        if len(pre_bars) == 0:
+            return
+        pre_bar = pre_bars[-1]
+
+        # 分型后x根bar
+        extra_bars = \
+            [bar for bar in self.kline.line_bar[-10:] if bar.datetime.strftime('%Y-%m-%d %H:%M:%S') > cur_fx.index]
+
+        # 分型后，有三根bar
+        if len(extra_bars) < 3:
+            return
+
+        # 处理顶分型
+        if cur_fx.direction == 1:
+            # 顶分型后第一根bar的低点，没有超过前bar的低点
+            if extra_bars[0].low_price >= pre_bar.low_price:
+                return
+
+            # 找到正确形态，第二、第三根bar，都站在顶分型之下
+            if pre_bar.low_price >= extra_bars[1].high_price > extra_bars[2].high_price:
+                self.last_found_fx = cur_fx.index
+                append_data(file_name=demo_03_dist,
+                            field_names=self.dist_fieldnames,
+                            dict_data={
+                                'datetime': extra_bars[-1].datetime,
+                                'vt_symbol': self.vt_symbol,
+                                'volume': 0,
+                                'price': extra_bars[-1].high_price,
+                                'operation': '强顶分'
+                            })
+
+        # 处理底分型
+        if cur_fx.direction == -1:
+            # 底分型后第一根bar的高点，没有超过前bar的高点
+            if extra_bars[0].high_price <= pre_bar.high_price:
+                return
+
+            # 找到正确形态，第二、第三根bar，都站在底分型之上
+            if pre_bar.high_price <= extra_bars[1].low_price < extra_bars[2].low_price:
+                self.last_found_fx = cur_fx.index
+                append_data(file_name=demo_03_dist,
+                            field_names=self.dist_fieldnames,
+                            dict_data={
+                                'datetime': extra_bars[-1].datetime,
+                                'vt_symbol': self.vt_symbol,
+                                'volume': 0,
+                                'price': extra_bars[-1].low_price,
+                                'operation': '强底分'
+                            })
+
+
+if __name__ == '__main__':
+
+    # 股票代码.交易所
+    vt_symbol = '600000.SSE'
+
+    t1 = DemoStrategy(vt_symbol=vt_symbol)
+
+    # 获取股票得日线数据,返回数据类型是barData
+    print('加载数据')
+    bars, msg = get_stock_bars(vt_symbol=vt_symbol, freq='1d', start_date='2019-01-01')
+
+    if len(msg) > 0:
+        print(msg)
+        sys.exit(0)
+
+    display_month = None
+    # 推送bar到kline中
+    for bar in bars:
+        if bar.datetime.month != display_month:
+            t1.write_log(f'推送:{bar.datetime.year}年{bar.datetime.month}月数据')
+            display_month = bar.datetime.month
+        t1.kline.add_bar(bar, bar_is_completed=True)
+
+    # 获取kline的切片数据
+    data = t1.kline.get_data()
+    # 暂时不显示段、中枢等
+    data.pop('duan_list', None)
+    data.pop('bi_zs_list', None)
+    data.pop('duan_zs_list', None)
+
+    snapshot = {
+        'strategy': "demo",
+        'datetime': datetime.now(),
+        "kline_names": [t1.kline.name],
+        "klines": {t1.kline.name: data}}
+
+    # 创建一个GUI界面应用app
+    qApp = create_qapp()
+
+    # 创建切片回放工具窗口
+    ui = UiSnapshot()
+
+    # 显示切片内容
+    ui.show(snapshot_file="",
+            d=snapshot,  # 切片数据
+            dist_file=demo_03_dist, # 本地dist csv文件
+            dist_include_list=['强底分','强顶分'])  # 指定输出的文字内容
+
+    sys.exit(qApp.exec_())
diff --git a/examples/stock/demo_03_dist.csv b/examples/stock/demo_03_dist.csv
new file mode 100644
index 00000000..2ce400a9
--- /dev/null
+++ b/examples/stock/demo_03_dist.csv
@@ -0,0 +1,5 @@
+datetime,vt_symbol,volume,price,operation
+2019-04-02 09:30:00,600000.SSE,0,107.52293310892577,强底分
+2019-04-24 09:30:00,600000.SSE,0,110.91541829027662,强顶分
+2020-01-09 09:30:00,600000.SSE,0,120.77593836872654,强顶分
+2020-01-17 09:30:00,600000.SSE,0,119.41563013287603,强顶分
diff --git a/examples/stock/demo_04.py b/examples/stock/demo_04.py
new file mode 100644
index 00000000..b858f558
--- /dev/null
+++ b/examples/stock/demo_04.py
@@ -0,0 +1,173 @@
+# flake8: noqa
+
+# 示例代码
+# 从本地bar_data目录下，读取某股票日线数据，前复权后，推送到K线，识别出分笔、线段，并找出首次破坏线段的分笔位置，标注在图上
+
+import os
+import sys
+import json
+from datetime import datetime
+
+vnpy_root = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', '..'))
+if vnpy_root not in sys.path:
+    print(f'sys.path append({vnpy_root})')
+    sys.path.append(vnpy_root)
+
+os.environ["VNPY_TESTING"] = "1"
+
+from vnpy.data.tdx.tdx_common import FakeStrategy
+from vnpy.component.cta_line_bar import CtaDayBar
+from vnpy.trader.ui.kline.ui_snapshot import UiSnapshot
+from vnpy.trader.utility import append_data
+from vnpy.trader.ui import create_qapp
+from vnpy.data.common import get_stock_bars
+
+# 本示例中，输出的dist文件,主要用于图形显示一些逻辑
+demo_04_dist = 'demo_04_dist.csv'
+
+
+class DemoStrategy(FakeStrategy):
+    # 输出csv的head
+    dist_fieldnames = ['datetime', 'vt_symbol', 'volume', 'price',
+                       'operation']
+
+    def __init__(self, *args, **kwargs):
+
+        super().__init__()
+
+        # 最后一个找到的符合要求的分笔位置
+        self.last_found_bi = None
+
+        # 如果之前存在，移除
+        if os.path.exists(demo_04_dist):
+            self.write_log(f'移除{demo_04_dist}')
+            os.remove(demo_04_dist)
+
+        self.vt_symbol = kwargs.get('vt_symbol')
+
+        # 创建一个日线bar的 kline对象
+        setting = {}
+        setting['name'] = f'{self.vt_symbol}_D1'
+        setting['bar_interval'] = 1
+        setting['para_ma1_len'] = 55  # 双均线
+        setting['para_ma2_len'] = 89
+        setting['para_macd_fast_len'] = 12  # 激活macd
+        setting['para_macd_slow_len'] = 26
+        setting['para_macd_signal_len'] = 9
+        setting['para_active_chanlun'] = True  # 激活缠论
+        setting['is_stock'] = True
+        setting['price_tick'] = 1
+        setting['underly_symbol'] = self.vt_symbol.split('.')[0]
+        self.kline = CtaDayBar(strategy=self, cb_on_bar=self.on_bar, setting=setting)
+
+    def on_bar(self, *args, **kwargs):
+        """
+        重构on_bar函数，实现demo的判断逻辑
+        :param args:
+        :param kwargs:
+        :return:
+        """
+        if self.kline.cur_duan is None:
+            return
+
+        # 当前笔的start == 找到的一笔
+        if self.kline.cur_bi.start == self.last_found_bi:
+            return
+
+        # 处理上涨线段
+        if self.kline.cur_duan.direction == 1:
+            # 当前一笔，起点== 线段的结束
+            if self.kline.cur_duan.end != self.kline.cur_bi.start:
+                return
+
+            if len(self.kline.cur_duan.bi_list) <=3:
+                return
+
+            # 找到次高的分笔位置
+            second_high = max([bi.high for bi in self.kline.cur_duan.bi_list[:-2] if bi.direction == 1])
+
+            if self.kline.cur_bi.low < second_high:
+                self.last_found_bi = self.kline.cur_bi.start
+                append_data(file_name=demo_04_dist,
+                            field_names=self.dist_fieldnames,
+                            dict_data={
+                                'datetime': self.kline.cur_datetime,
+                                'vt_symbol': self.vt_symbol,
+                                'volume': 0,
+                                'price': self.kline.cur_bi.low,
+                                'operation': '上升段破坏点'
+                            })
+
+        # 处理下跌线段
+        if self.kline.cur_duan.direction == -1:
+            # 当前一笔，起点== 线段的结束
+            if self.kline.cur_duan.end != self.kline.cur_bi.start:
+                return
+
+            if len(self.kline.cur_duan.bi_list) <= 3:
+                return
+
+            # 找到次低的分笔位置
+            second_low = min([bi.low for bi in self.kline.cur_duan.bi_list[:-2] if bi.direction == -1])
+
+            if self.kline.cur_bi.high > second_low:
+                self.last_found_bi = self.kline.cur_bi.start
+                append_data(file_name=demo_04_dist,
+                            field_names=self.dist_fieldnames,
+                            dict_data={
+                                'datetime': self.kline.cur_datetime,
+                                'vt_symbol': self.vt_symbol,
+                                'volume': 0,
+                                'price': self.kline.cur_bi.high,
+                                'operation': '下跌段破坏点'
+                            })
+
+
+if __name__ == '__main__':
+
+    # 股票代码.交易所
+    vt_symbol = '600000.SSE'
+
+    t1 = DemoStrategy(vt_symbol=vt_symbol)
+
+    # 获取股票得日线数据,返回数据类型是barData
+    print('加载数据')
+    bars, msg = get_stock_bars(vt_symbol=vt_symbol, freq='1d', start_date='2019-01-01')
+
+    if len(msg) > 0:
+        print(msg)
+        sys.exit(0)
+
+    display_month = None
+    # 推送bar到kline中
+    for bar in bars:
+        if bar.datetime.month != display_month:
+            t1.write_log(f'推送:{bar.datetime.year}年{bar.datetime.month}月数据')
+            display_month = bar.datetime.month
+        t1.kline.add_bar(bar, bar_is_completed=True)
+
+    # 获取kline的切片数据
+    data = t1.kline.get_data()
+    # 暂时不显示中枢等
+    data.pop('bi_zs_list', None)
+    data.pop('duan_zs_list', None)
+
+    snapshot = {
+        'strategy': "demo",
+        'datetime': datetime.now(),
+        "kline_names": [t1.kline.name],
+        "klines": {t1.kline.name: data}}
+
+    # 创建一个GUI界面应用app
+    qApp = create_qapp()
+
+    # 创建切片回放工具窗口
+    ui = UiSnapshot()
+
+    # 显示切片内容
+    ui.show(snapshot_file="",
+            d=snapshot,  # 切片数据
+            dist_file=demo_04_dist,  # 本地dist csv文件
+            dist_include_list=['上升段破坏点','下跌段破坏点'])  # 指定输出的文字内容
+
+    sys.exit(qApp.exec_())
diff --git a/examples/stock/demo_04_dist.csv b/examples/stock/demo_04_dist.csv
new file mode 100644
index 00000000..388408ec
--- /dev/null
+++ b/examples/stock/demo_04_dist.csv
@@ -0,0 +1,6 @@
+datetime,vt_symbol,volume,price,operation
+2020-04-28 09:30:00,600000.SSE,0,101.2458,下跌段破坏点
+2020-11-11 09:30:00,600000.SSE,0,93.181114,下跌段破坏点
+2021-03-02 09:30:00,600000.SSE,0,102.02312,上升段破坏点
+2021-04-16 09:30:00,600000.SSE,0,100.85714,上升段破坏点
+2021-09-13 09:30:00,600000.SSE,0,92.1123,下跌段破坏点
diff --git a/examples/stock/demo_05.py b/examples/stock/demo_05.py
new file mode 100644
index 00000000..0bc3a8d6
--- /dev/null
+++ b/examples/stock/demo_05.py
@@ -0,0 +1,162 @@
+# flake8: noqa
+
+# 示例代码
+# 从本地bar_data目录下，读取某股票日线数据，前复权后，推送到K线，识别出其中枢类型，标注在图上
+
+import os
+import sys
+import json
+from datetime import datetime
+
+vnpy_root = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', '..'))
+if vnpy_root not in sys.path:
+    print(f'sys.path append({vnpy_root})')
+    sys.path.append(vnpy_root)
+
+os.environ["VNPY_TESTING"] = "1"
+
+from vnpy.data.tdx.tdx_common import FakeStrategy
+from vnpy.component.cta_line_bar import CtaDayBar
+from vnpy.trader.ui.kline.ui_snapshot import UiSnapshot
+from vnpy.trader.utility import append_data
+from vnpy.trader.ui import create_qapp
+from vnpy.data.common import get_stock_bars
+
+# 本示例中，输出的dist文件,主要用于图形显示一些逻辑
+demo_05_dist = 'demo_05_dist.csv'
+
+
+class DemoStrategy(FakeStrategy):
+    # 输出csv的head
+    dist_fieldnames = ['datetime', 'vt_symbol', 'volume', 'price',
+                       'operation']
+
+    def __init__(self, *args, **kwargs):
+
+        super().__init__()
+
+        # 最后一个找到的符合要求的分笔位置
+        self.last_found_bi = None
+
+        # 最后一个处理得中枢开始位置
+        self.last_found_zs = None
+
+        # 最后一个中枢得判断类型
+        self.last_found_type = None
+
+        # 如果之前存在，移除
+        if os.path.exists(demo_05_dist):
+            self.write_log(f'移除{demo_05_dist}')
+            os.remove(demo_05_dist)
+
+        self.vt_symbol = kwargs.get('vt_symbol')
+
+        # 创建一个日线bar的 kline对象
+        setting = {}
+        setting['name'] = f'{self.vt_symbol}_D1'
+        setting['bar_interval'] = 1
+        setting['para_ma1_len'] = 55  # 双均线
+        setting['para_ma2_len'] = 89
+        setting['para_macd_fast_len'] = 12  # 激活macd
+        setting['para_macd_slow_len'] = 26
+        setting['para_macd_signal_len'] = 9
+        setting['para_active_chanlun'] = True  # 激活缠论
+        setting['is_stock'] = True
+        setting['price_tick'] = 1
+        setting['underly_symbol'] = self.vt_symbol.split('.')[0]
+        self.kline = CtaDayBar(strategy=self, cb_on_bar=self.on_bar, setting=setting)
+
+    def on_bar(self, *args, **kwargs):
+        """
+        重构on_bar函数，实现demo的判断逻辑
+        :param args:
+        :param kwargs:
+        :return:
+        """
+        if self.kline.cur_duan is None:
+            return
+
+        if self.kline.cur_bi_zs is None:
+            return
+
+        # 当前笔的start == 上一次判断过得
+        if self.kline.cur_bi.start == self.last_found_bi:
+            return
+
+        # 当前笔中枢与上一个笔中枢得开始不同，可能是个新得笔中枢
+        if self.kline.cur_bi_zs.start != self.last_found_zs:
+            # 设置为最新判断中枢
+            self.last_found_zs = self.kline.cur_bi_zs.start
+            # 设置中枢得最后一笔开始时间，为最新判断时间
+            self.last_found_bi = self.kline.cur_bi_zs.bi_list[-1].start
+            # 设置中枢得类型为None
+            self.last_found_type = None
+            return
+
+        # K线最后一笔得开始 = 中枢最后一笔得结束
+        if self.kline.cur_bi.start == self.kline.cur_bi_zs.bi_list[-1].end:
+            # 获得类型
+            zs_type = self.kline.cur_bi_zs.get_type()
+
+            # 记录下，这一笔已经执行过判断了
+            self.last_found_bi = self.kline.cur_bi.start
+
+            # 不一致时，才写入
+            if zs_type != self.last_found_type:
+                self.last_found_type = zs_type
+                append_data(file_name=demo_05_dist,
+                            field_names=self.dist_fieldnames,
+                            dict_data={
+                                'datetime': self.kline.cur_datetime,
+                                'vt_symbol': self.vt_symbol,
+                                'volume': 0,
+                                'price': self.kline.cur_bi_zs.low,
+                                'operation': zs_type
+                            })
+
+
+if __name__ == '__main__':
+
+    # 股票代码.交易所
+    vt_symbol = '600000.SSE'
+
+    t1 = DemoStrategy(vt_symbol=vt_symbol)
+
+    # 获取股票得日线数据,返回数据类型是barData
+    print('加载数据')
+    bars, msg = get_stock_bars(vt_symbol=vt_symbol, freq='1d', start_date='2019-01-01')
+
+    if len(msg) > 0:
+        print(msg)
+        sys.exit(0)
+
+    display_month = None
+    # 推送bar到kline中
+    for bar in bars:
+        if bar.datetime.month != display_month:
+            t1.write_log(f'推送:{bar.datetime.year}年{bar.datetime.month}月数据')
+            display_month = bar.datetime.month
+        t1.kline.add_bar(bar, bar_is_completed=True)
+
+    # 获取kline的切片数据
+    data = t1.kline.get_data()
+
+    snapshot = {
+        'strategy': "demo",
+        'datetime': datetime.now(),
+        "kline_names": [t1.kline.name],
+        "klines": {t1.kline.name: data}}
+
+    # 创建一个GUI界面应用app
+    qApp = create_qapp()
+
+    # 创建切片回放工具窗口
+    ui = UiSnapshot()
+
+    # 显示切片内容
+    ui.show(snapshot_file="",
+            d=snapshot,  # 切片数据
+            dist_file=demo_05_dist,  # 本地dist csv文件
+            dist_include_list=['close','enlarge','balance','attact', 'defend'])  # 指定输出的文字内容
+
+    sys.exit(qApp.exec_())
diff --git a/examples/stock/demo_05_dist.csv b/examples/stock/demo_05_dist.csv
new file mode 100644
index 00000000..5c8b1f1c
--- /dev/null
+++ b/examples/stock/demo_05_dist.csv
@@ -0,0 +1,15 @@
+datetime,vt_symbol,volume,price,operation
+2019-08-08 09:30:00,600000.SSE,0,103.18809,close
+2019-08-15 09:30:00,600000.SSE,0,103.18809,defend
+2019-11-22 09:30:00,600000.SSE,0,109.01899,defend
+2019-12-18 09:30:00,600000.SSE,0,103.18809,defend
+2020-01-06 09:30:00,600000.SSE,0,103.18809,defend
+2020-05-13 09:30:00,600000.SSE,0,99.3025,attact
+2020-06-02 09:30:00,600000.SSE,0,99.3025,close
+2020-06-12 09:30:00,600000.SSE,0,99.3025,defend
+2020-12-08 09:30:00,600000.SSE,0,90.84916,enlarge
+2021-01-25 09:30:00,600000.SSE,0,90.84916,close
+2021-02-02 09:30:00,600000.SSE,0,90.84916,enlarge
+2021-02-08 09:30:00,600000.SSE,0,90.84916,close
+2021-05-28 09:30:00,600000.SSE,0,100.66281,enlarge
+2021-09-22 09:30:00,600000.SSE,0,87.15689,enlarge
diff --git a/examples/stock/demo_06.py b/examples/stock/demo_06.py
new file mode 100644
index 00000000..decd4cc5
--- /dev/null
+++ b/examples/stock/demo_06.py
@@ -0,0 +1,221 @@
+# flake8: noqa
+
+# 示例代码
+# 从本地bar_data目录下，读取某股票日线数据，前复权后，推送到K线，识别出其趋势线段、盘整线段、趋势背驰信号点，标注在图上
+
+import os
+import sys
+import json
+from datetime import datetime
+
+vnpy_root = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', '..'))
+if vnpy_root not in sys.path:
+    print(f'sys.path append({vnpy_root})')
+    sys.path.append(vnpy_root)
+
+os.environ["VNPY_TESTING"] = "1"
+
+from vnpy.data.tdx.tdx_common import FakeStrategy
+from vnpy.component.cta_line_bar import CtaDayBar
+from vnpy.trader.ui.kline.ui_snapshot import UiSnapshot
+from vnpy.trader.utility import append_data
+from vnpy.trader.ui import create_qapp
+from vnpy.data.common import get_stock_bars
+
+# 本示例中，输出的dist文件,主要用于图形显示一些逻辑
+demo_06_dist = 'demo_06_dist.csv'
+
+
+class DemoStrategy(FakeStrategy):
+    # 输出csv的head
+    dist_fieldnames = ['datetime', 'vt_symbol', 'volume', 'price',
+                       'operation']
+
+    def __init__(self, *args, **kwargs):
+
+        super().__init__()
+
+        # 最后一个执行检查的分笔开始位置
+        self.last_check_bi = None
+
+        # 最后一个检查线段
+        self.last_found_duan = None
+
+        # 最后一个判断类型（趋势、盘整）
+        self.last_found_type = None
+
+        # 最后一个判断背驰的分型信号
+        self.last_found_beichi = None
+
+        # 如果之前存在，移除
+        if os.path.exists(demo_06_dist):
+            self.write_log(f'移除{demo_06_dist}')
+            os.remove(demo_06_dist)
+
+        self.vt_symbol = kwargs.get('vt_symbol')
+
+        # 创建一个日线bar的 kline对象
+        setting = {}
+        setting['name'] = f'{self.vt_symbol}_D1'
+        setting['bar_interval'] = 1
+        setting['para_ma1_len'] = 55  # 双均线
+        setting['para_ma2_len'] = 89
+        setting['para_macd_fast_len'] = 12  # 激活macd
+        setting['para_macd_slow_len'] = 26
+        setting['para_macd_signal_len'] = 9
+        setting['para_active_chanlun'] = True  # 激活缠论
+        setting['is_stock'] = True
+        setting['price_tick'] = 1
+        setting['underly_symbol'] = self.vt_symbol.split('.')[0]
+        self.kline = CtaDayBar(strategy=self, cb_on_bar=self.on_bar, setting=setting)
+
+    def on_bar(self, *args, **kwargs):
+        """
+        重构on_bar函数，实现demo的判断逻辑
+        :param args:
+        :param kwargs:
+        :return:
+        """
+        if self.kline.cur_duan is None or self.kline.cur_bi_zs is None:
+            return
+
+        cur_fx = self.kline.fenxing_list[-1]
+        # 分型未结束，不做判断
+        if cur_fx.is_rt:
+            return
+
+        # 当前段与上一次检查的段，开始时间不同，执行检查
+        if self.kline.cur_duan.start != self.last_found_duan:
+
+            # 判断条件：
+            # 当前线段后出现一个分笔
+            # 当前线段的结束时间比最后一个中枢晚
+            if self.kline.cur_duan.end == self.kline.cur_bi.start \
+                    and self.kline.cur_duan.end > self.kline.cur_bi_zs.end\
+                    and self.kline.cur_bi.start != self.last_check_bi:
+
+                # 判断是否盘整， 当前线段比上一线段短
+                if self.kline.pre_duan and self.kline.pre_duan.height * 0.62 > self.kline.cur_duan.height:
+                    # 获取该线段start -> end 之间，存在的中枢
+                    zs_list = [zs for zs in self.kline.bi_zs_list if zs.start > self.kline.cur_duan.start and zs.end < self.kline.cur_duan.end]
+                    # 存在的一个中枢
+                    if len(zs_list) == 1:
+                        # 记录该笔已经检查过
+                        self.last_check_bi = self.kline.cur_bi.start
+
+                        # 盘整名称，price位置
+                        if self.kline.cur_duan.direction == 1:
+                            self.last_found_type = '下跌盘整'
+                            price = self.kline.cur_duan.high
+                        else:
+                            self.last_found_type = '上涨盘整'
+                            price = self.kline.cur_duan.low
+
+                        # 写入记录
+                        append_data(file_name=demo_06_dist,
+                                    field_names=self.dist_fieldnames,
+                                    dict_data={
+                                        'datetime': datetime.strptime(self.kline.cur_duan.end, '%Y-%m-%d %H:%M:%S'),
+                                        'vt_symbol': self.vt_symbol,
+                                        'volume': 0,
+                                        'price': price,
+                                        'operation': self.last_found_type
+                                    })
+
+                # 判断是否趋势
+                if self.kline.is_contain_zs_inside_duan(direction=self.kline.cur_duan.direction,
+                                                        cur_duan=self.kline.cur_duan,
+                                                        zs_num=2):
+                    # 记录检查的一笔
+                    self.last_check_bi = self.kline.cur_bi.start
+                    # 记录检查的线段
+                    self.last_found_duan = self.kline.cur_duan.start
+
+                    # 趋势名称、价格
+                    if self.kline.cur_duan.direction == 1:
+                        self.last_found_type = '上涨趋势'
+                        price = self.kline.cur_duan.high
+                    else:
+                        self.last_found_type = '下跌趋势'
+                        price = self.kline.cur_duan.low
+
+                    # 记录数据
+                    append_data(file_name=demo_06_dist,
+                                field_names=self.dist_fieldnames,
+                                dict_data={
+                                    'datetime': datetime.strptime(self.kline.cur_duan.end, '%Y-%m-%d %H:%M:%S'),
+                                    'vt_symbol': self.vt_symbol,
+                                    'volume': 0,
+                                    'price': price,
+                                    'operation': self.last_found_type
+                                })
+
+        # 判断是否走势背驰
+        if self.kline.is_zs_beichi_inside_duan(direction=self.kline.cur_duan.direction,
+                                               cur_duan=self.kline.cur_duan):
+            if cur_fx.index != self.last_found_beichi:
+                self.last_found_beichi = cur_fx.index
+                # 趋势名称、价格
+                if self.kline.cur_duan.direction == 1:
+                    self.last_found_type = '上涨背驰'
+                    price = self.kline.cur_duan.high
+                else:
+                    self.last_found_type = '下跌背驰'
+                    price = self.kline.cur_duan.low
+
+                # 记录数据
+                append_data(file_name=demo_06_dist,
+                            field_names=self.dist_fieldnames,
+                            dict_data={
+                                'datetime': datetime.strptime(self.kline.cur_duan.end, '%Y-%m-%d %H:%M:%S'),
+                                'vt_symbol': self.vt_symbol,
+                                'volume': 0,
+                                'price': price,
+                                'operation': self.last_found_type
+                            })
+
+if __name__ == '__main__':
+
+    # 股票代码.交易所
+    vt_symbol = '600000.SSE'
+
+    t1 = DemoStrategy(vt_symbol=vt_symbol)
+
+    # 获取股票得日线数据,返回数据类型是barData
+    print('加载数据')
+    bars, msg = get_stock_bars(vt_symbol=vt_symbol, freq='1d', start_date='2019-01-01')
+
+    if len(msg) > 0:
+        print(msg)
+        sys.exit(0)
+
+    display_month = None
+    # 推送bar到kline中
+    for bar in bars:
+        if bar.datetime.month != display_month:
+            t1.write_log(f'推送:{bar.datetime.year}年{bar.datetime.month}月数据')
+            display_month = bar.datetime.month
+        t1.kline.add_bar(bar, bar_is_completed=True)
+
+    # 获取kline的切片数据
+    data = t1.kline.get_data()
+
+    snapshot = {
+        'strategy': "demo",
+        'datetime': datetime.now(),
+        "kline_names": [t1.kline.name],
+        "klines": {t1.kline.name: data}}
+
+    # 创建一个GUI界面应用app
+    qApp = create_qapp()
+
+    # 创建切片回放工具窗口
+    ui = UiSnapshot()
+
+    # 显示切片内容
+    ui.show(snapshot_file="",
+            d=snapshot,  # 切片数据
+            dist_file=demo_06_dist,  # 本地dist csv文件
+            dist_include_list=['上涨趋势','下跌趋势','上涨盘整','下跌盘整','上涨背驰','下跌背驰'])  # 指定输出的文字内容
+
+    sys.exit(qApp.exec_())
diff --git a/examples/stock/demo_06_dist.csv b/examples/stock/demo_06_dist.csv
new file mode 100644
index 00000000..80e887df
--- /dev/null
+++ b/examples/stock/demo_06_dist.csv
@@ -0,0 +1,3 @@
+datetime,vt_symbol,volume,price,operation
+2020-07-31 09:30:00,600000.SSE,0,100.17699,下跌背驰
+2021-02-19 09:30:00,600000.SSE,0,108.04734,下跌盘整
diff --git a/examples/stock/display_snapshot.py b/examples/stock/display_snapshot.py
new file mode 100644
index 00000000..d577f5ac
--- /dev/null
+++ b/examples/stock/display_snapshot.py
@@ -0,0 +1,78 @@
+# flake8: noqa
+
+# 示例代码
+# 从策略保存K线数据中，读取某一K线，并显示
+
+import os
+import sys
+import json
+
+vnpy_root = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', '..'))
+if vnpy_root not in sys.path:
+    print(f'sys.path append({vnpy_root})')
+    sys.path.append(vnpy_root)
+
+os.environ["VNPY_TESTING"] = "1"
+
+from vnpy.data.tdx.tdx_common import FakeStrategy
+from vnpy.data.tdx.tdx_stock_data import *
+from vnpy.component.cta_line_bar import CtaMinuteBar
+from vnpy.trader.ui.kline.ui_snapshot import UiSnapshot
+from vnpy.trader.ui import create_qapp
+from vnpy.data.common import get_stock_bars
+
+snapshot_file_name = 'prod/stock_pb/data/stock_clone_value_klines.pkb2'
+kline_name = '601012.SSE_D1'
+def get_klines(pkb2_files):
+    """
+    从缓存加载K线数据
+    :param kline_names: 指定需要加载的k线名称列表
+    :param vt_symbol: 指定股票代码,
+        如果使用该选项，加载 data/klines/strategyname_vtsymbol_klines.pkb2
+        如果空白，加载 data/strategyname_klines.pkb2
+    :return:
+    """
+    if not os.path.exists(pkb2_files):
+        return {}
+
+    try:
+        with bz2.BZ2File(pkb2_files, 'rb') as f:
+            klines = pickle.load(f)
+
+            return klines
+    except Exception as ex:
+        print(f'加载缓存K线数据失败:{str(ex)}')
+    return {}
+
+if __name__ == "__main__":
+
+    # 创建一个假的策略
+    t1 = FakeStrategy()
+
+    file_name = os.path.abspath(os.path.join(vnpy_root,snapshot_file_name))
+    klines = get_klines(file_name)
+
+    print(f'kline names:{klines.keys()}')
+
+    kline = klines.get(kline_name,None)
+    if kline:
+        # 获取kline的切片数据
+        data = kline.get_data()
+        snapshot = {
+            'strategy': "demo",
+            'datetime': datetime.now(),
+            "kline_names": [kline.name],
+            "klines": {kline.name: data}}
+
+        # 创建一个GUI界面应用app
+        qApp = create_qapp()
+
+        # 创建切片回放工具窗口
+        ui = UiSnapshot()
+        # 显示切片内容
+        ui.export(snapshot_file="",
+                d=snapshot,
+                export_file='s.png')
+        #sys.exit(qApp.exec_())
+    else:
+        print(f'not found {kline_name}')