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

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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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docs/TRACEABILITY.md
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@@ -44,3 +44,12 @@
| ECR-004 | TR 评分选最优段 | ENG-004 | `wyckoff/range.py` | `test_wyckoff` / `test_range_scoring_skips_pretrend` |
| ECR-004 | VP/填充少 series | ENG-004 | `chart_tv.js` Top-8 + 填充 3；bins≤24 | 人工 + ENG |
| ECR-004 | 阶段最小长度 + elements_only 门闩 | ENG-004 | `events.py` + `analyze.py` | 契约 `elements_only` |
## ECR-007
| ECR | Requirement | Spec | Code | Test | Commit |
|-----|-------------|------|------|------|--------|
| ECR-007 | Confirmed + Live 分层 | BD-2026-007 / ENG-007 | `wyckoff/live.py` + `engine.py` | `test_live_*` / `test_confirmed_upgrade_*` | （填） |
| ECR-007 | execution 仅 confirmed | BD-2026-007 | `execution_signal_from_wyckoff` | live-only → None | （填） |
| ECR-007 | Summary Confirmed/Live 分区 | PRODUCT | `ui.js` | 人工 + 契约键 | （填） |
| ECR-007 | LOOP-RUN-005 | — | — | Gate + Artifact | （填） |