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
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# WYCKOFF-LIVE-STRUCTURE-001
**Status:** FROZEN
**Depends on:** WYCKOFF-MULTI-CYCLE-001
**Scope:** Live / Developing 结构层(独立于 Confirmed Engine
## 核心原则
| Layer | 定位 |
|-------|------|
| Confirmed Engine | 历史结构事实 |
| Live Engine | 当前结构推演 |
禁止:
- 降低 Spring/SOS Confirmed 条件
- 用 Live candidate 替代 Confirmed event
- Execution 消费 Live / FORMING / Candidate / Prediction
## 状态机
```
UNKNOWN → FORMING → CONFIRMED → COMPLETED
```
## 数据契约(Live 不进 events[]
```json
{
"cycles": [{
"id": 0,
"lifecycle": "FORMING",
"confirmed": { "phases": [], "events": [] },
"live": {
"phase_candidate": "D",
"event_candidates": [{ "type": "SOS", "confidence": 0.62, "confirmed": false }],
"next_expected": "LPS",
"confidence": { "cycle": 0.72, "phase": 0.68, "event": 0.55, "overall": 0.65 }
}
}],
"live": { "...": "顶层镜像 cycles[0].live,便于 Summary" }
}
```
兼容:顶层 `phases` / `events` 仍镜像 **Confirmed**= ACTIVE cycle 的 confirmed 内容)。
## Candidate v1(仅启发式)
- Range Formation:横盘时长、波动收敛 → Potential Trading Range
- Phase C candidate:测低 / 下影 / 缩量
- Event candidatesSpring / SOS / LPS / UTAD only
## Confidence
可解释分层:`cycle` / `phase` / `event` / `overall`structure+volume+event 加权),禁止黑盒 “AI probability”。
## Execution
```
assert execution_signal.source == "confirmed"
```
## No Change
- Confirmed 检测阈值、MULTI-CYCLE-001 排序、缠论 / strategies / chan_tv
## Only Change
- `chanlun/analysis/wyckoff/live.py`
- engine 组装 `lifecycle` / `confirmed` / `live`
- Summary 面板分区
- 测例