fix(web): 自动刷新保留 K 线视窗；威科夫与图表增量更新

自动刷新改用 tail update 与 scrollToPosition 恢复视窗，避免 setData 后跳到最右；拆分 chart_tv 模块并扩展 analyze/recent API。同步威科夫分析、pipeline 增量构建及相关策略与配置。 Co-authored-by: Cursor <cursoragent@cursor.com>
2026-08-25 22:57:43 +08:00
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+# Validity Boundary — Market-State Gated Spring
+
+## Definition (hard)
+
+```text
+market_state in {accumulation, markup} -> allow Spring
+else -> block Spring
+```
+
+Spring 信号本体 = `V1_BASELINE`（FROZEN）。  
+Gate = Decision 层默认规则（state_set v1.1 = **PASS**）。
+
+Soft-score / hard-score 阈值 **不进入默认规则**。
+
+## Validity statement
+
+Spring has positive expectancy under:
+
+1. BTC market  
+2. Causal `market_state ∈ {accumulation, markup}`  
+3. 8h / 4h / 1h alignment  
+4. Trend-compatible (range already blocked in Baseline)
+
+Invalid under:
+
+1. `distribution`  
+2. `range`  
+3. `markdown`（对 SPRING_LONG）  
+4. Ungated global trading  
+
+## Causal state (entry-time only)
+
+```
+bear & ema_slope >= -1%   → accumulation
+bull & ema_slope >  +0.5% → markup
+bull & ema_slope <= +0.5% → distribution
+bear & ema_slope <  -1%   → markdown
+else                      → range
+```
+
+## Gate performance (net fee+slip)
+
+| Window | Baseline | Gated state_set |
+|--------|----------|-----------------|
+| 2023+ | n=20 PF 1.45 DD 7.9% | n=7 PF **1.34** DD **3.4%** |
+| full | n=47 PF 0.74 DD 26% | n=17 PF **0.92** DD **9.6%** |
+
+Confidence: **MEDIUM / defined-domain PASS**（full PF 仍 < 1）。
+
+## Negative-domain audit
+
+`scripts/wyckoff_negative_domain_audit_result.json`
+
+对 Baseline 全部 `SPRING_LONG`（n=28）按因果状态拆 kept/blocked：
+
+| | n | PF | 含义 |
+|--|---|-----|------|
+| Kept | 15 | 1.09 | 全部在 markup |
+| Blocked | 13 | 0.58 | **100% bad domain** |
+| Blocked × distribution | 9 | **0.38** | 主杀伤区 |
+| Blocked × range | 4 | 1.14 | 样本小，非干净杀伤 |
+
+→ Gate 主要过滤 **distribution 结构性失效**，符合威科夫「Spring 是吸筹事件而非形态」的边界叙事。
+
+## Default stack（LOCKED）
+
+```
+8h causal market_state
+        ↓
+Decision: state_set Gate v1.1  ← LOCKED
+        ↓
+Frozen V1_BASELINE Spring / UTAD
+```
+
+## Year/era robustness（冻结前确认）
+
+`scripts/wyckoff_gate_robustness_slices_result.json`
+
+- pre_2023 blocked：distribution share **87.5%**，blocked PF 0.37  
+- 多数年份 blocked 以 distribution 为首  
+- 2023+ blocked：distribution + range 并存；range **仅观察**，不改规则  
+- 不因 2023+ blocked 弱正 PF 或 range n=4 回滚 Gate  
+
+**Primary invalidation domain = distribution（稳定）**  
+**range = observation bucket only**