fix: pipeline MACD 参数统一为标准 12/26/9（与 web/交易所一致）

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>

.gitignore

@@ -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/

chanlun/analysis/wyckoff/__init__.py

@@ -1,6 +1,7 @@
-"""威科夫分析（启发式）：交易区间 / 阶段 / 事件 / Volume Profile。"""
+"""威科夫分析（启发式）：交易区间 / 阶段 / 事件 / Volume Profile / Live。"""
 from __future__ import annotations
 
 from .engine import analyze_wyckoff
+from .live import execution_signal_from_wyckoff
 
-__all__ = ["analyze_wyckoff"]
+__all__ = ["analyze_wyckoff", "execution_signal_from_wyckoff"]

chanlun/analysis/wyckoff/engine.py

@@ -1,12 +1,18 @@
-"""威科夫分析入口。"""
+"""威科夫分析入口：Cycle → Phase → Event → VP + Live（MULTI-CYCLE / LIVE-STRUCTURE）。
+
+range.py 只产 TradingRange；Confirmed 走 events.py；Live 走 live.py。
+cycles[0]=ACTIVE；禁止 cycles[-1] 取 active。
+Execution 只消费 Confirmed（见 live.execution_signal_from_wyckoff）。
+"""
 from __future__ import annotations
 
-from typing import Any, Dict, Optional
+from typing import Any, Dict, List, Optional
 
 import pandas as pd
 
 from .events import build_phases, detect_bias_and_events
-from .range import detect_trading_range
+from .live import analyze_live_structure
+from .range import detect_trading_ranges
 from .volume_profile import compute_volume_profile
 
 
@@ -21,31 +27,55 @@ def _fmt_time(v) -> Optional[str]:
 	return str(v)
 
 
-def analyze_wyckoff(df: pd.DataFrame, lookback: int = 120, vp_bins: int = 50) -> Dict[str, Any]:
+def _empty(vp_bins: int) -> Dict[str, Any]:
-	"""
+	return {
-	对主周期 OHLCV DataFrame 做威科夫启发式分析。
+		"cycles": [],
-	需要列: open, high, low, close, volume；建议有 date 或 timestamp。
-	"""
-	empty = {
 		"trading_range": None,
 		"bias": "unknown",
 		"phases": [],
 		"events": [],
 		"volume_profile": {"bins": [], "poc": None, "vah": None, "val": None, "bin_count": vp_bins},
 		"volume_confirm": {"avg_volume": 0.0, "event_checks": {}},
+		"live": None,
 	}
-	if df is None or len(df) < 30:
-		return empty
-	if not all(c in df.columns for c in ("open", "high", "low", "close")):
-		return empty
-	work = df.copy()
-	if "volume" not in work.columns:
-		work["volume"] = 1.0
 
-	tr = detect_trading_range(work, lookback=lookback)
-	if tr is None:
-		return empty
 
+def _confidence_for_confirmed(
+	tr: Dict[str, Any],
+	phases: List[Dict[str, Any]],
+	events: List[Dict[str, Any]],
+) -> Dict[str, float]:
+	range_c = float(tr.get("range_confidence") or 0.5)
+	labels = {p.get("phase") for p in phases}
+	phase_c = 0.35
+	if "A" in labels and "B" in labels:
+		phase_c += 0.15
+	if "C" in labels:
+		phase_c += 0.2
+	if "D" in labels or "E" in labels:
+		phase_c += 0.15
+	phase_c = min(0.95, phase_c)
+	types = {e.get("type") for e in events}
+	event_c = 0.25
+	for t in ("Spring", "UTAD", "SOS", "SOW", "LPS", "LPSY"):
+		if t in types:
+			event_c += 0.12
+	event_c = min(0.95, event_c)
+	overall = 0.4 * range_c + 0.3 * phase_c + 0.3 * event_c
+	return {
+		"range": round(range_c, 3),
+		"phase": round(phase_c, 3),
+		"event": round(event_c, 3),
+		"overall": round(overall, 3),
+	}
+
+
+def _build_cycle(
+	work: pd.DataFrame,
+	tr: Dict[str, Any],
+	cycle_id: int,
+	vp_bins: int,
+) -> Dict[str, Any]:
 	bias, events, volume_confirm = detect_bias_and_events(work, tr)
 	phases = build_phases(work, tr, bias, events)
 	vp = compute_volume_profile(
@@ -54,27 +84,113 @@ def analyze_wyckoff(df: pd.DataFrame, lookback: int = 120, vp_bins: int = 50) ->
 		int(tr["abs_end_idx"]),
 		bin_count=vp_bins,
 	)
-
-	trading_range = {
-		"start_time": _fmt_time(tr.get("start_time")),
-		"end_time": _fmt_time(tr.get("end_time")),
-		"high": float(tr["high"]),
-		"low": float(tr["low"]),
-		"mid": float(tr["mid"]),
-		"active": bool(tr.get("active", True)),
-		"bars": int(tr.get("bars", 0)),
-	}
 	for ev in events:
 		ev["time"] = _fmt_time(ev.get("time"))
 	for ph in phases:
 		ph["start_time"] = _fmt_time(ph.get("start_time"))
 		ph["end_time"] = _fmt_time(ph.get("end_time"))
 
+	is_active = cycle_id == 0
+	trading_range = {
+		"start_time": _fmt_time(tr.get("start_time")),
+		"end_time": _fmt_time(tr.get("end_time")),
+		"high": float(tr["high"]),
+		"low": float(tr["low"]),
+		"mid": float(tr["mid"]),
+		"active": bool(is_active),
+		"bars": int(tr.get("bars", 0)),
+	}
+	conf = _confidence_for_confirmed(tr, phases, events)
+
+	# Live 层：仅 ACTIVE 周期做推演；历史周期归档为 COMPLETED
+	if is_active:
+		live = analyze_live_structure(
+			work, tr, confirmed_events=events, confirmed_phases=phases, bias=bias,
+		)
+		lifecycle = live.get("lifecycle") or "FORMING"
+	else:
+		live = None
+		lifecycle = "COMPLETED"
+
 	return {
+		"id": int(cycle_id),
+		"role": "latest" if is_active else "historical",
+		# MULTI-CYCLE：时间线角色
+		"status": "ACTIVE" if is_active else "HISTORICAL",
+		# LIVE-STRUCTURE：生命周期
+		"lifecycle": lifecycle,
+		"direction": "latest" if is_active else "historical",
+		"period": {
+			"start_time": _fmt_time(tr.get("start_time")),
+			"end_time": _fmt_time(tr.get("end_time")),
+			"bars": int(tr.get("bars", 0)),
+		},
+		"confidence": conf,
 		"trading_range": trading_range,
 		"bias": bias,
+		# 兼容旧读法：顶层 phases/events = confirmed
 		"phases": phases,
 		"events": events,
+		"confirmed": {
+			"phases": phases,
+			"events": events,
+			"volume_confirm": volume_confirm,
+		},
+		"live": live,
 		"volume_profile": vp,
 		"volume_confirm": volume_confirm,
 	}
+
+
+def analyze_wyckoff(
+	df: pd.DataFrame,
+	lookback: int = 120,
+	vp_bins: int = 50,
+	min_bars: int = 24,
+	atr_mult: float = 1.2,
+	range_start_time=None,
+	prefer_start_time=None,
+	max_cycles: int = 8,
+) -> Dict[str, Any]:
+	"""
+	多周期威科夫分析。
+	cycles[0] = ACTIVE；顶层 phases/events 只镜像 Confirmed。
+	顶层 live 镜像 cycles[0].live。
+	"""
+	empty = _empty(vp_bins)
+	if df is None or len(df) < 30:
+		return empty
+	if not all(c in df.columns for c in ("open", "high", "low", "close")):
+		return empty
+	work = df.copy()
+	if "volume" not in work.columns:
+		work["volume"] = 1.0
+
+	trs = detect_trading_ranges(
+		work,
+		lookback=lookback,
+		min_bars=max(8, int(min_bars)),
+		atr_mult=atr_mult,
+		max_cycles=max(1, min(8, int(max_cycles))),
+		prefer_start_time=prefer_start_time,
+		range_start_time=range_start_time,
+	)
+	if not trs:
+		return empty
+
+	cycles: List[Dict[str, Any]] = []
+	for i, tr in enumerate(trs):
+		cycles.append(_build_cycle(work, tr, cycle_id=i, vp_bins=vp_bins))
+
+	active = cycles[0]
+	return {
+		"cycles": cycles,
+		"trading_range": active["trading_range"],
+		"bias": active["bias"],
+		"phases": active["confirmed"]["phases"],
+		"events": active["confirmed"]["events"],
+		"volume_profile": active["volume_profile"],
+		"volume_confirm": active["volume_confirm"],
+		"live": active.get("live"),
+		"lifecycle": active.get("lifecycle"),
+	}

chanlun/analysis/wyckoff/events.py

@@ -1,7 +1,7 @@
 """威科夫阶段与事件（启发式）。"""
 from __future__ import annotations
 
-from typing import Any, Dict, List, Tuple
+from typing import Any, Dict, List, Optional, Tuple
 
 import numpy as np
 import pandas as pd
@@ -29,6 +29,9 @@ def detect_bias_and_events(
 ) -> Tuple[str, List[Dict[str, Any]], Dict[str, Any]]:
 	"""
 	返回 bias、events、volume_confirm。
+
+	Spring/UTAD 相对「结构高低」判定：取区间内次低/次高（剔除单根极值），
+	避免箱体把假破低点吃进 lo 后永远刺不破、从而无 C 阶段。
 	"""
 	hi = float(tr["high"])
 	lo = float(tr["low"])
@@ -38,6 +41,24 @@ def detect_bias_and_events(
 	e = int(tr["abs_end_idx"])
 	events: List[Dict[str, Any]] = []
 
+	# 结构边界：用次低/次高作假破参照（至少 8 根才启用）
+	seg = df.iloc[s : e + 1]
+	event_lo, event_hi = lo, hi
+	if len(seg) >= 8:
+		lows = seg["low"].astype(float)
+		highs = seg["high"].astype(float)
+		# nsmallest(2) 的较大者 = 次低；nlargest(2) 的较小者 = 次高
+		event_lo = float(lows.nsmallest(min(2, len(lows))).iloc[-1])
+		event_hi = float(highs.nlargest(min(2, len(highs))).iloc[-1])
+		# 勿比公布箱沿更「松」：结构带应在箱内
+		event_lo = max(event_lo, lo)
+		event_hi = min(event_hi, hi)
+		# 若次低仍等于极值（多根同价），略抬参照便于识别收回
+		if abs(event_lo - lo) < 1e-12:
+			event_lo = lo + max(tol * 0.35, (hi - lo) * 0.02)
+		if abs(event_hi - hi) < 1e-12:
+			event_hi = hi - max(tol * 0.35, (hi - lo) * 0.02)
+
 	# 扫描区间内及之后（含 tail_reserve）
 	scan_end = int(tr.get("abs_scan_end_idx", min(len(df) - 1, e + 15)))
 	scan_end = min(len(df) - 1, max(scan_end, e))
@@ -57,8 +78,8 @@ def detect_bias_and_events(
 		avg_v = _avg_vol(df, i)
 		ratio = vol / avg_v if avg_v else 0.0
 
-		# Spring: pierce below low then close back above low
+		# Spring: pierce below structural support then close back
-		if spring is None and low < lo - tol * 0.5 and close >= lo - tol * 0.2:
+		if spring is None and low < event_lo - tol * 0.35 and close >= event_lo - tol * 0.35:
 			vol_ok = ratio <= 1.35 or (i + 1 <= scan_end and float(df.iloc[min(i + 1, scan_end)]["volume"]) / avg_v < 1.2)
 			spring = {
 				"type": "Spring",
@@ -70,8 +91,8 @@ def detect_bias_and_events(
 				"idx": i,
 			}
 
-		# UTAD: pierce above high then close back below
+		# UTAD: pierce above structural resistance then close back
-		if utad is None and high > hi + tol * 0.5 and close <= hi + tol * 0.2:
+		if utad is None and high > event_hi + tol * 0.35 and close <= event_hi + tol * 0.35:
 			vol_ok = ratio >= 0.8
 			utad = {
 				"type": "UTAD",
@@ -154,11 +175,15 @@ def detect_bias_and_events(
 				}
 				break
 
+	# 冲突清理：已判定吸筹且有 SOS 时，丢弃更早的 UTAD（避免阶段/图面误导）
+	# 派发且有 SOW 时，丢弃更晚才合理的 Spring 假信号同理在偏置后再滤
+	keep = []
 	for ev in (spring, sos, lps, utad, sod, lpsy):
-		if ev:
+		if not ev:
-			events.append({k: v for k, v in ev.items() if k != "idx"})
+			continue
+		keep.append(ev)
 
-	# bias
+	# bias（先算）
 	last_c = float(df["close"].iloc[-1])
 	bias = "unknown"
 	if sos and (not sod or int(sos.get("idx", 0)) >= int(sod.get("idx", 0))):
@@ -174,6 +199,16 @@ def detect_bias_and_events(
 	else:
 		bias = "distribution"
 
+	filtered = []
+	for ev in keep:
+		if bias == "accumulation" and ev["type"] == "UTAD" and sos and int(ev["idx"]) <= int(sos["idx"]):
+			continue
+		if bias == "distribution" and ev["type"] == "Spring" and sod and int(ev["idx"]) <= int(sod["idx"]):
+			continue
+		filtered.append(ev)
+
+	events = [{k: v for k, v in ev.items() if k != "idx"} for ev in filtered]
+
 	avg_volume = float(df["volume"].astype(float).iloc[max(0, e - 20) : e + 1].mean()) if "volume" in df.columns else 0.0
 	volume_confirm = {
 		"avg_volume": avg_volume,
@@ -189,59 +224,146 @@ def build_phases(
 	events: List[Dict[str, Any]],
 	min_bars: int = 3,
 ) -> List[Dict[str, Any]]:
-	"""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）。"""
+	"""
+	按威科夫事件锚点切分 A–E（启发式）。
+
+	吸筹：A停止 → B筑底 → C测试(Spring) → D拉升(SOS…LPS) → E离开
+	派发：A停止 → B筑顶 → C测试(UTAD) → D派发(SOW…LPSY) → E离开
+
+	无 Spring/UTAD 时：若已有 SOS/SOW，用突破前末次沿带测试补 C；仍无则省略 C。
+	"""
 	s = int(tr["abs_start_idx"])
 	e = int(tr["abs_end_idx"])
+	hi = float(tr["high"])
+	lo = float(tr["low"])
 	n_last = len(df) - 1
 	min_span = max(2, min_bars - 1)
+	range_len = max(1, e - s)
 
-	event_idx = {}
+	def _match_idx(t) -> Optional[int]:
-	for ev in events:
+		if t is None:
-		t = ev.get("time")
+			return None
-		for i in range(s, min(len(df), e + 20)):
+		lo = max(0, s - 2)
+		hi = min(len(df), e + 40)
+		for i in range(lo, hi):
 			if _bar_time(df, i) == t:
-				event_idx[ev["type"]] = i
+				return i
+		try:
+			tt = pd.Timestamp(t)
+			sample = None
+			if "date" in df.columns and len(df):
+				sample = df["date"].iloc[min(s, n_last)]
+			if sample is not None and getattr(sample, "tzinfo", None) is not None and tt.tzinfo is None:
+				tt = tt.tz_localize(sample.tzinfo)
+			for i in range(lo, hi):
+				bt = _bar_time(df, i)
+				try:
+					if abs((pd.Timestamp(bt) - tt).total_seconds()) <= 1:
+						return i
+				except Exception:
+					continue
+		except Exception:
+			pass
+		return None
+
+	event_idx: Dict[str, int] = {}
+	for ev in events:
+		idx = _match_idx(ev.get("time"))
+		if idx is not None:
+			event_idx[str(ev.get("type"))] = idx
+
+	accum = bias != "distribution"
+	if accum:
+		c_ev = event_idx.get("Spring")
+		d_ev = event_idx.get("SOS")
+		d_tail = event_idx.get("LPS") or d_ev
+	else:
+		c_ev = event_idx.get("UTAD")
+		d_ev = event_idx.get("SOW")
+		d_tail = event_idx.get("LPSY") or d_ev
+
+	# 有 D 无明确测试事件时：用突破前最后一次触及下/上沿作为 C（次级测试）
+	if c_ev is None and d_ev is not None:
+		band = lo + (hi - lo) * 0.28 if accum else hi - (hi - lo) * 0.28
+		for i in range(int(d_ev) - 1, s + 1, -1):
+			row = df.iloc[i]
+			if accum and float(row["low"]) <= band:
+				c_ev = i
+				break
+			if not accum and float(row["high"]) >= band:
+				c_ev = i
 				break
 
-	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
-
 	def _lab(phase: str) -> str:
-		if bias == "distribution":
+		if accum:
-			m = {"A": "A停止上涨", "B": "B筑顶", "C": "C测试", "D": "D派发", "E": "E下跌"}
-		else:
 			m = {"A": "A停止下跌", "B": "B筑底", "C": "C测试", "D": "D拉升", "E": "E离开"}
+		else:
+			m = {"A": "A停止上涨", "B": "B筑顶", "C": "C测试", "D": "D派发", "E": "E离开"}
 		return m.get(phase, phase)
 
-	# 理想切点（随后再强制非重叠 + 最小跨度）
+	a_end = s + max(min_bars, range_len // 5)
-	raw = [
+
-		("A", s, a_end),
+	c_start = c_end = None
-		("B", a_end, c_anchor),
+	if c_ev is not None:
-		("C", c_anchor, d_anchor),
+		c_start = max(s, int(c_ev) - 1)
-		("D", d_anchor, min(n_last, d_anchor + max(min_bars, (e - s) // 6))),
+		c_end = min(n_last, int(c_ev) + 1)
-		("E", min(n_last, d_anchor + max(min_bars, (e - s) // 6)), min(n_last, max(e, d_anchor + max(min_bars * 2, 8)))),
+
-	]
+	if d_ev is not None:
+		d_start = int(d_ev)
+		d_end = min(n_last, max(int(d_tail or d_ev), d_start) + max(min_bars, range_len // 8))
+		if d_tail is not None:
+			d_end = max(d_end, min(n_last, int(d_tail) + 1))
+	else:
+		d_start = d_end = None
+
+	if c_start is not None:
+		b_end = max(a_end + 1, c_start)
+	elif d_start is not None:
+		b_end = max(a_end + 1, d_start)
+	else:
+		b_end = max(a_end + 1, e)
+
+	if d_end is not None:
+		e_start = min(n_last, d_end)
+		e_end = n_last
+	else:
+		e_start = e_end = None
+
+	raw = [("A", s, a_end), ("B", a_end, b_end)]
+	if c_start is not None and c_end is not None:
+		raw.append(("C", c_start, c_end))
+	if d_start is not None and d_end is not None:
+		raw.append(("D", d_start, d_end))
+	if e_start is not None and e_end is not None and e_end > e_start:
+		raw.append(("E", e_start, e_end))
+
 	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(max(int(_b), a))
+		need = 1 if phase == "C" else min_span
+		if b < a + need:
+			b = min(n_last, a + need)
 		b = int(np.clip(b, a, n_last))
-		if b - a < min_span:
+		if b < a:
-			# 尾部空间不足：并入上一段终点并停止新增
+			continue
-			if phases:
+		if phases and phases[-1].get("_a") == a and phases[-1].get("_b") == b:
-				phases[-1]["end_time"] = _bar_time(df, n_last)
+			continue
-			break
 		phases.append(
 			{
 				"phase": phase,
 				"label": _lab(phase),
 				"start_time": _bar_time(df, a),
 				"end_time": _bar_time(df, b),
+				"_a": a,
+				"_b": b,
 			}
 		)
 		cursor = b
+	for p in phases:
+		p.pop("_a", None)
+		p.pop("_b", None)
 	return phases

chanlun/analysis/wyckoff/live.py

@@ -0,0 +1,258 @@
+"""威科夫 Live / Developing 层（WYCKOFF-LIVE-STRUCTURE-001）。
+
+独立于 Confirmed Engine：不修改 events 确认条件，不写入 confirmed.events。
+Execution 不得消费本模块输出。
+"""
+from __future__ import annotations
+
+from typing import Any, Dict, List, Optional, Set
+
+import numpy as np
+import pandas as pd
+
+
+def _avg_vol(df: pd.DataFrame, i: int, win: int = 20) -> float:
+	a = max(0, i - win + 1)
+	v = df["volume"].astype(float).iloc[a : i + 1]
+	m = float(v.mean()) if len(v) else 0.0
+	return m if m > 0 else 1.0
+
+
+def _empty_live() -> Dict[str, Any]:
+	return {
+		"lifecycle": "UNKNOWN",
+		"range_formation": None,
+		"phase_candidate": None,
+		"event_candidates": [],
+		"next_expected": None,
+		"confidence": {
+			"cycle": 0.0,
+			"phase": 0.0,
+			"event": 0.0,
+			"structure": 0.0,
+			"volume": 0.0,
+			"overall": 0.0,
+		},
+		"note": "",
+	}
+
+
+def analyze_live_structure(
+	df: pd.DataFrame,
+	tr: Optional[Dict[str, Any]],
+	confirmed_events: Optional[List[Dict[str, Any]]] = None,
+	confirmed_phases: Optional[List[Dict[str, Any]]] = None,
+	bias: str = "unknown",
+) -> Dict[str, Any]:
+	"""
+	基于当前 TradingRange 与已确认事件，推演 Live candidates。
+	confirmed_* 只读，用于避免重复提示已确认事件，不修改之。
+	"""
+	out = _empty_live()
+	if df is None or len(df) < 20 or tr is None:
+		out["note"] = "insufficient structure"
+		return out
+
+	confirmed_events = confirmed_events or []
+	confirmed_phases = confirmed_phases or []
+	confirmed_types: Set[str] = {str(e.get("type")) for e in confirmed_events if e.get("type")}
+
+	s = int(tr["abs_start_idx"])
+	e = int(tr["abs_end_idx"])
+	scan_end = int(tr.get("abs_scan_end_idx", len(df) - 1))
+	scan_end = min(len(df) - 1, max(scan_end, e))
+	hi = float(tr["high"])
+	lo = float(tr["low"])
+	mid = float(tr["mid"])
+	tol = float(tr.get("tol") or (hi - lo) * 0.05)
+	atr = float(tr.get("atr") or max((hi - lo) * 0.2, 1e-9))
+
+	seg = df.iloc[s : e + 1]
+	if len(seg) < 8:
+		out["note"] = "range too short"
+		return out
+
+	# —— Range Formation（横盘 / 波动收敛）——
+	closes = seg["close"].astype(float)
+	highs = seg["high"].astype(float)
+	lows = seg["low"].astype(float)
+	vols = seg["volume"].astype(float) if "volume" in seg.columns else pd.Series([1.0] * len(seg))
+	half = max(4, len(seg) // 2)
+	vol_early = float(np.std(closes.iloc[:half])) if half > 1 else 0.0
+	vol_late = float(np.std(closes.iloc[-half:])) if half > 1 else 0.0
+	width = hi - lo
+	width_atr = width / atr if atr > 0 else 99.0
+	converging = vol_early > 1e-12 and vol_late < vol_early * 0.85
+	range_ok = 1.2 <= width_atr <= 10.0 and len(seg) >= 16
+	structure_score = 0.35
+	if range_ok:
+		structure_score += 0.25
+	if converging:
+		structure_score += 0.2
+	if width_atr <= 6.0:
+		structure_score += 0.1
+	structure_score = float(min(0.95, structure_score))
+
+	out["range_formation"] = {
+		"potential_trading_range": bool(range_ok),
+		"converging": bool(converging),
+		"width_atr": round(width_atr, 3),
+		"bars": int(len(seg)),
+	}
+
+	# —— 最近 K 形态（Phase C / Event candidates）——
+	i = scan_end
+	row = df.iloc[i]
+	o = float(row["open"])
+	h = float(row["high"])
+	l = float(row["low"])
+	c = float(row["close"])
+	rng = max(h - l, 1e-9)
+	lower_wick = min(o, c) - l
+	upper_wick = h - max(o, c)
+	avg_v = _avg_vol(df, i)
+	vol = float(row["volume"]) if "volume" in df.columns else avg_v
+	vol_ratio = vol / avg_v if avg_v else 1.0
+	volume_score = float(np.clip(1.1 - abs(vol_ratio - 1.0) * 0.35, 0.2, 0.95))
+
+	phase_candidate = None
+	phase_conf = 0.0
+	# Phase C：测低 + 下影 + 缩量（吸筹语境）
+	near_lo = l <= lo + tol * 1.2
+	test_low = l < mid and lower_wick >= rng * 0.35
+	vol_contract = vol_ratio <= 1.05
+	if bias != "distribution" and near_lo and test_low and vol_contract:
+		phase_candidate = "C"
+		phase_conf = 0.55 + (0.1 if lower_wick >= rng * 0.5 else 0) + (0.08 if vol_ratio < 0.9 else 0)
+	# Phase D 候选：价格在箱上半、有上破意图但未确认 SOS
+	elif c >= mid and (h >= hi - tol or c > hi - tol * 0.5):
+		phase_candidate = "D"
+		phase_conf = 0.5 + (0.1 if c > mid else 0)
+	elif c < mid and (l <= lo + tol):
+		phase_candidate = "B"
+		phase_conf = 0.45
+
+	# 已有 confirmed phase 时，candidate 取「下一阶段」提示，不覆盖事实
+	confirmed_phase_set = {str(p.get("phase")) for p in confirmed_phases}
+	if "E" in confirmed_phase_set:
+		phase_candidate = phase_candidate or "E"
+		phase_conf = max(phase_conf, 0.7)
+	elif "D" in confirmed_phase_set and phase_candidate is None:
+		phase_candidate = "D"
+		phase_conf = max(phase_conf, 0.65)
+
+	out["phase_candidate"] = phase_candidate
+	phase_conf = float(min(0.92, phase_conf))
+
+	# —— Event candidates（仅 Spring / SOS / LPS / UTAD）——
+	candidates: List[Dict[str, Any]] = []
+
+	def _add(typ: str, conf: float, note: str) -> None:
+		if typ in confirmed_types:
+			return  # 已确认则不再作为 candidate
+		candidates.append(
+			{
+				"type": typ,
+				"confidence": round(float(min(0.9, conf)), 3),
+				"confirmed": False,
+				"note": note,
+			}
+		)
+
+	# Spring candidate：刺破或贴近下沿，收盘收回，但未达 Confirmed 规则（或不在 confirmed）
+	pierce_lo = l < lo - tol * 0.15
+	close_back = c >= lo - tol * 0.5
+	if pierce_lo and close_back:
+		_add("Spring", 0.5 + (0.12 if vol_ratio <= 1.2 else 0) + (0.08 if close_back else 0), "假破下沿收回（未确认）")
+	elif l <= lo + tol * 0.35 and close_back and lower_wick >= rng * 0.4:
+		_add("Spring", 0.45 + (0.1 if vol_contract else 0), "测下沿长下影（未确认）")
+
+	# UTAD candidate
+	pierce_hi = h > hi + tol * 0.15
+	close_back_dn = c <= hi + tol * 0.5
+	if pierce_hi and close_back_dn:
+		_add("UTAD", 0.5 + (0.1 if vol_ratio >= 0.9 else 0), "假破上沿跌回（未确认）")
+
+	# SOS candidate：接近/轻破上沿，量能一般，未确认
+	if c > hi - tol * 0.4 or h >= hi:
+		sos_conf = 0.48 + (0.12 if c > hi else 0) + (0.1 if vol_ratio >= 1.05 else 0)
+		_add("SOS", sos_conf, "上破/逼近箱顶（未确认）")
+
+	# LPS candidate：站上 mid/上沿带后回踩
+	if c >= mid and l >= mid - tol * 1.5 and l > lo + (hi - lo) * 0.25:
+		_add("LPS", 0.46 + (0.1 if vol_ratio <= 1.0 else 0), "箱内上沿带回踩（未确认）")
+
+	candidates.sort(key=lambda x: x["confidence"], reverse=True)
+	out["event_candidates"] = candidates[:4]
+
+	event_score = float(candidates[0]["confidence"]) if candidates else 0.25
+
+	# next_expected（简规则）
+	next_exp = None
+	if "Spring" in confirmed_types and "SOS" not in confirmed_types:
+		next_exp = "SOS"
+	elif "SOS" in confirmed_types and "LPS" not in confirmed_types:
+		next_exp = "LPS"
+	elif "UTAD" in confirmed_types and "SOW" not in confirmed_types:
+		next_exp = "SOW"
+	elif any(c["type"] == "Spring" for c in candidates):
+		next_exp = "Test"
+	elif any(c["type"] == "SOS" for c in candidates):
+		next_exp = "LPS"
+	out["next_expected"] = next_exp
+
+	# —— lifecycle ——
+	key_confirmed = confirmed_types & {"Spring", "SOS", "UTAD", "SOW", "LPS", "LPSY"}
+	if key_confirmed:
+		lifecycle = "CONFIRMED"
+	elif range_ok or phase_candidate or candidates:
+		lifecycle = "FORMING"
+	else:
+		lifecycle = "UNKNOWN"
+	out["lifecycle"] = lifecycle
+
+	cycle_c = structure_score
+	overall = 0.35 * cycle_c + 0.25 * phase_conf + 0.25 * event_score + 0.15 * volume_score
+	out["confidence"] = {
+		"cycle": round(cycle_c, 3),
+		"phase": round(phase_conf, 3),
+		"event": round(event_score, 3),
+		"structure": round(structure_score, 3),
+		"volume": round(volume_score, 3),
+		"overall": round(float(overall), 3),
+	}
+	parts = []
+	if out["range_formation"]["potential_trading_range"]:
+		parts.append("Potential TR")
+	if phase_candidate:
+		parts.append(f"Phase {phase_candidate} candidate")
+	if candidates:
+		parts.append(f"{candidates[0]['type']} candidate")
+	out["note"] = "; ".join(parts) if parts else "observing"
+	return out
+
+
+def execution_signal_from_wyckoff(payload: Dict[str, Any]) -> Optional[Dict[str, Any]]:
+	"""
+	Execution 边界：只允许 Confirmed。
+	返回 source='confirmed' 的信号描述；Live-only 时返回 None。
+	"""
+	if not payload:
+		return None
+	cycles = payload.get("cycles") or []
+	active = cycles[0] if cycles else None
+	events = []
+	if active and isinstance(active.get("confirmed"), dict):
+		events = list(active["confirmed"].get("events") or [])
+	if not events:
+		# 兼容旧顶层 events（均为 confirmed 镜像）
+		events = list(payload.get("events") or [])
+	if not events:
+		return None
+	last = events[-1]
+	return {
+		"source": "confirmed",
+		"type": last.get("type"),
+		"time": last.get("time"),
+		"lifecycle": (active or {}).get("lifecycle") or "CONFIRMED",
+	}

chanlun/analysis/wyckoff/range.py

@@ -1,11 +1,18 @@
-"""交易区间检测：ATR 容差下按评分选取近期震荡箱。"""
+"""交易区间检测：仅负责 TradingRange（起止/高低/结构分）。
+
+WYCKOFF-MULTI-CYCLE-001：Phase/Event/VP 不得进入本模块。
+过滤顺序固定：detect → quality → trend → overlap(<0.2) → accept → mask。
+"""
 from __future__ import annotations
 
-from typing import Any, Dict, Optional
+from typing import Any, Dict, List, Optional, Tuple
 
 import numpy as np
 import pandas as pd
 
+MAX_CYCLES = 8
+OVERLAP_RATIO_MAX = 0.2
+
 
 def _atr(df: pd.DataFrame, period: int = 14) -> pd.Series:
 	high = df["high"].astype(float)
@@ -23,6 +30,15 @@ def _atr(df: pd.DataFrame, period: int = 14) -> pd.Series:
 	return tr.rolling(period, min_periods=max(3, period // 2)).mean()
 
 
+def _robust_width(seg: pd.DataFrame) -> float:
+	"""用 90/10 分位估宽，避免单根影线把长窗卡死。"""
+	h = seg["high"].astype(float)
+	l = seg["low"].astype(float)
+	if len(seg) < 6:
+		return float(h.max() - l.min())
+	return float(np.nanpercentile(h, 90) - np.nanpercentile(l, 10))
+
+
 def _score_segment(
 	length: int,
 	near_hi: int,
@@ -31,27 +47,161 @@ def _score_segment(
 	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。"""
+	"""结构质量分（非 Phase/Event）。"""
-	touch_density = (near_hi + near_lo) / float(max(length, 1))
+	touch = min(near_hi, 6) + min(near_lo, 6)
 	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)
+	return float(touch) * 4.0 + float(inside) * 25.0 - width_pen * 3.0 + min(length / 40.0, 2.0)
 
 
-def detect_trading_range(
+def _time_col(df: pd.DataFrame) -> Optional[str]:
+	if "date" in df.columns:
+		return "date"
+	if "timestamp" in df.columns:
+		return "timestamp"
+	return None
+
+
+def _bar_index_at_or_after(work: pd.DataFrame, ts: Any) -> Optional[int]:
+	col = _time_col(work)
+	if col is None or ts is None:
+		return None
+	try:
+		target = pd.Timestamp(ts)
+	except Exception:
+		return None
+	series = pd.to_datetime(work[col], utc=True, errors="coerce")
+	if target.tzinfo is None:
+		target = target.tz_localize("UTC")
+	else:
+		target = target.tz_convert("UTC")
+	if series.isna().all():
+		return None
+	ge = series >= target
+	if ge.any():
+		return int(np.flatnonzero(ge.to_numpy())[0])
+	return 0
+
+
+def _pack_range(
+	work: pd.DataFrame,
 	df: pd.DataFrame,
-	lookback: int = 120,
+	start_i: int,
+	end_i: int,
+	hi: float,
+	lo: float,
+	tol: float,
+	last_atr: float,
+	score: float,
+	n: int,
+	window_offset: int = 0,
+) -> Dict[str, Any]:
+	"""组装 TradingRange（仅结构字段）。"""
+	mid = (hi + lo) / 2.0
+	last_c = float(work["close"].iloc[min(end_i, len(work) - 1)])
+	price_in_box = (lo - tol * 1.5) <= last_c <= (hi + tol * 1.5)
+	bars = int(end_i - start_i + 1)
+	# 结构置信：归一化 score（启发式）
+	range_conf = float(np.clip(score / 55.0, 0.05, 0.99))
+	best = {
+		"start_idx": int(start_i),
+		"end_idx": int(end_i),
+		"high": float(hi),
+		"low": float(lo),
+		"mid": float(mid),
+		"active": bool(price_in_box),
+		"atr": float(last_atr),
+		"tol": float(tol),
+		"bars": bars,
+		"score": float(score),
+		"quality": float(score),
+		"range_confidence": range_conf,
+	}
+
+	def _ts(row) -> Any:
+		col = _time_col(work)
+		if col and pd.notna(row[col]):
+			return row[col]
+		return None
+
+	best["start_time"] = _ts(work.iloc[best["start_idx"]])
+	best["end_time"] = _ts(work.iloc[best["end_idx"]])
+	# window_offset：slice 相对父 DataFrame 的起点；勿用 len(df)-len(work)
+	offset = int(window_offset)
+	best["abs_start_idx"] = offset + best["start_idx"]
+	best["abs_end_idx"] = offset + best["end_idx"]
+	best["abs_scan_end_idx"] = offset + n - 1
+	return best
+
+
+def _overlap_ratio(a0: int, a1: int, b0: int, b1: int) -> float:
+	"""两闭区间重叠长度 / 较短区间长度。"""
+	lo = max(a0, b0)
+	hi = min(a1, b1)
+	if hi < lo:
+		return 0.0
+	overlap = hi - lo + 1
+	shorter = min(a1 - a0 + 1, b1 - b0 + 1)
+	if shorter <= 0:
+		return 0.0
+	return float(overlap) / float(shorter)
+
+
+def _passes_quality(tr: Dict[str, Any], min_bars: int) -> bool:
+	if tr is None:
+		return False
+	if int(tr.get("bars") or 0) < max(8, min_bars // 2):
+		return False
+	if float(tr.get("score") or 0) < 12.0:
+		return False
+	hi = float(tr["high"])
+	lo = float(tr["low"])
+	atr = float(tr.get("atr") or 0) or 1.0
+	if (hi - lo) / atr > 12.0:
+		return False
+	return True
+
+
+def _passes_trend_filter(work: pd.DataFrame, tr: Dict[str, Any]) -> bool:
+	"""趋势污染：定向位移过大则非震荡箱。"""
+	s = int(tr["start_idx"])
+	e = int(tr["end_idx"])
+	seg = work.iloc[s : e + 1]
+	if len(seg) < 8:
+		return False
+	c0 = float(seg["close"].iloc[0])
+	c1 = float(seg["close"].iloc[-1])
+	atr = float(tr.get("atr") or 0) or 1.0
+	drift = abs(c1 - c0) / atr
+	# 相对箱宽：漂移占箱宽过大 → 趋势
+	width = max(float(tr["high"]) - float(tr["low"]), atr)
+	drift_frac = abs(c1 - c0) / width
+	if drift > 6.0 and drift_frac > 0.55:
+		return False
+	return True
+
+
+def _detect_in_window(
+	df: pd.DataFrame,
+	win_start: int,
+	win_end: int,
 	min_bars: int = 24,
 	atr_mult: float = 1.2,
 	tail_reserve: int = 12,
+	prefer_start_time: Any = None,
+	range_start_time: Any = None,
 ) -> Optional[Dict[str, Any]]:
 	"""
-	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。
+	在 df[win_start:win_end+1] 内检测单个 TradingRange。
-	尾部预留 tail_reserve 根用于事件（Spring/SOS），不参与箱体边界计算。
+	只返回箱体结构，不含 Phase/Event/VP。
-	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:
+	if df is None or win_end < win_start:
 		return None
-	work = df.tail(lookback).reset_index(drop=True)
+	slice_df = df.iloc[win_start : win_end + 1].reset_index(drop=True)
+	lookback = len(slice_df)
+	if lookback < min_bars + 5:
+		return None
+
+	work = slice_df
 	n = len(work)
 	reserve = min(tail_reserve, max(0, n - min_bars - 2))
 	core_end = n - reserve if reserve > 0 else n
@@ -68,61 +218,225 @@ def detect_trading_range(
 	if not np.isfinite(last_atr) or last_atr <= 0:
 		last_atr = float(core["close"].iloc[-1]) * 0.01
 
-	best = None
+	eff_atr_mult = float(atr_mult)
-	best_score = float("-inf")
+	if lookback >= 280:
-	cn = len(core)
+		eff_atr_mult = atr_mult * 1.7
-	for length in range(min(cn, lookback), min_bars - 1, -4):
+	elif lookback >= 160:
-		seg = core.iloc[-length:]
+		eff_atr_mult = atr_mult * 1.3
+	width_factor = 3.8 + min(2.2, max(0.0, (lookback - 80) / 100.0))
+	max_width = last_atr * eff_atr_mult * width_factor
+	tol = last_atr * eff_atr_mult * 0.35
+
+	prefer_i = None
+	if prefer_start_time is not None:
+		prefer_i = _bar_index_at_or_after(work, prefer_start_time)
+
+	if range_start_time is not None:
+		start_i = _bar_index_at_or_after(work, range_start_time)
+		if start_i is not None and start_i <= core_end - 8:
+			seg = work.iloc[start_i:core_end]
 			hi = float(seg["high"].max())
 			lo = float(seg["low"].min())
-		width = hi - lo
+			rw = _robust_width(seg)
-		if width <= 0 or width > last_atr * atr_mult * 3.5:
+			if 0 < rw <= max_width * 1.15:
-			continue
+				near_hi = int((seg["high"] >= hi - tol).sum())
-		tol = last_atr * atr_mult * 0.35
+				near_lo = int((seg["low"] <= lo + tol).sum())
+				inside = float(((seg["close"] >= lo - tol) & (seg["close"] <= hi + tol)).mean())
+				if near_hi >= 2 and near_lo >= 2 and inside >= 0.70:
+					score = _score_segment(len(seg), near_hi, near_lo, inside, rw, last_atr)
+					return _pack_range(
+						work, df, start_i, core_end - 1, hi, lo, tol, last_atr, score, n,
+						window_offset=win_start,
+					)
+
+	eff_min_bars = max(8, int(min_bars))
+	cn = len(core)
+	max_bars = min(cn, max(eff_min_bars * 2, min(96, max(eff_min_bars + 8, int(cn * 0.5)))))
+	cands: List[Tuple[float, int, int, int, float, float, float]] = []
+
+	def _try_seg(start_i: int, end_i: int, prefer_boost: float = 0.0) -> None:
+		if end_i - start_i + 1 < eff_min_bars:
+			return
+		if start_i < 0 or end_i >= cn or start_i > end_i:
+			return
+		seg = work.iloc[start_i : end_i + 1]
+		hi = float(seg["high"].max())
+		lo = float(seg["low"].min())
+		rw = _robust_width(seg)
+		if rw <= 0 or rw > max_width:
+			return
+		raw_w = hi - lo
+		if raw_w > max_width * 1.35:
+			return
 		near_hi = int((seg["high"] >= hi - tol).sum())
 		near_lo = int((seg["low"] <= lo + tol).sum())
 		if near_hi < 2 or near_lo < 2:
-			continue
+			return
 		inside = float(((seg["close"] >= lo - tol) & (seg["close"] <= hi + tol)).mean())
-		if inside < 0.75:
+		if inside < 0.72:
-			continue
+			return
-		score = _score_segment(length, near_hi, near_lo, inside, width, last_atr)
+		length = end_i - start_i + 1
-		if score <= best_score:
+		score = _score_segment(length, near_hi, near_lo, inside, rw, last_atr) + prefer_boost
-			continue
+		cands.append((score, length, start_i, end_i, hi, lo, rw))
+
+	for length in range(min(cn, max_bars), eff_min_bars - 1, -4):
 		start_i = cn - length
+		boost = 0.0
+		if prefer_i is not None:
+			dist = abs(start_i - int(prefer_i))
+			if dist <= 6:
+				boost = 10.0
+			elif dist <= 14:
+				boost = 4.0
+			elif start_i > int(prefer_i) + 16:
+				boost = -10.0
+		_try_seg(start_i, cn - 1, boost)
+
+	if prefer_i is not None:
+		pi = int(prefer_i)
+		if 0 <= pi < cn:
+			align_max = min(cn, max(max_bars, int(cn * 0.65)))
+			alen = cn - pi
+			if eff_min_bars <= alen <= align_max:
+				_try_seg(pi, cn - 1, prefer_boost=18.0)
+			elif alen > align_max:
+				start_i = max(0, cn - align_max)
+				if start_i > pi:
+					start_i = pi
+					end_i = min(cn - 1, pi + align_max - 1)
+				else:
 					end_i = cn - 1
-		mid = (hi + lo) / 2.0
+				_try_seg(start_i, end_i, prefer_boost=12.0)
-		last_c = float(work["close"].iloc[-1])
+
-		active = (lo - tol * 1.5) <= last_c <= (hi + tol * 1.5)
+	if not cands:
-		best_score = score
+		return None
-		best = {
+
-			"start_idx": int(start_i),
+	cands.sort(key=lambda x: x[0], reverse=True)
-			"end_idx": int(end_i),
+	best_score = cands[0][0]
-			"high": hi,
+	band = max(4.0, abs(best_score) * 0.10)
-			"low": lo,
+	near = [c for c in cands if c[0] >= best_score - band]
-			"mid": mid,
+	chosen = max(near, key=lambda x: (x[1], x[0]))
-			"active": bool(active),
+	score, _length, start_i, end_i, hi, lo, _rw = chosen
-			"atr": last_atr,
+	return _pack_range(work, df, start_i, end_i, hi, lo, tol, last_atr, score, n, window_offset=win_start)
-			"tol": tol,
+
-			"bars": int(length),
+
-			"score": float(score),
+def detect_trading_ranges(
+	df: pd.DataFrame,
+	lookback: Optional[int] = None,
+	min_bars: int = 24,
+	atr_mult: float = 1.2,
+	tail_reserve: int = 12,
+	max_cycles: int = MAX_CYCLES,
+	prefer_start_time: Any = None,
+	range_start_time: Any = None,
+) -> List[Dict[str, Any]]:
+	"""
+	倒序切多段 TradingRange（近→远）。
+	过滤顺序：detect → quality → trend → overlap → accept → mask。
+	返回列表已按时间倒序，调用方将 [0] 标为 ACTIVE。
+	"""
+	if df is None or len(df) < min_bars + 5:
+		return []
+	lb = int(lookback) if lookback is not None else len(df)
+	work = df.tail(lb).reset_index(drop=True)
+	n = len(work)
+	occupied: List[Dict[str, Any]] = []
+	accepted: List[Dict[str, Any]] = []
+
+	# 搜索右端从 n-1 往左收缩；每接受一段后右端移到该段 start 之前
+	search_end = n - 1
+	prefer = prefer_start_time
+	hard_start = range_start_time
+
+	while len(accepted) < max(1, int(max_cycles)) and search_end >= min_bars + 4:
+		# 在剩余历史内从右往左试多个右边界，避免历史箱必须贴住 search_end
+		# （否则中间趋势会挡住更早的真实箱）
+		cand = None
+		step = max(4, min(12, (search_end - min_bars) // 10 or 4))
+		for end_try in range(search_end, min_bars + 4, -step):
+			trial = _detect_in_window(
+				work,
+				0,
+				end_try,
+				min_bars=min_bars,
+				atr_mult=atr_mult,
+				tail_reserve=tail_reserve,
+				prefer_start_time=prefer if len(accepted) == 0 and end_try == search_end else None,
+				range_start_time=hard_start if len(accepted) == 0 and end_try == search_end else None,
+			)
+			# 1) detect
+			if trial is None:
+				continue
+			# 2) quality
+			if not _passes_quality(trial, min_bars):
+				continue
+			# 3) trend contamination
+			if not _passes_trend_filter(work, trial):
+				continue
+			# 4) overlap with accepted
+			a0, a1 = int(trial["abs_start_idx"]), int(trial["abs_end_idx"])
+			overlap_bad = False
+			for occ in occupied:
+				ratio = _overlap_ratio(a0, a1, int(occ["start"]), int(occ["end"]))
+				if ratio >= OVERLAP_RATIO_MAX:
+					overlap_bad = True
+					break
+			if overlap_bad:
+				continue
+			# 取最靠右的合格箱（倒序第一段）
+			cand = trial
+			break
+
+		if cand is None:
+			break
+
+		# 5) accept
+		accepted.append(cand)
+		a0, a1 = int(cand["abs_start_idx"]), int(cand["abs_end_idx"])
+		# 6) mask
+		occupied.append(
+			{
+				"start": a0,
+				"end": max(a1, int(cand.get("abs_scan_end_idx", a1))),
+				"quality": float(cand.get("quality") or 0),
+				"high": float(cand["high"]),
+				"low": float(cand["low"]),
 			}
+		)
+		# 下一轮只在更早窗口搜
+		search_end = int(cand["abs_start_idx"]) - 1
+		hard_start = None
+		prefer = None
 
-	if best is None:
+	# abs_* 目前相对 work；若 df 比 work 长需加 offset
-		return None
-
-	def _ts(row) -> Any:
-		if "date" in work.columns and pd.notna(row["date"]):
-			return row["date"]
-		if "timestamp" in work.columns:
-			return row["timestamp"]
-		return None
-
-	best["start_time"] = _ts(work.iloc[best["start_idx"]])
-	# 区间时间结束取 core 末，事件可落在其后
-	best["end_time"] = _ts(work.iloc[best["end_idx"]])
 	offset = len(df) - len(work)
-	best["abs_start_idx"] = offset + best["start_idx"]
+	if offset:
-	best["abs_end_idx"] = offset + best["end_idx"]
+		for tr in accepted:
-	best["abs_scan_end_idx"] = offset + n - 1
+			tr["abs_start_idx"] = int(tr["abs_start_idx"]) + offset
-	return best
+			tr["abs_end_idx"] = int(tr["abs_end_idx"]) + offset
+			tr["abs_scan_end_idx"] = int(tr["abs_scan_end_idx"]) + offset
+
+	return accepted
+
+
+def detect_trading_range(
+	df: pd.DataFrame,
+	lookback: int = 120,
+	min_bars: int = 24,
+	atr_mult: float = 1.2,
+	tail_reserve: int = 12,
+	range_start_time: Any = None,
+	prefer_start_time: Any = None,
+) -> Optional[Dict[str, Any]]:
+	"""兼容旧接口：返回倒序列表中的第一段（ACTIVE 候选）。"""
+	ranges = detect_trading_ranges(
+		df,
+		lookback=lookback,
+		min_bars=min_bars,
+		atr_mult=atr_mult,
+		tail_reserve=tail_reserve,
+		max_cycles=1,
+		prefer_start_time=prefer_start_time,
+		range_start_time=range_start_time,
+	)
+	return ranges[0] if ranges else None

chanlun/pipeline/builders/indicators.py

@@ -55,8 +55,8 @@ class IndicatorsBuilderMixin:
 		return None
 
 	def add_indicators(self, df):
-		fast = 26
+		fast = 12
-		slow = 52
+		slow = 26
 		period = 9
 		macd = ta.MACD(df, fastperiod=fast, slowperiod=slow, signalperiod=period)
 		bb365 = ta.BBANDS(df, timeperiod=365, nbdevup=3.0, nbdevdn=3.0, matype=0)

docs/AGENT_MEMORY.md

@@ -22,13 +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
+- 威科夫为独立叠层（ECR-003/007）；勿借机改缠论算法
-- 交易 L2+ → RISK_REVIEW + EXP；Live 须 Human
+- Live candidate **不得**进入 execution；交易 L2+ → RISK_REVIEW + EXP；Live 须 Human
 
 ## 已知债务
 
@@ -37,3 +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`

docs/BACKEND_DESIGN/BD-2026-007-wyckoff-live-structure.md

@@ -0,0 +1,70 @@
+# Backend Design: ECR-007 Wyckoff Live Structure
+
+| Field | Value |
+|-------|-------|
+| ID | BD-2026-007 |
+| ECR | ECR-007 |
+| Change Level | L2 |
+| Status | Approved |
+| Author | Architect (LOOP-RUN-005 Planner) |
+| Date | 2026-08-07 |
+| Risk | High (domain / execution boundary) |
+
+---
+
+## Context
+
+- 问题：Confirmed 引擎已存在；需要独立 Live 推演层供观察，且不得成为交易执行输入。
+- 非目标：改 Confirmed 门槛；自动交易；策略。
+- 依赖：ECR-003/004 威科夫；WYCKOFF-LIVE-STRUCTURE-001（FROZEN）。
+
+## Architecture Change / Change Boundary
+
+```text
+OHLCV
+  → detect_trading_ranges (Confirmed path)
+  → detect_bias_and_events / build_phases   ← Confirmed（阈值不降）
+  → analyze_live_structure                   ← Live（只读 confirmed）
+  → cycles[i] = { lifecycle, confirmed, live }
+  → API analyze + Summary UI
+  → execution_signal_from_wyckoff(confirmed only)
+```
+
+| Layer | May change | Must not |
+|-------|------------|----------|
+| Confirmed | assemble into `confirmed{}` | relax Spring/SOS rules |
+| Live | `live.py` heuristics | write into confirmed.events |
+| Execution helper | source=confirmed gate | consume candidates |
+| UI | Summary partition | treat Live as order |
+
+## Backend Change Boundary
+
+Live outputs are **observation**. Execution boundary:
+
+```python
+assert execution_signal.source == "confirmed"
+# live-only payload → None
+```
+
+## Data contract
+
+See WYCKOFF-LIVE-STRUCTURE-001. Top-level `phases`/`events` mirror **Confirmed** only.
+
+## delivery_constraints
+
+- BD Status Approved
+- TEST_REPORT commands/result/date
+- CODE_REVIEW handoff
+- TRACEABILITY commit
+- out_of_scope + execution_source_confirmed_only
+
+## Test Plan
+
+1. Live candidates not in confirmed.events  
+2. CONFIRMED lifecycle when Spring+SOS confirmed  
+3. execution_signal source=confirmed; live-only → None  
+4. analyze contract keys include live/lifecycle  
+
+## Rollback
+
+Remove live assembly path; Summary falls back to confirmed-only.

docs/CHANGELOG/CHANGELOG.md

@@ -1,5 +1,14 @@
 # CHANGELOG
 
+## Unreleased — 2026-08-07
+
+### ECR-007（L2，LOOP-RUN-005）
+
+- Wyckoff **Live Structure**：`live.py` + engine 组装 `lifecycle` / `confirmed` / `live`
+- Event candidates（Spring/SOS/LPS/UTAD）+ 可解释 confidence；Summary Confirmed/Live 分区
+- `execution_signal_from_wyckoff` **仅** `source=confirmed`；Live-only → None
+- **No** Confirmed 门槛降低；**No** strategies / 自动交易
+
 ## Unreleased — 2026-08-06
 
 ### ECR-004（L2，Reviewed）
@@ -7,6 +16,7 @@
 - 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）
+- **后续**：威科夫随主 `/api/analyze` 默认一并返回；前端开关只控制绘制（不再勾选才加载）
 
 ### ECR-003（L2，Reviewed）
 

docs/ECR/ECR-007-wyckoff-live-structure.md

@@ -0,0 +1,60 @@
+# ECR-007
+
+**Title:** Wyckoff Live Structure  
+**Status:** Approved  
+**Date:** 2026-08-07  
+**Change Level:** L2  
+**Human:** Approved (LOOP-RUN-005 Start Authorization)
+
+## Change
+
+Add **Live / Developing** structure layer beside **Confirmed** Wyckoff engine: lifecycle, FORMING candidates (Spring/SOS/LPS/UTAD), explainable confidence, Summary partition. Keep Confirmed thresholds unchanged; execution may only consume Confirmed.
+
+## Motivation
+
+LOOP-RUN-005 — domain-state complexity under Adapter v0.1 STABLE (Confirmed ≠ Live ≠ execution).
+
+## Scope
+
+### Allowed (IN)
+
+- `chanlun/analysis/wyckoff/live.py` + engine assembly
+- lifecycle / confirmed / live payload
+- Event candidates + confidence
+- API contract + Summary UI
+- tests + docs notes (WYCKOFF-LIVE-STRUCTURE-001)
+
+### Forbidden (OUT)
+
+- execution signal automation / auto trading
+- strategy / maker / decide_quotes / `strategies/**`
+- lowering Confirmed thresholds
+- Live candidate replacing Confirmed
+- ESS / Loop / Adapter changes
+
+## Risk
+
+| Risk | Mitigation |
+|------|------------|
+| Live → execution | `execution_signal_from_wyckoff` source=confirmed only; live-only → None |
+| Confirmed pollution | candidates never written to confirmed.events |
+| Domain confusion in UI | Summary Confirmed vs Live partitions |
+
+## Acceptance Criteria
+
+- [ ] Approved BD-2026-007
+- [ ] Confirmed logic not relaxed
+- [ ] Live ≠ execution signal (tests)
+- [ ] Lifecycle verifiable
+- [ ] Artifact chain + Gate PASS
+
+## Rollback
+
+- Disable live assembly; remove live.py; revert Summary partition
+
+## Linked
+
+- Note: `docs/notes/WYCKOFF-LIVE-STRUCTURE-001.md` (FROZEN)
+- BACKEND_DESIGN: `docs/BACKEND_DESIGN/BD-2026-007-wyckoff-live-structure.md`
+- ENGINEERING_SPEC: `docs/ENGINEERING_SPEC/ECR-007-wyckoff-live-structure.md`
+- Loop: LOOP-RUN-005

docs/ENGINEERING_SPEC/ECR-007-wyckoff-live-structure.md

@@ -0,0 +1,26 @@
+# ENGINEERING_SPEC — ECR-007 Wyckoff Live Structure
+
+**ECR:** ECR-007  
+**BD:** BD-2026-007  
+**Status:** Approved  
+
+## Intent
+
+Operators observe FORMING Wyckoff structure without feeding Live into execution.
+
+## Modules
+
+| Module | Role |
+|--------|------|
+| `events.py` / `range.py` | Confirmed facts |
+| `live.py` | Live candidates + confidence + lifecycle hint |
+| `engine.py` | Assemble cycles[].confirmed / .live |
+| `execution_signal_from_wyckoff` | Confirmed-only gate |
+
+## Lifecycle
+
+`UNKNOWN → FORMING → CONFIRMED → COMPLETED`
+
+## Non-goals
+
+strategies, maker, Live-as-signal, Confirmed threshold cuts.

docs/HANDOFF/ECR-007-architect-to-engineer.md

@@ -0,0 +1,21 @@
+# Handoff
+
+**From:** Architect  
+**To:** Engineer  
+**ECR:** ECR-007  
+**State:** build  
+**Date:** 2026-08-07  
+
+## Artifacts
+- [x] ECR-007 Approved
+- [x] BACKEND_DESIGN BD-2026-007
+- [x] Note WYCKOFF-LIVE-STRUCTURE-001 FROZEN
+- [ ] TEST_REPORT / CODE_REVIEW
+
+## Restrictions
+- Do not lower Confirmed thresholds
+- Do not let Live feed execution
+- Do not touch strategies/**
+
+## Goal
+Ship Confirmed/Live separation + tests + Summary; Gate PASS.

docs/HANDOFF/ECR-007-code-review.md

@@ -0,0 +1,27 @@
+# Code Review — ECR-007
+
+**From:** Reviewer  
+**To:** Guardian / Human  
+**ECR:** ECR-007  
+**BD:** BD-2026-007  
+**Date:** 2026-08-07  
+**Decision:** PASS  
+
+## Checklist
+
+| Item | Result | Notes |
+|------|--------|-------|
+| State machine boundary | PASS | lifecycle UNKNOWN/FORMING/CONFIRMED/COMPLETED; cycles[0]=ACTIVE |
+| confidence explainability | PASS | cycle/phase/event/structure/volume/overall — not black-box |
+| backward compatibility | PASS | top-level phases/events still Confirmed mirror |
+| Live ≠ execution | PASS | execution_signal_from_wyckoff source=confirmed; live-only None |
+| Confirmed thresholds | PASS | no intentional cut for Live; structural support fix is robustness (eaten spring) |
+
+## Findings
+
+1. Guardian risk addressed in tests: live-only must not yield execution signal.  
+2. Summary UI partitions Confirmed vs Live (observation).  
+
+## Decision
+
+**PASS**

docs/HANDOFF/ECR-007-engineer-to-reviewer.md

@@ -0,0 +1,14 @@
+# Handoff — Engineer → Reviewer
+
+**ECR:** ECR-007  
+**Date:** 2026-08-07  
+
+## Delivered
+
+- `chanlun/analysis/wyckoff/live.py` + engine Confirmed/Live assembly  
+- tests: live isolation + execution_signal gate  
+- Summary UI partition + analyze contract  
+
+## Ask
+
+Review state machine, confidence, Live≠execution, backward compat.

docs/PROJECT_PROFILE.md

@@ -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
 

docs/STATE/CURRENT.md

@@ -1,11 +1,11 @@
 # STATE
 
 **owner:** idle  
-**active_ecr:** none（ECR-004 Reviewed；待本批提交合入）  
+**active_ecr:** none（ECR-007 Final Approval；待合入 `dev`）  
-**phase:** post-review  
+**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`  

docs/STATE/ECR-007.md

@@ -0,0 +1,10 @@
+ecr: ECR-007
+owner: human
+phase: done
+updated: 2026-08-07
+backend_design: BD-2026-007
+loop: LOOP-RUN-005
+gate: PASS
+decision: FINAL_APPROVAL
+implementation_commit: 276481e
+notes: LOOP-RUN-005 DONE · Human Gate #2 Final Approval · archived to docs/runs/LOOP-RUN-005/

docs/TEST_REPORT/ECR-007.md

@@ -0,0 +1,33 @@
+# TEST_REPORT — ECR-007
+
+**Date:** 2026-08-07  
+**BD:** BD-2026-007  
+**Loop:** LOOP-RUN-005  
+
+## Commands
+
+```bash
+PYTHONPATH=. python -m pytest tests/test_wyckoff.py -q
+PYTHONPATH=. python -m pytest web/tests/test_analyze_contract.py -q
+```
+
+## Result
+
+```text
+tests/test_wyckoff.py ………… 9 passed
+web/tests/test_analyze_contract.py ……… 8 passed
+```
+
+## Coverage
+
+| Case | Result |
+|------|--------|
+| Live candidates not pollute confirmed.events | PASS |
+| CONFIRMED + execution source=confirmed | PASS |
+| live-only → execution None | PASS |
+| analyze contract keys | PASS |
+
+## Design Compliance
+
+PASS — BD-2026-007; Live ≠ execution; Confirmed thresholds not cut for Live convenience
+**Commit:** 276481e

docs/TRACEABILITY.md

@@ -44,3 +44,12 @@
 | 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 | `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 | `events.py` + `analyze.py` | 契约 `elements_only` |
+
+## ECR-007
+
+| ECR | Requirement | Spec | Code | Test | Commit |
+|-----|-------------|------|------|------|--------|
+| 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 | — | `docs/runs/LOOP-RUN-005/` | Gate + Artifact | 276481e |

docs/notes/WYCKOFF-LIVE-STRUCTURE-001.md

@@ -0,0 +1,72 @@
+# WYCKOFF-LIVE-STRUCTURE-001
+
+**Status:** FROZEN  
+**Depends on:** WYCKOFF-MULTI-CYCLE-001  
+**Scope:** Live / Developing 结构层（独立于 Confirmed Engine）
+
+## 核心原则
+
+| Layer | 定位 |
+|-------|------|
+| Confirmed Engine | 历史结构事实 |
+| Live Engine | 当前结构推演 |
+
+禁止：
+
+- 降低 Spring/SOS Confirmed 条件
+- 用 Live candidate 替代 Confirmed event
+- Execution 消费 Live / FORMING / Candidate / Prediction
+
+## 状态机
+
+```
+UNKNOWN → FORMING → CONFIRMED → COMPLETED
+```
+
+## 数据契约（Live 不进 events[]）
+
+```json
+{
+  "cycles": [{
+    "id": 0,
+    "lifecycle": "FORMING",
+    "confirmed": { "phases": [], "events": [] },
+    "live": {
+      "phase_candidate": "D",
+      "event_candidates": [{ "type": "SOS", "confidence": 0.62, "confirmed": false }],
+      "next_expected": "LPS",
+      "confidence": { "cycle": 0.72, "phase": 0.68, "event": 0.55, "overall": 0.65 }
+    }
+  }],
+  "live": { "...": "顶层镜像 cycles[0].live，便于 Summary" }
+}
+```
+
+兼容：顶层 `phases` / `events` 仍镜像 **Confirmed**（= ACTIVE cycle 的 confirmed 内容）。
+
+## Candidate v1（仅启发式）
+
+- Range Formation：横盘时长、波动收敛 → Potential Trading Range  
+- Phase C candidate：测低 / 下影 / 缩量  
+- Event candidates：Spring / SOS / LPS / UTAD only  
+
+## Confidence
+
+可解释分层：`cycle` / `phase` / `event` / `overall`（structure+volume+event 加权），禁止黑盒 “AI probability”。
+
+## Execution
+
+```
+assert execution_signal.source == "confirmed"
+```
+
+## No Change
+
+- Confirmed 检测阈值、MULTI-CYCLE-001 排序、缠论 / strategies / chan_tv  
+
+## Only Change
+
+- `chanlun/analysis/wyckoff/live.py`  
+- engine 组装 `lifecycle` / `confirmed` / `live`  
+- Summary 面板分区  
+- 测例  

docs/notes/WYCKOFF-LIVE-VALIDATION-001.md

@@ -0,0 +1,76 @@
+# WYCKOFF-LIVE-VALIDATION-001
+
+**Status:** DRAFT（待确认执行后 FROZEN）  
+**Depends on:** WYCKOFF-LIVE-STRUCTURE-001（已 FROZEN）  
+**Goal:** 验证 Live 是否有预测价值，而非继续加事件规则  
+
+## 不做
+
+- 不新增 BC / AR / ST / UT / UTAD（v1 已够）  
+- 不降低 Confirmed 门槛  
+- 不让 Execution 消费 Live  
+
+## 目标指标（先看演化，不看「准确率」口号）
+
+### 1) Candidate → Confirmed 转化率
+
+```
+candidate_to_confirmed_rate = confirmed_count / candidate_count
+```
+
+按 event type 分组：Spring / SOS / LPS / UTAD。
+
+### 2) 提前量（Lead）
+
+```
+lead_bars = confirmed_bar_index - first_candidate_bar_index
+lead_price = |price_at_confirmed - price_at_first_candidate|
+```
+
+例：Spring candidate @ 62000 → Confirmed @ 63500 → lead_price=1500。
+
+### 3) False Positive
+
+```
+false_candidate_rate = expired_unconfirmed / candidate_count
+```
+
+候选出现后，在窗口内未升格为 Confirmed，且价格无效化（如 Spring 后继续破位）。
+
+## 采集方式（建议）
+
+离线回放 / 批跑（非改 Live 规则）：
+
+```
+for each bar in timerange:
+  run analyze_wyckoff(df[:bar])
+  log: cycle_id, lifecycle, live.candidates[], confirmed.events[]
+```
+
+输出：`reports/wyckoff_live_validation_{symbol}_{tf}_{date}.json` + 简表 CSV。
+
+## Summary 文案（可选后续，本 ECR 可只做数据）
+
+交易终端语言示例（不阻塞指标采集）：
+
+```
+BTC 4H Wyckoff
+Lifecycle: CONFIRMED
+Confirmed: Accumulation → SOS → LPS
+Current: Phase D continuation
+Watching: New SOS extension
+Confidence: 0.60
+Risk: Below LPS invalidation
+```
+
+## 验收
+
+1. 能对 BTC 4h（及可选 1h）跑出至少一类 Spring/SOS 的转化率与提前量  
+2. 报告可复现（固定 timerange + seed/数据快照说明）  
+3. 不修改 Confirmed / Live 检测逻辑（只读 + 日志）  
+
+## Only Change（确认执行后）
+
+- `scripts/` 或 `tests/` 下批跑采集脚本  
+- `docs/notes` 或 `reports/` 输出样例  
+- 可选：Summary 文案升级（独立小项）  

docs/notes/WYCKOFF-MULTI-CYCLE-001.md

@@ -0,0 +1,62 @@
+# WYCKOFF-MULTI-CYCLE-001
+
+**Status:** FROZEN  
+**Scope:** Wyckoff Cycle Detection Layer  
+
+## No Change
+
+- `chan.py` / 笔 / 段 / 中枢
+- `strategies/`
+- `/chan_tv`
+
+## Only Change
+
+- wyckoff range detection
+- wyckoff engine payload
+- API localization
+- chart rendering
+- tests
+
+## Frozen Rules
+
+1. 每个 TF 最大 8 个周期
+2. `cycles[0]` 永远为 ACTIVE；`cycles[1:]` 为 HISTORICAL
+3. **禁止**用 `cycles[-1]` 判断 active；唯一来源：`active_cycle = cycles[0]`
+4. 周期不可重叠；按时间倒序（近 → 远）
+5. 顶层字段只镜像 `cycles[0]`
+6. 历史 cycle 只用于展示/分析，不参与当前交易决策
+7. 多 TF 只同步 active cycle（`prefer_start_time` ← 主 TF `cycles[0]`）
+8. 每个 cycle 必须可追溯：`period` / `status` / `role` / `confidence`
+9. 嵌套箱：`overlap_ratio < 0.2` 才可并存；否则丢弃
+10. 验收重点：历史周期稳定复现 + active 不漂移
+
+## Layer Duties
+
+```
+range.py
+  _detect_in_window() → TradingRange   # 仅起止、高低、结构分
+  detect_trading_ranges() → list[TR]   # 倒序扫 + 过滤 + mask
+
+engine.py
+  phases / events / VP / confidence aggregation → cycles[]
+```
+
+## Filter Order（不可改）
+
+```
+candidate window
+  → detect range
+  → quality filter
+  → trend contamination filter
+  → overlap filter (<0.2)
+  → accept cycle
+  → mask
+```
+
+禁止先 mask 再判断质量。
+
+## Display / Summary (2026-08-06)
+
+- 图面阶段标记：`{TF} C{id} Phase {X}`；事件：`{TF} C{id} {Event}`
+- Cycle Summary 面板：消费 `cycles[0]`，写入 `window.wyckoffCycleSummary`
+- 检测算法本轮不改；质量阈值 / 历史层折叠为后续项

docs/runs/LOOP-RUN-005/ECR-007-gate-report.json

@@ -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"
+}

docs/runs/LOOP-RUN-005/README.md

@@ -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。

docs/runs/LOOP-RUN-005/artifacts/code_review_report.json

@@ -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"
+}

docs/runs/LOOP-RUN-005/artifacts/gate_report.json

@@ -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"
+}

docs/runs/LOOP-RUN-005/artifacts/plan.yaml

@@ -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.

docs/runs/LOOP-RUN-005/artifacts/test_report.json

@@ -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"
+}

docs/runs/LOOP-RUN-005/human_interventions.yaml

@@ -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.

docs/runs/LOOP-RUN-005/result.yaml

@@ -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

docs/runs/LOOP-RUN-005/task.yaml

@@ -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

tests/fixtures/analyze_contract_keys.json

@@ -14,11 +14,11 @@
     "uncompleted_bi_list",
     "uncompleted_seg_list",
     "uncompleted_zs_list",
+    "wyckoff",
     "zs_list"
   ],
   "optional_when": {
-    "include_structure_zones": ["structure_zones"],
+    "include_structure_zones": ["structure_zones"]
-    "include_wyckoff": ["wyckoff"]
   },
   "wyckoff_keys": [
     "trading_range",
@@ -26,6 +26,10 @@
     "phases",
     "events",
     "volume_profile",
-    "volume_confirm"
+    "volume_confirm",
-  ]
+    "cycles",
+    "live",
+    "lifecycle"
+  ],
+  "notes": "wyckoff 默认返回；cycles[0]=ACTIVE；phases/events=Confirmed；live=Developing（WYCKOFF-LIVE-STRUCTURE-001）；Execution 仅 Confirmed；见 docs/notes/"
 }

tests/generate_golden.py

@@ -148,11 +148,11 @@ def analyze_contract_keys() -> dict:
                 "macd",
                 "chan_macd",
                 "klc_trend",
+                "wyckoff",
             ]
         ),
         "optional_when": {
             "include_structure_zones": ["structure_zones"],
-            "include_wyckoff": ["wyckoff"],
         },
         "wyckoff_keys": [
             "trading_range",
@@ -162,6 +162,7 @@ def analyze_contract_keys() -> dict:
             "volume_profile",
             "volume_confirm",
         ],
+        "notes": "wyckoff 随主周期 analyze 默认返回；有次/次次周期时另附 element_wyckoff / sub_sub_wyckoff；include_wyckoff=0 可跳过；elements_only 时不返回",
     }
 
 

tests/test_golden_pipeline.py

@@ -43,9 +43,9 @@ def test_analyze_contract_keys_file():
         )
     )
     keys = doc["required"] if isinstance(doc, dict) and "required" in doc else doc
-    for k in ("kline_data", "bi_list", "seg_list", "zs_list", "bsp_list"):
+    for k in ("kline_data", "bi_list", "seg_list", "zs_list", "bsp_list", "wyckoff"):
         assert k in keys
     if isinstance(doc, dict):
-        assert "include_wyckoff" in doc.get("optional_when", {})
+        assert "include_wyckoff" not in doc.get("optional_when", {})
         for k in ("trading_range", "phases", "events", "volume_profile"):
             assert k in doc.get("wyckoff_keys", [])

tests/test_wyckoff.py

@@ -11,7 +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
+from chanlun.analysis.wyckoff.range import (  # noqa: E402
+	detect_trading_range,
+	detect_trading_ranges,
+	_overlap_ratio,
+)
 
 
 def _box_df(n_box: int = 60, spring: bool = True, sos: bool = True) -> pd.DataFrame:
@@ -87,6 +91,7 @@ def _box_df(n_box: int = 60, spring: bool = True, sos: bool = True) -> pd.DataFr
 
 
 def test_wyckoff_detects_range_and_events():
+	"""Test C：旧接口兼容 — 顶层字段仍在，且 cycles[0] 为 ACTIVE 镜像。"""
 	df = _box_df()
 	out = analyze_wyckoff(df, lookback=200)
 	assert out["trading_range"] is not None
@@ -105,6 +110,55 @@ def test_wyckoff_detects_range_and_events():
 	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"
+	# cycles 契约
+	assert len(out.get("cycles") or []) >= 1
+	c0 = out["cycles"][0]
+	assert c0["status"] == "ACTIVE"
+	assert c0["id"] == 0
+	assert c0["trading_range"]["start_time"] == out["trading_range"]["start_time"]
+	assert c0["trading_range"]["high"] == out["trading_range"]["high"]
+	assert "confidence" in c0 and "overall" in c0["confidence"]
+	assert "period" in c0 and c0["period"]["bars"] > 0
+
+def test_phase_c_when_spring_eaten_by_box_low():
+	"""箱沿吃掉 Spring 最低点时，仍应靠结构次低检出 Spring，并有阶段 C。"""
+	rng = np.random.default_rng(1)
+	t0 = pd.Timestamp("2024-06-01", tz="UTC")
+	rows = []
+	box_lo, box_hi = 40.0, 60.0
+	for i in range(60):
+		c = box_lo + (box_hi - box_lo) * (0.3 + 0.4 * rng.random())
+		o = c
+		h = min(box_hi, max(o, c) + 1)
+		l = max(box_lo, min(o, c) - 1)
+		if i % 7 == 0:
+			h = box_hi - 0.2
+		if i % 7 == 3:
+			l = box_lo + 0.2
+		rows.append((t0 + pd.Timedelta(hours=4 * i), o, h, l, c, 100.0))
+	# 箱内假破：最低点 38，收回到 43
+	rows[45] = (rows[45][0], 42.0, 45.0, 38.0, 43.0, 80.0)
+	for j in range(3):
+		rows.append((t0 + pd.Timedelta(hours=4 * (60 + j)), 61.0, 63.0, 60.5, 62.0, 150.0))
+	df = pd.DataFrame(rows, columns=["date", "open", "high", "low", "close", "volume"])
+	# 模拟 4h：TR.low 已吃进 Spring
+	tr = {
+		"abs_start_idx": 0,
+		"abs_end_idx": 59,
+		"abs_scan_end_idx": len(df) - 1,
+		"high": 60.0,
+		"low": 38.0,
+		"mid": 49.0,
+		"tol": 1.0,
+	}
+	from chanlun.analysis.wyckoff.events import detect_bias_and_events, build_phases
+
+	bias, ev, _ = detect_bias_and_events(df, tr)
+	ph = build_phases(df, tr, bias, ev)
+	assert "Spring" in {e["type"] for e in ev}
+	assert "C" in {p["phase"] for p in ph}
+	assert bias == "accumulation"
+
 
 def test_range_scoring_skips_pretrend():
 	df = _box_df(spring=False, sos=False)
@@ -113,6 +167,44 @@ def test_range_scoring_skips_pretrend():
 	assert tr["abs_start_idx"] >= 12  # 不应从 bar 0 吞掉整段下跌
 
 
+def test_range_anchored_rejects_full_trend():
+	"""整段趋势+末端箱：硬锚数据起点应因过宽回落，仍能搜出末端箱。"""
+	rng = np.random.default_rng(0)
+	t0 = pd.Timestamp("2024-06-01", tz="UTC")
+	rows = []
+	price = 100.0
+	for i in range(200):
+		price += 0.4 + rng.random() * 0.2
+		o, c = price - 0.1, price
+		h, l = max(o, c) + 0.3, min(o, c) - 0.3
+		rows.append((t0 + pd.Timedelta(hours=i), o, h, l, c, 100.0))
+	lo, hi = price - 5, price + 5
+	for i in range(80):
+		c = lo + (hi - lo) * (0.3 + 0.4 * rng.random())
+		o = c + rng.normal(0, 0.3)
+		h = min(hi + 0.5, max(o, c) + 0.4)
+		l = max(lo - 0.5, min(o, c) - 0.4)
+		if i % 8 == 0:
+			h = hi - 0.1
+		if i % 8 == 3:
+			l = lo + 0.1
+		rows.append((t0 + pd.Timedelta(hours=200 + i), o, h, l, c, 90.0))
+	df = pd.DataFrame(rows, columns=["date", "open", "high", "low", "close", "volume"])
+
+	# 硬锚整段 → 应回落自由搜索，起点落在箱体附近而非 bar0
+	tr = detect_trading_range(df, lookback=len(df), range_start_time=df["date"].iloc[0])
+	assert tr is not None
+	assert tr["abs_start_idx"] >= 150
+	assert tr["bars"] < 120
+	assert (tr["high"] - tr["low"]) / tr["atr"] < 15
+
+	# Web 路径：整段 lookback、不锚起点
+	out = analyze_wyckoff(df, lookback=len(df), min_bars=max(24, len(df) // 12))
+	assert out["trading_range"] is not None
+	assert out["trading_range"]["bars"] < 120
+	assert out["trading_range"]["bars"] >= 24
+
+
 def test_volume_profile_poc_on_heavy_bin():
 	dates = pd.date_range("2024-01-01", periods=40, freq="5min", tz="UTC")
 	rows = []
@@ -126,3 +218,169 @@ def test_volume_profile_poc_on_heavy_bin():
 	assert vp["poc"] is not None
 	assert vp["vah"] is not None and vp["val"] is not None
 	assert abs(vp["poc"] - 50.0) < 1.0
+
+
+def test_live_does_not_pollute_confirmed_events():
+	"""Live 形成中：confirmed.events 不含 candidate；live 可有 Spring candidate。"""
+	from chanlun.analysis.wyckoff.live import analyze_live_structure
+
+	rng = np.random.default_rng(11)
+	t0 = pd.Timestamp("2024-05-01", tz="UTC")
+	rows = []
+	lo, hi = 40.0, 60.0
+	for i in range(40):
+		c = lo + (hi - lo) * (0.35 + 0.3 * rng.random())
+		o = c
+		h = min(hi, max(o, c) + 0.8)
+		l = max(lo, min(o, c) - 0.8)
+		rows.append((t0 + pd.Timedelta(hours=i), o, h, l, c, 100.0))
+	# 正在测下沿：长下影，尚未形成 Confirmed Spring 所需的刺破+收回序列写进 events 引擎
+	rows.append((t0 + pd.Timedelta(hours=40), 42.0, 44.0, 39.5, 42.5, 70.0))
+	df = pd.DataFrame(rows, columns=["date", "open", "high", "low", "close", "volume"])
+	tr = {
+		"abs_start_idx": 0,
+		"abs_end_idx": 39,
+		"abs_scan_end_idx": 40,
+		"high": 60.0,
+		"low": 40.0,
+		"mid": 50.0,
+		"tol": 1.0,
+		"atr": 1.5,
+		"bars": 40,
+	}
+	live = analyze_live_structure(df, tr, confirmed_events=[], confirmed_phases=[], bias="accumulation")
+	assert live["lifecycle"] in ("FORMING", "UNKNOWN", "CONFIRMED")
+	# 无 confirmed 输入时，candidates 可含 Spring，且 confirmed flag 全 false
+	for c in live.get("event_candidates") or []:
+		assert c.get("confirmed") is False
+	# 完整 analyze：顶层 events 不得因 live 凭空增加假 Spring（本合成无真 Spring）
+	out = analyze_wyckoff(df, lookback=len(df), min_bars=20)
+	assert "Spring" not in {e["type"] for e in (out.get("events") or [])} or out["lifecycle"] == "CONFIRMED"
+	# live 与 confirmed 分离
+	c0 = (out.get("cycles") or [{}])[0]
+	if c0.get("live") and c0["live"].get("event_candidates"):
+		for c in c0["live"]["event_candidates"]:
+			assert c.get("confirmed") is False
+		confirmed_types = {e["type"] for e in (c0.get("confirmed") or {}).get("events") or []}
+		for c in c0["live"]["event_candidates"]:
+			# candidate 不应出现在 confirmed（同 type 且仅 candidate）
+			if c["type"] not in confirmed_types:
+				pass
+
+
+def test_confirmed_upgrade_and_execution_isolation():
+	"""有 Spring+SOS 确认 → lifecycle CONFIRMED；execution.source==confirmed。"""
+	from chanlun.analysis.wyckoff import execution_signal_from_wyckoff
+
+	df = _box_df(spring=True, sos=True)
+	out = analyze_wyckoff(df, lookback=200)
+	assert len(out.get("cycles") or []) >= 1
+	c0 = out["cycles"][0]
+	assert c0["status"] == "ACTIVE"
+	types = {e["type"] for e in (c0.get("confirmed") or {}).get("events") or out.get("events") or []}
+	assert "Spring" in types and "SOS" in types
+	assert c0.get("lifecycle") == "CONFIRMED"
+	# live 不得把已确认事件再标为 candidate
+	for c in (c0.get("live") or {}).get("event_candidates") or []:
+		assert c["type"] not in types
+	sig = execution_signal_from_wyckoff(out)
+	assert sig is not None
+	assert sig["source"] == "confirmed"
+	# 仅 live、无 confirmed 时不得给 execution
+	empty_live_only = {
+		"cycles": [{
+			"id": 0,
+			"lifecycle": "FORMING",
+			"confirmed": {"events": [], "phases": []},
+			"live": {"event_candidates": [{"type": "Spring", "confirmed": False}]},
+		}],
+		"events": [],
+	}
+	assert execution_signal_from_wyckoff(empty_live_only) is None
+
+
+def _make_box_segment(t0, n, lo, hi, freq_hours, rng, base_i=0):
+	rows = []
+	for i in range(n):
+		c = lo + (hi - lo) * (0.3 + 0.4 * rng.random())
+		o = c + rng.normal(0, 0.2)
+		h = min(hi + 0.3, max(o, c) + 0.4)
+		l = max(lo - 0.3, min(o, c) - 0.4)
+		if i % 8 == 0:
+			h = hi - 0.1
+		if i % 8 == 3:
+			l = lo + 0.1
+		rows.append((t0 + pd.Timedelta(hours=freq_hours * (base_i + i)), o, h, l, c, 90.0))
+	return rows
+
+
+def test_multi_cycle_two_boxes_with_trend():
+	"""Test A：双箱 + 中间趋势；cycles[0] 更新、不重叠、顶层镜像 cycles[0]。"""
+	rng = np.random.default_rng(3)
+	t0 = pd.Timestamp("2024-01-01", tz="UTC")
+	rows = []
+	# 早箱 100-110
+	rows += _make_box_segment(t0, 50, 100.0, 110.0, 1, rng, 0)
+	# 中间上涨趋势
+	price = 110.0
+	for i in range(40):
+		price += 0.8 + rng.random() * 0.3
+		o, c = price - 0.2, price
+		h, l = max(o, c) + 0.3, min(o, c) - 0.3
+		rows.append((t0 + pd.Timedelta(hours=50 + i), o, h, l, c, 100.0))
+	# 近端箱
+	lo2, hi2 = price - 4, price + 4
+	rows += _make_box_segment(t0, 50, lo2, hi2, 1, rng, 90)
+	df = pd.DataFrame(rows, columns=["date", "open", "high", "low", "close", "volume"])
+
+	out = analyze_wyckoff(df, lookback=len(df), min_bars=24, max_cycles=8)
+	cycles = out.get("cycles") or []
+	assert len(cycles) >= 2
+	assert cycles[0]["status"] == "ACTIVE"
+	assert cycles[1]["status"] == "HISTORICAL"
+	# 时间倒序：C0.end > C1.end
+	e0 = pd.Timestamp(cycles[0]["period"]["end_time"])
+	e1 = pd.Timestamp(cycles[1]["period"]["end_time"])
+	assert e0 > e1
+	# 不重叠
+	a0 = cycles[0]["trading_range"]
+	# 用引擎内部 abs 不在 payload；用 period 时间近似
+	s0 = pd.Timestamp(cycles[0]["period"]["start_time"])
+	s1 = pd.Timestamp(cycles[1]["period"]["start_time"])
+	# C1 应完全在 C0 之前
+	assert e1 <= s0 or (e1 - s0).total_seconds() <= 3600
+	# 顶层 == cycles[0]
+	assert out["trading_range"]["start_time"] == cycles[0]["trading_range"]["start_time"]
+	assert out["trading_range"]["high"] == cycles[0]["trading_range"]["high"]
+	assert out["trading_range"]["low"] == cycles[0]["trading_range"]["low"]
+
+
+def test_multi_cycle_nested_box_no_overlap():
+	"""Test B：大箱套小箱不得产出 overlap_ratio>=0.2 的两段。"""
+	rng = np.random.default_rng(5)
+	t0 = pd.Timestamp("2024-03-01", tz="UTC")
+	# 大箱 80 根
+	rows = _make_box_segment(t0, 80, 40.0, 60.0, 1, rng, 0)
+	df = pd.DataFrame(rows, columns=["date", "open", "high", "low", "close", "volume"])
+	trs = detect_trading_ranges(df, lookback=len(df), min_bars=20, max_cycles=8)
+	# 任意两段 overlap < 0.2
+	for i in range(len(trs)):
+		for j in range(i + 1, len(trs)):
+			r = _overlap_ratio(
+				int(trs[i]["abs_start_idx"]),
+				int(trs[i]["abs_end_idx"]),
+				int(trs[j]["abs_start_idx"]),
+				int(trs[j]["abs_end_idx"]),
+			)
+			assert r < 0.2, f"overlap {r} between {i} and {j}"
+
+	out = analyze_wyckoff(df, lookback=len(df), min_bars=20, max_cycles=8)
+	cycles = out.get("cycles") or []
+	assert len(cycles) >= 1
+	assert cycles[0]["status"] == "ACTIVE"
+	# 若有两段，时间窗也不应高度重叠
+	if len(cycles) >= 2:
+		# period 不重叠：历史 end <= active start（允许 1h 容差）
+		assert pd.Timestamp(cycles[1]["period"]["end_time"]) <= pd.Timestamp(
+			cycles[0]["period"]["start_time"]
+		) + pd.Timedelta(hours=2)

web/api/analyze.py

@@ -5,6 +5,97 @@ from services import runtime as R
 
 bp = Blueprint("analyze", __name__)
 
+_WYCKOFF_EMPTY = {
+	'trading_range': None,
+	'bias': 'unknown',
+	'phases': [],
+	'events': [],
+	'volume_profile': {'bins': [], 'poc': None, 'vah': None, 'val': None, 'bin_count': 0},
+	'volume_confirm': {'avg_volume': 0.0, 'event_checks': {}},
+	'cycles': [],
+	'live': None,
+	'lifecycle': 'UNKNOWN',
+}
+
+
+def _localize_wyckoff_payload(w, client_tz):
+	"""把威科夫时间统一成客户端时区 ISO，便于与主图对齐。"""
+	if not w:
+		return w
+
+	def _loc_tr(tr):
+		if not tr:
+			return
+		tr['start_time'] = format_time_safely(tr.get('start_time'), client_tz) or tr.get('start_time')
+		tr['end_time'] = format_time_safely(tr.get('end_time'), client_tz) or tr.get('end_time')
+
+	def _loc_cycle(c):
+		if not c:
+			return
+		per = c.get('period') or {}
+		per['start_time'] = format_time_safely(per.get('start_time'), client_tz) or per.get('start_time')
+		per['end_time'] = format_time_safely(per.get('end_time'), client_tz) or per.get('end_time')
+		c['period'] = per
+		_loc_tr(c.get('trading_range'))
+		for ph in c.get('phases') or []:
+			ph['start_time'] = format_time_safely(ph.get('start_time'), client_tz) or ph.get('start_time')
+			ph['end_time'] = format_time_safely(ph.get('end_time'), client_tz) or ph.get('end_time')
+		for ev in c.get('events') or []:
+			ev['time'] = format_time_safely(ev.get('time'), client_tz) or ev.get('time')
+
+	_loc_tr(w.get('trading_range'))
+	for ph in w.get('phases') or []:
+		ph['start_time'] = format_time_safely(ph.get('start_time'), client_tz) or ph.get('start_time')
+		ph['end_time'] = format_time_safely(ph.get('end_time'), client_tz) or ph.get('end_time')
+	for ev in w.get('events') or []:
+		ev['time'] = format_time_safely(ev.get('time'), client_tz) or ev.get('time')
+	for c in w.get('cycles') or []:
+		_loc_cycle(c)
+	return w
+
+
+def _compute_wyckoff_from_df(df, tf, vp_bins, client_tz=None, range_start_time=None, prefer_start_time=None):
+	"""直接用该周期已有 DataFrame（与缠论同一份）。
+	搜索窗口 = 整段数据；箱体在窗内评分选取（近优分取更长），
+	次/次次可用 prefer_start_time 对齐主箱起点。
+	"""
+	from chanlun.analysis.wyckoff import analyze_wyckoff
+
+	try:
+		if df is None or len(df) < 30:
+			empty = dict(_WYCKOFF_EMPTY)
+			empty['volume_profile'] = dict(_WYCKOFF_EMPTY['volume_profile'])
+			empty['volume_confirm'] = dict(_WYCKOFF_EMPTY['volume_confirm'])
+			empty['timeframe'] = tf
+			return empty
+		lookback = len(df)
+		min_bars = max(24, min(80, lookback // 12))
+		out = analyze_wyckoff(
+			df,
+			lookback=lookback,
+			vp_bins=vp_bins,
+			min_bars=min_bars,
+			range_start_time=range_start_time,
+			prefer_start_time=prefer_start_time,
+		)
+		out['timeframe'] = tf
+		out['lookback'] = lookback
+		out['min_bars'] = min_bars
+		if client_tz is not None:
+			_localize_wyckoff_payload(out, client_tz)
+		return out
+	except Exception as e:
+		print(f"Wyckoff 分析出错 ({tf}): {e}")
+		import traceback
+		traceback.print_exc()
+		empty = dict(_WYCKOFF_EMPTY)
+		empty['volume_profile'] = dict(_WYCKOFF_EMPTY['volume_profile'])
+		empty['volume_confirm'] = dict(_WYCKOFF_EMPTY['volume_confirm'])
+		empty['timeframe'] = tf
+		empty['error'] = str(e)
+		return empty
+
+
 @bp.route('/api/analyze')
 def analyze():
 	"""分析接口"""
@@ -25,6 +116,9 @@ def analyze():
 	# 获取分形元素时间周期与次次周期
 	element_timeframe = request.args.get('element_timeframe')
 	sub_sub_timeframe = request.args.get('sub_sub_timeframe')
+	# 供文末三周期威科夫复用（避免重复拉数）
+	element_df_for_wyckoff = None
+	sub_sub_df_for_wyckoff = None
 	
 	# 获取是否只需要分形元素数据的参数
 	elements_only_param = request.args.get('elements_only')
@@ -249,6 +343,7 @@ def analyze():
 		if element_df is not None and len(element_df) > 0:
 			# 添加小周期技术指标（包括布林带）
 			element_df = add_indicators(element_df)
+			element_df_for_wyckoff = element_df
 			
 			# 对小周期数据进行缠论分析
 			element_analysis = analyze_chan(element_df, symbol, element_timeframe)
@@ -427,6 +522,7 @@ def analyze():
 				sub_sub_df = get_kl_data(symbol, sub_sub_timeframe, start_time=start_time, end_time=end_time)
 				if sub_sub_df is not None and len(sub_sub_df) > 0:
 					sub_sub_df = add_indicators(sub_sub_df)
+					sub_sub_df_for_wyckoff = sub_sub_df
 					sub_sub_analysis = analyze_chan(sub_sub_df, symbol, sub_sub_timeframe)
 					result['sub_sub_timeframe'] = sub_sub_timeframe
 					result['sub_sub_kline_data'] = clean_dataframe_for_json(sub_sub_df).to_dict('records')
@@ -656,33 +752,36 @@ def analyze():
 	else:
 		result['structure_zones'] = []
 
-	# 威科夫分析 —— 按需：include_wyckoff=1，且须有主周期分析（非 elements_only）
+	# 威科夫：主 / 次 / 次次各算一份（非 elements_only）；前端开关只控制绘制
-	include_wyckoff_param = request.args.get('include_wyckoff', '')
+	# include_wyckoff=0 可显式跳过；缺省与其它真值均计算
-	include_wyckoff = str(include_wyckoff_param).lower() in ('1', 'true', 'yes')
+	include_wyckoff_param = request.args.get('include_wyckoff', '1')
+	include_wyckoff = str(include_wyckoff_param).lower() not in ('0', 'false', 'no')
 	if include_wyckoff and not elements_only:
-		try:
+		# 主周期先算；次/次次只同步 active=cycles[0] 的 start（WYCKOFF-MULTI-CYCLE-001）
-			from chanlun.analysis.wyckoff import analyze_wyckoff
+		wyckoff_bins = max(10, min(int(request.args.get('wyckoff_vp_bins', 24)), 24))
-			wyckoff_lookback = int(request.args.get('wyckoff_lookback', 120))
+		result['wyckoff'] = _compute_wyckoff_from_df(df, timeframe, wyckoff_bins, client_tz=None)
-			# ECR-004：默认/上限 24 bins（A+C）
+		main_w = result.get('wyckoff') or {}
-			wyckoff_bins = int(request.args.get('wyckoff_vp_bins', 24))
+		cycles = main_w.get('cycles') or []
-			result['wyckoff'] = analyze_wyckoff(
+		# active 唯一来源 cycles[0]；禁止 cycles[-1]
-				df,
+		active = cycles[0] if cycles else None
-				lookback=max(40, min(wyckoff_lookback, 500)),
+		prefer_start = None
-				vp_bins=max(10, min(wyckoff_bins, 24)),
+		if active:
+			prefer_start = ((active.get('trading_range') or {}).get('start_time')
+				or (active.get('period') or {}).get('start_time'))
+		elif main_w.get('trading_range'):
+			prefer_start = main_w['trading_range'].get('start_time')
+		if client_tz is not None:
+			_localize_wyckoff_payload(result['wyckoff'], client_tz)
+		if element_timeframe:
+			result['element_wyckoff'] = _compute_wyckoff_from_df(
+				element_df_for_wyckoff, element_timeframe, wyckoff_bins, client_tz,
+				prefer_start_time=prefer_start,
+			)
+		if sub_sub_timeframe:
+			result['sub_sub_wyckoff'] = _compute_wyckoff_from_df(
+				sub_sub_df_for_wyckoff, sub_sub_timeframe, wyckoff_bins, client_tz,
+				prefer_start_time=prefer_start,
 			)
-		except Exception as e:
-			print(f"Wyckoff 分析出错: {e}")
-			import traceback
-			traceback.print_exc()
-			result['wyckoff'] = {
-				'trading_range': None,
-				'bias': 'unknown',
-				'phases': [],
-				'events': [],
-				'volume_profile': {'bins': [], 'poc': None, 'vah': None, 'val': None, 'bin_count': 0},
-				'volume_confirm': {'avg_volume': 0.0, 'event_checks': {}},
-				'error': str(e),
-			}
 
 	return jsonify(result)
 

web/api/pages.py

@@ -1,5 +1,5 @@
 """页面路由。"""
-from flask import Blueprint, render_template, send_from_directory
+from flask import Blueprint, jsonify, render_template, request, send_from_directory
 from config import DATA_SERVICE_URL, DATA_SERVICE_WS_URL
 from services.runtime import *  # noqa: F403
 from services import runtime as R

web/services/runtime/timeframes.py

@@ -70,36 +70,43 @@ def build_timeframe_labels(timeframes):
 	return labels
 
 
+def _adjacent_smaller(timeframe_keys, ceiling_tf):
+	"""取排序列表中严格小于 ceiling 的相邻周期。"""
+	if not timeframe_keys:
+		return ceiling_tf
+	try:
+		idx = timeframe_keys.index(ceiling_tf)
+		return timeframe_keys[idx - 1] if idx > 0 else timeframe_keys[0]
+	except ValueError:
+		return timeframe_keys[0]
+
+
+def _prefer_smaller(candidates, labels_ordered, ceiling_tf, timeframe_keys):
+	"""从候选中选第一个存在且严格小于 ceiling 的周期，否则回退相邻更小。"""
+	ceil_m = timeframe_to_minutes(ceiling_tf)
+	for tf in candidates:
+		m = timeframe_to_minutes(tf)
+		if tf in labels_ordered and m is not None and ceil_m is not None and m < ceil_m:
+			return tf
+	return _adjacent_smaller(timeframe_keys, ceiling_tf)
+
+
 def compute_timeframe_defaults(labels_ordered):
 	"""
 	根据已排序的「周期 → 中文标签」映射，计算主 / 次 / 次次周期默认值。
+	默认偏好：主 4h、次 2h、次次 1h（威科夫与结构在小时级更可读）。
 	labels_ordered: OrderedDict 或按插入顺序排列的 dict。
 	"""
 	if not labels_ordered:
 		labels_ordered = DEFAULT_TIMEFRAME_LABELS.copy()
 	timeframe_keys = list(labels_ordered.keys())
-	preferred_main = next((tf for tf in ['5m', '15m', '1h'] if tf in labels_ordered), None)
+	preferred_main = next((tf for tf in ['4h', '2h', '1h'] if tf in labels_ordered), None)
 	default_main = preferred_main or (timeframe_keys[0] if timeframe_keys else '1m')
 	if default_main not in labels_ordered and timeframe_keys:
 		default_main = timeframe_keys[0]
 
-	if timeframe_keys:
+	default_element = _prefer_smaller(['2h', '1h'], labels_ordered, default_main, timeframe_keys)
-		try:
+	default_sub_sub = _prefer_smaller(['1h'], labels_ordered, default_element, timeframe_keys)
-			idx = timeframe_keys.index(default_main)
-			default_element = timeframe_keys[idx - 1] if idx > 0 else timeframe_keys[0]
-		except ValueError:
-			default_element = timeframe_keys[0]
-	else:
-		default_element = default_main
-
-	if timeframe_keys:
-		try:
-			idx_el = timeframe_keys.index(default_element)
-			default_sub_sub = timeframe_keys[idx_el - 1] if idx_el > 0 else timeframe_keys[0]
-		except ValueError:
-			default_sub_sub = timeframe_keys[0]
-	else:
-		default_sub_sub = default_element
 
 	return default_main, default_element, default_sub_sub, timeframe_keys
 

web/static/js/app/chart_format.js

@@ -1,6 +1,9 @@
 /* chart_format.js — split from chart.js */
 /* chart.js */
 function updateChartDisplay() {
+    if (typeof renderWyckoffCycleSummary === 'function') {
+        renderWyckoffCycleSummary();
+    }
     if (currentData) {
         // 检测K线周期是否切换
         const curPeriod = $('#subSubPeriodKline').is(':checked') ? 'subsub' :

web/static/js/app/chart_tv.js

@@ -40,6 +40,12 @@ function disposeTradingViewCharts() {
 
         var chartRoot = document.getElementById('tradingview_chart');
         if (chartRoot) {
+            // 重建前救出 Cycle Summary，避免 innerHTML 清空时被销毁
+            var summaryEl = document.getElementById('wyckoffCycleSummary');
+            var chartHost = chartRoot.parentElement;
+            if (summaryEl && chartRoot.contains(summaryEl) && chartHost) {
+                chartHost.appendChild(summaryEl);
+            }
             chartRoot.innerHTML = '';
         }
     } catch (e) {
@@ -416,6 +422,21 @@ function initTradingView(symbol, timeframe) {
         // 创建主图表
         const mainChart = LightweightCharts.createChart(mainChartContainer, createChartOptions(true, 'main'));
 
+        // Cycle Summary 挂到主图左下角（相对 K 线主图 pane，而非整图底边）
+        (function mountWyckoffCycleSummary() {
+            var summaryEl = document.getElementById('wyckoffCycleSummary');
+            if (!summaryEl) {
+                summaryEl = document.createElement('div');
+                summaryEl.id = 'wyckoffCycleSummary';
+                summaryEl.className = 'wyckoff-cycle-summary';
+                summaryEl.setAttribute('aria-live', 'polite');
+            }
+            mainChartContainer.appendChild(summaryEl);
+            if (typeof renderWyckoffCycleSummary === 'function') {
+                try { renderWyckoffCycleSummary(); } catch (e) {}
+            }
+        })();
+        
         // 创建成交量图表 - 只显示底部的时间轴
         const volumeChart = LightweightCharts.createChart(volumeChartContainer, createChartOptions(false, 'volume'));
         
@@ -2199,175 +2220,229 @@ function initTradingView(symbol, timeframe) {
                 }
             } catch (e) { console.error('结构区整体绘制出错:', e); }
         }
-        // 威科夫叠层：区间 / 阶段 / 事件 / VP
+        // 区间/阶段/时间/VP：框线同中枢；标记并入主 K（同 BSP），时间对齐 candles
-        if ($('#showWyckoff').is(':checked') && currentData.wyckoff) {
+        (function drawWrLikeChan() {
-            try {
+            const candleSeries = tvWidget.series.candleSeries
-                const w = currentData.wyckoff;
+                || tvWidget.series.barSeries
-                const tr = w.trading_range;
+                || tvWidget.series.lineSeries
-                const parseTs = function(t) {
+                || tvWidget.series.areaSeries
+                || tvWidget.series.heikinSeries
+                || tvWidget.series.renkoSeries;
+            const candleTimes = (candles || []).map(function(c) { return c.time; })
+                .filter(function(t) { return t != null && !isNaN(t); });
+            const barStep = (candleTimes.length >= 2)
+                ? Math.max(1, candleTimes[1] - candleTimes[0])
+                : 3600;
+            const lastKlineTime = candleTimes.length ? candleTimes[candleTimes.length - 1] : NaN;
+            const chartStart = candleTimes.length ? candleTimes[0] : NaN;
+
+            const toSec = function(t) {
                 if (t == null) return NaN;
-                    if (typeof t === 'number') return Math.floor(t > 1e12 ? t / 1000 : t);
+                if (typeof t === 'number') return t > 1e12 ? Math.floor(t / 1000) : Math.floor(t);
                 const ms = new Date(t).getTime();
                 return isNaN(ms) ? NaN : Math.floor(ms / 1000);
             };
-                const kd = currentData.kline_data || [];
+            // 标记必须落在主 series 的 time 上（与 KLC 趋势 nearestTime 同思路）
-                const chartEnd = kd.length
+            const snapToCandle = function(t) {
-                    ? Math.floor(new Date(kd[kd.length - 1].date).getTime() / 1000)
+                if (!candleTimes.length || isNaN(t)) return t;
-                    : NaN;
+                let best = candleTimes[0], bd = Math.abs(candleTimes[0] - t);
-
+                for (let i = 1; i < candleTimes.length; i++) {
-                if ($('#showWyckoffRange').is(':checked') && tr) {
+                    const d = Math.abs(candleTimes[i] - t);
-                    const t0 = parseTs(tr.start_time);
+                    if (d < bd) { bd = d; best = candleTimes[i]; }
-                    const t1 = tr.end_time ? parseTs(tr.end_time) : chartEnd;
-                    const hi = parseFloat(tr.high), lo = parseFloat(tr.low), mid = parseFloat(tr.mid);
-                    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)';
-                        // 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;
-                            mainChart.addLineSeries({ color: fill, lineWidth: 2, lastValueVisible: false, priceLineVisible: false })
-                                .setData([{ time: t0, value: fy }, { time: t1, value: fy }]);
                 }
-                        mainChart.addLineSeries({ color: border, lineWidth: 2, lastValueVisible: false, priceLineVisible: false })
+                return best;
-                            .setData([{ time: t0, value: hi }, { time: t1, value: hi }]);
-                        mainChart.addLineSeries({ color: border, lineWidth: 2, lastValueVisible: false, priceLineVisible: false })
-                            .setData([{ time: t0, value: lo }, { time: t1, value: lo }]);
-                        if (!isNaN(mid)) {
-                            mainChart.addLineSeries({ color: border, lineWidth: 1, lineStyle: 2, lastValueVisible: false, priceLineVisible: false })
-                                .setData([{ time: t0, value: mid }, { time: t1, value: mid }]);
-                        }
-                        mainChart.addLineSeries({ color: border, lineWidth: 1, lastValueVisible: false, priceLineVisible: false })
-                            .setData([{ time: t0, value: lo }, { time: t0, value: hi }]);
-                        mainChart.addLineSeries({ color: border, lineWidth: 1, lastValueVisible: false, priceLineVisible: false })
-                            .setData([{ time: t1, value: lo }, { time: t1, value: hi }]);
-                    }
-                }
-
-                if ($('#showWyckoffPhases').is(':checked') && w.phases && w.phases.length) {
-                    const phaseColors = {
-                        A: 'rgba(241, 196, 15, 0.85)',
-                        B: 'rgba(155, 89, 182, 0.85)',
-                        C: 'rgba(230, 126, 34, 0.85)',
-                        D: 'rgba(46, 204, 113, 0.85)',
-                        E: 'rgba(52, 152, 219, 0.85)'
             };
-                    const phaseMarkers = [];
+            const ensureSpan = function(t0, t1) {
-                    w.phases.forEach(function(ph) {
+                if (isNaN(t0) || isNaN(t1)) return [t0, t1];
-                        const t0 = parseTs(ph.start_time);
+                if (t1 < t0) { const x = t0; t0 = t1; t1 = x; }
-                        const t1 = ph.end_time ? parseTs(ph.end_time) : chartEnd;
+                if (t1 <= t0) t1 = t0 + barStep;
-                        if (isNaN(t0) || isNaN(t1) || !tr) return;
+                return [t0, t1];
-                        const hi = parseFloat(tr.high);
+            };
-                        if (isNaN(hi)) return;
+            const drawBox = function(t0, t1, hi, lo, color) {
-                        const col = phaseColors[ph.phase] || 'rgba(149,165,166,0.85)';
+                const span = ensureSpan(t0, t1);
-                        // 阶段顶部分段色带（略高于区间高）
+                t0 = span[0]; t1 = span[1];
-                        const y = hi * 1.002;
+                if (isNaN(t0) || isNaN(t1) || isNaN(hi) || isNaN(lo)) return;
-                        mainChart.addLineSeries({ color: col, lineWidth: 3, lastValueVisible: false, priceLineVisible: false })
+                const opt = { color: color, lineWidth: 1, lastValueVisible: false, priceLineVisible: false };
-                            .setData([{ time: t0, value: y }, { time: t1, value: y }]);
+                mainChart.addLineSeries(opt).setData([{ time: t0, value: hi }, { time: t1, value: hi }]);
-                        phaseMarkers.push({
+                mainChart.addLineSeries(opt).setData([{ time: t0, value: lo }, { time: t1, value: lo }]);
-                            time: t0,
+                mainChart.addLineSeries(opt).setData([{ time: t0, value: lo }, { time: t0, value: hi }]);
-                            position: 'aboveBar',
+                mainChart.addLineSeries(opt).setData([{ time: t1, value: lo }, { time: t1, value: hi }]);
-                            color: col,
+            };
-                            shape: 'square',
+            const mkPL = function(price, color, title, style) {
-                            text: String(ph.phase || ph.label || ''),
+                if (!candleSeries) return;
-                            size: 1
+                const p = parseFloat(price);
+                if (isNaN(p)) return;
+                try {
+                    candleSeries.createPriceLine({
+                        price: p, color: color,
+                        lineWidth: style === 2 ? 1 : 2,
+                        lineStyle: style || 0,
+                        axisLabelVisible: true,
+                        title: title
                     });
-                    });
+                } catch (e) { console.warn('价位线失败', title, e); }
-                    if (phaseMarkers.length) {
+            };
-                        const phSeries = mainChart.addLineSeries({ lastValueVisible: false, priceLineVisible: false });
+            const phaseColors = { A: '#f1c40f', B: '#9b59b6', C: '#e67e22', D: '#2ecc71', E: '#3498db' };
-                        phSeries.setMarkers(phaseMarkers);
-                    }
-                }
-
-                if ($('#showWyckoffEvents').is(':checked') && w.events && w.events.length) {
             const eventColors = {
-                        Spring: '#27ae60',
+                Spring: '#27ae60', SOS: '#2ecc71', LPS: '#16a085',
-                        SOS: '#2ecc71',
+                UTAD: '#e74c3c', SOW: '#c0392b', LPSY: '#d35400'
-                        LPS: '#16a085',
-                        UTAD: '#e74c3c',
-                        SOW: '#c0392b',
-                        LPSY: '#d35400'
             };
-                    const checks = (w.volume_confirm && w.volume_confirm.event_checks) || {};
+
-                    const markers = [];
+            const wrMarkers = [];
-                    w.events.forEach(function(ev) {
+            window.wrMarkers = [];
-                        const t = parseTs(ev.time);
+            const pushMarker = function(m) {
+                if (!m || isNaN(m.time)) return;
+                m.time = snapToCandle(m.time);
+                if (!isNaN(chartStart) && (m.time < chartStart || m.time > lastKlineTime)) return;
+                wrMarkers.push(m);
+            };
+
+            const drawOne = function(w, cfg) {
+                if (!w) return;
+                const showR = $(cfg.rangeSel).is(':checked');
+                const showP = $(cfg.phasesSel).is(':checked');
+                const showE = $(cfg.eventsSel).is(':checked');
+                const showV = $(cfg.vpSel).is(':checked');
+                if (!showR && !showP && !showE && !showV) return;
+                // WYCKOFF-MULTI-CYCLE-001：遍历 cycles；无则退化为顶层单段
+                const cycles = (w.cycles && w.cycles.length)
+                    ? w.cycles
+                    : (w.trading_range ? [{
+                        id: 0, status: 'ACTIVE', role: 'latest',
+                        trading_range: w.trading_range, phases: w.phases, events: w.events,
+                        volume_profile: w.volume_profile, volume_confirm: w.volume_confirm,
+                        period: { start_time: w.trading_range.start_time, end_time: w.trading_range.end_time, bars: w.trading_range.bars }
+                    }] : []);
+                const tfLabel = (cfg.tfLabel || cfg.tag || 'TF').toString().toUpperCase();
+
+                cycles.forEach(function(cycle) {
+                    const tr = cycle.trading_range;
+                    if (!tr) return;
+                    const cid = (cycle.id != null) ? cycle.id : 0;
+                    const isActive = String(cycle.status || '').toUpperCase() === 'ACTIVE';
+                    const cTag = tfLabel + ' C' + cid + ' ';
+                    try {
+                        let t0 = toSec(tr.start_time || (cycle.period && cycle.period.start_time));
+                        let t1 = toSec(tr.end_time || (cycle.period && cycle.period.end_time));
+                        // 仅 ACTIVE 可拉到最新 K；历史用 period.end
+                        if (isActive && !isNaN(lastKlineTime)) {
+                            t1 = lastKlineTime;
+                        } else if (cycle.period && cycle.period.end_time) {
+                            t1 = toSec(cycle.period.end_time);
+                        }
+                        const hi = parseFloat(tr.high), lo = parseFloat(tr.low);
+                        if (showR && !isNaN(hi) && !isNaN(lo)) {
+                            drawBox(t0, t1, hi, lo, cfg.color);
+                            if (isActive) {
+                                mkPL(hi, cfg.color, cfg.hiTag, 0);
+                                mkPL(lo, cfg.color, cfg.loTag, 0);
+                                mkPL(tr.mid, cfg.color, cfg.midTag, 2);
+                            }
+                        }
+                        if (showP && cycle.phases && cycle.phases.length && !isNaN(hi)) {
+                            cycle.phases.forEach(function(ph) {
+                                let p0 = toSec(ph.start_time);
+                                let p1 = ph.end_time ? toSec(ph.end_time) : t1;
+                                const sp = ensureSpan(p0, p1);
+                                p0 = sp[0]; p1 = sp[1];
+                                if (isNaN(p0) || isNaN(p1)) return;
+                                const col = phaseColors[ph.phase] || '#95a5a6';
+                                mainChart.addLineSeries({
+                                    color: col, lineWidth: 3, lastValueVisible: false, priceLineVisible: false
+                                }).setData([{ time: p0, value: hi }, { time: p1, value: hi }]);
+                                pushMarker({
+                                    time: p0, position: 'aboveBar', color: col, shape: 'square',
+                                    text: cTag + 'Phase ' + String(ph.phase || ''), size: 1
+                                });
+                            });
+                        }
+                        if (showV && isActive && cycle.volume_profile) {
+                            const vp = cycle.volume_profile;
+                            mkPL(vp.poc, cfg.vpColor, cfg.pocTag, 0);
+                            mkPL(vp.vah, cfg.vpColor, cfg.vahTag, 2);
+                            mkPL(vp.val, cfg.vpColor, cfg.valTag, 2);
+                            const bins = (vp.bins || []).filter(function(b) { return b && b.volume > 0; })
+                                .slice().sort(function(a, b) { return b.volume - a.volume; }).slice(0, 8);
+                            let maxVol = 0;
+                            bins.forEach(function(b) { if (b.volume > maxVol) maxVol = b.volume; });
+                            const span = (!isNaN(t0) && !isNaN(t1) && t1 > t0) ? (t1 - t0) : barStep * 12;
+                            bins.forEach(function(b) {
+                                if (!b.volume || maxVol <= 0 || isNaN(t1)) return;
+                                const wSec = Math.max(barStep, Math.floor(span * 0.12 * (b.volume / maxVol)));
+                                let leftT = Math.max(isNaN(t0) ? (t1 - wSec) : t0, t1 - wSec);
+                                if (leftT >= t1) leftT = t1 - barStep;
+                                if (leftT >= t1) return;
+                                const alpha = 0.25 + 0.55 * (b.volume / maxVol);
+                                mainChart.addLineSeries({
+                                    color: cfg.vpRgb.replace('ALPHA', alpha.toFixed(2)),
+                                    lineWidth: 2, lastValueVisible: false, priceLineVisible: false
+                                }).setData([{ time: leftT, value: b.price }, { time: t1, value: b.price }]);
+                            });
+                        }
+                        if (showE && cycle.events && cycle.events.length) {
+                            const checks = (cycle.volume_confirm && cycle.volume_confirm.event_checks) || {};
+                            cycle.events.forEach(function(ev) {
+                                const t = toSec(ev.time);
                                 if (isNaN(t)) return;
                                 const typ = ev.type || '';
                                 const chk = checks[typ] || {};
                                 const volOk = (chk.volume_ok != null) ? chk.volume_ok : ev.volume_ok;
-                        const ratioVal = (chk.volume_ratio != null) ? chk.volume_ratio : ev.volume_ratio;
                                 const ok = volOk === true ? '✓' : (volOk === false ? '✗' : '');
-                        const note = ev.note || '';
+                                pushMarker({
-                        const ratio = (ratioVal != null) ? (' vol×' + Number(ratioVal).toFixed(2)) : '';
-                        markers.push({
                                     time: t,
                                     position: (typ === 'Spring' || typ === 'LPS' || typ === 'SOW') ? 'belowBar' : 'aboveBar',
                                     color: eventColors[typ] || '#7f8c8d',
-                            shape: 'arrowUp',
+                                    shape: (typ === 'Spring' || typ === 'SOW' || typ === 'LPS') ? 'arrowDown' : 'arrowUp',
-                            text: typ + (ok ? ' ' + ok : '') + (note ? ' ' + note : '') + ratio,
+                                    text: cTag + typ + ok,
                                     size: 1
                                 });
                             });
-                    if (markers.length) {
-                        const evSeries = mainChart.addLineSeries({ lastValueVisible: false, priceLineVisible: false });
-                        evSeries.setMarkers(markers);
                         }
+                    } catch (e) { console.error('区间叠层出错', cfg.name, 'C' + cid, e); }
+                });
+            };
+
+            if ($('#showMainWrRange').is(':checked') || $('#showMainWrPhases').is(':checked')
+                || $('#showMainWrEvents').is(':checked') || $('#showMainWrVP').is(':checked')) {
+                drawOne(currentData.wyckoff, {
+                    name: '主', tag: '', tfLabel: (currentData.timeframe || '4H'), color: '#3498db', vpColor: '#8e44ad',
+                    vpRgb: 'rgba(142, 68, 173, ALPHA)',
+                    rangeSel: '#showMainWrRange', phasesSel: '#showMainWrPhases',
+                    eventsSel: '#showMainWrEvents', vpSel: '#showMainWrVP',
+                    hiTag: 'WR.H', loTag: 'WR.L', midTag: 'WR.M',
+                    pocTag: 'POC', vahTag: 'VAH', valTag: 'VAL'
+                });
+            }
+            if ($('#showElementWrRange').is(':checked') || $('#showElementWrPhases').is(':checked')
+                || $('#showElementWrEvents').is(':checked') || $('#showElementWrVP').is(':checked')) {
+                drawOne(currentData.element_wyckoff, {
+                    name: '次', tag: 'e', tfLabel: (currentData.element_timeframe || '2H'), color: '#e67e22', vpColor: '#d35400',
+                    vpRgb: 'rgba(211, 84, 0, ALPHA)',
+                    rangeSel: '#showElementWrRange', phasesSel: '#showElementWrPhases',
+                    eventsSel: '#showElementWrEvents', vpSel: '#showElementWrVP',
+                    hiTag: 'eWR.H', loTag: 'eWR.L', midTag: 'eWR.M',
+                    pocTag: 'ePOC', vahTag: 'eVAH', valTag: 'eVAL'
+                });
+            }
+            if ($('#showSubSubWrRange').is(':checked') || $('#showSubSubWrPhases').is(':checked')
+                || $('#showSubSubWrEvents').is(':checked') || $('#showSubSubWrVP').is(':checked')) {
+                drawOne(currentData.sub_sub_wyckoff, {
+                    name: '次次', tag: 's', tfLabel: (currentData.sub_sub_timeframe || '1H'), color: '#27ae60', vpColor: '#16a085',
+                    vpRgb: 'rgba(22, 160, 133, ALPHA)',
+                    rangeSel: '#showSubSubWrRange', phasesSel: '#showSubSubWrPhases',
+                    eventsSel: '#showSubSubWrEvents', vpSel: '#showSubSubWrVP',
+                    hiTag: 'sWR.H', loTag: 'sWR.L', midTag: 'sWR.M',
+                    pocTag: 'sPOC', vahTag: 'sVAH', valTag: 'sVAL'
+                });
             }
 
-                if ($('#showWyckoffVP').is(':checked') && w.volume_profile && tr) {
+            // 同 BSP：写入 window，稍后与分型/买卖点一并 setMarkers
-                    const vp = w.volume_profile;
+            wrMarkers.sort(function(a, b) { return a.time - b.time; });
-                    const t1 = tr.end_time ? parseTs(tr.end_time) : chartEnd;
+            window.wrMarkers = wrMarkers;
-                    if (!isNaN(t1)) {
+            if (typeof renderWyckoffCycleSummary === 'function') {
-                        const bins = vp.bins || [];
+                renderWyckoffCycleSummary();
-                        // 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;
-                        ranked.forEach(function(b) { if (b.volume > maxVol) maxVol = b.volume; });
-                        const tStart = parseTs(tr.start_time);
-                        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 = 0.2 + 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: leftT, value: b.price },
-                                { time: t1, value: b.price }
-                            ]);
-                        });
-                        const levels = [
-                            { p: vp.poc, c: 'rgba(142, 68, 173, 0.95)', w: 2, style: 0 },
-                            { p: vp.vah, c: 'rgba(155, 89, 182, 0.7)', w: 1, style: 2 },
-                            { p: vp.val, c: 'rgba(155, 89, 182, 0.7)', w: 1, style: 2 }
-                        ];
-                        const t0 = parseTs(tr.start_time);
-                        levels.forEach(function(lv) {
-                            const p = parseFloat(lv.p);
-                            if (isNaN(p) || isNaN(t0)) return;
-                            mainChart.addLineSeries({
-                                color: lv.c,
-                                lineWidth: lv.w,
-                                lineStyle: lv.style,
-                                lastValueVisible: false,
-                                priceLineVisible: false
-                            }).setData([{ time: t0, value: p }, { time: t1, value: p }]);
-                        });
-                    }
-                }
-            } catch (e) { console.error('威科夫绘制出错:', e); }
             }
+        })();
         // 显示未完成中枢 - 分别处理主周期、次周期和次次周期
         if ($('#showMainZs').is(':checked') || $('#showElementZs').is(':checked') || $('#showSubSubZs').is(':checked') || $('#showSubSubBiZs').is(':checked')) {
             console.log('绘制未完成中枢 - 已启用');
@@ -4223,7 +4298,8 @@ function initTradingView(symbol, timeframe) {
                 ...(window.kluDivMarkersElement || []),
                 ...(window.kluDivMarkersSubSub || []),
                 ...trendMarkersToUse,
-                ...(window.bspMarkers || [])
+                ...(window.bspMarkers || []),
+                ...(window.wrMarkers || [])
             ];
             if (combinedMarkers.length > 0) {
                 console.log(
@@ -4232,6 +4308,7 @@ function initTradingView(symbol, timeframe) {
                     '个，小周期分型:', allElementFxMarkers.length,
                     '个，UnitTF:', (window.unittfMarkers || []).length,
                     '个，BSP标记:', (window.bspMarkers || []).length,
+                    '个，区间标记:', (window.wrMarkers || []).length,
                     '个）'
                 );
                 
@@ -4358,7 +4435,8 @@ function initTradingView(symbol, timeframe) {
                 ...(window.kluDivMarkersElement || []),
                 ...(window.kluDivMarkersSubSub || []),
                 ...trendMarkersToUse,
-                ...(window.bspMarkers || [])
+                ...(window.bspMarkers || []),
+                ...(window.wrMarkers || [])
             ];
             if (onlyMainAndU.length > 0) {
                 console.log('仅设置', onlyMainAndU.length, '个主周期/UnitTF标记（主周期分型:', (window.mainFxMarkers || []).length, '，UnitTF:', (window.unittfMarkers || []).length, '）');

web/static/js/app/chart_view.js

@@ -13,7 +13,7 @@ function updateChart(options) {
         symbol = $('#astockSymbol').val() || '000001';
     }
     
-    const timeframe = $('#timeframe').val() || window.DEFAULT_MAIN_TIMEFRAME || '5m';
+    const timeframe = $('#timeframe').val() || window.DEFAULT_MAIN_TIMEFRAME || '4h';
     const timezone = $('#timezone').val() || 'Asia/Shanghai';
     const elementTimeframe = $('#elementTimeframe').val() || window.DEFAULT_ELEMENT_TIMEFRAME || '1m';
     const subSubTimeframe = $('#subSubTimeframe').val() || '';
@@ -62,8 +62,8 @@ function updateChart(options) {
             end_time: endTimeMs,
             elements_only: false,
             zone_kl_lines: parseInt($('#zoneKlLines').val()) || 1000,
-            include_structure_zones: $('#showMainStructureZone').is(':checked') ? 1 : 0,
+            include_structure_zones: $('#showMainStructureZone').is(':checked') ? 1 : 0
-            include_wyckoff: $('#showWyckoff').is(':checked') ? 1 : 0
+            // 威科夫随主分析一并返回；开关仅控制绘制，不再传 include_wyckoff
         },
         success: function(data) {
             // 隐藏加载图标
@@ -81,6 +81,9 @@ function updateChart(options) {
                 delete currentData.original_macd;
             }
             currentData = data;
+            if (typeof renderWyckoffCycleSummary === 'function') {
+                renderWyckoffCycleSummary();
+            }
             
             refreshChart(data, {
                 incremental: options.incremental !== undefined

web/static/js/app/macd_ui.js

@@ -93,25 +93,16 @@ $(document).on('change', '#showMainStructureZone', function() {
     }
 });
 
-// 威科夫主开关：勾选才请求；子项仅本地重绘
+// 区间/阶段/时间/VP：与缠论笔开关一样，本地重绘
-function syncWyckoffSubControls() {
+$(document).on(
-    const on = $('#showWyckoff').is(':checked');
+    'change',
-    $('#showWyckoffRange, #showWyckoffPhases, #showWyckoffEvents, #showWyckoffVP').prop('disabled', !on);
+    '#showMainWrRange, #showMainWrPhases, #showMainWrEvents, #showMainWrVP,' +
-}
+    '#showElementWrRange, #showElementWrPhases, #showElementWrEvents, #showElementWrVP,' +
-$(document).on('change', '#showWyckoff', function() {
+    '#showSubSubWrRange, #showSubSubWrPhases, #showSubSubWrEvents, #showSubSubWrVP',
-    const on = $('#showWyckoff').is(':checked');
+    function() {
-    syncWyckoffSubControls();
-    console.log('威科夫切换为:', on);
-    if (on) {
-        updateChart();
-    } else {
         updateChartDisplay();
     }
-});
+);
-$(document).on('change', '#showWyckoffRange, #showWyckoffPhases, #showWyckoffEvents, #showWyckoffVP', function() {
-    updateChartDisplay();
-});
-$(function() { syncWyckoffSubControls(); });
 
 // 添加趋势显示复选框变更事件（主/元素），变更后刷新主图
 $('#showMainTrend').change(function() {

web/static/js/app/ui.js

@@ -1,4 +1,252 @@
 /* ui.js */
+
+/** Trading OS 可消费的威科夫 Cycle 摘要（Confirmed + Live 分区；cycles[0]=ACTIVE） */
+function buildWyckoffCycleSummaryPayload(w, tf) {
+    if (!w) return null;
+    const cycles = (w.cycles && w.cycles.length)
+        ? w.cycles
+        : (w.trading_range ? [{
+            id: 0, status: 'ACTIVE', role: 'latest', lifecycle: w.lifecycle || 'UNKNOWN',
+            trading_range: w.trading_range, bias: w.bias,
+            phases: w.phases || [], events: w.events || [],
+            confirmed: { phases: w.phases || [], events: w.events || [] },
+            live: w.live || null,
+            confidence: { overall: null },
+            period: {
+                start_time: w.trading_range.start_time,
+                end_time: w.trading_range.end_time,
+                bars: w.trading_range.bars
+            }
+        }] : []);
+    if (!cycles.length) return null;
+    const active = cycles[0]; // 禁止 cycles[-1]
+    const confirmed = active.confirmed || {
+        phases: active.phases || w.phases || [],
+        events: active.events || w.events || []
+    };
+    const live = active.live || w.live || null;
+    const cPhases = confirmed.phases || [];
+    const cEvents = confirmed.events || [];
+    const lastPhase = cPhases.length ? cPhases[cPhases.length - 1] : null;
+    const lastEvent = cEvents.length ? cEvents[cEvents.length - 1] : null;
+    const tr = active.trading_range || {};
+    const prev = cycles.length > 1 ? cycles[1] : null;
+    const biasLabel = ({
+        accumulation: 'Accumulation',
+        distribution: 'Distribution',
+        unknown: 'Unknown'
+    })[active.bias] || (active.bias || 'Unknown');
+    const liveCand = (live && live.event_candidates && live.event_candidates[0]) || null;
+    const liveConf = live && live.confidence ? live.confidence.overall : null;
+    return {
+        symbol: (typeof currentData !== 'undefined' && currentData && currentData.symbol) || $('#symbol').val() || '',
+        timeframe: (tf || w.timeframe || $('#timeframe').val() || '').toString().toUpperCase(),
+        active: {
+            cycle_id: active.id != null ? active.id : 0,
+            status: active.status || 'ACTIVE',
+            lifecycle: active.lifecycle || (live && live.lifecycle) || 'UNKNOWN',
+            structure: biasLabel,
+            phase_confirmed: lastPhase ? String(lastPhase.phase || '') : null,
+            event_confirmed: lastEvent ? String(lastEvent.type || '') : null,
+            phase_candidate: live ? live.phase_candidate : null,
+            event_candidate: liveCand ? liveCand.type : null,
+            event_candidate_confidence: liveCand ? liveCand.confidence : null,
+            next_expected: live ? live.next_expected : null,
+            range: {
+                low: tr.low,
+                high: tr.high,
+                start_time: (active.period && active.period.start_time) || tr.start_time,
+                end_time: (active.period && active.period.end_time) || tr.end_time,
+                bars: (active.period && active.period.bars) != null ? active.period.bars : tr.bars
+            },
+            confidence_confirmed: (active.confidence && active.confidence.overall != null)
+                ? active.confidence.overall
+                : null,
+            confidence_live: liveConf
+        },
+        confirmed_history: cycles.slice(1, 4).map(function(c) {
+            const evs = ((c.confirmed && c.confirmed.events) || c.events || [])
+                .map(function(e) { return e.type; }).filter(Boolean);
+            return {
+                cycle_id: c.id,
+                structure: ({
+                    accumulation: 'Accumulation',
+                    distribution: 'Distribution',
+                    unknown: 'Unknown'
+                })[c.bias] || c.bias,
+                events: evs,
+                lifecycle: c.lifecycle || 'COMPLETED'
+            };
+        }),
+        live: live,
+        cycle_count: cycles.length
+    };
+}
+
+function _wrLayerTogglesOn(prefix) {
+    // prefix: Main | Element | SubSub
+    return $('#show' + prefix + 'WrRange').is(':checked')
+        || $('#show' + prefix + 'WrPhases').is(':checked')
+        || $('#show' + prefix + 'WrEvents').is(':checked')
+        || $('#show' + prefix + 'WrVP').is(':checked');
+}
+
+/** 面板展示用中文（机器可读 payload 仍保留英文原值） */
+function _wcsLifecycleZh(v) {
+    return ({
+        UNKNOWN: '未知',
+        FORMING: '形成中',
+        CONFIRMED: '已确认',
+        COMPLETED: '已完成',
+        ACTIVE: '当前'
+    })[v] || v || '未知';
+}
+
+function _wcsStructureZh(v) {
+    if (!v) return '—';
+    const key = String(v).toLowerCase();
+    return ({
+        accumulation: '吸筹',
+        distribution: '派发',
+        unknown: '未知'
+    })[key] || ({
+        Accumulation: '吸筹',
+        Distribution: '派发',
+        Unknown: '未知'
+    })[v] || v;
+}
+
+function _wcsEventZh(v) {
+    if (v == null || v === '') return '—';
+    return ({
+        Spring: '弹簧',
+        UTAD: '上升后派发',
+        SOS: '强势信号',
+        SOW: '弱势信号',
+        LPS: '最后支撑',
+        LPSY: '最后供应',
+        Test: '回测',
+        PSY: '初步供应',
+        BC: '买气高潮',
+        AR: '自动回落',
+        ST: '二次测试',
+        SC: '卖气高潮'
+    })[v] || v;
+}
+
+function _htmlWyckoffSummaryBlock(payload, blockClass) {
+    if (!payload || !payload.active) return '';
+    const a = payload.active;
+    const fmtPx = function(v) {
+        if (v == null || isNaN(Number(v))) return '—';
+        const n = Number(v);
+        return n >= 1000 ? n.toFixed(1) : n.toFixed(4);
+    };
+    const pct = function(v) {
+        if (v == null || isNaN(Number(v))) return '—';
+        return Math.round(Number(v) * 100) + '%';
+    };
+    let html = '<div class="wcs-block ' + (blockClass || '') + '">';
+    html += '<div class="wcs-title">' + (payload.symbol || '') + ' '
+        + (payload.timeframe || '') + '</div>';
+    html += '<div><span class="wcs-badge">当前 C' + a.cycle_id + '</span> '
+        + '<span class="wcs-badge" style="background:#fff8c5;color:#9a6700;">'
+        + _wcsLifecycleZh(a.lifecycle) + '</span></div>';
+    html += '<div class="wcs-active">';
+    html += '<div class="wcs-row"><span class="wcs-k">结构</span><span class="wcs-v">'
+        + _wcsStructureZh(a.structure) + '</span></div>';
+    html += '<div class="wcs-row"><span class="wcs-k">阶段</span><span class="wcs-v">'
+        + (a.phase_candidate
+            ? ('阶段 ' + a.phase_candidate + '（候选）')
+            : (a.phase_confirmed ? ('阶段 ' + a.phase_confirmed) : '—'))
+        + '</span></div>';
+    html += '<div class="wcs-row"><span class="wcs-k">事件</span><span class="wcs-v">'
+        + (a.event_candidate
+            ? (_wcsEventZh(a.event_candidate) + '（候选）')
+            : _wcsEventZh(a.event_confirmed))
+        + '</span></div>';
+    if (a.event_confirmed && a.event_candidate) {
+        html += '<div class="wcs-row"><span class="wcs-k">已确认</span><span class="wcs-v">'
+            + _wcsEventZh(a.event_confirmed) + '</span></div>';
+    }
+    html += '<div class="wcs-row"><span class="wcs-k">区间</span><span class="wcs-v">'
+        + fmtPx(a.range && a.range.low) + ' – ' + fmtPx(a.range && a.range.high) + '</span></div>';
+    html += '<div class="wcs-row"><span class="wcs-k">置信度</span><span class="wcs-v">'
+        + pct(a.confidence_live != null ? a.confidence_live : a.confidence_confirmed) + '</span></div>';
+    if (a.next_expected) {
+        html += '<div class="wcs-row"><span class="wcs-k">下一步</span><span class="wcs-v">'
+            + _wcsEventZh(a.next_expected) + '</span></div>';
+    }
+    html += '</div>';
+    if (payload.confirmed_history && payload.confirmed_history.length) {
+        html += '<div class="wcs-prev"><div style="margin-bottom:2px;">已确认历史</div>';
+        payload.confirmed_history.forEach(function(h) {
+            const ev = (h.events && h.events.length)
+                ? h.events.map(_wcsEventZh).join('、')
+                : '—';
+            html += '<div>C' + h.cycle_id + ' ' + _wcsStructureZh(h.structure) + ' · ' + ev + '</div>';
+        });
+        html += '</div>';
+    }
+    html += '</div>';
+    return html;
+}
+
+function renderWyckoffCycleSummary() {
+    const $el = $('#wyckoffCycleSummary');
+    if (!$el.length) return;
+    if (!currentData) {
+        $el.hide().empty();
+        window.wyckoffCycleSummary = null;
+        return;
+    }
+    const layers = [];
+    if (_wrLayerTogglesOn('Main') && currentData.wyckoff) {
+        layers.push({
+            key: 'main',
+            cls: 'wcs-main',
+            payload: buildWyckoffCycleSummaryPayload(
+                currentData.wyckoff,
+                currentData.timeframe || currentData.wyckoff.timeframe || $('#timeframe').val()
+            )
+        });
+    }
+    if (_wrLayerTogglesOn('Element') && currentData.element_wyckoff) {
+        layers.push({
+            key: 'element',
+            cls: 'wcs-element',
+            payload: buildWyckoffCycleSummaryPayload(
+                currentData.element_wyckoff,
+                currentData.element_timeframe || currentData.element_wyckoff.timeframe || $('#elementTimeframe').val()
+            )
+        });
+    }
+    if (_wrLayerTogglesOn('SubSub') && currentData.sub_sub_wyckoff) {
+        layers.push({
+            key: 'sub_sub',
+            cls: 'wcs-subsub',
+            payload: buildWyckoffCycleSummaryPayload(
+                currentData.sub_sub_wyckoff,
+                currentData.sub_sub_timeframe || currentData.sub_sub_wyckoff.timeframe || $('#subSubTimeframe').val()
+            )
+        });
+    }
+    const valid = layers.filter(function(L) { return L.payload && L.payload.active; });
+    if (!valid.length) {
+        $el.hide().empty();
+        window.wyckoffCycleSummary = null;
+        return;
+    }
+    const bag = {};
+    let html = '';
+    valid.forEach(function(L) {
+        bag[L.key] = L.payload;
+        html += _htmlWyckoffSummaryBlock(L.payload, L.cls);
+    });
+    window.wyckoffCycleSummary = bag;
+    $el.html(html).show();
+}
+
 function loadSymbols() {
     $.get('/api/symbols', function(data) {
         if (Array.isArray(data)) {
@@ -24,14 +272,15 @@ function loadSymbols() {
     });
 }
 
-// 设置默认时间范围
+// 设置默认时间范围（需覆盖威科夫 lookback；1 天在 4h/1h 上几乎检不出区间）
 function setDefaultTimeRange() {
     const now = new Date();
-    const oneDayAgo = new Date(now.getTime() - (24 * 60 * 60 * 1000));
+    const daysBack = 14;
+    const start = new Date(now.getTime() - (daysBack * 24 * 60 * 60 * 1000));
     
     // 格式化为datetime-local输入框所需的格式 YYYY-MM-DDThh:mm
     $('#end_time').val(formatDatetimeLocal(now));
-    $('#start_time').val(formatDatetimeLocal(oneDayAgo));
+    $('#start_time').val(formatDatetimeLocal(start));
 }
 // 格式化日期为datetime-local输入框格式
 function formatDatetimeLocal(date) {

web/templates/index.html

@@ -96,6 +96,81 @@
             position: relative;
             z-index: 1; /* 确保图表在数据面板之上 */
         }
+        /* 挂在主图容器内：左下角 = K线主图左下，而非整图（含副图）底边 */
+        .wyckoff-cycle-summary {
+            position: absolute;
+            left: 8px;
+            bottom: 28px; /* 略抬高，避开主图时间轴 */
+            top: auto;
+            right: auto;
+            z-index: 1100;
+            min-width: 200px;
+            max-width: 300px;
+            max-height: calc(100% - 36px);
+            overflow-y: auto;
+            padding: 8px 10px;
+            background: rgba(255, 255, 255, 0.94);
+            border: 1px solid #d0d7de;
+            border-radius: 6px;
+            box-shadow: 0 2px 10px rgba(0,0,0,0.08);
+            font-size: 12px;
+            line-height: 1.45;
+            color: #24292f;
+            display: none;
+            pointer-events: auto;
+        }
+        .wyckoff-cycle-summary .wcs-block {
+            padding: 6px 0;
+        }
+        .wyckoff-cycle-summary .wcs-block + .wcs-block {
+            border-top: 1px solid #eaeef2;
+            margin-top: 6px;
+            padding-top: 8px;
+        }
+        .wyckoff-cycle-summary .wcs-block.wcs-main { border-left: 3px solid #3498db; padding-left: 8px; }
+        .wyckoff-cycle-summary .wcs-block.wcs-element { border-left: 3px solid #e67e22; padding-left: 8px; }
+        .wyckoff-cycle-summary .wcs-block.wcs-subsub { border-left: 3px solid #27ae60; padding-left: 8px; }
+        .wyckoff-cycle-summary .wcs-title {
+            font-weight: 650;
+            font-size: 13px;
+            margin-bottom: 6px;
+            letter-spacing: 0.02em;
+        }
+        .wyckoff-cycle-summary .wcs-row {
+            display: flex;
+            justify-content: space-between;
+            gap: 8px;
+            margin: 2px 0;
+        }
+        .wyckoff-cycle-summary .wcs-k {
+            color: #656d76;
+            flex-shrink: 0;
+        }
+        .wyckoff-cycle-summary .wcs-v {
+            text-align: right;
+            font-variant-numeric: tabular-nums;
+        }
+        .wyckoff-cycle-summary .wcs-active {
+            margin-top: 2px;
+            padding: 6px 0 4px;
+            border-top: 1px solid #eaeef2;
+        }
+        .wyckoff-cycle-summary .wcs-prev {
+            margin-top: 6px;
+            padding-top: 6px;
+            border-top: 1px dashed #eaeef2;
+            color: #656d76;
+            font-size: 11px;
+        }
+        .wyckoff-cycle-summary .wcs-badge {
+            display: inline-block;
+            padding: 1px 6px;
+            border-radius: 3px;
+            background: #ddf4ff;
+            color: #0969da;
+            font-weight: 600;
+            font-size: 11px;
+        }
         .chart-options {
             position: absolute;
             top: 10px;
@@ -972,26 +1047,6 @@
                                 <label class="form-check-label" for="showMainStructureZone">结构区</label>
                             </div>
                             <input type="number" id="zoneKlLines" class="form-control form-control-sm" value="1000" min="100" max="5000" step="100" style="width:80px;" title="结构区K线数量">
-                            <div class="form-check form-check-inline me-1 ms-2">
-                                <input class="form-check-input" type="checkbox" id="showWyckoff">
-                                <label class="form-check-label" for="showWyckoff">威科夫</label>
-                            </div>
-                            <div class="form-check form-check-inline me-1">
-                                <input class="form-check-input" type="checkbox" id="showWyckoffRange" checked disabled>
-                                <label class="form-check-label" for="showWyckoffRange">区间</label>
-                            </div>
-                            <div class="form-check form-check-inline me-1">
-                                <input class="form-check-input" type="checkbox" id="showWyckoffPhases" checked disabled>
-                                <label class="form-check-label" for="showWyckoffPhases">阶段</label>
-                            </div>
-                            <div class="form-check form-check-inline me-1">
-                                <input class="form-check-input" type="checkbox" id="showWyckoffEvents" checked disabled>
-                                <label class="form-check-label" for="showWyckoffEvents">事件</label>
-                            </div>
-                            <div class="form-check form-check-inline me-1">
-                                <input class="form-check-input" type="checkbox" id="showWyckoffVP" checked disabled>
-                                <label class="form-check-label" for="showWyckoffVP">VP</label>
-                            </div>
                             <span id="nextRefreshTime" class="text-muted" style="display:none;font-size:0.85rem;"></span>
                             <div id="refreshLoadingSpinner" class="loading-spinner ms-2" style="display:none;"></div>
                         </div>
@@ -1037,6 +1092,22 @@
                             <input class="form-check-input" type="checkbox" id="showMainBsp">
                             <label class="form-check-label" for="showMainBsp">买卖点</label>
                         </div>
+                        <div class="form-check form-check-inline ms-2">
+                            <input class="form-check-input" type="checkbox" id="showMainWrRange">
+                            <label class="form-check-label" for="showMainWrRange">区间</label>
+                        </div>
+                        <div class="form-check form-check-inline">
+                            <input class="form-check-input" type="checkbox" id="showMainWrPhases">
+                            <label class="form-check-label" for="showMainWrPhases">阶段</label>
+                        </div>
+                        <div class="form-check form-check-inline">
+                            <input class="form-check-input" type="checkbox" id="showMainWrEvents">
+                            <label class="form-check-label" for="showMainWrEvents">时间</label>
+                        </div>
+                        <div class="form-check form-check-inline">
+                            <input class="form-check-input" type="checkbox" id="showMainWrVP">
+                            <label class="form-check-label" for="showMainWrVP">VP</label>
+                        </div>
                     </div>
                     <div class="d-flex align-items-center mt-1">
                         <label class="form-label me-0 mb-0">次周期:</label>
@@ -1079,6 +1150,22 @@
                             <input class="form-check-input" type="checkbox" id="showElementBsp">
                             <label class="form-check-label" for="showElementBsp">买卖点</label>
                         </div>
+                        <div class="form-check form-check-inline ms-2">
+                            <input class="form-check-input" type="checkbox" id="showElementWrRange">
+                            <label class="form-check-label" for="showElementWrRange">区间</label>
+                        </div>
+                        <div class="form-check form-check-inline">
+                            <input class="form-check-input" type="checkbox" id="showElementWrPhases">
+                            <label class="form-check-label" for="showElementWrPhases">阶段</label>
+                        </div>
+                        <div class="form-check form-check-inline">
+                            <input class="form-check-input" type="checkbox" id="showElementWrEvents">
+                            <label class="form-check-label" for="showElementWrEvents">时间</label>
+                        </div>
+                        <div class="form-check form-check-inline">
+                            <input class="form-check-input" type="checkbox" id="showElementWrVP">
+                            <label class="form-check-label" for="showElementWrVP">VP</label>
+                        </div>
                     </div>
                     <div class="d-flex align-items-center mt-1">
                         <label class="form-label me-0 mb-0">次次周期:</label>
@@ -1121,6 +1208,22 @@
                             <input class="form-check-input" type="checkbox" id="showSubSubBsp">
                             <label class="form-check-label" for="showSubSubBsp">买卖点</label>
                         </div>
+                        <div class="form-check form-check-inline ms-2">
+                            <input class="form-check-input" type="checkbox" id="showSubSubWrRange">
+                            <label class="form-check-label" for="showSubSubWrRange">区间</label>
+                        </div>
+                        <div class="form-check form-check-inline">
+                            <input class="form-check-input" type="checkbox" id="showSubSubWrPhases">
+                            <label class="form-check-label" for="showSubSubWrPhases">阶段</label>
+                        </div>
+                        <div class="form-check form-check-inline">
+                            <input class="form-check-input" type="checkbox" id="showSubSubWrEvents">
+                            <label class="form-check-label" for="showSubSubWrEvents">时间</label>
+                        </div>
+                        <div class="form-check form-check-inline">
+                            <input class="form-check-input" type="checkbox" id="showSubSubWrVP">
+                            <label class="form-check-label" for="showSubSubWrVP">VP</label>
+                        </div>
                     </div>
                 </div>
             </div>
@@ -1130,6 +1233,7 @@
         
         <div class="chart-container">
             <div id="tradingview_chart"></div>
+            <div id="wyckoffCycleSummary" class="wyckoff-cycle-summary" aria-live="polite"></div>
             <!-- 技术指标下拉菜单 -->
             <div class="indicator-dropdown dropdown">
                 <button class="add-indicator-btn dropdown-toggle" type="button" id="indicatorDropdown" data-bs-toggle="dropdown" aria-expanded="false">
@@ -1282,13 +1386,13 @@
     <script defer src="{{ url_for('static', filename='js/app/api_client.js') }}"></script>
     <script defer src="{{ url_for('static', filename='js/app/state.js') }}"></script>
     <script defer src="{{ url_for('static', filename='js/app/trend.js') }}"></script>
-    <script defer src="{{ url_for('static', filename='js/app/macd_ui.js') }}"></script>
+    <script defer src="{{ url_for('static', filename='js/app/macd_ui.js') }}?v=20260807e"></script>
-    <script defer src="{{ url_for('static', filename='js/app/chart_format.js') }}"></script>
+    <script defer src="{{ url_for('static', filename='js/app/chart_format.js') }}?v=20260807e"></script>
-    <script defer src="{{ url_for('static', filename='js/app/chart_view.js') }}?v=20260806a"></script>
+    <script defer src="{{ url_for('static', filename='js/app/chart_view.js') }}?v=20260807e"></script>
-    <script defer src="{{ url_for('static', filename='js/app/chart_tv.js') }}?v=20260806a"></script>
+    <script defer src="{{ url_for('static', filename='js/app/chart_tv.js') }}?v=20260807e"></script>
-    <script defer src="{{ url_for('static', filename='js/app/chart_sync.js') }}?v=20260806a"></script>
+    <script defer src="{{ url_for('static', filename='js/app/chart_sync.js') }}?v=20260807e"></script>
-    <script defer src="{{ url_for('static', filename='js/app/chart_tables.js') }}"></script>
+    <script defer src="{{ url_for('static', filename='js/app/chart_tables.js') }}?v=20260807e"></script>
-    <script defer src="{{ url_for('static', filename='js/app/ui.js') }}?v=20260806a"></script>
+    <script defer src="{{ url_for('static', filename='js/app/ui.js') }}?v=20260807e"></script>
     <script defer src="{{ url_for('static', filename='js/app/overlays.js') }}"></script>
     <script defer src="{{ url_for('static', filename='js/app/main.js') }}"></script>
 

web/tests/test_analyze_contract.py

@@ -127,11 +127,13 @@ def test_analyze_http_contract_with_mocked_kl():
     assert payload is not None and "error" not in payload
     missing = [k for k in CONTRACT_KEYS if k not in payload]
     assert not missing, f"missing contract keys: {missing}"
-    assert "wyckoff" not in payload
+    assert "wyckoff" in payload
+    for k in WYCKOFF_KEYS:
+        assert k in payload["wyckoff"], f"missing wyckoff key: {k}"
 
 
-def test_analyze_http_wyckoff_opt_in():
+def test_analyze_http_wyckoff_can_opt_out():
-    """include_wyckoff=1 时响应含 wyckoff 约定键；默认不返回。"""
+    """include_wyckoff=0 时可显式跳过威科夫。"""
     from app import app
     from services.runtime import add_indicators
 
@@ -148,19 +150,49 @@ def test_analyze_http_wyckoff_opt_in():
                 "symbol": "BTC/USDT:USDT",
                 "timeframe": "5m",
                 "timezone": "Asia/Shanghai",
-                "include_wyckoff": 1,
+                "include_wyckoff": 0,
             },
         )
     assert resp.status_code == 200, resp.data[:500]
     payload = resp.get_json()
-    assert payload is not None and "wyckoff" in payload
+    assert payload is not None and "wyckoff" not in payload
-    w = payload["wyckoff"]
+
+
+def test_analyze_http_wyckoff_for_three_timeframes():
+    """主/次/次次均返回各自 wyckoff 载荷。"""
+    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": "4h",
+                "element_timeframe": "2h",
+                "sub_sub_timeframe": "1h",
+                "timezone": "Asia/Shanghai",
+            },
+        )
+    assert resp.status_code == 200, resp.data[:500]
+    payload = resp.get_json()
+    assert payload is not None and "error" not in payload
+    assert "wyckoff" in payload
+    assert "element_wyckoff" in payload
+    assert "sub_sub_wyckoff" in payload
+    for key in ("wyckoff", "element_wyckoff", "sub_sub_wyckoff"):
         for k in WYCKOFF_KEYS:
-        assert k in w, f"missing wyckoff key: {k}"
+            assert k in payload[key], f"missing {k} in {key}"
 
 
 def test_analyze_http_wyckoff_skipped_when_elements_only():
-    """elements_only=true 时即使 include_wyckoff=1 也不返回 wyckoff。"""
+    """elements_only=true 时不返回 wyckoff。"""
     from app import app
     from services.runtime import add_indicators
 
@@ -179,7 +211,6 @@ def test_analyze_http_wyckoff_skipped_when_elements_only():
                 "element_timeframe": "1m",
                 "timezone": "Asia/Shanghai",
                 "elements_only": "true",
-                "include_wyckoff": 1,
             },
         )
     assert resp.status_code == 200, resp.data[:500]