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>
This commit is contained in:
jackyu66git
2026-08-07 03:14:19 +08:00
co-authored by Cursor
parent 1e60ab3bfa
commit 276481e02c
33 changed files with 2527 additions and 401 deletions
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# ENGINEERING_SPEC — ECR-007 Wyckoff Live Structure
**ECR:** ECR-007
**BD:** BD-2026-007
**Status:** Approved
## Intent
Operators observe FORMING Wyckoff structure without feeding Live into execution.
## Modules
| Module | Role |
|--------|------|
| `events.py` / `range.py` | Confirmed facts |
| `live.py` | Live candidates + confidence + lifecycle hint |
| `engine.py` | Assemble cycles[].confirmed / .live |
| `execution_signal_from_wyckoff` | Confirmed-only gate |
## Lifecycle
`UNKNOWN → FORMING → CONFIRMED → COMPLETED`
## Non-goals
strategies, maker, Live-as-signal, Confirmed threshold cuts.