[update] 缠论相关

vnpy/component/cta_line_bar.py

@@ -200,8 +200,16 @@ class CtaLineBar(object):
         # 导出到CSV文件 的目录名 和 要导出的 字段
         self.export_filename = None  # 数据要导出的目标文件夹
         self.export_fields = []  # 定义要导出的K线数据字段（包含K线元素，主图指标，附图指标等）
-        self.export_bi_filename = None  # 通过唐其安通道输出得笔csv文件(不是缠论得笔)
-        self.export_zs_filename = None  # 通过唐其安通道输出的中枢csv文件（不是缠论的笔中枢）
+        self.export_tqa_bi_filename = None  # 通过唐其安通道输出得笔csv文件(不是缠论得笔)
+        self.export_tqa_zs_filename = None  # 通过唐其安通道输出的中枢csv文件（不是缠论的笔中枢）
+
+        self.export_bi_filename = None  # 通过缠论笔csv文件
+        self.export_zs_filename = None  # 通过缠论的笔中枢csv文件
+        self.export_duan_filename = None  # 通过缠论的线段csv文件
+
+        self.pre_bi_start = None  # 前一个笔的时间
+        self.pre_zs_start = None  # 前一个中枢的时间
+        self.pre_duan_start = None
 
         # 创建本类型bar的内部变量，以及添加所有指标输入参数，到self.param_list列表
         self.init_properties()
@@ -514,6 +522,10 @@ class CtaLineBar(object):
         self.ma13_cross = None  # ma1 与 ma3 ,金叉/死叉的点数值
         self.ma23_cross = None  # ma2 与 ma3 ,金叉/死叉的点数值
 
+        self.ma12_cross_list = []  # ma1 与 ma2 金叉、死叉得点 列表
+        self.ma13_cross_list = []  # ma1 与 ma3 金叉、死叉得点 列表
+        self.ma23_cross_list = []  # ma2 与 ma3 金叉、死叉得点 列表
+
         self.ma12_cross_price = None  # ma1 与 ma2 ,金叉/死叉时，K线价格数值
         self.ma13_cross_price = None  # ma1 与 ma3 ,金叉/死叉时，K线价格数值
         self.ma23_cross_price = None  # ma2 与 ma3 ,金叉/死叉时，K线价格数值
@@ -670,6 +682,9 @@ class CtaLineBar(object):
         self.macd_top_divergence = False  # mcad 面积 与price 顶背离
         self.macd_buttom_divergence = False  # mcad 面积 与price 底背离
 
+        self.line_macd_chn_upper = []
+        self.line_macd_chn_lower = []
+
         # K 线的CCI计算数据
         self.line_cci = []
         self.line_cci_ema = []
@@ -971,11 +986,15 @@ class CtaLineBar(object):
         self.__count_bias()
         self.__count_bd()
         self.__count_skdj()
+        # 输出行情K线 =》 csv文件
         self.export_to_csv(bar)
 
         self.rt_executed = False  # 是否 启动实时计算得函数
         self.chanlun_calculated = False
 
+        # 输出缠论=》csv文件
+        self.export_chan()
+
         # 回调上层调用者，将合成的 x分钟bar，回调给策略 def on_bar_x(self, bar: BarData):函数
         if self.cb_on_bar:
             self.cb_on_bar(bar=bar)
@@ -1606,14 +1625,14 @@ class CtaLineBar(object):
         :param: direction Direction.Long, Direction.Short
         :return:
         """
-        if self.export_bi_filename is None:
+        if self.export_tqa_bi_filename is None:
             return
 
         if len(self.tqn_bi_list) < 2:
             return
 
         # 直接插入倒数第二条记录，即已经走完的笔
-        self.append_data(file_name=self.export_bi_filename,
+        self.append_data(file_name=self.export_tqa_bi_filename,
                          dict_data=self.tqn_bi_list[-2],
                          field_names=["start", "end", "direction", "height", "high", "low"]
                          )
@@ -1739,13 +1758,13 @@ class CtaLineBar(object):
 
         # 最后一笔是多，且低点在中枢高点上方，中枢确认结束
         if direction == 1 and cur_bi.get('low') > self.cur_tqn_zs.get('high'):
-            self.export_tqn_zs()
+            self.export_tqa_zs()
             self.cur_tqn_zs = {}
             return
 
         # 最后一笔是空，且高点在中枢下方，中枢确认结束
         if direction == -1 and cur_bi.get('high') < self.cur_tqn_zs.get('low'):
-            self.export_tqn_zs()
+            self.export_tqa_zs()
             self.cur_tqn_zs = {}
             return
 
@@ -1845,19 +1864,19 @@ class CtaLineBar(object):
                 if self.cur_tqn_zs.get('end') < cur_bi.get('start'):
                     self.cur_tqn_zs.update({"end": cur_bi.get("start")})
 
-    def export_tqn_zs(self):
+    def export_tqa_zs(self):
         """
         输出唐其安中枢 =》 csv文件
         :return:
         """
-        if self.export_zs_filename is None:
+        if self.export_tqa_zs_filename is None:
             return
 
         if len(self.cur_tqn_zs) < 1:
             return
 
         # 将当前中枢的信息写入
-        self.append_data(file_name=self.export_zs_filename,
+        self.append_data(file_name=self.export_tqa_zs_filename,
                          dict_data=self.cur_tqn_zs,
                          field_names=["start", "end", "direction", "height", "high", "low"]
                          )
@@ -2168,6 +2187,11 @@ class CtaLineBar(object):
                 if golden_cross:
                     self.ma12_count = 1
                     self.ma12_cross = round((self.line_ma1[-1] + self.line_ma2[-1]) / 2, self.round_n)
+                    self.ma12_cross_list.append({'cross': self.ma12_cross,
+                                                 'price': self.cur_price,
+                                                 'datetime': self.cur_datetime.strftime('%Y-%m-%d %H:%M:%S'),
+                                                 'type': 'gc'})
+                    self.check_cross_type(self.ma12_cross_list)
                     self.ma12_cross_price = self.cur_price
                 elif self.line_ma1[-1] < self.line_ma2[-1]:
                     self.ma12_count -= 1
@@ -2176,6 +2200,11 @@ class CtaLineBar(object):
                 if dead_cross:
                     self.ma12_count = -1
                     self.ma12_cross = round((self.line_ma1[-1] + self.line_ma2[-1]) / 2, self.round_n)
+                    self.ma12_cross_list.append({'cross': self.ma12_cross,
+                                                 'price': self.cur_price,
+                                                 'datetime': self.cur_datetime.strftime('%Y-%m-%d %H:%M:%S'),
+                                                 'type': 'dc'})
+                    self.check_cross_type(self.ma12_cross_list)
                     self.ma12_cross_price = self.cur_price
                 elif self.line_ma1[-1] > self.line_ma2[-1]:
                     self.ma12_count += 1
@@ -2197,6 +2226,11 @@ class CtaLineBar(object):
                 if golden_cross:
                     self.ma23_count = 1
                     self.ma23_cross = round((self.line_ma2[-1] + self.line_ma3[-1]) / 2, self.round_n)
+                    self.ma23_cross_list.append({'cross': self.ma23_cross,
+                                                 'price': self.cur_price,
+                                                 'datetime': self.cur_datetime.strftime('%Y-%m-%d %H:%M:%S'),
+                                                 'type': 'gc'})
+                    self.check_cross_type(self.ma23_cross_list)
                     self.ma23_cross_price = self.cur_price
                 elif self.line_ma2[-1] < self.line_ma3[-1]:
                     self.ma23_count -= 1
@@ -2205,6 +2239,11 @@ class CtaLineBar(object):
                 if dead_cross:
                     self.ma23_count = -1
                     self.ma23_cross = round((self.line_ma2[-1] + self.line_ma3[-1]) / 2, self.round_n)
+                    self.ma23_cross_list.append({'cross': self.ma23_cross,
+                                                 'price': self.cur_price,
+                                                 'datetime': self.cur_datetime.strftime('%Y-%m-%d %H:%M:%S'),
+                                                 'type': 'dc'})
+                    self.check_cross_type(self.ma23_cross_list)
                     self.ma23_cross_price = self.cur_price
                 elif self.line_ma2[-1] > self.line_ma3[-1]:
                     self.ma23_count += 1
@@ -2226,6 +2265,11 @@ class CtaLineBar(object):
                 if golden_cross:
                     self.ma13_count = 1
                     self.ma13_cross = round((self.line_ma1[-1] + self.line_ma3[-1]) / 2, self.round_n)
+                    self.ma13_cross_list.append({'cross': self.ma13_cross,
+                                                 'price': self.cur_price,
+                                                 'datetime': self.cur_datetime.strftime('%Y-%m-%d %H:%M:%S'),
+                                                 'type': 'gc'})
+                    self.check_cross_type(self.ma13_cross_list)
                     self.ma13_cross_price = self.cur_price
                 elif self.line_ma1[-1] < self.line_ma3[-1]:
                     self.ma13_count -= 1
@@ -2234,10 +2278,64 @@ class CtaLineBar(object):
                 if dead_cross:
                     self.ma13_count = -1
                     self.ma13_cross = round((self.line_ma1[-1] + self.line_ma3[-1]) / 2, self.round_n)
+                    self.ma13_cross_list.append({'cross': self.ma13_cross,
+                                                 'price': self.cur_price,
+                                                 'datetime': self.cur_datetime.strftime('%Y-%m-%d %H:%M:%S'),
+                                                 'type': 'dc'})
+                    self.check_cross_type(self.ma13_cross_list)
                     self.ma13_cross_price = self.cur_price
                 elif self.line_ma1[-1] > self.line_ma3[-1]:
                     self.ma13_count += 1
 
+    def check_cross_type(self, cross_list):
+        """依据缠论，检测其属于背驰得交叉，还是纠缠得交叉"""
+        if len(cross_list) <= 1 or not self.para_active_chanlun or len(self.duan_list) == 0:
+            return
+
+        # 交叉得信息
+        c_dict = cross_list[-1]
+        c_type = c_dict.get('type')
+        c_time = c_dict.get('datetime')
+        p_time = cross_list[-2].get('datetime')
+
+        # 金叉
+        if c_type == 'gc':
+            direction = Direction.SHORT
+        else:
+            direction = Direction.LONG
+
+        # 交叉之前，最后一个线段
+        duan = [d for d in self.duan_list[-2:] if d.end > p_time]
+        if len(duan) > 0:
+            cur_duan = duan[-1]
+            # # 判断，线段是否存在中枢背驰
+            # zs_beichi = self.is_zs_beichi_inside_duan(direction=direction, cur_duan=cur_duan)
+            # if zs_beichi:
+            #     c_dict.update({'zs_beichi': True})
+            #
+            # # 判断是否存在段内分笔背驰
+            # bi_beichi = self.is_bi_beichi_inside_duan(direction=direction, cur_duan=cur_duan)
+            # if bi_beichi:
+            #     c_dict.update({'bi_beichi': True})
+            #
+            # # 判断是否存在段内两个同向分笔得macd面积背驰
+            # macd_beichi = self.is_fx_macd_divergence(direction=direction, cur_duan=cur_duan)
+            # if macd_beichi:
+            #     c_dict.update({'macd_beichi': True})
+
+            # 判断是否存在走势背驰
+            zoushi_beichi = self.is_zoushi_beichi(direction=direction, cur_duan=cur_duan)
+            if zoushi_beichi:
+                c_dict.update({'zoushi_beichi': True})
+
+        # 检查当前交叉，是否在最后一个中枢内
+        zs = [z for z in self.bi_zs_list[-2:] if z.end > p_time]
+        if len(zs) > 0:
+            cur_zs = zs[-1]
+            c_cross = c_dict.get('cross')
+            if cur_zs.high > c_cross > cur_zs.low:
+                c_dict.update({"inside_zs": True})
+
     def rt_count_ma(self):
         """
         实时计算MA得值
@@ -3775,6 +3873,13 @@ class CtaLineBar(object):
         # 创建新的段
         if (self.line_macd[-1] > 0 and self.cur_macd_count <= 0) or \
                 (self.line_macd[-1] < 0 and self.cur_macd_count >= 0):
+
+            # 上一个segment的高低点，作为上、下轨道
+            if len(self.macd_segment_list) > 1:
+                seg = self.macd_segment_list[-2]
+                self.line_macd_chn_upper.append(seg['max_price'])
+                self.line_macd_chn_lower.append(seg['min_price'])
+
             segment = {}
             # 金叉/死叉，更新位置&价格
             self.cur_macd_count, self.rt_macd_count = (1, 1) if self.line_macd[-1] > 0 else (-1, -1)
@@ -3784,9 +3889,14 @@ class CtaLineBar(object):
             self.rt_macd_cross_price = self.cur_macd_cross_price
             # 更新段
             segment.update({
+                'start': self.cur_datetime.strftime("%Y-%m-%d %H:%M:%S"),
+                'end': self.cur_datetime.strftime("%Y-%m-%d %H:%M:%S"),
+                'cross': self.cur_macd_cross,
                 'macd_count': self.cur_macd_count,
                 'max_price': self.high_array[-1],
                 'min_price': self.low_array[-1],
+                'max_close': self.close_array[-1],
+                'min_close': self.close_array[-1],
                 'max_dif': self.line_dif[-1],
                 'min_dif': self.line_dif[-1],
                 'macd_area': abs(self.line_macd[-1]),
@@ -3815,9 +3925,12 @@ class CtaLineBar(object):
                 self.cur_macd_count += 1
 
                 segment.update({
+                    'end': self.cur_datetime.strftime("%Y-%m-%d %H:%M:%S"),
                     'macd_count': self.cur_macd_count,
                     'max_price': max(segment.get('max_price', self.high_array[-1]), self.high_array[-1]),
                     'min_price': min(segment.get('min_price', self.low_array[-1]), self.low_array[-1]),
+                    'max_close': max(segment.get('max_close', self.close_array[-1]), self.close_array[-1]),
+                    'min_close': min(segment.get('min_close', self.close_array[-1]), self.close_array[-1]),
                     'max_dif': max(segment.get('max_dif', self.line_dif[-1]), self.line_dif[-1]),
                     'min_dif': min(segment.get('min_dif', self.line_dif[-1]), self.line_dif[-1]),
                     'macd_area': segment.get('macd_area', 0) + abs(self.line_macd[-1]),
@@ -3832,9 +3945,12 @@ class CtaLineBar(object):
             elif self.line_macd[-1] < 0 and self.cur_macd_count <= 0:
                 self.cur_macd_count -= 1
                 segment.update({
+                    'end': self.cur_datetime.strftime("%Y-%m-%d %H:%M:%S"),
                     'macd_count': self.cur_macd_count,
                     'max_price': max(segment.get('max_price', self.high_array[-1]), self.high_array[-1]),
                     'min_price': min(segment.get('min_price', self.low_array[-1]), self.low_array[-1]),
+                    'max_close': max(segment.get('max_close', self.close_array[-1]), self.close_array[-1]),
+                    'min_close': min(segment.get('min_close', self.close_array[-1]), self.close_array[-1]),
                     'max_dif': max(segment.get('max_dif', self.line_dif[-1]), self.line_dif[-1]),
                     'min_dif': min(segment.get('min_dif', self.line_dif[-1]), self.line_dif[-1]),
                     'macd_area': segment.get('macd_area', 0) + abs(self.line_macd[-1]),
@@ -3846,9 +3962,18 @@ class CtaLineBar(object):
                 self.rt_macd_cross = 0
                 self.rt_macd_cross_price = 0
 
-        # 删除超过10个的macd段
-        if len(self.macd_segment_list) > 10:
+            # 延续上一个segment的高低点，作为上、下轨道
+            if len(self.line_macd_chn_upper) > 0:
+                self.line_macd_chn_upper.append(self.line_macd_chn_upper[-1])
+                self.line_macd_chn_lower.append(self.line_macd_chn_lower[-1])
+
+        # 删除超过200个的macd段
+        if len(self.macd_segment_list) > 200:
             self.macd_segment_list.pop(0)
+        if len(self.line_macd_chn_upper) > self.max_hold_bars:
+            del self.line_macd_chn_upper[0]
+        if len(self.line_macd_chn_lower) > self.max_hold_bars:
+            del self.line_macd_chn_lower[0]
 
     def rt_count_macd(self):
         """
@@ -3922,7 +4047,7 @@ class CtaLineBar(object):
             return self.line_macd[-1]
         return self._rt_macd
 
-    def is_dif_divergence(self, direction):
+    def is_dif_divergence(self, direction,s1_time=None, s2_time=None):
         """
         检查MACD DIF是否与价格有背离
         :param: direction，多：检查是否有顶背离，空，检查是否有底背离
@@ -3930,6 +4055,14 @@ class CtaLineBar(object):
         seg_lens = len(self.macd_segment_list)
         if seg_lens <= 2:
             return False
+
+        # if s1_time and s2_time:
+        #     dif 1 = self.get_dif_by_dt(s1_time)
+        #     dif_2 = self.get_last_bar_str(s2_time)
+        #
+        #     if direction == Direction.LONG:
+        #         if dif_2
+
         s1, s2 = None, None  # s1,倒数的一个匹配段；s2，倒数第二个匹配段
         for idx in range(seg_lens):
             seg = self.macd_segment_list[-idx - 1]
@@ -3964,7 +4097,7 @@ class CtaLineBar(object):
                 return False
 
             # 上升段，累计的bar数量，不能低于6
-            if s1_macd_counts < 6 or s2_macd_counts < 6:
+            if s1_macd_counts < 4 or s2_macd_counts < 4:
                 return False
 
             # 顶背离，只能在零轴上方才判断
@@ -3986,7 +4119,7 @@ class CtaLineBar(object):
                 return False
 
             # 每个下跌段，累计的bar数量，不能低于6
-            if abs(s1_macd_counts) < 6 or abs(s2_macd_counts) < 6:
+            if abs(s1_macd_counts) < 4 or abs(s2_macd_counts) < 4:
                 return False
 
             # 底部背离，只能在零轴下方才判断
@@ -3999,18 +4132,36 @@ class CtaLineBar(object):
 
         return False
 
-    def is_macd_divergence(self, direction):
+    def is_macd_divergence(self, direction, s1_time=None, s2_time=None):
         """
         检查MACD 能量柱是否与价格有背离
         :param: direction，多：检查是否有顶背离，空，检查是否有底背离
+        :param: s1_time, 指定在这个时间得能量柱区域s1， 不填写时，缺省为倒数第一个匹配段
+        :param: s2_time, 指定在这个时间得能量柱区域s2， 不填写时，缺省为倒数第一个匹配段
         """
         seg_lens = len(self.macd_segment_list)
         if seg_lens <= 2:
             return False
         s1, s2 = None, None  # s1,倒数的一个匹配段；s2，倒数第二个匹配段
+        if s1_time and s2_time:
+            s1 = [s for s in self.macd_segment_list if s['start'] < s1_time < s['end']]
+            s2 = [s for s in self.macd_segment_list if s['start'] < s2_time < s['end']]
+            if len(s1) != 1 or len(s2) != 1:
+                return False
+            s1 = s1[-1]
+            s2 = s2[-1]
+
+            # 指定匹配段，必须与direction一致
+            if direction in [Direction.LONG, 1] and (s1['macd_count'] < 0 or s2['macd_count']) < 0:
+                return False
+            if direction in [Direction.SHORT, -1] and (s1['macd_count'] > 0 or s2['macd_count']) > 0:
+                return False
+
+        else:
+            # 没有指定能量柱子区域，从列表中选择
             for idx in range(seg_lens):
                 seg = self.macd_segment_list[-idx - 1]
-            if direction == Direction.LONG:
+                if direction in [Direction.LONG, 1]:
                     if seg.get('macd_count', 0) > 0:
                         if s1 is None:
                             s1 = seg
@@ -4030,7 +4181,7 @@ class CtaLineBar(object):
         if not all([s1, s2]):
             return False
 
-        if direction == Direction.LONG:
+        if direction in [Direction.LONG, 1]:
             s1_macd_counts = s1.get('macd_count', 1)
             s2_macd_counts = s2.get('macd_count', 1)
             s1_max_price = s1.get('max_price', None)
@@ -4046,7 +4197,7 @@ class CtaLineBar(object):
             if s1_max_price >= s2_max_price * 0.99 and s1_area < s2_area:
                 return True
 
-        if direction == Direction.SHORT:
+        if direction in [Direction.SHORT, -1]:
             s1_macd_counts = s1.get('macd_count', 1)
             s2_macd_counts = s2.get('macd_count', 1)
             s1_min_price = s1.get('min_price', None)
@@ -5366,7 +5517,7 @@ class CtaLineBar(object):
         self._bi_list = self.chan_graph.bi_list
         self._bi_zs_list = self.chan_graph.bi_zhongshu_list
         self._duan_list = self.chan_graph.duan_list
-        # self._duan_zs_list = self.chan_graph.duan_zhongshu_list
+        self._duan_zs_list = self.chan_graph.duan_zhongshu_list
 
         self.chanlun_calculated = True
 
@@ -5394,11 +5545,101 @@ class CtaLineBar(object):
             self.__count_chanlun()
         return self._duan_list
 
-    # @property
-    # def duan_zs_list(self):
-    #     if not self.chanlun_calculated:
-    #         self.__count_chanlun()
-    #     return self._duan_zs_list
+    @property
+    def cur_duan(self):
+        """当前线段"""
+        return self.duan_list[-1] if len(self.duan_list) > 0 else None
+
+    @property
+    def pre_duan(self):
+        """倒数第二个线段"""
+        return self.duan_list[-2] if len(self.duan_list) > 1 else None
+
+    @property
+    def tre_duan(self):
+        """倒数第三个线段"""
+        return self.duan_list[-3] if len(self.duan_list) > 2 else None
+
+    @property
+    def duan_zs_list(self):
+        if not self.chanlun_calculated:
+            self.__count_chanlun()
+        return self._duan_zs_list
+
+    def duan_height_ma(self, duan_len=20):
+        """返回段得平均高度"""
+        if not self.chanlun_calculated:
+            self.__count_chanlun()
+        return round(sum([d.height for d in self.duan_list[-duan_len:]]) / duan_len, self.round_n)
+
+    def bi_height_ma(self, bi_len=20):
+        """返回分笔得平均高度"""
+        if not self.chanlun_calculated:
+            self.__count_chanlun()
+        return round(sum([bi.height for bi in self.bi_list[-bi_len:]]) / bi_len, self.round_n)
+
+    def export_chan(self):
+        """
+        输出缠论 =》 csv文件
+        :return:
+        """
+        if not self.para_active_chanlun:
+            return
+
+        if self.export_bi_filename:
+            # csv 文件 "start", "end", "direction", "height", "high", "low"
+            # 获取最后记录的start 开始时间
+            if self.pre_bi_start is None:
+                self.pre_bi_start = self.get_csv_last_dt(self.export_bi_filename, dt_index=0)
+                if isinstance(self.pre_bi_start, datetime):
+                    self.pre_bi_start = self.pre_bi_start.strftime("%Y-%m-%d %H:%M:%S")
+
+            # 获取所有未写入文件的笔
+            bi_list = [bi for bi in self.bi_list[:-1] if (not self.pre_bi_start) or bi.start > self.pre_bi_start]
+            for bi in bi_list:
+                self.append_data(
+                    file_name=self.export_bi_filename,
+                    dict_data={"start":bi.start, "end":bi.end, "direction":int(bi.direction), "height":float(bi.high-bi.low), "high":float(bi.high), "low":float(bi.low)},
+                    field_names=["start", "end", "direction", "height", "high", "low"]
+                )
+                self.pre_bi_start = bi.start
+
+        if self.export_zs_filename :
+            # csv 文件 "start", "end", "direction", "height", "high", "low"
+            # 获取最后记录的start 开始时间
+            if self.pre_zs_start is None:
+                self.pre_zs_start = self.get_csv_last_dt(self.export_zs_filename, dt_index=0)
+                if isinstance(self.pre_zs_start, datetime):
+                    self.pre_zs_start = self.pre_zs_start.strftime("%Y-%m-%d %H:%M:%S")
+
+            # 获取所有未写入文件的zs
+            zs_list = [zs for zs in self.bi_zs_list[:-1] if (not self.pre_zs_start) or zs.start > self.pre_zs_start]
+            for zs in zs_list:
+                self.append_data(
+                    file_name=self.export_zs_filename,
+                    dict_data={"start": zs.start, "end": zs.end, "direction": int(zs.direction),
+                               "height": float(zs.high - zs.low), "high": float(zs.high), "low": float(zs.low)},
+                    field_names=["start", "end", "direction", "height", "high", "low"]
+                )
+                self.pre_zs_start = zs.start
+
+        if self.export_duan_filename:
+            # csv 文件 "start", "end", "direction", "height", "high", "low"
+            # 获取最后记录的start 开始时间
+            if self.pre_duan_start is None:
+                self.pre_duan_start = self.get_csv_last_dt(self.export_duan_filename, dt_index=0)
+                if isinstance(self.pre_duan_start, datetime):
+                    self.pre_duan_start = self.pre_duan_start.strftime("%Y-%m-%d %H:%M:%S")
+
+            # 获取所有未写入文件的笔
+            duan_list = [duan for duan in self.duan_list[:-1] if (not self.pre_duan_start) or duan.start > self.pre_duan_start]
+            for duan in duan_list:
+                self.append_data(
+                    file_name=self.export_duan_filename,
+                    dict_data={"start":duan.start, "end":duan.end, "direction":int(duan.direction), "height":float(duan.high-duan.low), "high":float(duan.high), "low":float(duan.low)},
+                    field_names=["start", "end", "direction", "height", "high", "low"]
+                )
+                self.pre_duan_start = duan.start
 
     def is_duan(self, direction):
         """当前最新一线段，是否与输入方向一致"""
@@ -5527,6 +5768,7 @@ class CtaLineBar(object):
     def is_2nd_opportunity(self, direction):
         """
         是二买、二卖机会
+        线段内必须至少有一个以上中枢
         【二买】当前线段下行，最后2笔不在线段中，最后一笔与下行线段同向，该笔底部不破线段底部，底分型出现且确认
         【二卖】当前线段上行，最后2笔不在线段中，最后一笔与上行线段同向，该笔顶部不破线段顶部，顶分型出现且确认
         :param direction: 1、Direction.LONG, 当前线段的方向, 判断是否二卖机会； -1 Direction.SHORT， 判断是否二买
@@ -5537,12 +5779,22 @@ class CtaLineBar(object):
             direction = 1 if direction == Direction.LONG else -1
 
         # 具备段
-        if len(self.duan_list) < 1:
+        if len(self.duan_list) < 2:
             return False
         cur_duan = self.duan_list[-1]
         if cur_duan.direction != direction:
             return False
 
+        # 检查是否具有两个连续得笔中枢
+        zs_list = [zs for zs in self.bi_zs_list[-5:] if zs.end > self.duan_list[-2].start]
+        if len(zs_list) <2:
+            return False
+        pre_zs,cur_zs = zs_list[-2:]
+        if direction == 1 and pre_zs.high > cur_zs.low:
+            return False
+        if direction == -1 and pre_zs.low < cur_zs.high:
+            return False
+
         # 当前段到最新bar之间的笔列表（此时未出现中枢）
         extra_bi_list = [bi for bi in self.bi_list[-3:] if bi.end > cur_duan.end]
         if len(extra_bi_list) < 2:
@@ -5566,7 +5818,7 @@ class CtaLineBar(object):
 
         return False
 
-    def is_contain_zs_inside_duan(self, direction, zs_num):
+    def is_contain_zs_inside_duan(self, direction, cur_duan=None, zs_num=1):
         """最近段，符合方向，并且至少包含zs_num个中枢"""
 
         # Direction => int
@@ -5576,16 +5828,22 @@ class CtaLineBar(object):
         # 具备中枢
         if len(self.bi_zs_list) < zs_num:
             return False
+
+        if cur_duan is None:
             # 具备段
             if len(self.duan_list) < 1:
                 return False
-
             cur_duan = self.duan_list[-1]
+
         if cur_duan.direction != direction:
             return False
 
         # 段的开始时间，至少大于前zs_num个中枢的结束时间
-        if cur_duan.start > self.bi_zs_list[-zs_num].end:
+        # if cur_duan.start > self.bi_zs_list[-zs_num].end:
+        #     return False
+        zs_list = [zs for zs in self.bi_zs_list if zs.end > cur_duan.start and zs.start < cur_duan.end]
+
+        if len(zs_list) < zs_num:
             return False
 
         return True
@@ -5803,6 +6061,9 @@ class CtaLineBar(object):
         if bi_between_zs.height > bi_leave_cur_zs.height and bi_between_zs.atan > bi_leave_cur_zs.atan:
             return True
 
+        if self.is_macd_divergence(direction=direction, s1_time=bi_leave_cur_zs.end, s2_time=bi_between_zs.end):
+            return True
+
         return False
 
     def write_log(self, content):
@@ -5859,6 +6120,8 @@ class CtaLineBar(object):
         :param line_length: 行数据的长度
         :return: None，文件不存在，或者时间格式不正确
         """
+        if not os.path.exists(file_name):
+            return None
         with open(file_name, 'r') as f:
             f_size = os.path.getsize(file_name)
             if f_size < line_length: