feat(web): 增量自动刷新、结构区修复与默认指标/周期

自动刷新常态只拉 recent 尾部 K，每 1 分钟全量重算缠论；修复结构区缓存导入；默认指标/4h·1h·15m/近30天；同步 ECR-009 screener 相关改动。

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

crypto_wyckoff/annotate.py

@@ -61,12 +61,18 @@ def _compress_phases(points: list[tuple[str, str]]) -> list[dict]:
     return segs
 
 
-def annotate_frame(frame: OHLCVFrame, step: int | None = None) -> dict:
+def annotate_frame(
+    frame: OHLCVFrame,
+    step: int | None = None,
+    *,
+    role: str | None = None,
+) -> dict:
     """Pure annotation: phase bands + event markers + latest levels.
 
-    ``step`` defaults by timeframe to keep interactive charts snappy.
+    ``role`` is the D/W/M rule alias (1d/1w/1M). Defaults to frame.timeframe.
+    ``step`` defaults by role to keep interactive charts snappy.
     """
-    tf = frame.timeframe
+    tf = role or frame.timeframe
     min_bars = _MIN_BARS.get(tf, 30)
     if step is None:
         step = {"1d": 2, "1w": 1, "1M": 1}.get(tf, 2)
@@ -227,17 +233,21 @@ def annotate_symbol(
     freq: str,
     end_date: date | None = None,
     lookback: int = 180,
+    *,
+    combo_id: str | None = None,
 ) -> dict:
     """IO + annotate for one symbol (used by API).
 
-    For daily charts, phase bands come from **weekly** structure (Wyckoff
-    primary timeframe), while event markers / levels come from daily.
+    For the combo *low* chart, phase bands come from **mid** structure,
+    while event markers / levels come from the low TF.
     """
-    from crypto_wyckoff.io import latest_daily_trade_date, load_frames_batch
+    from crypto_wyckoff.combos import ROLE_HIGH, ROLE_LOW, ROLE_MID, get_combo
+    from crypto_wyckoff.io import load_frame
 
-    if freq not in ("1d", "1w", "1M"):
-        raise ValueError(f"unsupported freq: {freq}")
-    ed = end_date or latest_daily_trade_date()
+    combo = get_combo(combo_id)
+    allowed = {combo["low"], combo["mid"], combo["high"]}
+    if freq not in allowed:
+        raise ValueError(f"freq {freq} not in combo {combo['id']} ({combo['label']})")
     empty = {
         "ts_code": ts_code,
         "freq": freq,
@@ -247,25 +257,22 @@ def annotate_symbol(
         "zones": [],
         "bars": 0,
         "phase_source": freq,
+        "cycles": [],
+        "combo_id": combo["id"],
     }
-    if ed is None:
-        return empty
+    _ = end_date
 
-    if freq == "1d":
-        daily_frames = load_frames_batch("1d", ed, lookback, ts_codes=[ts_code])
-        weekly_frames = load_frames_batch("1w", ed, max(60, lookback // 3), ts_codes=[ts_code])
-        daily = daily_frames.get(ts_code)
-        weekly = weekly_frames.get(ts_code)
-        if daily is None:
+    if freq == combo["low"]:
+        low = load_frame(ts_code, combo["low"], lookback)
+        mid = load_frame(ts_code, combo["mid"], max(60, lookback // 3))
+        if low is None:
             return empty
-        d_ann = annotate_frame(daily)
-        w_ann = annotate_frame(weekly) if weekly is not None else {"phases": []}
-        cycles = _cycle_segments(weekly) if weekly is not None else []
+        d_ann = annotate_frame(low, role=ROLE_LOW)
+        w_ann = annotate_frame(mid, role=ROLE_MID) if mid is not None else {"phases": []}
+        cycles = _cycle_segments(mid, role=ROLE_MID) if mid is not None else []
         levels = d_ann.get("levels") or {}
-        # Prefer weekly cycle on the latest levels for zone labeling
         if cycles:
             levels = {**levels, "cycle": cycles[-1].get("cycle") or levels.get("cycle")}
-            # latest non-None weekly phase
             for p in reversed(w_ann.get("phases") or []):
                 if p.get("phase") not in (None, "None"):
                     levels = {**levels, "phase": p["phase"]}
@@ -273,29 +280,30 @@ def annotate_symbol(
         return {
             "ts_code": ts_code,
             "freq": freq,
-            "end_date": ed.isoformat(),
+            "end_date": low.trade_dates[-1].isoformat() if low.trade_dates else None,
             "phases": w_ann.get("phases") or [],
             "events": d_ann.get("events") or [],
             "levels": d_ann.get("levels") or {},
-            "zones": _build_range_zones(daily, cycles, levels),
+            "zones": _build_range_zones(low, cycles, levels),
             "bars": d_ann.get("bars", 0),
-            "phase_source": "1w",
+            "phase_source": combo["mid"],
             "cycles": cycles,
+            "combo_id": combo["id"],
         }
 
-    frames = load_frames_batch(freq, ed, lookback, ts_codes=[ts_code])
-    frame = frames.get(ts_code)
+    role = ROLE_MID if freq == combo["mid"] else ROLE_HIGH
+    frame = load_frame(ts_code, freq, lookback)
     if frame is None:
         return empty
-    out = annotate_frame(frame)
+    out = annotate_frame(frame, role=role)
     out["ts_code"] = ts_code
     out["freq"] = freq
-    out["end_date"] = ed.isoformat()
+    out["end_date"] = frame.trade_dates[-1].isoformat() if frame.trade_dates else None
     out["phase_source"] = freq
-    out["cycles"] = _cycle_segments(frame)
+    out["cycles"] = _cycle_segments(frame, role=ROLE_HIGH if role == ROLE_HIGH else ROLE_MID)
     out["zones"] = _build_range_zones(frame, out["cycles"], out.get("levels") or {})
-    if freq == "1M":
-        # Monthly chart: cycle bands are more meaningful than phase
+    out["combo_id"] = combo["id"]
+    if role == ROLE_HIGH:
         if not any(p.get("phase") not in (None, "None") for p in out["phases"]):
             out["phases"] = [
                 {"start": c["start"], "end": c["end"], "phase": c["cycle"]}
@@ -305,9 +313,14 @@ def annotate_symbol(
     return out
 
 
-def _cycle_segments(frame: OHLCVFrame, step: int | None = None) -> list[dict]:
+def _cycle_segments(
+    frame: OHLCVFrame,
+    step: int | None = None,
+    *,
+    role: str | None = None,
+) -> list[dict]:
     """Walk-forward cycle labels compressed to segments."""
-    tf = frame.timeframe
+    tf = role or frame.timeframe
     min_bars = _MIN_BARS.get(tf, 30)
     if step is None:
         step = {"1d": 3, "1w": 1, "1M": 1}.get(tf, 2)