How to set many ReadConnections

    public function initialize()  
    {  
        $this->setReadConnectionService('dbSlave');  
        $this->setWriteConnectionService('dbMaster');  
    }

I have many dbSlaves, How to set readConnections?

In APIs ,I find selectReadConnection, but I don't know when and where it called.I always get Service 'db' wasn't found in the dependency injection container.

What does your services setup look like for dbSlave and dbMaster?

As far as multiple slaves, there are several ways to tackle that: via a small script in your service setup that randomly chooses the server to connect to (array_rand() over an array of hosts); use the mysqlnd_ms extension that will work with the PDO that Phalcon is using for MySQL (I'm assuming MySQL, you don't state); put a load-balancer in front of your slaves and hit that IP/host when you want to read with something like HAProxy; move to MySQL Cluster/Percona XtraDB Cluster behind a balancer for a multi-master setup that obviates the need for separate read/write connections.