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
@@ -1,4 +1,252 @@
 /* ui.js */
+
+/** Trading OS 可消费的威科夫 Cycle 摘要（Confirmed + Live 分区；cycles[0]=ACTIVE） */
+function buildWyckoffCycleSummaryPayload(w, tf) {
+    if (!w) return null;
+    const cycles = (w.cycles && w.cycles.length)
+        ? w.cycles
+        : (w.trading_range ? [{
+            id: 0, status: 'ACTIVE', role: 'latest', lifecycle: w.lifecycle || 'UNKNOWN',
+            trading_range: w.trading_range, bias: w.bias,
+            phases: w.phases || [], events: w.events || [],
+            confirmed: { phases: w.phases || [], events: w.events || [] },
+            live: w.live || null,
+            confidence: { overall: null },
+            period: {
+                start_time: w.trading_range.start_time,
+                end_time: w.trading_range.end_time,
+                bars: w.trading_range.bars
+            }
+        }] : []);
+    if (!cycles.length) return null;
+    const active = cycles[0]; // 禁止 cycles[-1]
+    const confirmed = active.confirmed || {
+        phases: active.phases || w.phases || [],
+        events: active.events || w.events || []
+    };
+    const live = active.live || w.live || null;
+    const cPhases = confirmed.phases || [];
+    const cEvents = confirmed.events || [];
+    const lastPhase = cPhases.length ? cPhases[cPhases.length - 1] : null;
+    const lastEvent = cEvents.length ? cEvents[cEvents.length - 1] : null;
+    const tr = active.trading_range || {};
+    const prev = cycles.length > 1 ? cycles[1] : null;
+    const biasLabel = ({
+        accumulation: 'Accumulation',
+        distribution: 'Distribution',
+        unknown: 'Unknown'
+    })[active.bias] || (active.bias || 'Unknown');
+    const liveCand = (live && live.event_candidates && live.event_candidates[0]) || null;
+    const liveConf = live && live.confidence ? live.confidence.overall : null;
+    return {
+        symbol: (typeof currentData !== 'undefined' && currentData && currentData.symbol) || $('#symbol').val() || '',
+        timeframe: (tf || w.timeframe || $('#timeframe').val() || '').toString().toUpperCase(),
+        active: {
+            cycle_id: active.id != null ? active.id : 0,
+            status: active.status || 'ACTIVE',
+            lifecycle: active.lifecycle || (live && live.lifecycle) || 'UNKNOWN',
+            structure: biasLabel,
+            phase_confirmed: lastPhase ? String(lastPhase.phase || '') : null,
+            event_confirmed: lastEvent ? String(lastEvent.type || '') : null,
+            phase_candidate: live ? live.phase_candidate : null,
+            event_candidate: liveCand ? liveCand.type : null,
+            event_candidate_confidence: liveCand ? liveCand.confidence : null,
+            next_expected: live ? live.next_expected : null,
+            range: {
+                low: tr.low,
+                high: tr.high,
+                start_time: (active.period && active.period.start_time) || tr.start_time,
+                end_time: (active.period && active.period.end_time) || tr.end_time,
+                bars: (active.period && active.period.bars) != null ? active.period.bars : tr.bars
+            },
+            confidence_confirmed: (active.confidence && active.confidence.overall != null)
+                ? active.confidence.overall
+                : null,
+            confidence_live: liveConf
+        },
+        confirmed_history: cycles.slice(1, 4).map(function(c) {
+            const evs = ((c.confirmed && c.confirmed.events) || c.events || [])
+                .map(function(e) { return e.type; }).filter(Boolean);
+            return {
+                cycle_id: c.id,
+                structure: ({
+                    accumulation: 'Accumulation',
+                    distribution: 'Distribution',
+                    unknown: 'Unknown'
+                })[c.bias] || c.bias,
+                events: evs,
+                lifecycle: c.lifecycle || 'COMPLETED'
+            };
+        }),
+        live: live,
+        cycle_count: cycles.length
+    };
+}
+
+function _wrLayerTogglesOn(prefix) {
+    // prefix: Main | Element | SubSub
+    return $('#show' + prefix + 'WrRange').is(':checked')
+        || $('#show' + prefix + 'WrPhases').is(':checked')
+        || $('#show' + prefix + 'WrEvents').is(':checked')
+        || $('#show' + prefix + 'WrVP').is(':checked');
+}
+
+/** 面板展示用中文（机器可读 payload 仍保留英文原值） */
+function _wcsLifecycleZh(v) {
+    return ({
+        UNKNOWN: '未知',
+        FORMING: '形成中',
+        CONFIRMED: '已确认',
+        COMPLETED: '已完成',
+        ACTIVE: '当前'
+    })[v] || v || '未知';
+}
+
+function _wcsStructureZh(v) {
+    if (!v) return '—';
+    const key = String(v).toLowerCase();
+    return ({
+        accumulation: '吸筹',
+        distribution: '派发',
+        unknown: '未知'
+    })[key] || ({
+        Accumulation: '吸筹',
+        Distribution: '派发',
+        Unknown: '未知'
+    })[v] || v;
+}
+
+function _wcsEventZh(v) {
+    if (v == null || v === '') return '—';
+    return ({
+        Spring: '弹簧',
+        UTAD: '上升后派发',
+        SOS: '强势信号',
+        SOW: '弱势信号',
+        LPS: '最后支撑',
+        LPSY: '最后供应',
+        Test: '回测',
+        PSY: '初步供应',
+        BC: '买气高潮',
+        AR: '自动回落',
+        ST: '二次测试',
+        SC: '卖气高潮'
+    })[v] || v;
+}
+
+function _htmlWyckoffSummaryBlock(payload, blockClass) {
+    if (!payload || !payload.active) return '';
+    const a = payload.active;
+    const fmtPx = function(v) {
+        if (v == null || isNaN(Number(v))) return '—';
+        const n = Number(v);
+        return n >= 1000 ? n.toFixed(1) : n.toFixed(4);
+    };
+    const pct = function(v) {
+        if (v == null || isNaN(Number(v))) return '—';
+        return Math.round(Number(v) * 100) + '%';
+    };
+    let html = '<div class="wcs-block ' + (blockClass || '') + '">';
+    html += '<div class="wcs-title">' + (payload.symbol || '') + ' '
+        + (payload.timeframe || '') + '</div>';
+    html += '<div><span class="wcs-badge">当前 C' + a.cycle_id + '</span> '
+        + '<span class="wcs-badge" style="background:#fff8c5;color:#9a6700;">'
+        + _wcsLifecycleZh(a.lifecycle) + '</span></div>';
+    html += '<div class="wcs-active">';
+    html += '<div class="wcs-row"><span class="wcs-k">结构</span><span class="wcs-v">'
+        + _wcsStructureZh(a.structure) + '</span></div>';
+    html += '<div class="wcs-row"><span class="wcs-k">阶段</span><span class="wcs-v">'
+        + (a.phase_candidate
+            ? ('阶段 ' + a.phase_candidate + '（候选）')
+            : (a.phase_confirmed ? ('阶段 ' + a.phase_confirmed) : '—'))
+        + '</span></div>';
+    html += '<div class="wcs-row"><span class="wcs-k">事件</span><span class="wcs-v">'
+        + (a.event_candidate
+            ? (_wcsEventZh(a.event_candidate) + '（候选）')
+            : _wcsEventZh(a.event_confirmed))
+        + '</span></div>';
+    if (a.event_confirmed && a.event_candidate) {
+        html += '<div class="wcs-row"><span class="wcs-k">已确认</span><span class="wcs-v">'
+            + _wcsEventZh(a.event_confirmed) + '</span></div>';
+    }
+    html += '<div class="wcs-row"><span class="wcs-k">区间</span><span class="wcs-v">'
+        + fmtPx(a.range && a.range.low) + ' – ' + fmtPx(a.range && a.range.high) + '</span></div>';
+    html += '<div class="wcs-row"><span class="wcs-k">置信度</span><span class="wcs-v">'
+        + pct(a.confidence_live != null ? a.confidence_live : a.confidence_confirmed) + '</span></div>';
+    if (a.next_expected) {
+        html += '<div class="wcs-row"><span class="wcs-k">下一步</span><span class="wcs-v">'
+            + _wcsEventZh(a.next_expected) + '</span></div>';
+    }
+    html += '</div>';
+    if (payload.confirmed_history && payload.confirmed_history.length) {
+        html += '<div class="wcs-prev"><div style="margin-bottom:2px;">已确认历史</div>';
+        payload.confirmed_history.forEach(function(h) {
+            const ev = (h.events && h.events.length)
+                ? h.events.map(_wcsEventZh).join('、')
+                : '—';
+            html += '<div>C' + h.cycle_id + ' ' + _wcsStructureZh(h.structure) + ' · ' + ev + '</div>';
+        });
+        html += '</div>';
+    }
+    html += '</div>';
+    return html;
+}
+
+function renderWyckoffCycleSummary() {
+    const $el = $('#wyckoffCycleSummary');
+    if (!$el.length) return;
+    if (!currentData) {
+        $el.hide().empty();
+        window.wyckoffCycleSummary = null;
+        return;
+    }
+    const layers = [];
+    if (_wrLayerTogglesOn('Main') && currentData.wyckoff) {
+        layers.push({
+            key: 'main',
+            cls: 'wcs-main',
+            payload: buildWyckoffCycleSummaryPayload(
+                currentData.wyckoff,
+                currentData.timeframe || currentData.wyckoff.timeframe || $('#timeframe').val()
+            )
+        });
+    }
+    if (_wrLayerTogglesOn('Element') && currentData.element_wyckoff) {
+        layers.push({
+            key: 'element',
+            cls: 'wcs-element',
+            payload: buildWyckoffCycleSummaryPayload(
+                currentData.element_wyckoff,
+                currentData.element_timeframe || currentData.element_wyckoff.timeframe || $('#elementTimeframe').val()
+            )
+        });
+    }
+    if (_wrLayerTogglesOn('SubSub') && currentData.sub_sub_wyckoff) {
+        layers.push({
+            key: 'sub_sub',
+            cls: 'wcs-subsub',
+            payload: buildWyckoffCycleSummaryPayload(
+                currentData.sub_sub_wyckoff,
+                currentData.sub_sub_timeframe || currentData.sub_sub_wyckoff.timeframe || $('#subSubTimeframe').val()
+            )
+        });
+    }
+    const valid = layers.filter(function(L) { return L.payload && L.payload.active; });
+    if (!valid.length) {
+        $el.hide().empty();
+        window.wyckoffCycleSummary = null;
+        return;
+    }
+    const bag = {};
+    let html = '';
+    valid.forEach(function(L) {
+        bag[L.key] = L.payload;
+        html += _htmlWyckoffSummaryBlock(L.payload, L.cls);
+    });
+    window.wyckoffCycleSummary = bag;
+    $el.html(html).show();
+}
+
 function loadSymbols() {
    $.get('/api/symbols', function(data) {
        if (Array.isArray(data)) {
@@ -24,14 +272,15 @@ function loadSymbols() {
    });
 }

-// 设置默认时间范围
+// 设置默认时间范围（需覆盖威科夫 lookback；1 天在 4h/1h 上几乎检不出区间）
 function setDefaultTimeRange() {
    const now = new Date();
-    const oneDayAgo = new Date(now.getTime() - (24 * 60 * 60 * 1000));
+    const daysBack = 14;
+    const start = new Date(now.getTime() - (daysBack * 24 * 60 * 60 * 1000));
    
    // 格式化为datetime-local输入框所需的格式 YYYY-MM-DDThh:mm
    $('#end_time').val(formatDatetimeLocal(now));
-    $('#start_time').val(formatDatetimeLocal(oneDayAgo));
+    $('#start_time').val(formatDatetimeLocal(start));
 }
 // 格式化日期为datetime-local输入框格式
 function formatDatetimeLocal(date) {