[update] 缠论、其他

requirements.txt

@@ -1,6 +1,6 @@
 six
 PyQt5
-pyqtgraph
+pyqtgraph==0.10.0
 dataclasses; python_version<="3.6"
 qdarkstyle
 requests

vnpy/api/easytrader/remoteclient.py

@@ -2,12 +2,11 @@
 import requests
 
 from .utils.misc import file2dict
+from vnpy.rpc import RpcClient
 
 
-def use(broker, host, port=1430, **kwargs):
-    return RemoteClient(broker, host, port)
-
 
+TIMEOUT = 10
 class RemoteClient:
     def __init__(self, broker, host, port=1430, **kwargs):
         self._s = requests.session()
@@ -44,7 +43,8 @@ class RemoteClient:
 
         params["broker"] = self._broker
 
-        response = self._s.post(self._api + "/prepare", json=params)
+        # prepare需要启动同花顺客户端，需要的时间比较长，所以超时给长一些时间
+        response = self._s.post(self._api + "/prepare", json=params, timeout=60)
         if response.status_code >= 300:
             raise Exception(response.json()["error"])
         return response.json()
@@ -76,7 +76,7 @@ class RemoteClient:
         return self.common_get("exit")
 
     def common_get(self, endpoint):
-        response = self._s.get(self._api + "/" + endpoint)
+        response = self._s.get(self._api + "/" + endpoint, timeout=TIMEOUT)
         if response.status_code >= 300:
             print(Exception(response.json()["error"]))
         return response.json()
@@ -85,7 +85,7 @@ class RemoteClient:
         params = locals().copy()
         params.pop("self")
 
-        response = self._s.post(self._api + "/buy", json=params)
+        response = self._s.post(self._api + "/buy", json=params, timeout=TIMEOUT)
         if response.status_code >= 300:
             raise Exception(response.json()["error"])
         return response.json()
@@ -94,7 +94,7 @@ class RemoteClient:
         params = locals().copy()
         params.pop("self")
 
-        response = self._s.post(self._api + "/sell", json=params)
+        response = self._s.post(self._api + "/sell", json=params, timeout=TIMEOUT)
         if response.status_code >= 300:
             raise Exception(response.json()["error"])
         return response.json()
@@ -103,7 +103,69 @@ class RemoteClient:
         params = locals().copy()
         params.pop("self")
 
-        response = self._s.post(self._api + "/cancel_entrust", json=params)
+        response = self._s.post(self._api + "/cancel_entrust", json=params, timeout=TIMEOUT)
         if response.status_code >= 300:
             raise Exception(response.json()["error"])
         return response.json()
+
+###########
+# written by 黄健威
+# 以下是新增加的ZMQ Client
+# 整个接口对外保持和原来的一致
+# 通过对原requests接口的“鸭子类型替换”来实现透明化
+
+def use(broker, host, port=1430, use_zmq=True, **kwargs):
+    if use_zmq:
+        return ZMQRemoteClient(broker, host, port)
+    else:
+        return RemoteClient(broker, host, port)
+
+class ZMQResponse(object):
+    # 这个类是模仿requests的返回结果
+    def __init__(self, status_code, data) -> None:
+        self.data = data
+        self.status_code = status_code
+
+    def json(self):
+        return self.data
+
+class MyRpcClient(RpcClient):
+    # 这个类把vnpy原生的rpc组件中的超时输出去除
+    # 原版rpc组件中，如果上一个请求后30秒内没有新的请求，会输出一段提示
+    def on_disconnected(self):
+        pass
+
+class ZMQSession(object):
+    # 这个类是模仿requests的Session
+    def __init__(self, host, port) -> None:
+        req_addr = "tcp://{}:{}".format(host, port)
+        sub_addr = "tcp://{}:{}".format(host, port+1)
+        
+        self._rpc_client = MyRpcClient()
+        self._rpc_client.start(req_addr, sub_addr)
+
+    def post(self, url, json=None, timeout=10):
+        name = url.split("/")[-1]
+        data, status_code = self._rpc_client.call_func(name, json)
+        resp = ZMQResponse(status_code, data)
+        return resp
+
+    def get(self, url, json=None, timeout=10):
+        return self.post(url, json, timeout)
+
+    def __del__(self):
+        # 当进程开始销毁对象时，显式调用stop来杀死后台的zmq线程，避免死锁无法退出
+        self._rpc_client.stop()
+    
+class ZMQRemoteClient(RemoteClient):
+    # 对原RemoteClient的重载
+    def __init__(self, broker, host, port=1430, **kwargs):
+        self._broker = broker
+        
+        # api这个项目已经不需要了
+        self._api = ""
+        # 替换Session
+        self._s = ZMQSession(host, port)
+
+    def __del__(self):
+        del self._s

vnpy/app/cta_crypto/engine.py

@@ -15,6 +15,7 @@ from collections import defaultdict
 from pathlib import Path
 from typing import Any, Callable
 from datetime import datetime, timedelta
+from time import sleep
 from collections import OrderedDict
 from concurrent.futures import ThreadPoolExecutor
 from copy import copy
@@ -1072,6 +1073,10 @@ class CtaEngine(BaseEngine):
                 self.write_log(f'{strategy_name} => 启动交易')
                 self.start_strategy(strategy_name)
 
+                # 等待3秒，避免快速重新请求rest数据
+                self.write_log(f'等待3秒')
+                sleep(3)
+
         except Exception as ex:
             msg = f'{strategy_name} => 执行on_init异常:{str(ex)}'
             self.write_error(msg)
@@ -1822,6 +1827,7 @@ class CtaEngine(BaseEngine):
         self.strategy_setting = load_json(self.setting_filename)
 
         for strategy_name, strategy_config in self.strategy_setting.items():
+            self.write_log(f'开始加载{strategy_name}')
             self.add_strategy(
                 class_name=strategy_config["class_name"],
                 strategy_name=strategy_name,
@@ -1831,6 +1837,7 @@ class CtaEngine(BaseEngine):
                 auto_start=strategy_config.get('auto_start', False)
             )
 
+
     def update_strategy_setting(self, strategy_name: str, setting: dict, auto_init: bool = False,
                                 auto_start: bool = False):
         """

vnpy/app/cta_strategy_pro/portfolio_testing.py

@@ -335,7 +335,8 @@ class PortfolioTestingEngine(BackTestingEngine):
                         last_trading_day = bar.trading_day
 
                         # 第二个交易日,撤单
-                        self.cancel_orders()
+                        if not symbol.startswith('future_renko'):
+                            self.cancel_orders()
                         # 更新持仓缓存
                         self.update_pos_buffer()
 

vnpy/app/cta_strategy_pro/template.py

@@ -1386,6 +1386,7 @@ class CtaProFutureTemplate(CtaProTemplate):
                 if active_order['offset'] != Offset.OPEN:
                     grid.open_status = False
                     grid.close_status = True
+                    grid.open_time = None
 
                     self.write_log(f'{grid.direction.value}单已平仓完毕,order_price:{order.price}'
                                    + f',volume:{order.volume}')
@@ -1396,6 +1397,7 @@ class CtaProFutureTemplate(CtaProTemplate):
                 # 开仓完毕( buy, short)
                 else:
                     grid.open_status = True
+                    grid.open_time = self.cur_datetime
                     self.write_log(f'{grid.direction.value}单已开仓完毕,order_price:{order.price}'
                                    + f',volume:{order.volume}')
 

vnpy/component/cta_line_bar.py

@@ -5535,6 +5535,11 @@ class CtaLineBar(object):
         # 当前bar已计算
         self.chanlun_calculated = True
 
+    @property
+    def cur_fenxing(self):
+        """当前分型"""
+        return self.fenxing_list[-1] if len(self.fenxing_list) > 0 else None
+
     @property
     def fenxing_list(self):
         if not self.chanlun_calculated:
@@ -5590,12 +5595,6 @@ class CtaLineBar(object):
             self.__count_chanlun()
         return self._duan_zs_list
 
-    @property
-    def duan_zs_list(self):
-        if not self.chanlun_calculated:
-            self.__count_chanlun()
-        return self._duan_zs_list
-
     @property
     def cur_duan_zs(self):
         """当前段中枢"""
@@ -6106,6 +6105,7 @@ class CtaLineBar(object):
 
         return False
 
+
     def write_log(self, content):
         """记录CTA日志"""
         self.strategy.write_log(u'[' + self.name + u']' + content)

vnpy/component/cta_utility.py

@@ -5,7 +5,7 @@
 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
+from typing import List, Union
 
 # 所有底背驰信号集合
 DI_BEICHI_SIGNALS = [ChanSignals.LA0.value, ChanSignals.LA1.value, ChanSignals.LA2.value, ChanSignals.LA3.value,
@@ -60,7 +60,7 @@ def check_duan_not_rt(kline: CtaLineBar, direction: Direction) -> bool:
 
 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
+    检查某一个K线当前分笔是否非实时并符合判断方向
     :param kline:
     :param Direction:
     :return:
@@ -82,6 +82,68 @@ def check_bi_not_rt(kline: CtaLineBar, direction: Direction) -> bool:
     return True
 
 
+def check_fx_power(kline: CtaLineBar, direction: Direction) -> str:
+    """
+    获取分型强弱
+    :param kline: 本级别K线
+    :param direction: 分型方向： 1：顶分型；-1：底分型
+    :return: 强,普通,弱，不匹配
+    """
+    ret = '不匹配'
+
+    # 不存在分型，或者分型还没结束，不做判断
+    if not kline.cur_fenxing or kline.cur_fenxing.is_rt:
+        return ret
+
+    direction = 1 if direction == Direction.LONG else -1
+
+    # 分型方向不一致
+    if kline.cur_fenxing.direction != direction:
+        return ret
+
+    # 分型前x根bar
+    pre_bars = [bar for bar in kline.line_bar[-10:] if
+                bar.datetime.strftime('%Y-%m-%d %H:%M:%S') < kline.cur_fenxing.index]
+
+    if len(pre_bars) == 0:
+        return ret
+    pre_bar = pre_bars[-1]
+
+    # 分型后x根bar
+    extra_bars = \
+        [bar for bar in kline.line_bar[-10:] if bar.datetime.strftime('%Y-%m-%d %H:%M:%S') > kline.cur_fenxing.index]
+
+    # 分型后，有三根bar
+    if len(extra_bars) < 3:
+        return ret
+
+    # 处理顶分型
+    if kline.cur_fenxing.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 '普通'
+
+        # 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:
+            return '强'
+
+        return '普通'
+
+    # 处理底分型
+    if kline.cur_fenxing.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 '弱'
+
+        # 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:
+            return '强'
+
+        return '普通'
+
+    return ret
+
+
 def check_chan_xt(kline: CtaLineBar, bi_list: List[ChanObject]) -> str:
     """
     获取缠论得形态
@@ -100,8 +162,8 @@ def check_chan_xt(kline: CtaLineBar, bi_list: List[ChanObject]) -> str:
         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:
+    if len(bi_list) >= 13:
-        return check_chan_xt_thirteen_bi(kline, bi_list)
+        return check_chan_xt_thirteen_bi(kline, bi_list[-13:])
 
     return v
 
@@ -201,9 +263,10 @@ def check_chan_xt_five_bi(kline: CtaLineBar, bi_list: List[ChanObject]):
             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
+        # 类趋势底背驰( 笔5 的强度比笔1、笔3低）
-        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,
+        if max_high == bi_1.high and min_low == bi_5.low and bi_4.high < bi_2.low \
-                                                                                                        bi_1.height):
+                and bi_5.height < max(bi_3.height, bi_1.height) \
+                and bi_5.atan < max(bi_3.atan, bi_1.atan):
             v = ChanSignals.LA0.value
 
         # 上颈线突破
@@ -231,8 +294,10 @@ def check_chan_xt_five_bi(kline: CtaLineBar, bi_list: List[ChanObject]):
                 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,
+        if min_low == bi_1.low and max_high == bi_5.high \
-                                                                               bi_3.height) and bi_4.low > bi_2.high:
+                and bi_5.height < max(bi_1.height, bi_3.height) \
+                and bi_5.atan < max(bi_1.atan, bi_3.atan) \
+                and bi_4.low > bi_2.high:
             v = ChanSignals.SA0.value
 
         # 下颈线突破
@@ -240,7 +305,7 @@ def check_chan_xt_five_bi(kline: CtaLineBar, bi_list: List[ChanObject]):
                 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
+        # 五笔三卖，要求bi_5.low是最低点，中枢可能是1~3
         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
 
@@ -271,21 +336,26 @@ def check_chan_xt_seven_bi(kline: CtaLineBar, bi_list: List[ChanObject]):
 
     if bi_7.direction == -1:
         if bi_1.high == max_high and bi_7.low == min_low:
-            # aAbcd式底背驰
+            # aAbcd式底背驰, d.高度斜率 小于 b.高度斜率
-            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:
+            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 and bi_7.atan <= bi_5.atan:
                 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):
+            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) \
+                    and bi_7.atan < (bi_1.atan + bi_3.atan) / 2:
                 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:
+            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 and bi_7.atan <= bi_1.atan:
                 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,
+            if bi_2.low > bi_4.high and bi_4.low > bi_6.high \
-                                                                                   bi_1.height):
+                    and bi_7.height < max(bi_5.height, bi_3.height, bi_1.height)\
+                    and bi_7.atan < max(bi_5.atan, bi_3.atan, bi_1.atan):
                 v = ChanSignals.LA0.value
 
         # 向上中枢完成
@@ -304,20 +374,25 @@ def check_chan_xt_seven_bi(kline: CtaLineBar, bi_list: List[ChanObject]):
         # 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:
+            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 and bi_7.atan <= bi_5.atan:
                 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):
+            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) \
+                    and bi_7.atan < (bi_1.atan + bi_3.atan) / 2:
                 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:
+            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 and bi_7.atan <= bi_1.atan:
                 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,
+            if bi_2.high < bi_4.low and bi_4.high < bi_6.low \
-                                                                                   bi_1.height):
+                    and bi_7.height < max(bi_5.height, bi_3.height, bi_1.height)\
+                    and bi_7.atan < max(bi_5.atan, bi_3.atan, bi_1.atan):
                 v = ChanSignals.SA0.value
 
         # 向下中枢完成
@@ -327,7 +402,7 @@ def check_chan_xt_seven_bi(kline: CtaLineBar, bi_list: List[ChanObject]):
             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
+        # 七笔三卖，567回调，中枢可能在1~3
         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
@@ -357,17 +432,18 @@ def check_chan_xt_nine_bi(kline: CtaLineBar, bi_list: List[ChanObject]):
             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:
+                    and bi_9.height < bi_5.height and bi_7.atan <= bi_5.atan:
                 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:
+                    and bi_9.height < bi_1.height and bi_9.atan <= bi_1.atan \
+                    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:
+                    and bi_9.height < bi_7.height and bi_9.atan <= bi_7.atan:
                 v = ChanSignals.LA0.value
 
             # ABC式底背驰
@@ -376,7 +452,7 @@ def check_chan_xt_nine_bi(kline: CtaLineBar, bi_list: List[ChanObject]):
                     and (bi_1.high - bi_3.low) > (bi_7.high - bi_9.low):
                 v = ChanSignals.LA0.value
 
-        # 九笔三买
+        # 九笔三买(789回调）中枢可能在3~7内
         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
@@ -387,17 +463,18 @@ def check_chan_xt_nine_bi(kline: CtaLineBar, bi_list: List[ChanObject]):
             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:
+                    and bi_9.height < bi_5.height and bi_9.atan <= bi_5.atan:
                 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:
+                    and bi_9.height < bi_1.height and bi_9.atan <= bi_1.atan \
+                    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:
+                    and bi_9.height < bi_7.height and bi_9.atan <= bi_7.atan:
                 v = ChanSignals.SA0.value
 
             # ABC式顶背驰
@@ -435,14 +512,14 @@ def check_chan_xt_eleven_bi(kline: CtaLineBar, bi_list: List[ChanObject]):
             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:
+                    and bi_11.height < bi_7.height and bi_11.atan <= bi_7.atan:
                 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:
+                    and bi_11.height < bi_5.height and bi_11.atan <= bi_5.atan:
                 v = ChanSignals.LA0.value
 
             # ABC式底背驰，A5B3C3
@@ -460,7 +537,7 @@ def check_chan_xt_eleven_bi(kline: CtaLineBar, bi_list: List[ChanObject]):
                     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):
+                if bi_11.height < max(bi_9.height, bi_7.height) and bi_11.atan <= max(bi_9.atan, bi_7.atan):
                     v = ChanSignals.LB0.value
 
             # ABC式底背驰，A3B5C3
@@ -468,7 +545,7 @@ def check_chan_xt_eleven_bi(kline: CtaLineBar, bi_list: List[ChanObject]):
                     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):
+                if bi_11.height < max(bi_9.height, bi_7.height) and bi_11.atan <= max(bi_9.atan, bi_7.atan):
                     v = ChanSignals.LB0.value
 
     elif direction == 1:
@@ -477,14 +554,14 @@ def check_chan_xt_eleven_bi(kline: CtaLineBar, bi_list: List[ChanObject]):
             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:
+                    and bi_11.height < bi_7.height and bi_11.atan <= bi_7.atan:
                 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:
+                    and bi_11.height < bi_7.height and bi_11.atan <= bi_7.atan:
                 v = ChanSignals.SA0.value
 
             # ABC式顶背驰，A5B3C3
@@ -492,7 +569,7 @@ def check_chan_xt_eleven_bi(kline: CtaLineBar, bi_list: List[ChanObject]):
                     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:
+                if bi_11.height < bi_9.height and bi_11.atan <= bi_9.atan:
                     v = ChanSignals.SB0.value
 
             # ABC式顶背驰，A3B3C5
@@ -500,7 +577,7 @@ def check_chan_xt_eleven_bi(kline: CtaLineBar, bi_list: List[ChanObject]):
                     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):
+                if bi_11.height < max(bi_9.height, bi_7.height) and bi_11.atan <= max(bi_9.atan, bi_7.atan):
                     v = ChanSignals.SB0.value
 
             # ABC式顶背驰，A3B5C3
@@ -508,7 +585,7 @@ def check_chan_xt_eleven_bi(kline: CtaLineBar, bi_list: List[ChanObject]):
                     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):
+                if bi_11.height < max(bi_9.height, bi_7.height) and bi_11.atan <= max(bi_9.atan, bi_7.atan):
                     v = ChanSignals.SB0.value
 
     return v
@@ -536,7 +613,7 @@ def check_chan_xt_thirteen_bi(kline: CtaLineBar, bi_list: List[ChanObject]):
             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:
+                    and bi_13.height < bi_7.height and bi_13.atan <= bi_7.atan:
                 v = ChanSignals.LA0.value
 
             # ABC式底背驰，A5B3C5
@@ -544,7 +621,7 @@ def check_chan_xt_thirteen_bi(kline: CtaLineBar, bi_list: List[ChanObject]):
                     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):
+                if bi_13.height < max(bi_11.height, bi_9.height) and bi_13.atan <= max(bi_11.atan, bi_9.atan):
                     v = ChanSignals.LB0.value
 
             # ABC式底背驰，A3B5C5
@@ -553,7 +630,7 @@ def check_chan_xt_thirteen_bi(kline: CtaLineBar, bi_list: List[ChanObject]):
                     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):
+                if bi_13.height < max(bi_11.height, bi_9.height) and bi_13.atan <= max(bi_11.atan, bi_9.atan):
                     v = ChanSignals.LB0.value
 
             # ABC式底背驰，A5B5C3
@@ -562,7 +639,7 @@ def check_chan_xt_thirteen_bi(kline: CtaLineBar, bi_list: List[ChanObject]):
                     and bi_1.high - bi_5.low > bi_11.high - bi_13.low:
                 v = ChanSignals.LA0.value
 
-                if bi_13.height < bi_11.height:
+                if bi_13.height < bi_11.height and bi_13.atan <= bi_11.atan:
                     v = ChanSignals.LB0.value
 
     # 上涨线段时，判断背驰类型
@@ -572,7 +649,7 @@ def check_chan_xt_thirteen_bi(kline: CtaLineBar, bi_list: List[ChanObject]):
             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:
+                    and bi_13.height < bi_7.height and bi_13.atan <= bi_7.atan:
                 v = ChanSignals.SA0.value
 
             # ABC式顶背驰，A5B3C5
@@ -580,7 +657,7 @@ def check_chan_xt_thirteen_bi(kline: CtaLineBar, bi_list: List[ChanObject]):
                     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):
+                if bi_13.height < max(bi_11.height, bi_9.height) and bi_13.atan <= max(bi_11.atan, bi_9.atan):
                     v = ChanSignals.SB0.value
 
             # ABC式顶背驰，A3B5C5
@@ -589,7 +666,7 @@ def check_chan_xt_thirteen_bi(kline: CtaLineBar, bi_list: List[ChanObject]):
                     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):
+                if bi_13.height < max(bi_11.height, bi_9.height) and bi_13.atan <= max(bi_11.atan, bi_9.atan):
                     v = ChanSignals.SB0.value
 
             # ABC式顶背驰，A5B5C3
@@ -598,6 +675,561 @@ def check_chan_xt_thirteen_bi(kline: CtaLineBar, bi_list: List[ChanObject]):
                     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:
+                if bi_13.height < bi_11.height and bi_13.atan <= bi_11.atan:
                     v = ChanSignals.SB0.value
     return v
+
+
+def check_pzbc_1st(big_kline: CtaLineBar, small_kline: Union[CtaLineBar, None], signal_direction: Direction):
+    """
+    判断中枢盘整背驰1买/1卖信号
+    big_kline当前线段为调整段，与信号方向相反，线段具有盘整一个中枢，
+    进入中枢与离开中枢的一笔力度对比（高度、斜率）
+    :param big_kline: 本级别K线
+    :param small_kline: 次级别K线（可选，可以是None）
+    :param signal_direction: 信号方向
+    :return:
+    """
+    direction = 1 if signal_direction == Direction.LONG else -1
+
+    # 排除
+    # 没有前线段、没有笔中枢
+    # 当前线段方向与判断方向一致、
+    # 前线段比当前线段高度小
+    if not big_kline.pre_duan \
+            or not big_kline.cur_bi_zs \
+            or big_kline.cur_duan.direction == direction \
+            or big_kline.pre_duan.height < big_kline.cur_duan.height:
+        return False
+
+    # 如果有次级别K线时，也要判断方向
+    if small_kline and (not small_kline.pre_duan or small_kline.cur_duan.direction == direction):
+        return False
+
+    # 当前线段必须有5笔
+    if len(big_kline.cur_duan.bi_list) < 5:
+        return False
+
+    # 线段内，只允许有一个中枢
+    if len([zs for zs in big_kline.bi_zs_list[-3:] if zs.start > big_kline.cur_duan.start]) > 1:
+        return False
+
+    # 当前笔中枢必须在当前线段之内
+    if big_kline.cur_bi_zs.start < big_kline.cur_duan.start:
+        return False
+
+    # 当前线段的高低点,与最高、最低分笔一致（不会出现区间套）
+    if signal_direction == Direction.LONG:
+        # 当前最后一笔，就是线段的最后一笔
+        if not duan_bi_is_end(big_kline.cur_duan, Direction.SHORT):
+            return False
+        # 当前的线段，已经具备底分型
+        if not check_duan_not_rt(big_kline, Direction.SHORT):
+            return False
+        # 当前的笔，走完，具备底分型
+        if not check_bi_not_rt(big_kline, Direction.SHORT):
+            return False
+    else:
+        if not duan_bi_is_end(big_kline.cur_duan, Direction.LONG):
+            return False
+        if not check_duan_not_rt(big_kline, Direction.LONG):
+            return False
+        # 笔走完
+        if not check_bi_not_rt(big_kline, Direction.LONG):
+            return False
+
+    # 中枢的进入笔、离开笔
+    # 中枢的首笔与线段不同向，则选择中枢之前的一笔和最后的一笔
+    if big_kline.cur_bi_zs.bi_list[0].direction != big_kline.cur_duan.direction:
+        entry_bi_list = [bi for bi in big_kline.cur_duan.bi_list if bi.end <= big_kline.cur_bi_zs.start]
+        exit_bi_list = [bi for bi in big_kline.cur_duan.bi_list if bi.end > big_kline.cur_bi_zs.end]
+        if not (len(entry_bi_list) >= 1 and len(exit_bi_list) == 1):
+            return False
+        entry_bi = entry_bi_list[-1]
+        exit_bi = exit_bi_list[0]
+
+    # 中枢首笔跟线段同向
+    else:
+        entry_bi = big_kline.cur_bi_zs.bi_list[0]
+        exit_bi = big_kline.cur_duan.bi_list[-1]
+
+    # 进入笔的高度，要高于离开笔，或者，进入笔的斜率，要大于离开笔
+    if entry_bi.height > exit_bi.height or entry_bi.atan > exit_bi.atan:
+
+        # 分析次级别K线，判断其是否也发生线段背驰
+        if small_kline:
+            if len(small_kline.cur_duan.bi_list) > 1:
+                if (small_kline.cur_duan.bi_list[0].height > small_kline.cur_duan.bi_list[-1].height \
+                    and small_kline.cur_duan.bi_list[0].atan > small_kline.cur_duan.bi_list[-1].atan) \
+                        or (small_kline.cur_duan.bi_list[-3].height > small_kline.cur_duan.bi_list[-1].height \
+                            and small_kline.cur_duan.bi_list[-3].atan > small_kline.cur_duan.bi_list[-1].atan):
+                    return True
+        else:
+            return True
+
+    # 判断是否macd背驰
+    if big_kline.is_macd_divergence(big_kline.cur_duan.direction, exit_bi.end, entry_bi.end):
+        return True
+
+    return False
+
+
+def check_qsbc_1st(big_kline: CtaLineBar, small_kline: Union[CtaLineBar, None], signal_direction: Direction):
+    """
+    判断趋势背驰1买/1卖信号
+    big_kline当前线段为趋势，与信号方向相反，线段具有2个中枢，
+    进入最后中枢与离开中枢的一笔力度对比（高度、斜率）
+    :param big_kline: 本级别K线
+    :param small_kline: 次级别K线（可选，可以是None）
+    :param signal_direction: 信号方向
+    :return:
+    """
+    direction = 1 if signal_direction == Direction.LONG else -1
+    # 排除
+    # 没有前线段、没有笔中枢
+    # 当前线段方向与判断方向一致
+    if not big_kline.pre_duan \
+            or not big_kline.cur_bi_zs \
+            or big_kline.cur_duan.direction == direction:
+        return False
+
+    # 如果有次级别K线时，也要判断方向
+    if small_kline and (not small_kline.pre_duan or small_kline.cur_duan.direction == direction):
+        return False
+
+    # 线段内，至少有2个或以上中枢
+    if len([zs for zs in big_kline.bi_zs_list[-4:] if zs.start > big_kline.cur_duan.start]) < 2:
+        return False
+
+    # 当前线段的高低点,与最高、最低分笔一致（不会出现区间套）
+    if signal_direction == Direction.LONG:
+
+        # 笔走完
+        if not check_bi_not_rt(big_kline, Direction.SHORT):
+            return False
+
+        if not check_duan_not_rt(big_kline, Direction.SHORT):
+            return False
+
+        # 最后一笔
+        if not duan_bi_is_end(big_kline.cur_duan, Direction.SHORT):
+            return False
+
+    else:
+        # 笔走完
+        if not check_bi_not_rt(big_kline, Direction.LONG):
+            return False
+        if not check_duan_not_rt(big_kline, Direction.LONG):
+            return False
+        # 最后一笔
+        if not duan_bi_is_end(big_kline.cur_duan, Direction.LONG):
+            return False
+
+    # 中枢的进入笔、离开笔
+    entry_bi_list = [bi for bi in big_kline.cur_duan.bi_list if bi.end <= big_kline.cur_bi_zs.start]
+    exit_bi_list = [bi for bi in big_kline.cur_duan.bi_list if bi.end > big_kline.cur_bi_zs.end]
+    if not (len(entry_bi_list) >= 1 and len(exit_bi_list) == 1):
+        return False
+
+    # 离开中枢的一笔，其middle必须也不在中枢内
+    if signal_direction == Direction.LONG and exit_bi_list[0].middle > big_kline.cur_bi_zs.low:
+        return False
+    if signal_direction == Direction.SHORT and exit_bi_list[0].middle < big_kline.cur_bi_zs.high:
+        return False
+
+    # 进入中枢一笔，与离开中枢笔，方向必须相同
+    if entry_bi_list[-1].direction != exit_bi_list[-1].direction:
+        return False
+
+    # 进入笔的高度，要高于离开笔，或者，进入笔的斜率，要大于离开笔
+    if entry_bi_list[-1].height > exit_bi_list[0].height and entry_bi_list[-1].atan > exit_bi_list[0].atan:
+
+        # 分析次级别K线，判断其是否也发生线段背驰
+        if small_kline:
+            if len(small_kline.cur_duan.bi_list) > 1:
+                if (small_kline.cur_duan.bi_list[0].height > small_kline.cur_duan.bi_list[-1].height \
+                    and small_kline.cur_duan.bi_list[0].atan > small_kline.cur_duan.bi_list[-1].atan) \
+                        or (small_kline.cur_duan.bi_list[-3].height > small_kline.cur_duan.bi_list[-1].height \
+                            and small_kline.cur_duan.bi_list[-3].atan > small_kline.cur_duan.bi_list[-1].atan):
+                    return True
+        else:
+            return True
+
+    return False
+
+
+def check_pz3bc_1st(big_kline: CtaLineBar, small_kline: Union[CtaLineBar, None], signal_direction: Direction):
+    """
+    判断三卖后盘整背驰一买/三买后盘整背驰1卖信号
+    big_kline当前线段与信号方向相反，线段具有盘整一个中枢，离开中枢的一笔力度与三买/卖信号后的一笔对比（高度、斜率）
+    :param big_kline: 本级别K线
+    :param small_kline: 次级别K线（可选，可以是None）
+    :param signal_direction: 信号方向
+    :return:
+    """
+    direction = 1 if signal_direction == Direction.LONG else -1
+
+    # 排除
+    # 没有前线段、没有笔中枢
+    # 当前线段方向与判断方向一致、
+    if not big_kline.pre_duan \
+            or not big_kline.cur_bi_zs \
+            or big_kline.cur_duan.direction == direction:
+        return False
+
+    # 如果有次级别K线时，也要判断方向
+    if small_kline and (not small_kline.pre_duan or small_kline.cur_duan.direction == direction):
+        return False
+
+    # 当前线段必须有5笔
+    if len(big_kline.cur_duan.bi_list) < 5:
+        return False
+
+    # 当前笔中枢必须在当前线段之内
+    if big_kline.cur_bi_zs.start < big_kline.cur_duan.start:
+        return False
+
+    # 当前线段的高低点,与最高、最低分笔一致（不会出现区间套）
+    if signal_direction == Direction.LONG:
+        # 下跌线段与下跌笔为最低点
+        if not duan_bi_is_end(big_kline.cur_duan, Direction.SHORT):
+            return False
+        # 下跌线段具有底分
+        if not check_duan_not_rt(big_kline, Direction.SHORT):
+            return False
+        # 下跌笔具有底分
+        if not check_bi_not_rt(big_kline, Direction.SHORT):
+            return False
+    else:
+        # 上涨线段与上涨笔为最高点
+        if not duan_bi_is_end(big_kline.cur_duan, Direction.LONG):
+            return False
+        # 上涨线段具有顶分
+        if not check_duan_not_rt(big_kline, Direction.LONG):
+            return False
+
+        # 上涨笔具有顶分
+        if not check_bi_not_rt(big_kline, Direction.LONG):
+            return False
+
+    # 中枢的离开笔,有三笔
+    exit_bi_list = [bi for bi in big_kline.cur_duan.bi_list if bi.end > big_kline.cur_bi_zs.end]
+    if len(exit_bi_list) != 3:
+        return False
+
+    # 离开中枢首笔的高度，要高于末笔笔，或者，斜率要大于末笔
+    if exit_bi_list[0].height > exit_bi_list[-1].height and exit_bi_list[0].atan > exit_bi_list[-1].atan:
+
+        # 分析次级别K线，判断其是否也发生线段背驰
+        if small_kline:
+            if len(small_kline.cur_duan.bi_list) > 1:
+                if (small_kline.cur_duan.bi_list[0].height > small_kline.cur_duan.bi_list[-1].height \
+                    and small_kline.cur_duan.bi_list[0].atan > small_kline.cur_duan.bi_list[-1].atan) \
+                        or (small_kline.cur_duan.bi_list[-3].height > small_kline.cur_duan.bi_list[-1].height \
+                            and small_kline.cur_duan.bi_list[-3].atan > small_kline.cur_duan.bi_list[-1].atan):
+                    return True
+        else:
+            return True
+
+    return False
+
+
+def check_qjt_1st(big_kline: CtaLineBar, small_kline: Union[CtaLineBar, None], signal_direction: Direction):
+    """
+    判断区间套一买/区间套1卖信号
+    big_kline当前线段与信号方向相反，线段具有盘整一个中枢，
+    [一买信号为例]
+    中枢前下跌一笔a，中枢后，存在两个下跌笔b、c，
+    b比a力度小，c比b力度小（高度、斜率）
+    :param big_kline: 本级别K线
+    :param small_kline: 次级别K线（可选，可以是None）
+    :param signal_direction: 信号方向
+    :return:
+    """
+    direction = 1 if signal_direction == Direction.LONG else -1
+
+    # 排除
+    # 没有前线段、没有笔中枢
+    # 当前线段方向与判断方向一致、
+    if not big_kline.pre_duan \
+            or not big_kline.cur_bi_zs \
+            or big_kline.cur_duan.direction == direction:
+        return False
+
+    # 如果有次级别K线时，也要判断方向
+    if small_kline and (not small_kline.pre_duan or small_kline.cur_duan.direction == direction):
+        return False
+
+    # 当前笔中枢必须在当前线段之内
+    if big_kline.cur_bi_zs.start < big_kline.cur_duan.start:
+        return False
+
+    # 当前线段结束需要等于当前笔结束
+    if big_kline.cur_duan.end != big_kline.cur_bi.end:
+        return False
+
+    # 寻找做多信号时，要求当前下跌笔底分型成立
+    if signal_direction == Direction.LONG:
+        # 笔走完
+        if not check_bi_not_rt(big_kline, Direction.SHORT):
+            return False
+
+    # 寻找做空信号时，要求当前上涨笔顶分型成立
+    else:
+        # 笔走完
+        if not check_bi_not_rt(big_kline, Direction.LONG):
+            return False
+
+    # 进入中枢前的一笔
+    entry_bi_list = [bi for bi in big_kline.cur_duan.bi_list if bi.end <= big_kline.cur_bi_zs.start]
+
+    # 中枢的离开笔,有三笔
+    exit_bi_list = [bi for bi in big_kline.cur_duan.bi_list if bi.end > big_kline.cur_bi_zs.end]
+    if len(entry_bi_list) < 1 or len(exit_bi_list) != 3:
+        return False
+
+    # c笔的高度，要高于b笔，高于进入笔a， c笔斜率要大于b笔> 进入笔a
+    if exit_bi_list[0].height > exit_bi_list[-1].height > entry_bi_list[-1].height \
+            and exit_bi_list[0].atan > exit_bi_list[-1].atan > entry_bi_list[-1].atan:
+
+        # 分析次级别K线，判断其是否也发生线段背驰
+        if small_kline:
+            if len(small_kline.cur_duan.bi_list) > 1:
+                if (small_kline.cur_duan.bi_list[0].height > small_kline.cur_duan.bi_list[-1].height \
+                    and small_kline.cur_duan.bi_list[0].atan > small_kline.cur_duan.bi_list[-1].atan) \
+                        or (small_kline.cur_duan.bi_list[-3].height > small_kline.cur_duan.bi_list[-1].height \
+                            and small_kline.cur_duan.bi_list[-3].atan > small_kline.cur_duan.bi_list[-1].atan):
+                    return True
+        else:
+            return True
+
+    return False
+
+
+def check_qsbc_2nd(big_kline: CtaLineBar, small_kline: Union[CtaLineBar, None], signal_direction: Direction):
+    """
+    判断趋势背驰1买/1卖后的二买、二卖信号
+    big_kline当前线段为趋势，与信号方向相反，线段具有2个中枢，
+    或者 big_kline的 tre_duan,pre_duan,cur_duan 为趋势，之间具有两个以上连续方向的中枢
+    cur_duan的末端一笔，形成趋势背驰，或者末端一笔超长时，其次级别形成具有背驰信号
+    big_kline当前段外具有两笔，最后一笔具有确认分型，斜率比cur_duan末笔的斜率小
+    :param big_kline: 本级别K线
+    :param small_kline: 次级别K线（可选，可以是None）
+    :param signal_direction: 信号方向
+    :return:
+    """
+    direction = 1 if signal_direction == Direction.LONG else -1
+    # 排除
+    # 没有前线段、没有笔中枢
+    # 当前线段方向与判断方向一致
+    if not big_kline.pre_duan \
+            or not big_kline.cur_bi_zs \
+            or big_kline.cur_duan.direction == direction:
+        return False
+
+    # 二买信号时，当前笔必须时下跌笔+底分型
+    if signal_direction == Direction.LONG:
+        # 若不是下跌笔，并且下跌笔没有底分型
+        if not check_bi_not_rt(big_kline, Direction.SHORT):
+            return False
+    # 二卖信号时，当前笔必须是上涨笔+顶分型
+    else:
+        # 若不是上涨笔，并且上涨笔没有顶分型
+        if not check_bi_not_rt(big_kline, Direction.LONG):
+            return False
+
+    # 当前线段内，至少有2个或以上中枢
+    has_2_continue_zs = False
+    bi_zs_in_cur_duan = [zs for zs in big_kline.bi_zs_list[-4:] if zs.start > big_kline.cur_duan.start]
+    if len(bi_zs_in_cur_duan) >= 2:
+        # 两个连续下跌的中枢，可以进一步判断是否满足二买做多
+        if signal_direction == Direction.LONG and bi_zs_in_cur_duan[-2].low > bi_zs_in_cur_duan[-1].low:
+            has_2_continue_zs = True
+        # 两个连续上升的中枢，可以进一步判断是否满足二卖做空
+        if signal_direction == Direction.SHORT and bi_zs_in_cur_duan[-2].high < bi_zs_in_cur_duan[-1].high:
+            has_2_continue_zs = True
+
+    # 当前线段内，不足两个中枢，判断前三个线段内，是否具有两个或两个以上中枢
+    elif big_kline.tre_duan:
+        # 找出三个线段内的所有中枢
+        bi_zs_after_tre_duan = [zs for zs in big_kline.bi_zs_list[-4:] if zs.start > big_kline.tre_duan.start]
+        if len(bi_zs_after_tre_duan) >= 2:
+            if signal_direction == Direction.LONG \
+                    and big_kline.tre_duan.high > big_kline.cur_duan.high \
+                    and bi_zs_after_tre_duan[-2].low > bi_zs_after_tre_duan[-1].low:
+                has_2_continue_zs = True
+            if signal_direction == Direction.SHORT \
+                    and big_kline.tre_duan.low < big_kline.cur_duan.low \
+                    and bi_zs_after_tre_duan[-2].high < bi_zs_after_tre_duan[-1].high:
+                has_2_continue_zs = True
+
+    # 找不出两个连续同向的中枢，就不能进一步判断是否存在二买二卖
+    if not has_2_continue_zs:
+        return False
+
+    # 当前线段外的两笔
+    extra_bi_list = [bi for bi in big_kline.bi_list[-3:] if bi.start >= big_kline.cur_duan.end]
+    if len(extra_bi_list) != 2:
+        return False
+
+    # 线段外一笔的高度，不能超过线段最后一笔高度
+    if extra_bi_list[0].height > big_kline.cur_duan.bi_list[-1].height:
+        return False
+
+    # 最后一笔的高度，不能超过最后一段的高度的黄金分割38%
+    if extra_bi_list[-1].height > big_kline.cur_duan.height * 0.38:
+        return False
+
+    # 二买情况下
+    if direction == Direction.LONG:
+        # 当前线段的第二低点
+        if len(big_kline.cur_duan.bi_list) > 1:
+            second_low = min([bi.low for bi in big_kline.cur_duan.bi_list[:-1]])
+        else:
+            second_low = min([bi.low for bi in big_kline.bi_list[-5:-1]])
+
+        # 反抽上涨分笔，高度不能打破第二低点
+        if extra_bi_list[0].high > second_low:
+            return False
+    else:
+        # 当前线段的第二高点
+        if len(big_kline.cur_duan.bi_list) > 1:
+            second_high = max([bi.high for bi in big_kline.cur_duan.bi_list[:-1]])
+        else:
+            second_high = max([bi.high for bi in big_kline.bi_list[-5:-1]])
+        # 反抽下跌分笔，低点不能打破第二高点
+        if extra_bi_list[0].low < second_high:
+            return False
+
+    return True
+
+
+def check_zs_3rd(big_kline: CtaLineBar,
+                 small_kline: Union[CtaLineBar, None],
+                 signal_direction: Direction,
+                 first_zs: bool = True,
+                 all_zs: bool = True):
+    """
+    三买三卖信号
+    :param big_kline: 本级别K线
+    :param small_kline: 次级别K线
+    :param signal_direction: 信号方向。Direction.LONG: 三买信号, Direction.SHORT, 三卖信号
+    :param first_zs: 线段内得首个三买三卖（即第一个中枢后才有效）
+    :param all_zs: True 中枢的开始，在线段开始点之后， False: 中枢结束在线段的开始点之后
+    :return:
+    """
+    # Diection => 1/-1
+    direction = 1 if signal_direction == Direction.LONG else -1
+
+    if not big_kline.pre_duan or not big_kline.cur_bi_zs:
+        return
+
+    # 排除，须满足：当前段的方向 == 信号方向， 当前笔的方向 != 信号方向
+    if big_kline.cur_duan.direction != direction or big_kline.cur_bi.direction == direction:
+        return False
+
+    # 当前线段结束，与当前回调笔位置一致
+    if big_kline.cur_duan.end != big_kline.cur_bi.start:
+        return False
+
+    zs_num = 0
+
+    # 中枢与当前线段交集的判断
+    if all_zs:
+
+        # 信号线段，必须至少含有5个分笔（如果含有1个分笔的，可能是强二买信号）
+        if len(big_kline.cur_duan.bi_list) < 3:
+            return False
+
+        # 当前中枢需要完全在当前线段内
+        if big_kline.cur_bi_zs.start < big_kline.cur_duan.start:
+            return False
+
+        # 当前段之后的所有包含中枢
+        zs_list = [zs for zs in big_kline.bi_zs_list[-3:] if zs.start >= big_kline.cur_duan.start]
+        zs_num = len(zs_list)
+        # 是否现在线段得首个中枢后的三买三卖
+        if first_zs and zs_num> 1:
+            return False
+    else:
+        # 中枢需要与当前线段有交集[部分交集、或中枢完全在当前段内形成]
+        if big_kline.cur_bi_zs.end < big_kline.cur_duan.start:
+            return False
+
+        # 当前段之后的所有交集中枢
+        zs_list = [zs for zs in big_kline.bi_zs_list[-3:] if zs.end > big_kline.cur_duan.start]
+        zs_num = len(zs_list)
+        # 是否现在线段得首个中枢后的三买三卖
+        if first_zs and zs_num > 1:
+            return False
+
+    if not first_zs and zs_num > 1:
+        # 中枢的进入笔、离开笔
+        # 中枢的首笔与线段不同向，则选择中枢之前的一笔和最后的一笔
+        if big_kline.cur_bi_zs.bi_list[0].direction != big_kline.cur_duan.direction:
+            entry_bi_list = [bi for bi in big_kline.cur_duan.bi_list if bi.end <= big_kline.cur_bi_zs.start]
+            exit_bi_list = [bi for bi in big_kline.cur_duan.bi_list if bi.end > big_kline.cur_bi_zs.end]
+            if not (len(entry_bi_list) >= 1 and len(exit_bi_list) == 1):
+                return False
+            entry_bi = entry_bi_list[-1]
+            exit_bi = exit_bi_list[0]
+
+        # 中枢首笔跟线段同向
+        else:
+            entry_bi = big_kline.cur_bi_zs.bi_list[0]
+            exit_bi = big_kline.cur_duan.bi_list[-1]
+        #
+        # # 防止属于中枢盘整
+        if entry_bi.height > exit_bi.height and entry_bi.atan > exit_bi.atan:
+            return False
+
+    # 判断三买信号
+    if signal_direction == Direction.LONG:
+
+        # 本级别最后一笔，具有底分型
+        if not check_bi_not_rt(big_kline, Direction.SHORT):
+            return
+
+        # 线段最后一笔，与中枢有交集，且笔的中心，不在中枢内
+        if big_kline.cur_duan.bi_list[-1].low > big_kline.cur_bi_zs.high \
+                or big_kline.cur_duan.bi_list[-1].middle <= big_kline.cur_bi_zs.high:
+            return False
+
+        # # 线段的最后一笔，长度不能超过平均长度的两倍
+        # if big_kline.cur_duan.bi_list[-1].height > big_kline.bi_height_ma() * 2:
+        #     return False
+
+        # 下跌笔不落中枢，一般使用笔的底部必须在中枢上方。为了防止毛刺，这里用了分型的高位在中枢上方即可
+        if big_kline.cur_fenxing.high <= big_kline.cur_bi_zs.high:
+            return False
+
+    # 判断三卖信号
+    if signal_direction == Direction.SHORT:
+
+        # 本级别最后一笔，具有顶分型
+        if not check_bi_not_rt(big_kline, Direction.LONG):
+            return
+
+        # 线段最后一笔，与中枢有交集，且笔的中心，不在中枢内
+        if big_kline.cur_duan.bi_list[-1].high < big_kline.cur_bi_zs.low \
+                or big_kline.cur_duan.bi_list[-1].middle >= big_kline.cur_bi_zs.low:
+            return False
+
+        # # 线段的最后一笔，长度不能超过平均长度的两倍
+        # if big_kline.cur_duan.bi_list[-1].height > big_kline.bi_height_ma() * 2:
+        #     return False
+
+        # 上涨分笔不回中枢，一般使用笔的顶部必须在中枢下方。为了防止毛刺，这里用了分型的低位在中枢下方即可
+        if big_kline.cur_fenxing.low >= big_kline.cur_bi_zs.low:
+            return False
+
+    # 分析次级别K线，判断其是否也发生线段背驰
+    if small_kline:
+        if len(small_kline.cur_duan.bi_list) > 1:
+            if small_kline.cur_duan.bi_list[0].height > small_kline.cur_duan.bi_list[-1].height \
+                    or small_kline.cur_duan.bi_list[0].atan > small_kline.cur_duan.bi_list[-1].atan \
+                    or small_kline.cur_duan.bi_list[-3].height > small_kline.cur_duan.bi_list[-1].height \
+                    or small_kline.cur_duan.bi_list[-3].atan > small_kline.cur_duan.bi_list[-1].atan:
+                return True
+    else:
+        return True

vnpy/gateway/ctp/ctp_gateway.py

@@ -564,37 +564,37 @@ class CtpGateway(BaseGateway):
     def close(self):
         """"""
         if self.md_api:
-            self.write_log('断开行情API')
+            self.write_log('断开行情API',on_log=True)
             tmp1 = self.md_api
             self.md_api = None
             tmp1.close()
 
         if self.l2_md_api:
-            self.write_log('断开五档行情API')
+            self.write_log('断开五档行情API',on_log=True)
             tmp1 = self.l2_md_api
             self.l2_md_api = None
             tmp1.close()
 
         if self.td_api:
-            self.write_log('断开交易API')
+            self.write_log('断开交易API',on_log=True)
             tmp2 = self.td_api
             self.td_api = None
             tmp2.close()
 
         if self.tdx_api:
-            self.write_log(u'断开tdx指数行情API')
+            self.write_log(u'断开tdx指数行情API',on_log=True)
             tmp3 = self.tdx_api
             self.tdx_api = None
             tmp3.close()
 
         if self.rabbit_api:
-            self.write_log(u'断开rabbit MQ tdx指数行情API')
+            self.write_log(u'断开rabbit MQ tdx指数行情API',on_log=True)
             tmp4 = self.rabbit_api
             self.rabbit_api = None
             tmp4.close()
 
         if self.tq_api:
-            self.write_log(u'天勤行情API')
+            self.write_log(u'断开天勤行情API',on_log=True)
             tmp5 = self.tq_api
             self.tq_api = None
             tmp5.close()
@@ -659,7 +659,7 @@ class CtpMdApi(MdApi):
         """
         Callback when front server is connected.
         """
-        self.gateway.write_log(f"{self.name}行情服务器连接成功")
+        self.gateway.write_log(f"{self.name}行情服务器连接成功",on_log=True)
         self.connect_status = True
         self.login()
         self.gateway.status.update(
@@ -671,7 +671,7 @@ class CtpMdApi(MdApi):
         """
         self.login_status = False
         self.connect_status = False
-        self.gateway.write_log(f"{self.name}行情服务器连接断开，原因{reason}")
+        self.gateway.write_log(f"{self.name}行情服务器连接断开，原因{reason}",on_log=True)
         self.gateway.status.update(
             {f'{self.name}md_con': False, f'{self.name}md_dis_con_time': datetime.now().strftime('%Y-%m-%d %H:%M:%S')})
 
@@ -681,7 +681,7 @@ class CtpMdApi(MdApi):
         """
         if not error["ErrorID"]:
             self.login_status = True
-            self.gateway.write_log(f"{self.name}行情服务器登录成功")
+            self.gateway.write_log(f"{self.name}行情服务器登录成功",on_log=True)
 
             for symbol in self.subscribed:
                 self.subscribeMarketData(symbol)
@@ -877,7 +877,7 @@ class CtpTdApi(TdApi):
 
     def onFrontConnected(self):
         """"""
-        self.gateway.write_log("交易服务器连接成功")
+        self.gateway.write_log("交易服务器连接成功",on_log=True)
         self.connect_status = True
         if self.auth_code:
             self.gateway.write_log("向交易服务器提交授权码验证")
@@ -889,7 +889,7 @@ class CtpTdApi(TdApi):
     def onFrontDisconnected(self, reason: int):
         """"""
         self.login_status = False
-        self.gateway.write_log(f"交易服务器连接断开，原因{reason}")
+        self.gateway.write_log(f"交易服务器连接断开，原因{reason}",on_log=True)
         self.gateway.status.update({'td_con': False, 'td_dis_con_time': datetime.now().strftime('%Y-%m-%d %H:%M:%S')})
 
     def onRspAuthenticate(self, data: dict, error: dict, reqid: int, last: bool):
@@ -910,7 +910,7 @@ class CtpTdApi(TdApi):
             self.sessionid = data["SessionID"]
             self.login_status = True
             self.gateway.status.update({'td_con': True, 'td_con_time': datetime.now().strftime('%Y-%m-%d %H:%M:%S')})
-            self.gateway.write_log("交易帐号登录完成")
+            self.gateway.write_log("交易帐号登录完成",on_log=True)
 
             # Confirm settlement
             req = {
@@ -971,7 +971,7 @@ class CtpTdApi(TdApi):
         """
         Callback of settlment info confimation.
         """
-        self.gateway.write_log("结算信息确认成功")
+        self.gateway.write_log("结算信息确认成功",on_log=True)
 
         while True:
             self.reqid += 1
@@ -1594,7 +1594,7 @@ class TdxMdApi():
         # 创建api连接对象实例
         try:
             if self.api is None or not self.connection_status:
-                self.gateway.write_log(u'开始连接通达信行情服务器')
+                self.gateway.write_log(u'开始连接通达信行情服务器',on_log=True)
                 self.api = TdxExHq_API(heartbeat=True, auto_retry=True, raise_exception=True)
 
                 # 选取最佳服务器
@@ -1619,12 +1619,12 @@ class TdxMdApi():
                     self.thread.start()
 
         except Exception as ex:
-            self.gateway.write_log(u'连接服务器tdx异常:{},{}'.format(str(ex), traceback.format_exc()))
+            self.gateway.write_log(u'连接服务器tdx异常:{},{}'.format(str(ex), traceback.format_exc()),on_log=True)
             return
 
     def close(self):
         """退出API"""
-        self.gateway.write_log(u'退出tdx API')
+        self.gateway.write_log(u'退出tdx API',on_log=True)
         self.connection_status = False
 
         if self.thread:
@@ -2110,7 +2110,7 @@ class TqMdApi():
             from tqsdk import TqApi
             self.api = TqApi(url="wss://u.shinnytech.com/t/md/front/mobile")
         except Exception as e:
-            self.gateway.write_log(f'天勤行情API接入异常'.format(str(e)))
+            self.gateway.write_log(f'天勤行情API接入异常'.format(str(e)),on_log=True)
         if self.api:
             self.is_connected = True
             self.gateway.write_log(f'天勤行情API已连接')
@@ -2216,7 +2216,7 @@ class TqMdApi():
                 self.quote_objs.append((req.vt_symbol, quote))
                 self.subscribe_array.append(req.vt_symbol)
             except Exception as ex:
-                self.gateway.write_log('订阅天勤行情异常:{}'.format(str(ex)))
+                self.gateway.write_log('订阅天勤行情异常:{}'.format(str(ex)),on_log=True)
 
     def query_contracts(self) -> None:
         """"""
@@ -2317,4 +2317,4 @@ class TqMdApi():
                 if self.update_thread:
                     self.update_thread.join()
         except Exception as e:
-            self.gateway.write_log('退出天勤行情api异常:{}'.format(str(e)))
+            self.gateway.write_log('退出天勤行情api异常:{}'.format(str(e)),on_log=True)

vnpy/gateway/ths/ths_gateway.py

@@ -173,23 +173,28 @@ class ThsGateway(BaseGateway):
 
     def connect(self, setting: dict) -> None:
         """连接"""
-        userid = setting["资金账号"]
+        try:
-        password = setting["登录密码"]
+            userid = setting["资金账号"]
+            password = setting["登录密码"]
 
-        # 运行easytrader restful 服务端的IP地址、端口
+            # 运行easytrader restful 服务端的IP地址、端口
-        host = setting["RPC IP"]
+            host = setting["RPC IP"]
-        port = setting["RPC Port"]
+            port = setting["RPC Port"]
-        force_restart = setting.get('强制重启',False)
+            force_restart = setting.get('强制重启',False)
 
-        self.md_api.connect()
+            self.md_api.connect()
-        self.td_api.connect(user_id=userid,
+            self.td_api.connect(user_id=userid,
-                            user_pwd=password,
+                                user_pwd=password,
-                            host=host,
+                                host=host,
-                            port=port,
+                                port=port,
-                            force_restart=force_restart)
+                                force_restart=force_restart)
-        # self.tq_api = TqMdApi(self)
+            # self.tq_api = TqMdApi(self)
-        # self.tq_api.connect()
+            # self.tq_api.connect()
-        self.init_query()
+            self.init_query()
+
+        except Exception as ex:
+            msg = f'{self.gateway_name}连接行情和交易接口异常:{str(ex)}'
+            self.write_error(msg)
 
     def close(self) -> None:
         """"""
@@ -248,6 +253,8 @@ class ThsGateway(BaseGateway):
         self.count = 0
         self.query_functions = [self.query_orders, self.query_trades, self.query_account, self.query_position]
 
+    def check_status(self):
+        self.write_log(self.status)
 
 class TdxMdApi(object):
     """通达信行情和基础数据"""
@@ -403,7 +410,7 @@ class TdxMdApi(object):
         self.pool.map_async(self.run, range(n))
 
         # 设置上层的连接状态
-        self.gateway.tdxConnected = True
+        self.gateway.tdx_connected = True
 
     def reconnect(self, i):
         """
@@ -884,14 +891,21 @@ class ThsTdApi(object):
         self.password = user_pwd
         self.rpc_host = host
         self.rpc_port = port
+        self.gateway.write_log(f'{self.gateway_name}开始连接{host}:{port}')
+        try:
+            # 创建 easy客户端
+            self.api = easytrader_use(broker='pingan_ths', host=self.rpc_host, port=self.rpc_port)
 
-        # 创建 easy客户端
+            # 输入参数(资金账号、密码）
-        self.api = easytrader_use(broker='pingan_ths', host=self.rpc_host, port=self.rpc_port)
+            self.api.prepare(exe_path='C:\\THS\\xiadan.exe', user=self.userid, password=self.password,force_restart=force_restart)
 
-        # 输入参数(资金账号、密码）
+            self.login_status = True
-        self.api.prepare(exe_path='C:\\THS\\xiadan.exe', user=self.userid, password=self.password,force_restart=force_restart)
 
-        self.login_status = True
+        except Exception as ex:
+            msg = f'{self.gateway_name}连接{host}:{port}异常:{str(ex)}'
+            self.gateway.write_error(msg)
+            from vnpy.trader.util_wechat import send_wx_msg
+            send_wx_msg(msg)
 
     def reconnect(self):
         """连接"""