feat(ECR-007): Wyckoff Live Structure with Confirmed/Live isolation

Add live.py lifecycle and event candidates; assemble confirmed vs live in engine; Summary partition; execution_signal source=confirmed only. Keep strategies untouched; do not lower Confirmed thresholds for Live. Co-authored-by: Cursor <cursoragent@cursor.com>
2026-08-07 03:14:19 +08:00
parent 1e60ab3bfa
commit 276481e02c
33 changed files with 2527 additions and 401 deletions
@@ -0,0 +1,70 @@
+# Backend Design: ECR-007 Wyckoff Live Structure
+
+| Field | Value |
+|-------|-------|
+| ID | BD-2026-007 |
+| ECR | ECR-007 |
+| Change Level | L2 |
+| Status | Approved |
+| Author | Architect (LOOP-RUN-005 Planner) |
+| Date | 2026-08-07 |
+| Risk | High (domain / execution boundary) |
+
+---
+
+## Context
+
+- 问题：Confirmed 引擎已存在；需要独立 Live 推演层供观察，且不得成为交易执行输入。
+- 非目标：改 Confirmed 门槛；自动交易；策略。
+- 依赖：ECR-003/004 威科夫；WYCKOFF-LIVE-STRUCTURE-001（FROZEN）。
+
+## Architecture Change / Change Boundary
+
+```text
+OHLCV
+  → detect_trading_ranges (Confirmed path)
+  → detect_bias_and_events / build_phases   ← Confirmed（阈值不降）
+  → analyze_live_structure                   ← Live（只读 confirmed）
+  → cycles[i] = { lifecycle, confirmed, live }
+  → API analyze + Summary UI
+  → execution_signal_from_wyckoff(confirmed only)
+```
+
+| Layer | May change | Must not |
+|-------|------------|----------|
+| Confirmed | assemble into `confirmed{}` | relax Spring/SOS rules |
+| Live | `live.py` heuristics | write into confirmed.events |
+| Execution helper | source=confirmed gate | consume candidates |
+| UI | Summary partition | treat Live as order |
+
+## Backend Change Boundary
+
+Live outputs are **observation**. Execution boundary:
+
+```python
+assert execution_signal.source == "confirmed"
+# live-only payload → None
+```
+
+## Data contract
+
+See WYCKOFF-LIVE-STRUCTURE-001. Top-level `phases`/`events` mirror **Confirmed** only.
+
+## delivery_constraints
+
+- BD Status Approved
+- TEST_REPORT commands/result/date
+- CODE_REVIEW handoff
+- TRACEABILITY commit
+- out_of_scope + execution_source_confirmed_only
+
+## Test Plan
+
+1. Live candidates not in confirmed.events  
+2. CONFIRMED lifecycle when Spring+SOS confirmed  
+3. execution_signal source=confirmed; live-only → None  
+4. analyze contract keys include live/lifecycle  
+
+## Rollback
+
+Remove live assembly path; Summary falls back to confirmed-only.