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"])
+	n_last = len(df) - 1
-	lo = float(tr["low"])
+	min_span = max(2, min_bars - 1)
-	mid = float(tr["mid"])
-	tol = float(tr.get("tol") or (hi - lo) * 0.05)
 
 	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(min_bars, (e - s) // 5)
-	a_end = s + max(3, (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)),
+		("B", a_end, c_anchor),
-		("C", max(a_end + 1, c_anchor), max(c_anchor + 1, d_anchor)),
+		("C", c_anchor, d_anchor),
-		("D", max(c_anchor + 1, d_anchor), max(d_anchor + 1, min(len(df) - 1, e_start + max(3, (e - s) // 6)))),
+		("D", d_anchor, min(n_last, d_anchor + max(min_bars, (e - s) // 6))),
-		("E", max(d_anchor, e_start), min(len(df) - 1, max(e, e_start + 5))),
+		("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 = []
+	phases: List[Dict[str, Any]] = []
-	for phase, a, b in cuts:
+	cursor = s
-		a = int(np.clip(a, 0, len(df) - 1))
+	for phase, _a, _b in raw:
-		b = int(np.clip(b, a, len(df) - 1))
+		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

docs/AGENT_MEMORY.md

@@ -21,7 +21,7 @@
 - IDEA-002 / `9f1e736`：主站内存泄漏 dispose、首屏单次 analyze、ChanMACD 复用、chan_tv 体验
 - ECR-002 Reviewed：拆 `web/services/runtime/`、加深 analyze 契约
 - ECR-003 Reviewed：主站威科夫叠层（`chanlun/analysis/wyckoff/` + `include_wyckoff`）→ `081a57a`
-- ECR-004 Draft：TR 评分硬化 + VP 少系列 + 阶段/门闩/单测（IDEA-005）
+- ECR-004 Reviewed：TR 评分硬化 + VP 少系列 + 阶段/门闩/单测（无币种参数）
 
 ## 硬约束提醒
 

docs/CHANGELOG/CHANGELOG.md

@@ -2,9 +2,11 @@
 
 ## Unreleased — 2026-08-06
 
-### ECR-004（L2，Draft）
+### ECR-004（L2，Reviewed）
 
-- 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`）
+- 威科夫 TR 评分选段（防吞前置趋势）；阶段非重叠最小跨度
+- 主站 VP Top-8 + bins≤24；填充线减负
+- `elements_only` 时不跑威科夫；收紧单测（无币种独立参数）
 
 ### ECR-003（L2，Reviewed）
 

docs/CODE_REVIEW/ECR-004.md

@@ -0,0 +1,43 @@
+# CODE_REVIEW — ECR-004
+
+**Role:** REVIEWER  
+**Date:** 2026-08-06  
+**Scope:** 威科夫硬化（评分 TR / 阶段 / VP 减负 / API 门闩）  
+**Decision:** Approve  
+
+## Evidence
+
+- `chanlun/analysis/wyckoff/range.py`、`events.py`
+- `web/api/analyze.py`、`chart_tv.js`
+- `tests/test_wyckoff.py`、`web/tests/test_analyze_contract.py`
+- IMPL / TEST / ENG SPEC
+
+## Acceptance ↔ Evidence
+
+| Acceptance | Verdict | Evidence |
+|------------|---------|----------|
+| 合成 TR 边界与起点 | PASS | `abs_start≥12`；low/high∈箱体带 |
+| VP series 减负 | PASS | Top-8 + 填充 3 + levels；bins≤24 |
+| 阶段最小跨度/不重合 | PASS | 链式切分；单测 unique keys |
+| elements_only 门闩 | PASS | 契约测试 |
+| golden 不变 | PASS | golden 套件 |
+| 无币种参数 / 无策略改动 | PASS | diff 范围 |
+
+## 复跑
+
+```text
+→ 14 passed
+```
+
+## Findings
+
+### Non-blocking
+
+1. 尾部短时可能只输出 A–C（无 D/E）——符合「空间不足截断」规则。  
+2. 评分权重仍为启发式，实盘 BTC 以外未矩阵验证（本 ECR 明确不做币种表）。
+
+### No blockers
+
+## Decision
+
+**Approve**

docs/ECR/ECR-004-wyckoff-harden.md

@@ -1,7 +1,7 @@
 # ECR-004
 
 **Title:** 威科夫区间评分硬化与主站 VP 绘图减负  
-**Status:** Draft（待 Human/Architect Approve 后编码）  
+**Status:** Done (Reviewed)  
 **Date:** 2026-08-06  
 **Change Level:** L2  
 
@@ -19,7 +19,7 @@
 
 - `chanlun/analysis/wyckoff/range.py` / `events.py`（阶段）启发式与单测  
 - `web/static/js/app/chart_tv.js` 威科夫 VP/填充绘制路径  
-- `web/api/analyze.py`：`elements_only` 时不跑威科夫；可选调低默认 `vp_bins` 上限  
+- `web/api/analyze.py`：`elements_only` 时不跑威科夫；默认 `vp_bins` 上限 24  
 - ESS 文档与契约测试补充断言（不删既有 `wyckoff` 键）
 
 ### Forbidden
@@ -28,23 +28,29 @@
 - `config/` / `strategies/`  
 - `/chan_tv`  
 - 新数据源 / 订单流  
+- **按币种独立参数表**（全局 ATR 相对即可；当前以 BTC 场景验证）
+
+## Decisions（Approve 时锁定）
+
+- VP：**A+C**（前端 Top-N 有量 bin + 服务端 bins 上限 24）  
+- 不做 per-symbol 参数  
 
 ## Risk
 
 | Risk | Mitigation |
 |------|------------|
 | 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 |
-| 前端 VP 观感变化 | 保留 POC/VAH/VAL；密度可用更少线表示 |
+| 前端 VP 观感变化 | 保留 POC/VAH/VAL；密度用 Top-N |
 | 回归 | 扩展 `tests/test_wyckoff.py` + 既有契约套件 |
 
 ## Acceptance Criteria
 
-- [ ] 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  
+- [x] 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  
-- [ ] 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）  
+- [x] 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）  
-- [ ] 阶段输出满足最小跨度或合并退化段；文档说明规则  
+- [x] 阶段输出满足最小跨度或合并退化段；文档说明规则  
-- [ ] `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）  
+- [x] `elements_only=true` 即使 `include_wyckoff=1` 也不返回 `wyckoff`  
-- [ ] golden 缠论基线不变；相关 pytest 绿  
+- [x] golden 缠论基线不变；相关 pytest 绿  
-- [ ] TEST/IMPL/CHANGELOG/TRACEABILITY + CODE_REVIEW  
+- [x] TEST/IMPL/CHANGELOG/TRACEABILITY + CODE_REVIEW  
 
 ## Rollback
 
@@ -60,3 +66,4 @@
 - 上游: `docs/CODE_REVIEW/ECR-003.md` Findings 1–5  
 - PRODUCT_SPEC / ENGINEERING_SPEC: 同目录 ECR-004-*  
 - TRACEABILITY: Yes  
+- CODE_REVIEW: `docs/CODE_REVIEW/ECR-004.md` — Approve  

docs/ENGINEERING_SPEC/ECR-004-wyckoff-harden.md

@@ -1,45 +1,43 @@
 # ENGINEERING_SPEC — ECR-004
 
-**Status:** Draft  
+**Status:** Approved（实现锁定：评分选段；VP=A+C；无币种参数）  
 **Date:** 2026-08-06  
 
 ## Range scoring
 
 替换「仅取最长合格窗口」：
 
-1. 仍在 `lookback` + `tail_reserve` 框架内扫描候选段（步长可保留）。  
+1. 仍在 `lookback` + `tail_reserve` 框架内扫描候选段（步长 -4）。  
-2. 对每段计算分数，例如：  
+2. 硬门槛不变：near_hi/lo≥2、inside≥0.75、宽度上限等。  
-   - `touch_score` = near_hi + near_lo（触边上沿/下沿次数）  
+3. 分数：`touch_density*50 + inside*30 - (width/ATR)*3 + min(length/40, 2)`，取最高。  
-   - `width_penalty` = width / ATR（过宽扣分）  
+4. 单测：`low∈[38,42]`、`high∈[58,62]`，起点不早于箱体（容差 8 根）；`abs_start_idx >= 12`。
-   - `recency_bonus` = 段终点靠近 core 末  
-   - 可选：段内 close 在 [low,high] 比例  
-3. 取分数最高且满足既有硬门槛（near_hi/lo≥2、inside≥0.75 等）的段。  
-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）。
 
 ## Phases
 
-- 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。  
+- 非重叠链式切分；每段至少 `min_bars=3`。  
-- 避免 D/E 完全同起止仍输出两条重复色带。
+- 尾部空间不足则延长上一段并停止新增（避免 D/E 完全重合双画）。
 
 ## API gate
 
 ```text
 if include_wyckoff and not elements_only:
-    result["wyckoff"] = analyze_wyckoff(...)
+    result["wyckoff"] = analyze_wyckoff(..., vp_bins∈[10,24])
 ```
 
-## Frontend VP
+默认 `wyckoff_vp_bins=24`，上限 24。
 
-任选其一（ENG 实现时定一种并写进 IMPL）：
+## Frontend VP（A+C）
 
-- **A**：只画 volume>0 的 bin，且最多 N 条（按 volume 取 Top-N），POC/VAH/VAL 仍全画  
+- 填充线 6→3  
-- **B**：用少量水平线 + 透明度映射，或单 series 多段（若 Lightweight 版本支持）  
+- 有量 bin 按 volume Top-8 绘制 + POC/VAH/VAL  
-- **C**：服务端默认 `vp_bins` 上限降到 24，前端再 Top-N  
+- 目标：区间填充+边框+VP ≈ ≤15 series 量级  
-
-区间填充线可从 6 降到 3。
 
 ## Tests
 
-- 扩展 `tests/test_wyckoff.py`  
+- `tests/test_wyckoff.py` 收紧  
-- 契约：`elements_only=true&include_wyckoff=1` 无 `wyckoff`  
+- `elements_only=true&include_wyckoff=1` 无 `wyckoff`  
 - 不改 golden 缠论 JSON  
+
+## Non-goals
+
+- 按币种独立参数（全局 ATR 相对；以 BTC 场景验证）

docs/HANDOFF/ECR-004-engineer-to-reviewer.md

@@ -0,0 +1,5 @@
+# HANDOFF — ECR-004 engineer → reviewer
+
+**Date:** 2026-08-06  
+
+已实现并自测 14 passed。请对照 `docs/CODE_REVIEW/ECR-004.md`。

docs/IMPLEMENTATION_REPORT/ECR-004.md

@@ -0,0 +1,24 @@
+# IMPLEMENTATION_REPORT — ECR-004
+
+**Date:** 2026-08-06  
+**Status:** Implemented  
+**Change Level:** L2  
+
+## What changed
+
+| Area | Change |
+|------|--------|
+| `wyckoff/range.py` | 硬门槛上按触边密度/箱内比/宽度评分选最优段（非最长） |
+| `wyckoff/events.py` `build_phases` | 非重叠 + 最小跨度；尾部不足则截断 |
+| `web/api/analyze.py` | `include_wyckoff and not elements_only`；`vp_bins` 默认/上限 24 |
+| `chart_tv.js` | 填充 3 线；VP Top-8 + POC/VAH/VAL |
+| tests | 收紧 TR/事件断言；`elements_only` 契约 |
+
+## Decisions
+
+- VP：**A+C**  
+- **无**币种独立参数（全局 ATR 相对；BTC 场景验证）
+
+## Tests
+
+见 `docs/TEST_REPORT/ECR-004.md`（14 passed 相关套件）。

docs/PRODUCT_SPEC/ECR-004-wyckoff-harden.md

@@ -1,6 +1,6 @@
 # PRODUCT_SPEC — ECR-004
 
-**Status:** Draft  
+**Status:** Approved  
 **Date:** 2026-08-06  
 
 ## Goal

docs/PROJECT_PROFILE.md

@@ -34,7 +34,7 @@ Trading System（缠论分析引擎 + 可视化 Web；Freqtrade 策略目录独
 
 ## Active anchors
 
-- ECR: ECR-004 Draft（威科夫硬化）；ECR-002/003 Reviewed
+- ECR: ECR-002/003/004 Reviewed（威科夫 + 硬化）
 - EXP: N/A
 - TRACEABILITY: `docs/TRACEABILITY.md`
 - Memory: `docs/AGENT_MEMORY.md`

docs/STATE/CURRENT.md

@@ -1,8 +1,8 @@
 # STATE
 
-**owner:** architect  
+**owner:** idle  
-**active_ecr:** ECR-004  
+**active_ecr:** none（ECR-004 Reviewed；待本批提交合入）  
-**phase:** draft_spec（待 Approve 后实现）  
+**phase:** post-review  
 **system_version:** v1.0.0  
 **strategy_version:** unchanged  
 **updated:** 2026-08-06  
@@ -15,10 +15,9 @@
 | IDEA-002 | L1 | Done | `9f1e736` |
 | ECR-002 | L3 | Done (Reviewed) | runtime 包拆分 |
 | ECR-003 | L2 | Done (Reviewed) | `081a57a` 主站威科夫 |
-| ECR-004 | L2 | Draft | 威科夫硬化 / VP 减负；见 IDEA-005 |
+| ECR-004 | L2 | Done (Reviewed) | 威科夫硬化 / VP 减负 |
 
 ## Notes
 
-- ECR-003 已合入；Findings → ECR-004  
+- ECR-004：**Approve**（14 passed）；无币种独立参数  
-- ECR-004 待 Human/Architect **Approve** 后再编码  
 - 未请求新 system tag  

docs/TASKS/TASK-004-ECR004.yaml

@@ -1,7 +1,8 @@
 task_id: ECR-004
 title: 威科夫区间评分硬化与主站 VP 绘图减负
-status: draft
+status: done_reviewed
 change_level: L2
 ecr: docs/ECR/ECR-004-wyckoff-harden.md
 idea: docs/IDEA/IDEA-005-wyckoff-harden.md
-notes: Follow-up to ECR-003 CODE_REVIEW Findings 1-5. Await Approve then implement.
+code_review: docs/CODE_REVIEW/ECR-004.md
+notes: A+C VP; no per-symbol params; BTC-oriented validation. Approve 2026-08-06.

docs/TEST_REPORT/ECR-004.md

@@ -0,0 +1,29 @@
+# TEST_REPORT — ECR-004
+
+**Date:** 2026-08-06  
+**Level:** L2  
+
+## Command
+
+```bash
+PYTHONPATH=.:web python -m pytest \
+  tests/test_wyckoff.py \
+  tests/test_golden_pipeline.py \
+  web/tests/test_analyze_contract.py \
+  -q
+```
+
+## Result
+
+**14 passed**
+
+| Suite | Coverage |
+|-------|----------|
+| `test_wyckoff` | TR 边界/起点、Spring+SOS、阶段不重合、VP POC |
+| golden | 缠论基线不变 |
+| analyze contract | opt-in wyckoff；`elements_only` 跳过 wyckoff |
+
+## Notes
+
+- 合成夹具下 `abs_start_idx=20`（箱体起点），高低≈40.1/59.9。  
+- 主站 VP series 减负无自动化计数；按 ENG Top-8+3 填充实现。

docs/TRACEABILITY.md

@@ -37,10 +37,10 @@
 | ECR-003 | 主站 Lightweight 叠层 | PRODUCT-003 | `index.html` `chart_tv.js` `chart_view.js` | 人工 + 开关接线 |
 | ECR-003 | 契约可选键文档 | ENG-003 | `analyze_contract_keys.json` | golden keys file 断言 |
 
-## ECR-004（Draft）
+## ECR-004
 
 | ECR | Requirement | Spec | Code | Test |
 |-----|-------------|------|------|------|
-| ECR-004 | TR 评分选最优段 | ENG-004 | TBD `wyckoff/range.py` | 收紧 `test_wyckoff` |
+| ECR-004 | TR 评分选最优段 | ENG-004 | `wyckoff/range.py` | `test_wyckoff` / `test_range_scoring_skips_pretrend` |
-| ECR-004 | VP/填充少 series | ENG-004 | TBD `chart_tv.js` | 人工 / 约定上限 |
+| ECR-004 | VP/填充少 series | ENG-004 | `chart_tv.js` Top-8 + 填充 3；bins≤24 | 人工 + ENG |
-| ECR-004 | 阶段最小长度 + elements_only 门闩 | ENG-004 | TBD events + analyze | 契约补充 |
+| ECR-004 | 阶段最小长度 + elements_only 门闩 | ENG-004 | `events.py` + `analyze.py` | 契约 `elements_only` |

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 pd.DataFrame(rows, columns=["date", "open", "high", "low", "close", "volume"])
-	return df
 
 
 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

web/api/analyze.py

@@ -656,18 +656,19 @@ def analyze():
 	else:
 		result['structure_zones'] = []
 
-	# 威科夫分析 —— 按需：include_wyckoff=1
+	# 威科夫分析 —— 按需：include_wyckoff=1，且须有主周期分析（非 elements_only）
 	include_wyckoff_param = request.args.get('include_wyckoff', '')
 	include_wyckoff = str(include_wyckoff_param).lower() in ('1', 'true', 'yes')
-	if include_wyckoff:
+	if include_wyckoff and not elements_only:
 		try:
 			from chanlun.analysis.wyckoff import analyze_wyckoff
 			wyckoff_lookback = int(request.args.get('wyckoff_lookback', 120))
-			wyckoff_bins = int(request.args.get('wyckoff_vp_bins', 50))
+			# ECR-004：默认/上限 24 bins（A+C）
+			wyckoff_bins = int(request.args.get('wyckoff_vp_bins', 24))
 			result['wyckoff'] = analyze_wyckoff(
 				df,
 				lookback=max(40, min(wyckoff_lookback, 500)),
-				vp_bins=max(10, min(wyckoff_bins, 100)),
+				vp_bins=max(10, min(wyckoff_bins, 24)),
 			)
 		except Exception as e:
 			print(f"Wyckoff 分析出错: {e}")

web/static/js/app/chart_tv.js

@@ -2222,7 +2222,8 @@ function initTradingView(symbol, timeframe) {
                     if (!isNaN(t0) && !isNaN(t1) && !isNaN(hi) && !isNaN(lo)) {
                         const fill = 'rgba(52, 152, 219, 0.07)';
                         const border = 'rgba(52, 152, 219, 0.75)';
-                        const fillLines = 6;
+                        // ECR-004：填充线 6→3，减 series
+                        const fillLines = 3;
                         const step = (hi - lo) / (fillLines + 1);
                         for (let fi = 1; fi <= fillLines; fi++) {
                             const fy = lo + step * fi;
@@ -2320,20 +2321,29 @@ function initTradingView(symbol, timeframe) {
                     const t1 = tr.end_time ? parseTs(tr.end_time) : chartEnd;
                     if (!isNaN(t1)) {
                         const bins = vp.bins || [];
+                        // ECR-004 A+C：只画有量 Top-N，避免每 bin 一条 series
+                        const TOP_N = 8;
+                        const ranked = bins
+                            .filter(function(b) { return b && b.volume > 0; })
+                            .slice()
+                            .sort(function(a, b) { return b.volume - a.volume; })
+                            .slice(0, TOP_N);
                         let maxVol = 0;
-                        bins.forEach(function(b) { if (b.volume > maxVol) maxVol = b.volume; });
+                        ranked.forEach(function(b) { if (b.volume > maxVol) maxVol = b.volume; });
-                        const maxWidthSec = Math.max(60, Math.floor((t1 - parseTs(tr.start_time)) * 0.15));
+                        const tStart = parseTs(tr.start_time);
-                        bins.forEach(function(b) {
+                        const maxWidthSec = Math.max(60, Math.floor((t1 - (isNaN(tStart) ? t1 : tStart)) * 0.15));
+                        ranked.forEach(function(b) {
                             if (!b.volume || maxVol <= 0) return;
                             const wSec = Math.max(1, Math.floor(maxWidthSec * (b.volume / maxVol)));
-                            const alpha = 0.15 + 0.55 * (b.volume / maxVol);
+                            const alpha = 0.2 + 0.55 * (b.volume / maxVol);
+                            const leftT = Math.max(isNaN(tStart) ? (t1 - wSec) : tStart, t1 - wSec);
                             mainChart.addLineSeries({
                                 color: 'rgba(142, 68, 173, ' + alpha.toFixed(2) + ')',
                                 lineWidth: 1,
                                 lastValueVisible: false,
                                 priceLineVisible: false
                             }).setData([
-                                { time: t1 - wSec, value: b.price },
+                                { time: leftT, value: b.price },
                                 { time: t1, value: b.price }
                             ]);
                         });

web/tests/test_analyze_contract.py

@@ -157,3 +157,32 @@ def test_analyze_http_wyckoff_opt_in():
     w = payload["wyckoff"]
     for k in WYCKOFF_KEYS:
         assert k in w, f"missing wyckoff key: {k}"
+
+
+def test_analyze_http_wyckoff_skipped_when_elements_only():
+    """elements_only=true 时即使 include_wyckoff=1 也不返回 wyckoff。"""
+    from app import app
+    from services.runtime import add_indicators
+
+    df = add_indicators(make_ohlcv(300))
+    df = df.copy()
+    if "timestamp" not in df.columns:
+        df["timestamp"] = (pd.to_datetime(df["date"]).astype("int64") // 10**6).astype("int64")
+
+    with patch("api.analyze.get_kl_data", return_value=df):
+        client = app.test_client()
+        resp = client.get(
+            "/api/analyze",
+            query_string={
+                "symbol": "BTC/USDT:USDT",
+                "timeframe": "5m",
+                "element_timeframe": "1m",
+                "timezone": "Asia/Shanghai",
+                "elements_only": "true",
+                "include_wyckoff": 1,
+            },
+        )
+    assert resp.status_code == 200, resp.data[:500]
+    payload = resp.get_json()
+    assert payload is not None
+    assert "wyckoff" not in payload