feat: ECR-003 主站威科夫分析与图表叠层(已审)
独立 wyckoff 引擎 + 按需 include_wyckoff;主站 Lightweight 绘制区间/阶段/事件/VP。 Co-authored-by: Cursor <cursoragent@cursor.com>
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# ENGINEERING_SPEC — ECR-003
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**Status:** Approved
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**Date:** 2026-08-06
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## Package
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`chanlun/analysis/wyckoff/`:
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- `engine.py` — `analyze_wyckoff(df) -> dict`
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- `range.py` — 交易区间检测(ATR 容差震荡箱)
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- `phases.py` — A–E 状态机
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- `events.py` — Spring/SOS/LPS/UTAD(及 distribution 对称)
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- `volume_profile.py` — 区间内分桶 VP
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- `__init__.py` — 导出 `analyze_wyckoff`
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## API
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`GET /api/analyze?include_wyckoff=1` → `result["wyckoff"]`:
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```json
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{
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"trading_range": {"start_time","end_time","high","low","mid","active"},
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"bias": "accumulation|distribution|unknown",
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"phases": [{"phase","label","start_time","end_time"}],
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"events": [{"type","time","price","note","volume_ratio","volume_ok"}],
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"volume_profile": {"bins":[{"price","volume"}],"poc","vah","val","bin_count"},
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"volume_confirm": {"avg_volume","event_checks":{}}
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}
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```
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默认 `include_wyckoff` 假:可不返回或返回 `null`(实现选:不返回键以减负)。
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## Detection heuristics
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1. ATR(14) 容差;扫描最近窗口找高低点接近的连续段作为 TR。
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2. 阶段:价格在 TR 内相对位置 + 假破/真破时间序。
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3. Spring:下破 TR.low 后收回且收盘回到区间内;量能相对均量判断。
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4. SOS:收盘站上 TR.high 且放量。
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5. LPS:SOS 后回踩不破 mid/high 带且缩量。
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6. UTAD:上破后跌回区间内(派发)。
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7. VP:typical=(H+L+C)/3,volume 加权分桶,VA≈70% 围绕 POC。
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## Frontend
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主站 checkbox + `chart_view` 传参;`chart_tv.js` 绘制。
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