That was a mainboard issue. After replacing the mainboard, the problem was solved. 
My XPS 15 9570 suddenly shut down when gaming. It would not power on with the power adaptor but could power on with the battery. When powered on, it takes a long time and ends with pre-BIOS failure. There are three options: continue, BIOS, or diagnosis. Any options would restart the Windows normally.  Consulted with DELL, and they suggested downgrading to Win 10. Same problem with Win 10. Search online, someone suggested downgrading the Intel Dynamic Platform and Thermal Framework driver to 8.2.11000.2996, A04. No help. Brought a new power adaptor, no help. The laptop works fine with Photoshop, or others things. Any online game like Minecraft or Roblox will lead suddenly shut off with no error sign. Does anyone have suggestions?    
Dell XPS 15 online game will lead suddenly shut off with no error sign