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>

tests/test_wyckoff.py

@@ -1,4 +1,4 @@
-"""威科夫引擎单测：合成震荡箱 + Spring/SOS + VP POC。"""
+"""威科夫引擎单测：合成震荡箱 + Spring/SOS + VP POC（ECR-004 收紧）。"""
 from __future__ import annotations
 
 import sys
@@ -11,10 +11,11 @@ ROOT = Path(__file__).resolve().parents[1]
 sys.path.insert(0, str(ROOT))
 
 from chanlun.analysis.wyckoff import analyze_wyckoff  # noqa: E402
+from chanlun.analysis.wyckoff.range import detect_trading_range  # noqa: E402
 
 
 def _box_df(n_box: int = 60, spring: bool = True, sos: bool = True) -> pd.DataFrame:
-	"""构造明显箱体：40~60，可选假破与上破。"""
+	"""构造明显箱体：40~60，前 20 根下跌趋势，可选假破与上破。"""
 	rng = np.random.default_rng(7)
 	rows = []
 	t0 = pd.Timestamp("2024-06-01", tz="UTC")
@@ -32,7 +33,6 @@ def _box_df(n_box: int = 60, spring: bool = True, sos: bool = True) -> pd.DataFr
 		o = c + rng.normal(0, 0.5)
 		h = min(hi + 0.5, max(o, c) + abs(rng.normal(0.5, 0.2)))
 		l = max(lo - 0.5, min(o, c) - abs(rng.normal(0.5, 0.2)))
-		# 触及边界
 		if i % 7 == 0:
 			h = hi - 0.1
 		if i % 7 == 3:
@@ -49,7 +49,6 @@ def _box_df(n_box: int = 60, spring: bool = True, sos: bool = True) -> pd.DataFr
 		)
 	base = 20 + n_box
 	if spring:
-		# 假破下沿
 		rows.append(
 			(
 				t0 + pd.Timedelta(minutes=5 * base),
@@ -73,7 +72,6 @@ def _box_df(n_box: int = 60, spring: bool = True, sos: bool = True) -> pd.DataFr
 			)
 		)
 		base += 1
-		# LPS 缩量回踩
 		rows.append(
 			(
 				t0 + pd.Timedelta(minutes=5 * base),
@@ -85,8 +83,7 @@ def _box_df(n_box: int = 60, spring: bool = True, sos: bool = True) -> pd.DataFr
 			)
 		)
 
-	df = pd.DataFrame(rows, columns=["date", "open", "high", "low", "close", "volume"])
-	return df
+	return pd.DataFrame(rows, columns=["date", "open", "high", "low", "close", "volume"])
 
 
 def test_wyckoff_detects_range_and_events():
@@ -94,15 +91,29 @@ def test_wyckoff_detects_range_and_events():
 	out = analyze_wyckoff(df, lookback=200)
 	assert out["trading_range"] is not None
 	tr = out["trading_range"]
-	assert tr["high"] > tr["low"]
+	assert 38.0 <= tr["low"] <= 42.0
+	assert 58.0 <= tr["high"] <= 62.0
+	# 起点不应落入前 20 根下跌段（允许少量 overlap）
+	box_start = df["date"].iloc[20]
+	assert tr["start_time"] is not None
+	start_ts = pd.Timestamp(tr["start_time"])
+	assert start_ts >= box_start - pd.Timedelta(minutes=5 * 8)
 	types = {e["type"] for e in out["events"]}
-	assert "Spring" in types or "SOS" in types
+	assert "Spring" in types
+	assert "SOS" in types
 	assert out["bias"] in ("accumulation", "distribution", "unknown")
 	assert len(out["phases"]) >= 3
+	keys = [(p["start_time"], p["end_time"]) for p in out["phases"]]
+	assert len(keys) == len(set(keys)), "phases must not share identical start/end"
+
+def test_range_scoring_skips_pretrend():
+	df = _box_df(spring=False, sos=False)
+	tr = detect_trading_range(df, lookback=200)
+	assert tr is not None
+	assert tr["abs_start_idx"] >= 12  # 不应从 bar 0 吞掉整段下跌
 
 
 def test_volume_profile_poc_on_heavy_bin():
-	# 平坦箱 + 中间价放量
 	dates = pd.date_range("2024-01-01", periods=40, freq="5min", tz="UTC")
 	rows = []
 	for i, d in enumerate(dates):
@@ -114,4 +125,4 @@ def test_volume_profile_poc_on_heavy_bin():
 	vp = out["volume_profile"]
 	assert vp["poc"] is not None
 	assert vp["vah"] is not None and vp["val"] is not None
-	assert abs(vp["poc"] - 50.0) < 2.0
+	assert abs(vp["poc"] - 50.0) < 1.0