fix: ECR-004 威科夫区间评分硬化与 VP 绘图减负（已审）

评分选 TR、阶段最小跨度、elements_only 门闩、Top-8 VP；无币种独立参数。

Co-authored-by: Cursor <cursoragent@cursor.com>

chanlun/analysis/wyckoff/events.py

@@ -187,29 +187,25 @@ def build_phases(
 	tr: Dict[str, Any],
 	bias: str,
 	events: List[Dict[str, Any]],
+	min_bars: int = 3,
 ) -> List[Dict[str, Any]]:
-	"""按时间切分 A–E 粗阶段。"""
+	"""按时间切分 A–E 粗阶段；保证非重叠且每段至少 min_bars 根（空间不足则截断尾部阶段）。"""
 	s = int(tr["abs_start_idx"])
 	e = int(tr["abs_end_idx"])
-	hi = float(tr["high"])
-	lo = float(tr["low"])
-	mid = float(tr["mid"])
-	tol = float(tr.get("tol") or (hi - lo) * 0.05)
+	n_last = len(df) - 1
+	min_span = max(2, min_bars - 1)
 
 	event_idx = {}
 	for ev in events:
-		# 找回 idx 近似：按时间匹配
 		t = ev.get("time")
 		for i in range(s, min(len(df), e + 20)):
 			if _bar_time(df, i) == t:
 				event_idx[ev["type"]] = i
 				break
 
-	# 分段点
-	a_end = s + max(3, (e - s) // 5)
+	a_end = s + max(min_bars, (e - s) // 5)
 	c_anchor = event_idx.get("Spring") or event_idx.get("UTAD") or (s + (e - s) // 2)
 	d_anchor = event_idx.get("SOS") or event_idx.get("SOW") or e
-	e_start = d_anchor
 
 	def _lab(phase: str) -> str:
 		if bias == "distribution":
@@ -218,17 +214,27 @@ def build_phases(
 			m = {"A": "A停止下跌", "B": "B筑底", "C": "C测试", "D": "D拉升", "E": "E离开"}
 		return m.get(phase, phase)
 
-	cuts = [
+	# 理想切点（随后再强制非重叠 + 最小跨度）
+	raw = [
 		("A", s, a_end),
-		("B", a_end, max(a_end + 1, c_anchor)),
-		("C", max(a_end + 1, c_anchor), max(c_anchor + 1, d_anchor)),
-		("D", max(c_anchor + 1, d_anchor), max(d_anchor + 1, min(len(df) - 1, e_start + max(3, (e - s) // 6)))),
-		("E", max(d_anchor, e_start), min(len(df) - 1, max(e, e_start + 5))),
+		("B", a_end, c_anchor),
+		("C", c_anchor, d_anchor),
+		("D", d_anchor, min(n_last, d_anchor + max(min_bars, (e - s) // 6))),
+		("E", min(n_last, d_anchor + max(min_bars, (e - s) // 6)), min(n_last, max(e, d_anchor + max(min_bars * 2, 8)))),
 	]
-	phases = []
-	for phase, a, b in cuts:
-		a = int(np.clip(a, 0, len(df) - 1))
-		b = int(np.clip(b, a, len(df) - 1))
+	phases: List[Dict[str, Any]] = []
+	cursor = s
+	for phase, _a, _b in raw:
+		if cursor >= n_last:
+			break
+		a = max(int(_a), cursor)
+		b = int(max(_b, a + min_span))
+		b = int(np.clip(b, a, n_last))
+		if b - a < min_span:
+			# 尾部空间不足：并入上一段终点并停止新增
+			if phases:
+				phases[-1]["end_time"] = _bar_time(df, n_last)
+			break
 		phases.append(
 			{
 				"phase": phase,
@@ -237,4 +243,5 @@ def build_phases(
 				"end_time": _bar_time(df, b),
 			}
 		)
+		cursor = b
 	return phases

chanlun/analysis/wyckoff/range.py

@@ -1,4 +1,4 @@
-"""交易区间检测：ATR 容差下的近期震荡箱。"""
+"""交易区间检测：ATR 容差下按评分选取近期震荡箱。"""
 from __future__ import annotations
 
 from typing import Any, Dict, Optional
@@ -23,6 +23,20 @@ def _atr(df: pd.DataFrame, period: int = 14) -> pd.Series:
 	return tr.rolling(period, min_periods=max(3, period // 2)).mean()
 
 
+def _score_segment(
+	length: int,
+	near_hi: int,
+	near_lo: int,
+	inside: float,
+	width: float,
+	atr: float,
+) -> float:
+	"""触边密度 + 箱内比例 − 相对宽度；弱奖励长度以免只追最长。"""
+	touch_density = (near_hi + near_lo) / float(max(length, 1))
+	width_pen = (width / atr) if atr > 0 else width
+	return touch_density * 50.0 + float(inside) * 30.0 - width_pen * 3.0 + min(length / 40.0, 2.0)
+
+
 def detect_trading_range(
 	df: pd.DataFrame,
 	lookback: int = 120,
@@ -33,6 +47,7 @@ def detect_trading_range(
 	"""
 	在最近 lookback 根内寻找高低点波动受控的连续段作为交易区间。
 	尾部预留 tail_reserve 根用于事件（Spring/SOS），不参与箱体边界计算。
+	在硬门槛之上按评分取最优段（非仅最长窗口）。
 	"""
 	if df is None or len(df) < min_bars + 5:
 		return None
@@ -54,6 +69,7 @@ def detect_trading_range(
 		last_atr = float(core["close"].iloc[-1]) * 0.01
 
 	best = None
+	best_score = float("-inf")
 	cn = len(core)
 	for length in range(min(cn, lookback), min_bars - 1, -4):
 		seg = core.iloc[-length:]
@@ -67,14 +83,18 @@ def detect_trading_range(
 		near_lo = int((seg["low"] <= lo + tol).sum())
 		if near_hi < 2 or near_lo < 2:
 			continue
-		inside = ((seg["close"] >= lo - tol) & (seg["close"] <= hi + tol)).mean()
+		inside = float(((seg["close"] >= lo - tol) & (seg["close"] <= hi + tol)).mean())
 		if inside < 0.75:
 			continue
+		score = _score_segment(length, near_hi, near_lo, inside, width, last_atr)
+		if score <= best_score:
+			continue
 		start_i = cn - length
 		end_i = cn - 1
 		mid = (hi + lo) / 2.0
 		last_c = float(work["close"].iloc[-1])
 		active = (lo - tol * 1.5) <= last_c <= (hi + tol * 1.5)
+		best_score = score
 		best = {
 			"start_idx": int(start_i),
 			"end_idx": int(end_i),
@@ -85,8 +105,8 @@ def detect_trading_range(
 			"atr": last_atr,
 			"tol": tol,
 			"bars": int(length),
+			"score": float(score),
 		}
-		break
 
 	if best is None:
 		return None