feat: 威科夫多周期选股引擎与中文图表界面

新增规则驱动的月/周/日结构识别、决策融合与交易计划，提供扫描 API、本地 K 线（成交量/MACD/吸筹区间标注）及回填调度；K 线无起始日时默认取最近 N 根。

Co-authored-by: Cursor <cursoragent@cursor.com>

tests/test_wyckoff_plan_and_fallback.py

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+"""Plan gate + insufficient TF fallback tests."""
+
+from datetime import date, timedelta
+
+from ashare_dp.domain.wyckoff import DecisionSignal, EngineResult, OHLCVFrame, WyckoffCycle
+from ashare_dp.wyckoff.cycle import CycleEngine
+from ashare_dp.wyckoff.decision import DecisionEngine
+from ashare_dp.wyckoff.features import FeatureEngine
+from ashare_dp.wyckoff.plan import PlanEngine
+from ashare_dp.wyckoff.pipeline import analyze_symbol
+from ashare_dp.wyckoff.phase import PhaseEngine
+from ashare_dp.wyckoff.event import EventEngine
+from ashare_dp.wyckoff.signal import SignalEngine
+
+
+def _er(name, payload, confidence=80.0, score=80.0):
+    return EngineResult(name=name, confidence=confidence, score=score, payload=payload)
+
+
+def test_plan_no_entry_on_watch_even_if_spring_event():
+    plan = PlanEngine()
+    feat = _er("Feature", {"close": 10.0, "atr": 0.3, "swing_low": 9.0, "swing_high": 11.0, "range_high": 11.0})
+    decision = _er(
+        "Decision",
+        {
+            "decision_signal": DecisionSignal.WATCH.value,
+            "d_event": "Spring",
+        },
+        confidence=90,
+        score=50,
+    )
+    out = plan.run(feat, decision)
+    assert out.payload["entry"] is None
+    assert out.payload["stop"] is None
+
+
+def test_plan_entry_on_buy():
+    plan = PlanEngine()
+    feat = _er("Feature", {"close": 10.0, "atr": 0.3, "swing_low": 9.0, "swing_high": 11.0, "range_high": 11.0})
+    decision = _er("Decision", {"decision_signal": DecisionSignal.BUY.value, "d_event": "Spring"})
+    out = plan.run(feat, decision)
+    assert out.payload["entry"] == 10.0
+    assert out.payload["stop"] is not None
+
+
+def test_feature_insufficient_for_short_monthly():
+    fe = FeatureEngine()
+    base = date(2024, 1, 1)
+    n = 10
+    frame = OHLCVFrame(
+        ts_code="000001.SZ",
+        timeframe="1M",
+        trade_dates=[base + timedelta(days=30 * i) for i in range(n)],
+        open=[10.0] * n,
+        high=[11.0] * n,
+        low=[9.0] * n,
+        close=[10.0] * n,
+        volume=[1e6] * n,
+    )
+    out = fe.run(frame, "1M")
+    assert out.payload["insufficient"] is True
+    cyc = CycleEngine().run(out, "1M")
+    assert cyc.payload["cycle"] == WyckoffCycle.UNKNOWN.value
+
+
+def test_pipeline_does_not_borrow_daily_as_monthly():
+    """Daily-only data → monthly cycle Unknown, not inferred from daily."""
+    base = date(2024, 1, 1)
+    n = 120
+    closes = [100 + i * 0.4 for i in range(n)]
+    daily = OHLCVFrame(
+        ts_code="000001.SZ",
+        timeframe="1d",
+        trade_dates=[base + timedelta(days=i) for i in range(n)],
+        open=closes,
+        high=[c * 1.01 for c in closes],
+        low=[c * 0.99 for c in closes],
+        close=closes,
+        volume=[1e6] * n,
+    )
+    result = analyze_symbol(
+        daily,
+        None,
+        None,
+        feature_eng=FeatureEngine(),
+        cycle_eng=CycleEngine(),
+        phase_eng=PhaseEngine(),
+        event_eng=EventEngine(),
+        signal_eng=SignalEngine(),
+        decision_eng=DecisionEngine(),
+        plan_eng=PlanEngine(),
+    )
+    assert result["f_m"].payload.get("insufficient") is True
+    assert result["c_m"].payload["cycle"] == WyckoffCycle.UNKNOWN.value