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/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