docs(ECR-007): archive LOOP-RUN-005 and sync STATE

关门收尾：归档 loop/gate 产物至 docs/runs，同步 CURRENT/MEMORY/PROFILE，并忽略工作目录 .gates/loop。 Co-authored-by: Cursor <cursoragent@cursor.com>
2026-08-07 15:02:54 +08:00
parent 2964d6f230
commit efad2bb333
15 changed files with 317 additions and 9 deletions
@@ -40,3 +40,7 @@ feature_meta
 .DS_Store
 data_provider/._config.json
 .gstack/
+
+# ESS gate / engineering-loop working dirs（归档进 docs/runs/）
+.gates/
+loop/
@@ -22,14 +22,16 @@
 - 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 Reviewed：TR 评分硬化 + VP 少系列 + 阶段/门闩/单测（无币种参数）
+- ECR-007 Final Approval / `276481e`：Wyckoff Live Structure（`live.py`）；Confirmed ≠ Live；execution 仅 confirmed
 - 威科夫数据随主 analyze 默认返回；UI 开关仅显隐叠层
+- Live 观察：主图左下角 Cycle Summary（「形成中」= FORMING）；无单独 Live 图层

 ## 硬约束提醒

 - `/api/analyze` 字段可增不可删
 - 无 ADR 不改笔/段/中枢/买卖点语义
- 威科夫为独立叠层（ECR-003）；勿借机改缠论算法
- 交易 L2+ → RISK_REVIEW + EXP；Live 须 Human
+- 威科夫为独立叠层（ECR-003/007）；勿借机改缠论算法
+- Live candidate **不得**进入 execution；交易 L2+ → RISK_REVIEW + EXP；Live 须 Human

 ## 已知债务

@@ -38,3 +40,4 @@
 - 内存泄漏尚无自动化 heap/监听断言
 - `macd_config` POST 写本地 global 的历史 quirks（未改）
 - 威科夫启发式参数未做 UI 调参
+- ECR-007 待 PR 合入 `dev`
@@ -34,10 +34,11 @@ Trading System（缠论分析引擎 + 可视化 Web；Freqtrade 策略目录独

 ## Active anchors

- ECR: ECR-002/003/004 Reviewed（威科夫 + 硬化）
+- ECR: ECR-002/003/004 Reviewed；ECR-007 Final Approval（Live Structure，待合入 `dev`）
 - EXP: N/A
 - TRACEABILITY: `docs/TRACEABILITY.md`
 - Memory: `docs/AGENT_MEMORY.md`
+- Loop archive: `docs/runs/LOOP-RUN-005/`

 ## Pointers

@@ -1,11 +1,11 @@
 # STATE

 **owner:** idle  
-**active_ecr:** none（ECR-004 Reviewed；待本批提交合入）  
-**phase:** post-review  
+**active_ecr:** none（ECR-007 Final Approval；待合入 `dev`）  
+**phase:** post-approval  
 **system_version:** v1.0.0  
 **strategy_version:** unchanged  
-**updated:** 2026-08-06  
+**updated:** 2026-08-07  

 ## Recent

@@ -16,8 +16,11 @@
 | ECR-002 | L3 | Done (Reviewed) | runtime 包拆分 |
 | ECR-003 | L2 | Done (Reviewed) | `081a57a` 主站威科夫 |
 | ECR-004 | L2 | Done (Reviewed) | 威科夫硬化 / VP 减负 |
+| ECR-007 | L2 | Done (Final Approval) | Live Structure · `276481e` · LOOP-RUN-005 |

 ## Notes

- ECR-004：**Approve**（14 passed）；无币种独立参数  
+- ECR-007：**FINAL_APPROVAL** · gate PASS · Confirmed ≠ Live ≠ execution  
+- 归档：`docs/runs/LOOP-RUN-005/`  
 - 未请求新 system tag  
+- 分支 `feature/ECR-007-wyckoff-live-structure` 待 PR → `dev`  
@@ -7,4 +7,4 @@ loop: LOOP-RUN-005
 gate: PASS
 decision: FINAL_APPROVAL
 implementation_commit: 276481e
-notes: LOOP-RUN-005 DONE · Human Gate #2 Final Approval · archive to skills/engineering-loop/runs/
+notes: LOOP-RUN-005 DONE · Human Gate #2 Final Approval · archived to docs/runs/LOOP-RUN-005/
@@ -52,4 +52,4 @@
 | ECR-007 | Confirmed + Live 分层 | BD-2026-007 / ENG-007 | `wyckoff/live.py` + `engine.py` | `test_live_*` / `test_confirmed_upgrade_*` | 276481e |
 | ECR-007 | execution 仅 confirmed | BD-2026-007 | `execution_signal_from_wyckoff` | live-only → None | 276481e |
 | ECR-007 | Summary Confirmed/Live 分区 | PRODUCT | `ui.js` | 人工 + 契约键 | 276481e |
-| ECR-007 | LOOP-RUN-005 | — | — | Gate + Artifact | 276481e |
+| ECR-007 | LOOP-RUN-005 | — | `docs/runs/LOOP-RUN-005/` | Gate + Artifact | 276481e |
@@ -0,0 +1,18 @@
+{
+  "ecr": "ECR-007",
+  "result": "PASS",
+  "ess_version": "v1.0",
+  "gate_version": "0.1.2",
+  "project_profile": "unknown",
+  "checks": {
+    "artifact": true,
+    "role_boundary": true,
+    "backend_boundary": true,
+    "traceability": true,
+    "tests": true
+  },
+  "violations": [],
+  "errors": [],
+  "warnings": [],
+  "timestamp": "2026-08-06T19:14:19Z"
+}
@@ -0,0 +1,18 @@
+# LOOP-RUN-005 — ECR-007 archive
+
+**Feature:** WYCKOFF-LIVE-STRUCTURE  
+**ECR:** ECR-007 · **BD:** BD-2026-007  
+**Decision:** FINAL_APPROVAL · gate PASS  
+**Implementation:** `276481e`
+
+## Contents
+
+| Path | Note |
+|------|------|
+| `task.yaml` / `result.yaml` / `human_interventions.yaml` | Loop runner state |
+| `ECR-007-gate-report.json` | ess-gate-check PASS |
+| `artifacts/` | plan · gate · code_review · test_report |
+
+Code diff 以 git commit `276481e` 为准（未归档 192KB `diff.patch`）。
+
+Working dirs `.gates/` / `loop/` 已忽略，勿再提交。
@@ -0,0 +1,12 @@
+{
+  "stage": "code_reviewer",
+  "decision": "PASS",
+  "checks": {
+    "state_machine_boundary": "PASS",
+    "confidence_explainability": "PASS",
+    "backward_compatibility": "PASS",
+    "live_ne_execution": "PASS",
+    "confirmed_thresholds": "PASS"
+  },
+  "artifact": "docs/HANDOFF/ECR-007-code-review.md"
+}
@@ -0,0 +1,18 @@
+{
+  "ecr": "ECR-007",
+  "result": "PASS",
+  "ess_version": "v1.0",
+  "gate_version": "0.1.2",
+  "project_profile": "unknown",
+  "checks": {
+    "artifact": true,
+    "role_boundary": true,
+    "backend_boundary": true,
+    "traceability": true,
+    "tests": true
+  },
+  "violations": [],
+  "errors": [],
+  "warnings": [],
+  "timestamp": "2026-08-06T19:14:19Z"
+}
@@ -0,0 +1,84 @@
+artifact_schema:
+  version: 1
+
+# LOOP-RUN-005 Planner — domain-state complexity (observe Confirmed vs Live)
+
+layers:
+  - id: confirmed_engine
+    role: historical structure facts (range/phases/events) — thresholds UNCHANGED
+  - id: live_engine
+    role: FORMING candidates + confidence — independent of Confirmed writes
+  - id: lifecycle
+    role: UNKNOWN → FORMING → CONFIRMED → COMPLETED per cycle
+  - id: api_contract
+    role: analyze payload cycles[].confirmed / cycles[].live / top-level live mirror
+  - id: summary_ui
+    role: Confirmed vs Live partitioned Summary (observation only)
+
+delivery_constraints:
+  required:
+    - commit_exists_in_traceability_or_test_report
+    - bd_status_format_approved
+    - test_report_with_commands_result_date
+    - code_review_handoff
+    - out_of_scope_declared
+    - execution_source_confirmed_only
+  gate:
+    ecr: ECR-007
+    command: ess-gate-check --ecr ECR-007
+
+out_of_scope:
+  - execution signal automation / auto trading
+  - strategy / maker / decide_quotes / strategies/**
+  - lowering Confirmed Spring/SOS thresholds
+  - using Live candidate as Confirmed event or execution input
+  - Subagents / Adapter v0.2 / auto-retry
+  - chan algorithm (笔/线段/中枢) changes
+
+scope:
+  files:
+    - chanlun/analysis/wyckoff/live.py
+    - chanlun/analysis/wyckoff/engine.py
+    - chanlun/analysis/wyckoff/__init__.py
+    - chanlun/analysis/wyckoff/events.py
+    - chanlun/analysis/wyckoff/range.py
+    - tests/test_wyckoff.py
+    - web/api/analyze.py
+    - web/static/js/app/ui.js
+    - web/templates/index.html
+    - web/tests/test_analyze_contract.py
+    - tests/fixtures/analyze_contract_keys.json
+    - docs/notes/WYCKOFF-LIVE-STRUCTURE-001.md
+    - docs/ECR/ECR-007-wyckoff-live-structure.md
+    - docs/BACKEND_DESIGN/BD-2026-007-wyckoff-live-structure.md
+    - docs/ENGINEERING_SPEC/ECR-007-wyckoff-live-structure.md
+    - docs/HANDOFF/ECR-007-architect-to-engineer.md
+    - docs/HANDOFF/ECR-007-code-review.md
+    - docs/HANDOFF/ECR-007-engineer-to-reviewer.md
+    - docs/TEST_REPORT/ECR-007.md
+    - docs/STATE/ECR-007.md
+    - docs/TRACEABILITY.md
+    - docs/CHANGELOG/CHANGELOG.md
+
+boundary:
+  forbidden:
+    - strategies/
+    - decide_quotes / maker
+    - Live → execution_signal
+    - ESS / Loop v1.1 / Adapter v0.1
+
+acceptance:
+  - lifecycle + confirmed/live separation in analyze_wyckoff output
+  - event_candidates confirmed=false; not in top-level events unless Confirmed
+  - execution_signal_from_wyckoff source==confirmed; live-only → None
+  - Summary shows Confirmed vs Live partition
+  - pytest test_wyckoff + analyze_contract green
+  - ess-gate-check ECR-007
+
+risks: |
+  Primary Guardian risk: Live candidate mistaken for execution signal.
+  Code Review: state machine boundary, confidence explainability, backward compat of phases/events.
+
+notes: |
+  Planner must name Confirmed / Live / Lifecycle / Event Candidate explicitly.
+  delivery_constraints include execution_source_confirmed_only.
@@ -0,0 +1,10 @@
+{
+  "stage": "validator",
+  "result": "PASS",
+  "commands": [
+    "PYTHONPATH=. python -m pytest tests/test_wyckoff.py -q",
+    "PYTHONPATH=. python -m pytest web/tests/test_analyze_contract.py -q"
+  ],
+  "summary": "17 passed (9 wyckoff + 8 contract)",
+  "notes": "Live isolation + execution_signal confirmed-only"
+}
@@ -0,0 +1,11 @@
+interventions:
+- stage: START_AUTHORIZATION
+  reason: "authorize LOOP-RUN-005 ECR-007 Wyckoff Live Structure (supervised; Adapter v0.1 STABLE)"
+  note: "Human Gate #1 — Goal + Authorization merged"
+- stage: FINAL_APPROVAL
+  reason: "LOOP-RUN-005 approved — proceed to --approve and archive"
+  note: "Human Gate #2"
+notes: |
+  No Plan Mode; no mid-build confirm; no Subagents / Adapter v0.2 / auto-retry.
+  Live ≠ execution signal held; TR-COMMIT BLOCK→PASS retained as training signal.
+  Final Approval distinct from Start Authorization.
@@ -0,0 +1,49 @@
+loop:
+  id: LOOP-RUN-005
+  feature: ECR-007-WYCKOFF-LIVE-STRUCTURE
+  ecr: ECR-007
+  current_state: DONE
+  retry_count: 0
+history:
+- state: CREATED
+  timestamp: '2026-08-06T19:12:00Z'
+  actor: runner
+  result: INIT
+- state: CREATED
+  timestamp: '2026-08-06T19:13:48Z'
+  actor: runner
+  result: PASS
+  detail: →PLANNING
+- state: PLANNING
+  timestamp: '2026-08-06T19:13:48Z'
+  actor: runner
+  result: PASS
+  detail: →BUILDING
+- state: BUILDING
+  timestamp: '2026-08-06T19:14:34Z'
+  actor: runner
+  result: PASS
+  detail: →VALIDATING
+- state: VALIDATING
+  timestamp: '2026-08-06T19:14:34Z'
+  actor: runner
+  result: PASS
+  detail: →CODE_REVIEW
+- state: CODE_REVIEW
+  timestamp: '2026-08-06T19:14:34Z'
+  actor: runner
+  result: PASS
+  detail: →GUARDING
+- state: GUARDING
+  timestamp: '2026-08-06T19:14:34Z'
+  actor: runner
+  result: PASS
+  detail: →READY_FOR_APPROVAL
+- state: READY_FOR_APPROVAL
+  timestamp: '2026-08-06T19:19:41Z'
+  actor: runner
+  result: APPROVED
+- state: DONE
+  timestamp: '2026-08-06T19:19:41Z'
+  actor: runner
+  result: DONE
@@ -0,0 +1,77 @@
+# LOOP-RUN-005 — ECR-007 Wyckoff Live Structure
+# Adapter v0.1 STABLE · single agent · supervised
+# Human Gate #1: Start Authorization granted
+
+id: LOOP-RUN-005
+feature: ECR-007-WYCKOFF-LIVE-STRUCTURE
+ecr: ECR-007
+project_profile: "2026.08"
+
+goal: |
+  验证 Engineering Loop v1.1 + Adapter v0.1 在高领域状态复杂度 Feature 下的执行稳定性。
+  实现 Wyckoff Confirmed + Live Structure 分层，观察层与执行层严格隔离。
+
+authorization:
+  approved_by: human
+  feature: ECR-007
+  run: LOOP-RUN-005
+  constraints:
+    - no_ess_change
+    - no_loop_v1_1_change
+    - no_adapter_v0_1_change
+    - single_agent
+    - supervised
+    - no_subagents
+    - no_auto_retry
+    - no_live_as_execution_signal
+    - no_confirmed_threshold_lowering
+
+constraints:
+  allowed:
+    - "chanlun/analysis/wyckoff/**"
+    - "tests/test_wyckoff.py"
+    - "tests/fixtures/**"
+    - "tests/generate_golden.py"
+    - "tests/test_golden_pipeline.py"
+    - "web/api/analyze.py"
+    - "web/api/pages.py"
+    - "web/static/js/app/**"
+    - "web/templates/index.html"
+    - "web/tests/**"
+    - "web/services/runtime/timeframes.py"
+    - "docs/**"
+    - "loop/**"
+  forbidden:
+    - "strategies/**"
+    - "**/decide_quotes*"
+    - "maker/**"
+    - "skills/engineering-spec-system/**"
+    - "docs/architecture/ENGINEERING-LOOP-V1.1.md"
+  notes:
+    - Confirmed detection thresholds UNCHANGED
+    - Live candidates must never replace Confirmed events
+    - execution_signal_from_wyckoff source must be confirmed only
+
+acceptance:
+  criteria:
+    - Confirmed logic unchanged (events.py confirm rules not relaxed)
+    - execution only consumes confirmed
+    - Live ≠ execution signal
+    - lifecycle transitions verifiable (UNKNOWN/FORMING/CONFIRMED/COMPLETED)
+    - API contract + Summary display Confirmed/Live separation
+    - Artifact chain complete
+  commands:
+    - "PYTHONPATH=. python -m pytest tests/test_wyckoff.py -q"
+    - "PYTHONPATH=. python -m pytest web/tests/test_analyze_contract.py -q"
+
+execution:
+  autonomy: supervised
+  adapter: none
+
+ess:
+  gate_command: "python ${ESS_ROOT}/scripts/ess-gate-check.py --project . --ecr ECR-007"
+
+observe:
+  planner_domain: Confirmed + Live + Lifecycle + Event Candidate
+  guardian_risk: live_candidate_must_not_become_execution_signal
+  human_gates: start_authorization + final_approval