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>

web/tests/test_analyze_contract.py

@@ -127,11 +127,13 @@ def test_analyze_http_contract_with_mocked_kl():
     assert payload is not None and "error" not in payload
     missing = [k for k in CONTRACT_KEYS if k not in payload]
     assert not missing, f"missing contract keys: {missing}"
-    assert "wyckoff" not in payload
+    assert "wyckoff" in payload
+    for k in WYCKOFF_KEYS:
+        assert k in payload["wyckoff"], f"missing wyckoff key: {k}"
 
 
-def test_analyze_http_wyckoff_opt_in():
-    """include_wyckoff=1 时响应含 wyckoff 约定键；默认不返回。"""
+def test_analyze_http_wyckoff_can_opt_out():
+    """include_wyckoff=0 时可显式跳过威科夫。"""
     from app import app
     from services.runtime import add_indicators
 
@@ -148,19 +150,49 @@ def test_analyze_http_wyckoff_opt_in():
                 "symbol": "BTC/USDT:USDT",
                 "timeframe": "5m",
                 "timezone": "Asia/Shanghai",
-                "include_wyckoff": 1,
+                "include_wyckoff": 0,
             },
         )
     assert resp.status_code == 200, resp.data[:500]
     payload = resp.get_json()
-    assert payload is not None and "wyckoff" in payload
-    w = payload["wyckoff"]
-    for k in WYCKOFF_KEYS:
-        assert k in w, f"missing wyckoff key: {k}"
+    assert payload is not None and "wyckoff" not in payload
+
+
+def test_analyze_http_wyckoff_for_three_timeframes():
+    """主/次/次次均返回各自 wyckoff 载荷。"""
+    from app import app
+    from services.runtime import add_indicators
+
+    df = add_indicators(make_ohlcv(300))
+    df = df.copy()
+    if "timestamp" not in df.columns:
+        df["timestamp"] = (pd.to_datetime(df["date"]).astype("int64") // 10**6).astype("int64")
+
+    with patch("api.analyze.get_kl_data", return_value=df):
+        client = app.test_client()
+        resp = client.get(
+            "/api/analyze",
+            query_string={
+                "symbol": "BTC/USDT:USDT",
+                "timeframe": "4h",
+                "element_timeframe": "2h",
+                "sub_sub_timeframe": "1h",
+                "timezone": "Asia/Shanghai",
+            },
+        )
+    assert resp.status_code == 200, resp.data[:500]
+    payload = resp.get_json()
+    assert payload is not None and "error" not in payload
+    assert "wyckoff" in payload
+    assert "element_wyckoff" in payload
+    assert "sub_sub_wyckoff" in payload
+    for key in ("wyckoff", "element_wyckoff", "sub_sub_wyckoff"):
+        for k in WYCKOFF_KEYS:
+            assert k in payload[key], f"missing {k} in {key}"
 
 
 def test_analyze_http_wyckoff_skipped_when_elements_only():
-    """elements_only=true 时即使 include_wyckoff=1 也不返回 wyckoff。"""
+    """elements_only=true 时不返回 wyckoff。"""
     from app import app
     from services.runtime import add_indicators
 
@@ -179,7 +211,6 @@ def test_analyze_http_wyckoff_skipped_when_elements_only():
                 "element_timeframe": "1m",
                 "timezone": "Asia/Shanghai",
                 "elements_only": "true",
-                "include_wyckoff": 1,
             },
         )
     assert resp.status_code == 200, resp.data[:500]