docs: 开启 ECR-004 威科夫硬化与 VP 减负（Draft）
跟进 ECR-003 Review Findings；待 Approve 后实现。 Co-authored-by: Cursor <cursoragent@cursor.com>
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- IDEA-002 / `9f1e736`：主站内存泄漏 dispose、首屏单次 analyze、ChanMACD 复用、chan_tv 体验
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- IDEA-002 / `9f1e736`：主站内存泄漏 dispose、首屏单次 analyze、ChanMACD 复用、chan_tv 体验
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- ECR-002 Reviewed：拆 `web/services/runtime/`、加深 analyze 契约
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- ECR-002 Reviewed：拆 `web/services/runtime/`、加深 analyze 契约
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- ECR-003 Reviewed：主站威科夫叠层（`chanlun/analysis/wyckoff/` + `include_wyckoff`）
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- ECR-003 Reviewed：主站威科夫叠层（`chanlun/analysis/wyckoff/` + `include_wyckoff`）→ `081a57a`
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- ECR-004 Draft：TR 评分硬化 + VP 少系列 + 阶段/门闩/单测（IDEA-005）
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## 硬约束提醒
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## 硬约束提醒
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## Unreleased — 2026-08-06
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## Unreleased — 2026-08-06
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### ECR-004（L2，Draft）
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- 计划：威科夫 TR 评分硬化、主站 VP 绘图减负、阶段/门闩/单测（见 `docs/ECR/ECR-004-wyckoff-harden.md`）
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### ECR-003（L2，Reviewed）
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### ECR-003（L2，Reviewed）
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- 新增 `chanlun/analysis/wyckoff/`：交易区间、阶段 A–E、Spring/SOS/LPS/UTAD 等事件、区间 VP（POC/VAH/VAL）、量能确认
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- 新增 `chanlun/analysis/wyckoff/`：交易区间、阶段 A–E、Spring/SOS/LPS/UTAD 等事件、区间 VP（POC/VAH/VAL）、量能确认
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# ECR-004
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**Title:** 威科夫区间评分硬化与主站 VP 绘图减负
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**Status:** Draft（待 Human/Architect Approve 后编码）
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**Date:** 2026-08-06
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**Change Level:** L2
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## Change
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跟进 ECR-003 CODE_REVIEW Findings：改进交易区间选取启发式、阶段最小长度、收紧单测；主站 VP/叠层降低 Lightweight series 数量；`include_wyckoff` 与主周期分析同门闩。
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## Motivation
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003 已 Approve 合入；质量与内存项不得回塞已审变更，须独立可审闭环。
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## Scope
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### Allowed
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- `chanlun/analysis/wyckoff/range.py` / `events.py`（阶段）启发式与单测
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- `web/static/js/app/chart_tv.js` 威科夫 VP/填充绘制路径
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- `web/api/analyze.py`：`elements_only` 时不跑威科夫；可选调低默认 `vp_bins` 上限
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- ESS 文档与契约测试补充断言（不删既有 `wyckoff` 键）
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### Forbidden
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- 改笔/段/中枢/买卖点语义
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- `config/` / `strategies/`
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- `/chan_tv`
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- 新数据源 / 订单流
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## Risk
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| Risk | Mitigation |
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|------|------------|
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| TR 结果相对 003 漂移 | 合成夹具锁定高低与起点；文档标明启发式迭代 |
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| 前端 VP 观感变化 | 保留 POC/VAH/VAL；密度可用更少线表示 |
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| 回归 | 扩展 `tests/test_wyckoff.py` + 既有契约套件 |
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## Acceptance Criteria
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- [ ] 合成箱体夹具：`trading_range` 高低接近箱体边界，起点不落入明显前置趋势段
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- [ ] 开启 VP 时主图新增 series 数显著低于「每 bin 一条」（目标：填充+VP ≤ ~15 或等价合并策略）
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- [ ] 阶段输出满足最小跨度或合并退化段；文档说明规则
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- [ ] `elements_only=true` 即使 `include_wyckoff=1` 也不返回 `wyckoff`（或明确文档例外——实现选前者）
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- [ ] golden 缠论基线不变；相关 pytest 绿
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- [ ] TEST/IMPL/CHANGELOG/TRACEABILITY + CODE_REVIEW
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## Rollback
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`git revert`；UI 关威科夫即可无图面影响。
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## Risk Review
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- `docs/RISK_REVIEW/ECR-004.md` — N/A（展示/启发式，非 Live 策略）
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## Linked
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- IDEA: `docs/IDEA/IDEA-005-wyckoff-harden.md`
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- 上游: `docs/CODE_REVIEW/ECR-003.md` Findings 1–5
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- PRODUCT_SPEC / ENGINEERING_SPEC: 同目录 ECR-004-*
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- TRACEABILITY: Yes
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# ENGINEERING_SPEC — ECR-004
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**Status:** Draft
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**Date:** 2026-08-06
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## Range scoring
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替换「仅取最长合格窗口」：
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1. 仍在 `lookback` + `tail_reserve` 框架内扫描候选段（步长可保留）。
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2. 对每段计算分数，例如：
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- `touch_score` = near_hi + near_lo（触边上沿/下沿次数）
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- `width_penalty` = width / ATR（过宽扣分）
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- `recency_bonus` = 段终点靠近 core 末
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- 可选：段内 close 在 [low,high] 比例
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3. 取分数最高且满足既有硬门槛（near_hi/lo≥2、inside≥0.75 等）的段。
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4. 单测：`_box_df` 断言 `low∈[38,42]`、`high∈[58,62]`，且 `start` 不早于箱体起始（允许小容差）。
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## Phases
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- 为 A–E 设最小 bar 数（如 ≥3）；不足则与相邻段合并或跳过空标签。
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- 避免 D/E 完全同起止仍输出两条重复色带。
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## API gate
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```text
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if include_wyckoff and not elements_only:
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result["wyckoff"] = analyze_wyckoff(...)
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```
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## Frontend VP
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任选其一（ENG 实现时定一种并写进 IMPL）：
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- **A**：只画 volume>0 的 bin，且最多 N 条（按 volume 取 Top-N），POC/VAH/VAL 仍全画
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- **B**：用少量水平线 + 透明度映射，或单 series 多段（若 Lightweight 版本支持）
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- **C**：服务端默认 `vp_bins` 上限降到 24，前端再 Top-N
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区间填充线可从 6 降到 3。
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## Tests
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- 扩展 `tests/test_wyckoff.py`
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- 契约：`elements_only=true&include_wyckoff=1` 无 `wyckoff`
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- 不改 golden 缠论 JSON
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# Idea: 威科夫区间评分与主站 VP 绘图优化
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**Date:** 2026-08-06
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**Status:** Accepted → ECR-004
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**Source:** `docs/CODE_REVIEW/ECR-003.md` Findings Important #1/#2 + Medium #3–#5
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## Problem
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ECR-003 已上线主站威科夫叠层，但：
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1. 交易区间检测优先「最长窗口」，易吞并箱体前趋势，起点偏早。
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2. VP 默认按 bin 逐条 `addLineSeries`，自动刷新全量重建时系列过多，有内存压力。
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3. 阶段 C–E 在事件扎堆时易重叠退化；单测断言偏松；`elements_only` 仍可能跑威科夫。
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## Why now
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CODE_REVIEW Approve 非阻断项；关门后应单独 ECR 跟进，避免塞回已审 003。
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## Proposed direction
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- TR：触边密度/宽度评分选最优段，收紧合成夹具断言
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- VP：少系列绘制（非零 bin 合并或降 bins 上限）
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- 阶段最小长度；analyze 门闩与主周期一致；收紧单测
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## Out of scope
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- 缠论算法、`strategies/`/`config/`、`/chan_tv` Study、Live 信号
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## Linked
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- [x] ECR-004
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# PRODUCT_SPEC — ECR-004
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**Status:** Draft
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**Date:** 2026-08-06
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## Goal
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主站威科夫叠层在「可解释」前提下更稳：交易区间更贴近真实震荡箱；VP 打开时不拖垮图表刷新。
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## User-visible
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1. 勾选威科夫后，区间框起点/高低更合理（少把前置单边趋势框进去）。
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2. 开启 VP 时图面仍有 POC/VAH/VAL 与量能密度感，但刷新更轻。
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3. 阶段标签不再大量重叠在同一根 K 上（可合并短段）。
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## Non-goals
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- 改变缠论笔段中枢
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- 自动交易建议 / Live
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- chan_tv Study
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## Active anchors
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## Active anchors
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- ECR: ECR-002 / ECR-003 Reviewed（主站威科夫）
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- ECR: ECR-004 Draft（威科夫硬化）；ECR-002/003 Reviewed
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- EXP: N/A
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- EXP: N/A
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- TRACEABILITY: `docs/TRACEABILITY.md`
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- TRACEABILITY: `docs/TRACEABILITY.md`
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- Memory: `docs/AGENT_MEMORY.md`
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- Memory: `docs/AGENT_MEMORY.md`
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# RISK_REVIEW — ECR-004
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**Status:** N/A
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**Date:** 2026-08-06
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展示用威科夫启发式与绘图优化，不改 Freqtrade 策略或 Live 下单。TR 输出相对 ECR-003 可能漂移，由单测与 UI 开关缓解。
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# STATE
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# STATE
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**owner:** idle
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**owner:** architect
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**active_ecr:** none
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**active_ecr:** ECR-004
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**phase:** idle
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**phase:** draft_spec（待 Approve 后实现）
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**system_version:** v1.0.0
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**system_version:** v1.0.0
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**strategy_version:** unchanged
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**strategy_version:** unchanged
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**updated:** 2026-08-06
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**updated:** 2026-08-06
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| ECR-001 | L3 | Released `v1.0.0` | |
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| ECR-001 | L3 | Released `v1.0.0` | |
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| IDEA-002 | L1 | Done | `9f1e736` |
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| IDEA-002 | L1 | Done | `9f1e736` |
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| ECR-002 | L3 | Done (Reviewed) | runtime 包拆分 |
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| ECR-002 | L3 | Done (Reviewed) | runtime 包拆分 |
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| ECR-003 | L2 | Done (Reviewed) | 主站威科夫；待本提交合入 |
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| ECR-003 | L2 | Done (Reviewed) | `081a57a` 主站威科夫 |
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| ECR-004 | L2 | Draft | 威科夫硬化 / VP 减负；见 IDEA-005 |
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## Notes
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## Notes
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- ECR-003 CODE_REVIEW：**Approve**；Findings 另开 ECR-004
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- ECR-003 已合入；Findings → ECR-004
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- 未请求新 system tag（仍 Unreleased 文档累计）
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- ECR-004 待 Human/Architect **Approve** 后再编码
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- 未请求新 system tag
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task_id: ECR-004
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title: 威科夫区间评分硬化与主站 VP 绘图减负
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status: draft
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change_level: L2
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ecr: docs/ECR/ECR-004-wyckoff-harden.md
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idea: docs/IDEA/IDEA-005-wyckoff-harden.md
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notes: Follow-up to ECR-003 CODE_REVIEW Findings 1-5. Await Approve then implement.
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| ECR-003 | analyze 按需 `include_wyckoff` | ENG-003 | `web/api/analyze.py` | `test_analyze_http_wyckoff_opt_in` |
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| ECR-003 | analyze 按需 `include_wyckoff` | ENG-003 | `web/api/analyze.py` | `test_analyze_http_wyckoff_opt_in` |
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| ECR-003 | 主站 Lightweight 叠层 | PRODUCT-003 | `index.html` `chart_tv.js` `chart_view.js` | 人工 + 开关接线 |
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| ECR-003 | 主站 Lightweight 叠层 | PRODUCT-003 | `index.html` `chart_tv.js` `chart_view.js` | 人工 + 开关接线 |
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| ECR-003 | 契约可选键文档 | ENG-003 | `analyze_contract_keys.json` | golden keys file 断言 |
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| ECR-003 | 契约可选键文档 | ENG-003 | `analyze_contract_keys.json` | golden keys file 断言 |
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## ECR-004（Draft）
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| ECR | Requirement | Spec | Code | Test |
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| ECR-004 | TR 评分选最优段 | ENG-004 | TBD `wyckoff/range.py` | 收紧 `test_wyckoff` |
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| ECR-004 | VP/填充少 series | ENG-004 | TBD `chart_tv.js` | 人工 / 约定上限 |
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| ECR-004 | 阶段最小长度 + elements_only 门闩 | ENG-004 | TBD events + analyze | 契约补充 |
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