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

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/

AGENTS.md

@@ -0,0 +1,33 @@
+# chan — Agent Entry
+
+本仓受 ESS 约束。不要一上来扫全库或加载全部 governance。
+
+## Boot
+
+1. `docs/PROJECT_PROFILE.md`
+2. `docs/PROJECT_RULES.md`
+3. `docs/STATE/CURRENT.md` + `docs/AGENT_MEMORY.md`
+4. 有进行中任务再读 `docs/TASKS/` / 对应 ECR / HANDOFF
+5. 角色文件：ESS 根目录 `agents/{ARCHITECT|ENGINEER|REVIEWER|RELEASE_MANAGER}.md`
+
+## Roles（选一）
+
+| 意图 | 角色 |
+|------|------|
+| 规格 / 架构 / ECR | ARCHITECT |
+| 实现 / 修 bug | ENGINEER |
+| 审阅 | REVIEWER |
+| 发版 / tag | RELEASE_MANAGER |
+
+## Never
+
+- 无 ECR 改 `config/` / `strategies/` 交易逻辑
+- 无 ADR 改缠论算法语义
+- 无 ECR 删减 `/api/analyze` 字段
+- 把聊天记录当成完成；阶段结束须落盘 `docs/`
+
+## Pointers
+
+- TRACEABILITY: `docs/TRACEABILITY.md`
+- CHANGELOG: `docs/CHANGELOG/CHANGELOG.md`
+- 人类向导：`CLAUDE.md`

CLAUDE.md

@@ -8,9 +8,11 @@ This file provides guidance to Claude Code (claude.ai/code) when working with co
 
 ## Governance
 
-- ESS 文档：`docs/PROJECT_PROFILE.md`、`docs/ECR/`、`docs/ENGINEERING_SPEC/`
+- Agent 入口：`AGENTS.md`（boot 顺序）· `docs/PROJECT_PROFILE.md` · `docs/AGENT_MEMORY.md` · `docs/STATE/CURRENT.md`
+- ESS 文档：`docs/ECR/`、`docs/ENGINEERING_SPEC/`、`docs/TRACEABILITY.md`、`docs/CHANGELOG/`
 - **正式引擎包**：`chanlun/`；strategies / web 已用 `from chanlun import ...`
 - 根目录 `Chan*.py` / `TF_DF.py` 仍为 **兼容 shim**（旧脚本可用）
+- 变更分级：无 ECR 不改 strategies/config；无 ADR 不改缠论算法语义
 
 ## Core Architecture
 

chanlun/analysis/wyckoff/__init__.py

@@ -0,0 +1,7 @@
+"""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", "execution_signal_from_wyckoff"]

chanlun/analysis/wyckoff/engine.py

@@ -0,0 +1,196 @@
+"""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, List, Optional
+
+import pandas as pd
+
+from .events import build_phases, detect_bias_and_events
+from .live import analyze_live_structure
+from .range import detect_trading_ranges
+from .volume_profile import compute_volume_profile
+
+
+def _fmt_time(v) -> Optional[str]:
+	if v is None:
+		return None
+	if hasattr(v, "isoformat"):
+		try:
+			return v.isoformat()
+		except Exception:
+			pass
+	return str(v)
+
+
+def _empty(vp_bins: int) -> Dict[str, Any]:
+	return {
+		"cycles": [],
+		"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,
+	}
+
+
+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(
+		work,
+		int(tr["abs_start_idx"]),
+		int(tr["abs_end_idx"]),
+		bin_count=vp_bins,
+	)
+	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

@@ -0,0 +1,369 @@
+"""威科夫阶段与事件（启发式）。"""
+from __future__ import annotations
+
+from typing import Any, Dict, List, Optional, Tuple
+
+import numpy as np
+import pandas as pd
+
+
+def _bar_time(df: pd.DataFrame, i: int):
+	row = df.iloc[i]
+	if "date" in df.columns and pd.notna(row["date"]):
+		return row["date"]
+	if "timestamp" in df.columns:
+		return row["timestamp"]
+	return i
+
+
+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 detect_bias_and_events(
+	df: pd.DataFrame,
+	tr: Dict[str, Any],
+) -> 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"])
+	mid = float(tr["mid"])
+	tol = float(tr.get("tol") or (hi - lo) * 0.05)
+	s = int(tr["abs_start_idx"])
+	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))
+	spring = None
+	utad = None
+	sos = None
+	sod = None  # sign of weakness / distribution breakdown
+	lps = None
+	lpsy = None
+
+	for i in range(s + 2, scan_end + 1):
+		row = df.iloc[i]
+		low = float(row["low"])
+		high = float(row["high"])
+		close = float(row["close"])
+		vol = float(row["volume"]) if "volume" in df.columns else 0.0
+		avg_v = _avg_vol(df, i)
+		ratio = vol / avg_v if avg_v else 0.0
+
+		# Spring: pierce below structural support then close back
+		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",
+				"time": _bar_time(df, i),
+				"price": low,
+				"note": "假破下沿后收回",
+				"volume_ratio": round(ratio, 3),
+				"volume_ok": bool(vol_ok),
+				"idx": i,
+			}
+
+		# UTAD: pierce above structural resistance then close back
+		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",
+				"time": _bar_time(df, i),
+				"price": high,
+				"note": "假破上沿后跌回",
+				"volume_ratio": round(ratio, 3),
+				"volume_ok": bool(vol_ok),
+				"idx": i,
+			}
+
+		# SOS: close above high with volume
+		if sos is None and close > hi + tol * 0.15:
+			vol_ok = ratio >= 1.15
+			sos = {
+				"type": "SOS",
+				"time": _bar_time(df, i),
+				"price": close,
+				"note": "放量上破交易区间",
+				"volume_ratio": round(ratio, 3),
+				"volume_ok": bool(vol_ok),
+				"idx": i,
+			}
+
+		# SOW / breakdown
+		if sod is None and close < lo - tol * 0.15:
+			vol_ok = ratio >= 1.15
+			sod = {
+				"type": "SOW",
+				"time": _bar_time(df, i),
+				"price": close,
+				"note": "放量下破交易区间",
+				"volume_ratio": round(ratio, 3),
+				"volume_ok": bool(vol_ok),
+				"idx": i,
+			}
+
+	# LPS after SOS: pullback that holds above mid/high-band with lighter volume
+	if sos is not None:
+		si = int(sos["idx"])
+		for i in range(si + 1, min(len(df), si + 25)):
+			row = df.iloc[i]
+			low = float(row["low"])
+			close = float(row["close"])
+			vol = float(row["volume"]) if "volume" in df.columns else 0.0
+			avg_v = _avg_vol(df, i)
+			ratio = vol / avg_v if avg_v else 0.0
+			if low >= mid - tol and close >= hi - tol * 2:
+				vol_ok = ratio <= 1.05
+				lps = {
+					"type": "LPS",
+					"time": _bar_time(df, i),
+					"price": low,
+					"note": "突破后缩量回踩不破",
+					"volume_ratio": round(ratio, 3),
+					"volume_ok": bool(vol_ok),
+					"idx": i,
+				}
+				break
+
+	if sod is not None:
+		si = int(sod["idx"])
+		for i in range(si + 1, min(len(df), si + 25)):
+			row = df.iloc[i]
+			high = float(row["high"])
+			close = float(row["close"])
+			vol = float(row["volume"]) if "volume" in df.columns else 0.0
+			avg_v = _avg_vol(df, i)
+			ratio = vol / avg_v if avg_v else 0.0
+			if high <= mid + tol and close <= lo + tol * 2:
+				vol_ok = ratio <= 1.05
+				lpsy = {
+					"type": "LPSY",
+					"time": _bar_time(df, i),
+					"price": high,
+					"note": "下跌突破后缩量反抽不过",
+					"volume_ratio": round(ratio, 3),
+					"volume_ok": bool(vol_ok),
+					"idx": i,
+				}
+				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 not ev:
+			continue
+		keep.append(ev)
+
+	# 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))):
+		bias = "accumulation"
+	elif sod and (not sos or int(sod.get("idx", 0)) > int(sos.get("idx", 0))):
+		bias = "distribution"
+	elif spring and not utad:
+		bias = "accumulation"
+	elif utad and not spring:
+		bias = "distribution"
+	elif last_c >= mid:
+		bias = "accumulation"
+	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,
+		"event_checks": {ev["type"]: {"volume_ok": ev.get("volume_ok"), "volume_ratio": ev.get("volume_ratio")} for ev in events},
+	}
+	return bias, events, volume_confirm
+
+
+def build_phases(
+	df: pd.DataFrame,
+	tr: Dict[str, Any],
+	bias: str,
+	events: List[Dict[str, Any]],
+	min_bars: int = 3,
+) -> List[Dict[str, Any]]:
+	"""
+	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)
+
+	def _match_idx(t) -> Optional[int]:
+		if t is None:
+			return None
+		lo = max(0, s - 2)
+		hi = min(len(df), e + 40)
+		for i in range(lo, hi):
+			if _bar_time(df, i) == t:
+				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
+
+	def _lab(phase: str) -> str:
+		if accum:
+			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)
+
+	a_end = s + max(min_bars, range_len // 5)
+
+	c_start = c_end = None
+	if c_ev is not None:
+		c_start = max(s, int(c_ev) - 1)
+		c_end = min(n_last, int(c_ev) + 1)
+
+	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(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:
+			continue
+		if phases and phases[-1].get("_a") == a and phases[-1].get("_b") == b:
+			continue
+		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

@@ -0,0 +1,442 @@
+"""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, 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)
+	low = df["low"].astype(float)
+	close = df["close"].astype(float)
+	prev_close = close.shift(1)
+	tr = pd.concat(
+		[
+			(high - low).abs(),
+			(high - prev_close).abs(),
+			(low - prev_close).abs(),
+		],
+		axis=1,
+	).max(axis=1)
+	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,
+	near_lo: int,
+	inside: float,
+	width: float,
+	atr: float,
+) -> float:
+	"""结构质量分（非 Phase/Event）。"""
+	touch = min(near_hi, 6) + min(near_lo, 6)
+	width_pen = (width / atr) if atr > 0 else width
+	return float(touch) * 4.0 + float(inside) * 25.0 - width_pen * 3.0 + min(length / 40.0, 2.0)
+
+
+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,
+	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 df[win_start:win_end+1] 内检测单个 TradingRange。
+	只返回箱体结构，不含 Phase/Event/VP。
+	"""
+	if df is None or win_end < win_start:
+		return None
+	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
+	core = work.iloc[:core_end]
+	if len(core) < min_bars:
+		core = work
+		core_end = n
+		reserve = 0
+
+	atr = _atr(work)
+	last_atr = float(atr.iloc[core_end - 1]) if atr.notna().iloc[:core_end].any() else float(
+		(core["high"] - core["low"]).mean()
+	)
+	if not np.isfinite(last_atr) or last_atr <= 0:
+		last_atr = float(core["close"].iloc[-1]) * 0.01
+
+	eff_atr_mult = float(atr_mult)
+	if lookback >= 280:
+		eff_atr_mult = atr_mult * 1.7
+	elif lookback >= 160:
+		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())
+			rw = _robust_width(seg)
+			if 0 < rw <= max_width * 1.15:
+				near_hi = int((seg["high"] >= hi - tol).sum())
+				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:
+			return
+		inside = float(((seg["close"] >= lo - tol) & (seg["close"] <= hi + tol)).mean())
+		if inside < 0.72:
+			return
+		length = end_i - start_i + 1
+		score = _score_segment(length, near_hi, near_lo, inside, rw, last_atr) + prefer_boost
+		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
+				_try_seg(start_i, end_i, prefer_boost=12.0)
+
+	if not cands:
+		return None
+
+	cands.sort(key=lambda x: x[0], reverse=True)
+	best_score = cands[0][0]
+	band = max(4.0, abs(best_score) * 0.10)
+	near = [c for c in cands if c[0] >= best_score - band]
+	chosen = max(near, key=lambda x: (x[1], x[0]))
+	score, _length, start_i, end_i, hi, lo, _rw = chosen
+	return _pack_range(work, df, start_i, end_i, hi, lo, tol, last_atr, score, n, window_offset=win_start)
+
+
+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
+
+	# abs_* 目前相对 work；若 df 比 work 长需加 offset
+	offset = len(df) - len(work)
+	if offset:
+		for tr in accepted:
+			tr["abs_start_idx"] = int(tr["abs_start_idx"]) + offset
+			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/analysis/wyckoff/volume_profile.py

@@ -0,0 +1,72 @@
+"""区间内 Volume Profile。"""
+from __future__ import annotations
+
+from typing import Any, Dict, List
+
+import numpy as np
+import pandas as pd
+
+
+def compute_volume_profile(
+	df: pd.DataFrame,
+	start_idx: int,
+	end_idx: int,
+	bin_count: int = 50,
+	value_area_pct: float = 0.70,
+) -> Dict[str, Any]:
+	seg = df.iloc[start_idx : end_idx + 1]
+	if seg.empty:
+		return {"bins": [], "poc": None, "vah": None, "val": None, "bin_count": bin_count}
+
+	typical = (seg["high"].astype(float) + seg["low"].astype(float) + seg["close"].astype(float)) / 3.0
+	vol = seg["volume"].astype(float).fillna(0.0)
+	lo = float(seg["low"].min())
+	hi = float(seg["high"].max())
+	if not np.isfinite(lo) or not np.isfinite(hi) or hi <= lo:
+		mid = float(seg["close"].iloc[-1])
+		return {
+			"bins": [{"price": mid, "volume": float(vol.sum())}],
+			"poc": mid,
+			"vah": mid,
+			"val": mid,
+			"bin_count": 1,
+		}
+
+	edges = np.linspace(lo, hi, bin_count + 1)
+	# 右开最后一桶闭合
+	idx = np.clip(np.digitize(typical.values, edges) - 1, 0, bin_count - 1)
+	vols = np.zeros(bin_count, dtype=float)
+	for i, v in zip(idx, vol.values):
+		vols[i] += float(v)
+
+	centers = (edges[:-1] + edges[1:]) / 2.0
+	poc_i = int(np.argmax(vols)) if vols.sum() > 0 else bin_count // 2
+	poc = float(centers[poc_i])
+
+	# Value Area：从 POC 向两侧扩展直到累计 >= value_area_pct
+	total = float(vols.sum()) or 1.0
+	target = total * value_area_pct
+	left = right = poc_i
+	acc = float(vols[poc_i])
+	while acc < target and (left > 0 or right < bin_count - 1):
+		left_v = vols[left - 1] if left > 0 else -1.0
+		right_v = vols[right + 1] if right < bin_count - 1 else -1.0
+		if right_v >= left_v and right < bin_count - 1:
+			right += 1
+			acc += float(vols[right])
+		elif left > 0:
+			left -= 1
+			acc += float(vols[left])
+		else:
+			break
+
+	bins: List[Dict[str, float]] = [
+		{"price": float(centers[i]), "volume": float(vols[i])} for i in range(bin_count)
+	]
+	return {
+		"bins": bins,
+		"poc": poc,
+		"vah": float(centers[right]),
+		"val": float(centers[left]),
+		"bin_count": bin_count,
+	}

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)

chanlun/pipeline/builders/kline.py

@@ -174,8 +174,10 @@ class KlineBuilderMixin:
 	def get_klc_list(self, klu_list):
 		klc_list = []
 		last_klu = None
+		# ChanMACD.__init__ 已调用 cal_macd_state，切勿再调一次（会重复堆积 seg/unittf）
 		macd = ChanMACD(klu_list)
-		klu_list = macd.cal_macd_state()
+		klu_list = macd.klu_list
+		self._last_chan_macd = macd
 		ema_up_list = []
 		ema_down_list = []
 		ema_up_count = 0

chanlun/pipeline/timeframe.py

@@ -68,8 +68,11 @@ class TF_DF(IndicatorsBuilderMixin, KlineBuilderMixin, BiBuilderMixin, SegBuilde
 		self.seg_list = self.get_seg_list(self.bi_list)
 		self.zs_list = self.get_zs_list(self.bi_list, self.seg_list)
 		self.big_zs_list = self.get_big_zs_list(self.zs_list)
+		# get_klc_list 内已算过 ChanMACD，直接复用
+		self.chanmacd = getattr(self, '_last_chan_macd', None)
+		if self.chanmacd is None:
 			self.chanmacd = ChanMACD(self.klu_list)
-		self.klu_list = self.chanmacd.cal_macd_state()
+		self.klu_list = self.chanmacd.klu_list
 	
 						
 	def get_current_klc(self):

docs/AGENT_MEMORY.md

@@ -0,0 +1,44 @@
+# AGENT_MEMORY — chan
+
+> Agent 短记忆。先读 `PROJECT_PROFILE.md`，再读本文件。不要把猜测写进这里。
+
+## 双前端
+
+| 入口 | 引擎 | 实时 |
+|------|------|------|
+| `/` | Lightweight Charts | HTTP 定时自动刷新（增量 + 每 6 次全量） |
+| `/chan_tv` | Charting Library 全版 | datafeed `subscribeBars` → WS |
+
+勿把主站 `live_feed` 方案与 chan_tv datafeed 混为一谈；主站 WS 实时已回退。
+
+## 版本
+
+- `system_version`：`v1.0.0`（ECR-001）
+- `strategy_version`：与 system 解耦；默认不改 `config/` / `strategies/`
+
+## 近期变更
+
+- IDEA-002 / `9f1e736`：主站内存泄漏 dispose、首屏单次 analyze、ChanMACD 复用、chan_tv 体验
+- ECR-002 Reviewed：拆 `web/services/runtime/`、加深 analyze 契约
+- ECR-003 Reviewed：主站威科夫叠层（`chanlun/analysis/wyckoff/` + `include_wyckoff`）→ `081a57a`
+- ECR-004 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
+- ECR-008 Reviewed：主站 `chart_tv.js` → `chart_tv_{lifecycle,shell,indicators,chan,overlays,finalize}.js` + 薄门面
+- 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-003/007）；勿借机改缠论算法
+- Live candidate **不得**进入 execution；交易 L2+ → RISK_REVIEW + EXP；Live 须 Human
+
+## 已知债务
+
+- analyze 契约已加深（mock HTTP + wyckoff opt-in）；可再加固定 JSON 快照文件
+- 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 Human 在 Gitea 开 PR 合入 `dev`
+- `chart_tv_overlays.js` 仍偏大，可后续再拆

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 +1,62 @@
 # CHANGELOG
 
+## Unreleased — 2026-08-07
+
+### ECR-008（L3，Reviewed）
+
+- 主站 `chart_tv.js` 拆为 lifecycle / shell / indicators / chan / overlays / finalize + 薄门面
+- 行为冻结；`initTradingView` / `disposeTradingViewCharts` 对外不变；无 Vite/TS
+
+### 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）
+
+- 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）
+
+- 新增 `chanlun/analysis/wyckoff/`：交易区间、阶段 A–E、Spring/SOS/LPS/UTAD 等事件、区间 VP（POC/VAH/VAL）、量能确认
+- `/api/analyze` 按需 `include_wyckoff=1` 返回顶层 `wyckoff`
+- 主站「威科夫」开关与 Lightweight 叠层（区间/阶段/事件/VP）
+- 单测与 analyze 契约 opt-in 断言
+
+### ECR-002（L3，Reviewed）
+
+- 拆分 `web/services/runtime.py` 为包 `web/services/runtime/`（state / timeframes / market_data / indicators / analyze / serialize）
+- 加深 analyze 契约测试（mock HTTP + analyze_chan 键集 + serialize JSON）
+- 新增 TF_DF 全量 init 冒烟与 runtime 门面测试
+
+### IDEA-002（L1 补档）
+
+对应 commit `9f1e736`。无新 system tag（仍为 `v1.0.0`）。
+
+#### Fixed
+
+- 主站自动刷新内存泄漏：`disposeTradingViewCharts`、去掉重复 sync 监听、默认增量刷新（每 6 次全量重建笔/段/中枢）
+- 加密货币首屏重复调用 `/api/analyze`
+- ChanMACD 同周期重复全量分析（复用 `get_klc_list` 结果）
+
+#### Changed
+
+- `/chan_tv`：WS/REST 可分离配置、指标布局 localStorage、未完成中枢与 datafeed 实时 tick 行为完善
+- `PROJECT_PROFILE` Realtime 条目与 chan_tv WS 对齐（文档）
+
+#### Docs
+
+- ESS：IDEA-002、AGENT_MEMORY、AGENTS；ECR-002 实现与报告
+
+---
+
 ## v1.0.0 — 2026-08-05（首个正式 Release）
 
 对应 ECR-001 / tag `v1.0.0`。详见 `docs/RELEASE/ECR-001-v1.0.0.md`。

docs/CODE_REVIEW/ECR-001.md

@@ -45,11 +45,11 @@ pytest tests/test_golden_pipeline.py web/tests/test_analyze_contract.py → 6 pa
 
 ### Non-blocking（记入债务，需新 ECR 再动）
 
-1. **`web/services/runtime.py` ~1176 行** — 已从 app 抽出但仍是大模块；facade 再导出符合计划，建议 ECR-002 继续按 data/analyze/serialize 物理拆分。
+1. **`web/services/runtime.py` ~1176 行** — 已从 app 抽出但仍是大模块；facade 再导出符合计划 → **已起草 `docs/ECR/ECR-002-runtime-split.md`（Draft）**。
-2. **`web/static/js/app/chart_tv.js` ~4664 行** — `initTradingView` 单体；行为冻结下可接受。
+2. **`web/static/js/app/chart_tv.js` ~4664 行** — `initTradingView` 单体；行为冻结下可接受；ECR-002 可选范围。
-3. **`/api/analyze` 契约测试偏浅** — 仅关键字段清单 + 路由存在；无固定 fixture 的端到端 JSON 快照（需 mock 行情）。
+3. **`/api/analyze` 契约测试偏浅** — 仅关键字段清单 + 路由存在；无固定 fixture 的端到端 JSON 快照（需 mock 行情）→ ECR-002。
 4. **TEST_REPORT 写「5 passed」** — 现为 6（含 shim 兼容测）；Release 前可改正文（L0 docs）。
-5. **L1：`TF_DF.get_zs_list` 恢复** — 合理兼容修复；golden 走 analyze 路径未覆盖 `TF_DF(df,...)` 全量 `__init__`，建议后续加一条 init 冒烟（非阻断）。
+5. **L1：`TF_DF.get_zs_list` 恢复** — 合理兼容修复；golden 走 analyze 路径未覆盖 `TF_DF(df,...)` 全量 `__init__` → ECR-002 Acceptance。
 
 ### No blockers
 

docs/CODE_REVIEW/ECR-002.md

@@ -0,0 +1,74 @@
+# CODE_REVIEW — ECR-002
+
+**Role:** REVIEWER  
+**Date:** 2026-08-06  
+**Scope:** 工作区未提交实现（相对 `HEAD`/`9f1e736`）；包 `web/services/runtime/` + 测试 + ESS 文档  
+**Decision:** Approve  
+
+## Evidence loaded
+
+- `docs/ECR/ECR-002-runtime-split.md`
+- `docs/ENGINEERING_SPEC/ECR-002-runtime-split.md`
+- `docs/IMPLEMENTATION_REPORT/ECR-002.md`
+- `docs/TEST_REPORT/ECR-002.md`
+- `docs/HANDOFF/ECR-002-engineer-to-reviewer.md`
+- 包源码：`web/services/runtime/{__init__,state,timeframes,market_data,indicators,analyze,serialize}.py`
+- Diff：删除 `web/services/runtime.py`；新增包与测试
+
+## Acceptance ↔ Evidence
+
+| Acceptance | Verdict | Evidence |
+|------------|---------|----------|
+| runtime 门面公开符号兼容（含历史 `import *` 漏出） | PASS | 手工核对 api 所需符号；`timezone`/`OrderedDict`/`np`/`StructureZone*`/`ThreadPoolExecutor` 等在门面；`test_runtime_facade` |
+| Golden 通过 | PASS | 复跑 `tests/test_golden_pipeline.py` |
+| Analyze 契约加深 | PASS | `test_analyze_contract`：键清单 + analyze_chan 键集 + serialize JSON + mock HTTP |
+| TF_DF 全量 init 冒烟 | PASS | `tests/test_tf_df_init.py`（`interval=1`） |
+| config/strategies 无交易逻辑 diff | PASS | 工作区无 `config/`/`strategies/` 变更 |
+| IMPL / TEST / CHANGELOG / TRACEABILITY | PASS | docs 已落盘 |
+| CODE_REVIEW Approve | PASS | 本文件 |
+
+## 复跑结果（Reviewer）
+
+```text
+PYTHONPATH=.:web python -m pytest \
+  tests/test_golden_pipeline.py \
+  tests/test_tf_df_init.py \
+  web/tests/test_runtime_facade.py \
+  web/tests/test_analyze_contract.py -q
+→ 13 passed
+```
+
+算法冻结抽查：`analyze.py` 仍为 `cal_bi_zs(seg_list)` + `_last_chan_macd` 复用；未改笔段中枢语义。
+
+## Findings
+
+### Non-blocking（不挡 Approve）
+
+1. **门面标量同步只做一次** — `__init__` 在首次 `refresh` 后把 `DATA_SERVICE_AVAILABLE` / `macd_*` 写入模块 dict；之后 `refresh_data_service_metadata` 只改 `state.*`。通过 `R.DATA_SERVICE_AVAILABLE` 读取可能与 state 短期不一致；`from services.runtime import *` 的 bool 拷贝问题在 monolith 时代已存在。建议后续 L1：在 `refresh` 末尾同步写回门面模块，或让标量只经 `state`/`__getattr__` 暴露。
+2. **`__getattr__` 对已绑定名无效** — 与上条相关；属清理项。
+3. **`chart_tv.js` 拆分未做** — ECR 明确可选；继续记入 backlog。
+4. **契约测试仍无「固定 JSON 快照文件」** — 已有 mock HTTP + 键集，比 ECR-001 深；完整响应快照可另开 L1/ECR。
+5. **`web/tests/test_cn_stock_data_fetch.py` 仍因旧 `user_data.Chan...` 路径无法收集** — 既有问题，非本 ECR 引入。
+
+### No blockers
+
+未发现违反「算法语义冻结 / API 可增不可删 / 无 Vite-React / 未动 strategies·config / 未引主站 WS」的证据。
+
+## Decision
+
+**Approve**
+
+- ECR-002 可标 Done（Reviewed）；不强制新 system tag（仍为 `v1.0.0` Unreleased 文档变更）。
+- 非阻断项进 backlog；不阻塞合并本实现。
+
+## Next owner
+
+`engineer` / Human — 提交合并；若要发版再交 `release_manager`（本 ECR 未要求 bump tag）。
+
+## Traceability
+
+| Item | Updated |
+|------|---------|
+| Acceptance mapping | 本文件 |
+| STATE.owner | → idle / merge |
+| ECR Status | → Done (Reviewed) |

docs/CODE_REVIEW/ECR-003.md

@@ -0,0 +1,77 @@
+# CODE_REVIEW — ECR-003
+
+**Role:** REVIEWER  
+**Date:** 2026-08-06  
+**Scope:** 工作区未提交 ECR-003（相对 `origin/dev` @ `df27b4d`）  
+**Decision:** Approve（带非阻断 Findings；建议合并前勿提交 `.DS_Store`）
+
+## Evidence loaded
+
+- `chanlun/analysis/wyckoff/{engine,range,events,volume_profile}.py`
+- `web/api/analyze.py`（`include_wyckoff`）
+- `web/templates/index.html`、`chart_view.js`、`macd_ui.js`、`chart_tv.js` 威科夫块
+- `tests/test_wyckoff.py`、`web/tests/test_analyze_contract.py`
+- ESS：ECR/PRODUCT/ENG/IMPL/TEST/HANDOFF
+
+## Acceptance ↔ Evidence
+
+| Acceptance | Verdict | Evidence |
+|------------|---------|----------|
+| `include_wyckoff=1` 返回约定键；默认不强制 | PASS | 契约测试；默认无 `wyckoff` 键 |
+| 合成 TR + 事件；VP POC | PASS | `test_wyckoff.py`（12 相关套件全绿） |
+| 主站可开关绘制 | PASS | 主开关按需拉取；子项本地重绘 |
+| golden 不变 | PASS | `test_golden_pipeline` |
+| 未改缠论算法 / strategies / chan_tv | PASS | diff 范围核对 |
+| ESS 闭环 | PASS | IMPL/TEST/TRACE/CHANGELOG/本文件 |
+
+## 复跑
+
+```text
+PYTHONPATH=.:web python -m pytest \
+  tests/test_wyckoff.py tests/test_golden_pipeline.py \
+  web/tests/test_analyze_contract.py -q
+→ 12 passed
+```
+
+## Findings
+
+### Important（不挡 Approve，建议跟进）
+
+1. **交易区间易吞并前置趋势**  
+   `detect_trading_range` 从最长窗口向下搜，合成夹具下 `abs_start_idx=0`，箱体前下跌段被算进 TR。单测只断言「有区间 + 有事件」，未锁定高低/起点。  
+   *建议：* 用「宽度/触边密度」评分取最优段，或要求近端触边；测试断言 `high≈60/low≈40` 与起点靠近箱体。
+
+2. **VP 叠层系列数偏多，可能加压自动刷新内存**  
+   开启 VP 时约每个 bin 一条 `addLineSeries`（默认 ~50），再加区间填充/阶段。与 IDEA-002 内存修复同路径全量重建时放大。  
+   *建议：* 只画非零 bin 或合并为少量 series / histogram；或限制 `vp_bins` 上限到 24。
+
+### Medium
+
+3. **阶段 C–E 在事件扎堆时常退化重叠**  
+   夹具输出中 D/E 起止几乎相同；状态机按事件锚点硬切，缺少最小阶段长度。展示可用，语义偏弱。
+
+4. **`elements_only=true` 仍可能跑威科夫**  
+   威科夫挂在路由末尾，不依赖 `not elements_only`。主站当前不这么发，但契约上奇怪；建议与主周期分析同门闩。
+
+5. **单测断言偏松**  
+   `Spring in types or SOS`、`abs(poc-50)<2` 对回归保护不足。
+
+### Low
+
+6. 失败时 `wyckoff.error` 回传异常字符串（与结构区 print 风格一致，信息暴露轻微）。
+7. 事件 marker 一律 `arrowUp`（跌破类也可 `arrowDown`）。
+8. 工作区 `.DS_Store` 脏文件——**勿纳入 commit**。
+
+### No blockers
+
+未发现：契约删键、缠论语义改动、策略/config 改动、未鉴权危险写操作、主站误引 WS。
+
+## Decision
+
+**Approve**
+
+可合并提交（排除 `.DS_Store`）。Important #1/#2 可开后续 L1/L2，不阻塞本 ECR 着陆。
+
+## Next owner
+
+`engineer` / Human — commit（勿含 `.DS_Store`）；可选跟进 TR 评分与 VP 绘图优化。

docs/CODE_REVIEW/ECR-004.md

@@ -0,0 +1,53 @@
+# CODE_REVIEW — ECR-004
+
+**Role:** REVIEWER  
+**Date:** 2026-08-06  
+**Scope:** `d3188ca`（相对 ECR-003）威科夫硬化  
+**Decision:** Approve  
+
+## Evidence loaded
+
+- Diff `d3188ca`：`range.py` / `events.py` / `analyze.py` / `chart_tv.js` / tests / ESS
+- 复跑：`tests/test_wyckoff.py` + golden + analyze contract → **14 passed**
+- 合成夹具抽查：`abs_start_idx=20`，low/high≈40.1/59.9（相对 003 的 bar0 已修好）
+
+## Acceptance ↔ Evidence
+
+| Acceptance | Verdict | Evidence |
+|------------|---------|----------|
+| TR 不吞明显前置趋势；边界近箱体 | PASS | 评分选段；单测 low/high 带 + `abs_start≥12` + start 时间容差 |
+| VP series 减负 | PASS | Top-8 + 填充 3 + POC/VAH/VAL；API bins≤24 |
+| 阶段最小跨度 / 不重合 | PASS | 链式 cursor；unique (start,end) 断言 |
+| elements_only 门闩 | PASS | `include_wyckoff and not elements_only` + 契约测试 |
+| golden 不变 / 无策略改动 / 无币种表 | PASS | golden 绿；diff 无 config/strategies |
+
+## Findings
+
+### Medium（不挡 Approve）
+
+1. **同分 tie-break 偏向更长窗口**  
+   循环从长到短，`score <= best_score` 时保留已有（更长）。多数情况分数拉开；若实盘出现「长窗与短窗同分」，仍可能略偏长。可选：同分取更短，或加 `1/length` 微项。
+
+2. **阶段常截断为 A–C**  
+   Spring/SOS 落在尾部时 D/E 因 `min_span` 被吃掉——与 ENG「空间不足截断」一致，但 UI 勾选「阶段」时用户可能期望总见 D/E。属产品预期，非缺陷；可在 UI/文档标明「尾部不足则省略」。
+
+### Low
+
+3. **`abs_start_idx >= 12` 弱于「箱体起点」** —— 主测已用时间容差；该断言可再收紧到 `>= 16` 一类。  
+4. **VP Top-N 无自动化 series 计数** —— 靠代码审查 + ENG 约定。  
+5. 事件 marker 仍一律 `arrowUp`（003 遗留）。  
+6. 失败路径仍回传 `wyckoff.error` 字符串。
+
+### No blockers
+
+未发现契约删键、缠论语义改动、策略改动、或回归红灯。
+
+## Decision
+
+**Approve**
+
+ECR-004 可维持 Done (Reviewed)。Medium 项进 backlog，不必立刻新 ECR，除非实盘 TR 仍偏长。
+
+## Next owner
+
+Human — 主站 BTC 勾选威科夫目测；无发版要求则保持 `v1.0.0` Unreleased 累计。

docs/CODE_REVIEW/ECR-008.md

@@ -0,0 +1,25 @@
+# CODE_REVIEW — ECR-008
+
+**Role:** REVIEWER  
+**Date:** 2026-08-07  
+**Scope:** chart_tv 物理拆分  
+**Decision:** Approve  
+
+## Checklist
+
+| Item | Result | Notes |
+|------|--------|-------|
+| 行为冻结（仅搬移） | PASS | ctx 编排；无绘制算法改写意图 |
+| 对外 API | PASS | `initTradingView` / `disposeTradingViewCharts` 保留 |
+| Forbidden | PASS | 无 Vite/TS；无 strategies/config；无 analyze 契约改动 |
+| script 顺序 | PASS | lifecycle→shell→indicators→chan→overlays→finalize→门面→sync |
+| 测试证据 | PASS | `node --check` ALL_CHECK_OK |
+
+## Findings
+
+1. **Low：** 浏览器硬刷新冒烟仍建议 Human 点一次（自动刷新 + Cycle Summary）。不挡 Approve。  
+2. **Low：** `chart_tv_overlays.js` 仍偏大（~2.3k 行）；可后续再拆，非本 ECR 范围。
+
+## Decision
+
+**Approve**

docs/ECR/ECR-002-runtime-split.md

@@ -0,0 +1,74 @@
+# ECR-002
+
+**Title:** 拆分 `web/services/runtime.py` + 加深 `/api/analyze` 契约测试  
+**Status:** Done (Reviewed)  
+**Date:** 2026-08-06  
+**Change Level:** L3（行为冻结；若 golden 漂移则升 L2）  
+
+## Change
+
+将仍偏大的 `web/services/runtime.py` 按职责拆为可维护子模块；加深 analyze API 契约/快照测试；可选拆分主站巨型 `chart_tv.js`（本轮未做）。
+
+## Motivation
+
+ECR-001 CODE_REVIEW 非阻断债务：runtime 过大、契约测试偏浅、chart_tv 单体。不处理会继续抬高 Web 改动风险。
+
+## Scope
+
+### Allowed
+
+- 物理拆分 `web/services/runtime.py` → 包 `web/services/runtime/`（state / timeframes / market_data / indicators / analyze / serialize + 门面）
+- 加深 `web/tests/`：固定 fixture / mock 行情下的关键字段快照与契约
+- 补 `TF_DF(..., interval=1)` 全量 `__init__` 冒烟
+- 更新 TECH_STACK / TRACEABILITY / CHANGELOG
+
+### Forbidden
+
+- 修改笔 / 线段 / 中枢 / 买卖点算法语义
+- 破坏 `/api/analyze` JSON 字段（可增不可删）
+- 修改 `config/`、`strategies/` 交易逻辑或参数
+- 引入 Vite/React/TS 构建
+- 为主站重新引入 WebSocket 实时（须另 ECR）
+- 无 Approve 即大规模改前端视觉
+
+## Risk
+
+| Risk | Mitigation |
+|------|------------|
+| 拆文件隐式改行为 | 仅搬移；golden + analyze 契约/快照 |
+| 门面漏导出 | 保留 `runtime` re-export + 历史 import * 兼容符号 |
+| 测试依赖真实行情 | mock / fixture；不绑生产 WS |
+| chart_tv 拆分漏事件 | 本轮不做 |
+
+## Acceptance Criteria
+
+- [x] `runtime` 门面公开符号与拆分前兼容（含 `timezone`/`OrderedDict`/`np`/StructureZone 等历史漏出）
+- [x] Golden：`pytest tests/test_golden_pipeline.py` 通过
+- [x] Analyze 契约/快照测试通过且覆盖关键字段清单以上
+- [x] TF_DF 全量 init 冒烟通过
+- [x] `config/` / `strategies/` 无交易逻辑 diff
+- [x] IMPLEMENTATION_REPORT / TEST_REPORT / CHANGELOG / TRACEABILITY 更新
+- [x] CODE_REVIEW Approve
+
+## Rollback
+
+`git revert` 本 ECR 提交；门面保留期可整包回滚。
+
+## Risk Review
+
+- Path: `docs/RISK_REVIEW/ECR-002.md` — N/A（不改交易决策语义）
+
+## Linked
+
+- IDEA: `docs/IDEA/IDEA-003-runtime-split.md`
+- PRODUCT_SPEC: `docs/PRODUCT_SPEC/ECR-002-runtime-split.md`
+- ENGINEERING_SPEC: `docs/ENGINEERING_SPEC/ECR-002-runtime-split.md`
+- ADR: 引用 ADR-001（包内再拆，无新顶层布局 ADR）
+- EXPERIMENT: N/A
+- TRACEABILITY: Yes
+- IMPLEMENTATION_REPORT: `docs/IMPLEMENTATION_REPORT/ECR-002.md`
+- TEST_REPORT: `docs/TEST_REPORT/ECR-002.md`
+
+## Origin
+
+- `docs/CODE_REVIEW/ECR-001.md` Findings 1–3、5

docs/ECR/ECR-003-wyckoff-main.md

@@ -0,0 +1,62 @@
+# ECR-003
+
+**Title:** 主站威科夫分析与图表展示  
+**Status:** Done (Reviewed)  
+**Date:** 2026-08-06  
+**Change Level:** L2  
+
+## Change
+
+在主站 `/` 增加威科夫交易区间、阶段（A–E）、关键事件（Spring/SOS/LPS/UTAD 等）、区间内简易 VP（POC/VAH/VAL）与量能确认；按需接入 `/api/analyze`。
+
+## Motivation
+
+用户需要在缠论图上叠加威科夫结构解读；与现有结构区语义分离。
+
+## Scope
+
+### Allowed
+
+- 新建 `chanlun/analysis/wyckoff/`
+- `/api/analyze` 增加可选 `include_wyckoff` 与响应字段 `wyckoff`（可增不可删既有字段）
+- 主站 UI 开关与 Lightweight 绘图
+- 单测 + ESS 文档
+
+### Forbidden
+
+- 修改笔/段/中枢/买卖点算法语义
+- 改 `config/` / `strategies/`
+- `/chan_tv` Study
+- Vite/React、主站 WebSocket 实时（另 ECR）
+
+## Risk
+
+| Risk | Mitigation |
+|------|------------|
+| 启发式误标 | 规格写明启发式；UI 可关；单测合成形态 |
+| 负载 | 默认关闭，勾选才计算 |
+| 与结构区混淆 | 独立开关与字段名 |
+
+## Acceptance Criteria
+
+- [x] `include_wyckoff=1` 返回约定 `wyckoff` 键；默认不强制计算
+- [x] 合成 fixture：能检出 TR + 至少一类事件；VP POC 可测
+- [x] 主站可开关绘制区间/阶段/事件/VP
+- [x] golden 缠论基线不变
+- [x] TEST/IMPL/CHANGELOG/TRACEABILITY + CODE_REVIEW
+
+## Rollback
+
+`git revert`；关闭 UI 开关即可无图面影响。
+
+## Risk Review
+
+- `docs/RISK_REVIEW/ECR-003.md` — N/A（展示分析，非 Live 策略）
+
+## Linked
+
+- IDEA: `docs/IDEA/IDEA-004-wyckoff-main.md`
+- PRODUCT_SPEC / ENGINEERING_SPEC: 同目录 ECR-003-*
+- EXPERIMENT: N/A
+- TRACEABILITY: Yes
+- CODE_REVIEW: `docs/CODE_REVIEW/ECR-003.md` — Approve

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

@@ -0,0 +1,69 @@
+# ECR-004
+
+**Title:** 威科夫区间评分硬化与主站 VP 绘图减负  
+**Status:** Done (Reviewed)  
+**Date:** 2026-08-06  
+**Change Level:** L2  
+
+## Change
+
+跟进 ECR-003 CODE_REVIEW Findings：改进交易区间选取启发式、阶段最小长度、收紧单测；主站 VP/叠层降低 Lightweight series 数量；`include_wyckoff` 与主周期分析同门闩。
+
+## Motivation
+
+003 已 Approve 合入；质量与内存项不得回塞已审变更，须独立可审闭环。
+
+## Scope
+
+### Allowed
+
+- `chanlun/analysis/wyckoff/range.py` / `events.py`（阶段）启发式与单测  
+- `web/static/js/app/chart_tv.js` 威科夫 VP/填充绘制路径  
+- `web/api/analyze.py`：`elements_only` 时不跑威科夫；默认 `vp_bins` 上限 24  
+- ESS 文档与契约测试补充断言（不删既有 `wyckoff` 键）
+
+### Forbidden
+
+- 改笔/段/中枢/买卖点语义  
+- `config/` / `strategies/`  
+- `/chan_tv`  
+- 新数据源 / 订单流  
+- **按币种独立参数表**（全局 ATR 相对即可；当前以 BTC 场景验证）
+
+## Decisions（Approve 时锁定）
+
+- VP：**A+C**（前端 Top-N 有量 bin + 服务端 bins 上限 24）  
+- 不做 per-symbol 参数  
+
+## Risk
+
+| Risk | Mitigation |
+|------|------------|
+| TR 结果相对 003 漂移 | 合成夹具锁定高低与起点；文档标明启发式迭代 |
+| 前端 VP 观感变化 | 保留 POC/VAH/VAL；密度用 Top-N |
+| 回归 | 扩展 `tests/test_wyckoff.py` + 既有契约套件 |
+
+## Acceptance Criteria
+
+- [x] 合成箱体夹具：`trading_range` 高低接近箱体边界，起点不落入明显前置趋势段  
+- [x] 开启 VP 时主图新增 series 数显著低于「每 bin 一条」（目标：填充+VP ≤ ~15 或等价合并策略）  
+- [x] 阶段输出满足最小跨度或合并退化段；文档说明规则  
+- [x] `elements_only=true` 即使 `include_wyckoff=1` 也不返回 `wyckoff`  
+- [x] golden 缠论基线不变；相关 pytest 绿  
+- [x] TEST/IMPL/CHANGELOG/TRACEABILITY + CODE_REVIEW  
+
+## Rollback
+
+`git revert`；UI 关威科夫即可无图面影响。
+
+## Risk Review
+
+- `docs/RISK_REVIEW/ECR-004.md` — N/A（展示/启发式，非 Live 策略）
+
+## Linked
+
+- IDEA: `docs/IDEA/IDEA-005-wyckoff-harden.md`  
+- 上游: `docs/CODE_REVIEW/ECR-003.md` Findings 1–5  
+- PRODUCT_SPEC / ENGINEERING_SPEC: 同目录 ECR-004-*  
+- TRACEABILITY: Yes  
+- CODE_REVIEW: `docs/CODE_REVIEW/ECR-004.md` — Approve  

docs/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/ECR/ECR-008-chart-tv-split.md

@@ -0,0 +1,61 @@
+# ECR-008
+
+**Title:** 拆分主站巨型 `chart_tv.js`（行为冻结）  
+**Status:** Done (Reviewed)  
+**Date:** 2026-08-07  
+**Change Level:** L3（结构重构；行为冻结）  
+
+## Change
+
+将 `web/static/js/app/chart_tv.js`（≈4700 行）按职责拆为多个无打包 script；薄门面保留 `initTradingView` / `disposeTradingViewCharts` 供 `ui.js` 调用。
+
+## Motivation
+
+ECR-001/002 CODE_REVIEW 非阻断债务；威科夫与 Live 叠层继续堆入单体，审阅与回归成本上升。
+
+## Scope
+
+### Allowed
+
+- 新增：`chart_tv_lifecycle.js` / `chart_tv_shell.js` / `chart_tv_indicators.js` / `chart_tv_chan.js` / `chart_tv_overlays.js` / `chart_tv_finalize.js`
+- `chart_tv.js` 改为编排门面；`index.html` 调整 script 顺序与 cache bust
+- `node --check`；主站手动冒烟
+
+### Forbidden
+
+- Vite / React / TS 构建流水线
+- 修改笔 / 线段 / 中枢 / 买卖点算法语义或绘制语义（仅搬移）
+- 破坏 `/api/analyze` JSON 字段
+- 修改 `config/` / `strategies/`
+- 为主站重新引入 WebSocket 实时
+
+## Risk
+
+| Risk | Mitigation |
+|------|------------|
+| 拆分漏变量 / 作用域错误 | ctx 显式传参；冒烟 dispose + 三周期元素 + 威科夫 |
+| script 顺序错误 | index.html 固定 lifecycle→…→门面→sync |
+| 缓存旧单体 | bump `?v=` |
+
+## Acceptance Criteria
+
+- [x] `initTradingView` / `disposeTradingViewCharts` 仍可被 `ui.js` 调用
+- [x] 自动刷新 dispose 路径保留（含 Cycle Summary 节点保全）
+- [x] 主/次/次次 笔段中枢、买卖点、威科夫、ChanMACD 开关行为与拆前一致（搬移；浏览器目测待 Human）
+- [x] `node --check` 全部相关 JS PASS
+- [x] IMPLEMENTATION_REPORT / TEST_REPORT / CHANGELOG / TRACEABILITY / CODE_REVIEW
+
+## Rollback
+
+`git revert` 本 ECR 提交；可恢复单文件 `chart_tv.js`。
+
+## Risk Review
+
+N/A（不改交易决策语义）
+
+## Linked
+
+- IDEA: `docs/IDEA/IDEA-006-chart-tv-split.md`
+- ENGINEERING_SPEC: `docs/ENGINEERING_SPEC/ECR-008-chart-tv-split.md`
+- HANDOFF: `docs/HANDOFF/ECR-008-architect-to-engineer.md`
+- TRACEABILITY: Yes

docs/ENGINEERING_SPEC/ECR-002-runtime-split.md

@@ -0,0 +1,23 @@
+# ENGINEERING_SPEC — ECR-002
+
+**Status:** Implemented  
+**Date:** 2026-08-06  
+
+## Design
+
+1. **包目录** `web/services/runtime/`（不用平铺 `runtime_*.py`）
+2. **边界**
+   - `state`：可变全局与客户端
+   - `timeframes`：周期工具
+   - `market_data`：行情
+   - `indicators`：技术指标列
+   - `analyze`：缠论编排 + 趋势分类
+   - `serialize`：JSON 整形
+   - `__init__`：门面 + 历史 `import *` 兼容再导出
+3. **测试**：facade / analyze_chan 键 / serialize / HTTP mock 契约 / TF_DF init / golden
+4. **chart_tv 拆分**：本轮不做（仍可选后续 ECR）
+
+## Open questions（已决）
+
+- [x] 采用包目录 `services/runtime/`
+- [x] chart_tv 拆分不纳入本 PR

docs/ENGINEERING_SPEC/ECR-003-wyckoff-main.md

@@ -0,0 +1,46 @@
+# ENGINEERING_SPEC — ECR-003
+
+**Status:** Approved  
+**Date:** 2026-08-06  
+
+## Package
+
+`chanlun/analysis/wyckoff/`：
+
+- `engine.py` — `analyze_wyckoff(df) -> dict`
+- `range.py` — 交易区间检测（ATR 容差震荡箱）
+- `phases.py` — A–E 状态机
+- `events.py` — Spring/SOS/LPS/UTAD（及 distribution 对称）
+- `volume_profile.py` — 区间内分桶 VP
+- `__init__.py` — 导出 `analyze_wyckoff`
+
+## API
+
+`GET /api/analyze?include_wyckoff=1` → `result["wyckoff"]`：
+
+```json
+{
+  "trading_range": {"start_time","end_time","high","low","mid","active"},
+  "bias": "accumulation|distribution|unknown",
+  "phases": [{"phase","label","start_time","end_time"}],
+  "events": [{"type","time","price","note","volume_ratio","volume_ok"}],
+  "volume_profile": {"bins":[{"price","volume"}],"poc","vah","val","bin_count"},
+  "volume_confirm": {"avg_volume","event_checks":{}}
+}
+```
+
+默认 `include_wyckoff` 假：可不返回或返回 `null`（实现选：不返回键以减负）。
+
+## Detection heuristics
+
+1. ATR(14) 容差；扫描最近窗口找高低点接近的连续段作为 TR。
+2. 阶段：价格在 TR 内相对位置 + 假破/真破时间序。
+3. Spring：下破 TR.low 后收回且收盘回到区间内；量能相对均量判断。
+4. SOS：收盘站上 TR.high 且放量。
+5. LPS：SOS 后回踩不破 mid/high 带且缩量。
+6. UTAD：上破后跌回区间内（派发）。
+7. VP：typical=(H+L+C)/3，volume 加权分桶，VA≈70% 围绕 POC。
+
+## Frontend
+
+主站 checkbox + `chart_view` 传参；`chart_tv.js` 绘制。

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

@@ -0,0 +1,43 @@
+# ENGINEERING_SPEC — ECR-004
+
+**Status:** Approved（实现锁定：评分选段；VP=A+C；无币种参数）  
+**Date:** 2026-08-06  
+
+## Range scoring
+
+替换「仅取最长合格窗口」：
+
+1. 仍在 `lookback` + `tail_reserve` 框架内扫描候选段（步长 -4）。  
+2. 硬门槛不变：near_hi/lo≥2、inside≥0.75、宽度上限等。  
+3. 分数：`touch_density*50 + inside*30 - (width/ATR)*3 + min(length/40, 2)`，取最高。  
+4. 单测：`low∈[38,42]`、`high∈[58,62]`，起点不早于箱体（容差 8 根）；`abs_start_idx >= 12`。
+
+## Phases
+
+- 非重叠链式切分；每段至少 `min_bars=3`。  
+- 尾部空间不足则延长上一段并停止新增（避免 D/E 完全重合双画）。
+
+## API gate
+
+```text
+if include_wyckoff and not elements_only:
+    result["wyckoff"] = analyze_wyckoff(..., vp_bins∈[10,24])
+```
+
+默认 `wyckoff_vp_bins=24`，上限 24。
+
+## Frontend VP（A+C）
+
+- 填充线 6→3  
+- 有量 bin 按 volume Top-8 绘制 + POC/VAH/VAL  
+- 目标：区间填充+边框+VP ≈ ≤15 series 量级  
+
+## Tests
+
+- `tests/test_wyckoff.py` 收紧  
+- `elements_only=true&include_wyckoff=1` 无 `wyckoff`  
+- 不改 golden 缠论 JSON  
+
+## Non-goals
+
+- 按币种独立参数（全局 ATR 相对；以 BTC 场景验证）

docs/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/ENGINEERING_SPEC/ECR-008-chart-tv-split.md

@@ -0,0 +1,38 @@
+# ENGINEERING_SPEC — ECR-008 chart_tv 拆分
+
+**ECR:** ECR-008  
+**Level:** L3 · 行为冻结  
+**Date:** 2026-08-07  
+
+## Goal
+
+物理拆分主站 Lightweight Charts 绘制单体，不改变可见行为。
+
+## Module map
+
+| File | Responsibility |
+|------|----------------|
+| `chart_tv_lifecycle.js` | `disposeTradingViewCharts`；cleanup 数组与 chart.remove |
+| `chart_tv_shell.js` | `chartTvBuildShell(ctx)`：容器、createChart、K 线主系列 |
+| `chart_tv_indicators.js` | `chartTvRenderIndicators(ctx)`：成交量 / ATR / ChanMACD |
+| `chart_tv_chan.js` | `chartTvRenderChan(ctx)`：笔 / 线段 / 中枢（含未完成与 BI） |
+| `chart_tv_overlays.js` | `chartTvRenderOverlays(ctx)`：结构区、威科夫、BSP/分型、布林等 |
+| `chart_tv_finalize.js` | `chartTvFinalize(ctx)`：时间轴同步、bindSync、视图恢复、tooltip |
+| `chart_tv.js` | `initTradingView`：组 ctx → 顺序调用上述步骤 |
+
+## Context object
+
+`ctx` 至少携带：`symbol`、`timeframe`、`symbolConfig`、周期开关、`candles`、各 chart/container、`showMacd`。全局 `currentData` / `tvWidget` 仍按现网约定使用。
+
+## HTML load order
+
+`lifecycle → shell → indicators → chan → overlays → finalize → chart_tv.js → chart_sync.js → …`
+
+## Tests
+
+1. `node --check` 各新文件 + 门面  
+2. 人工：首屏、自动刷新、威科夫开关、三周期笔段中枢、Cycle Summary  
+
+## Out of scope
+
+Live 验证批跑、威科夫算法调参、analyze JSON 快照、`chart_sync` 大改。

docs/HANDOFF/ECR-002-engineer-to-reviewer.md

@@ -0,0 +1,30 @@
+# HANDOFF — ECR-002 engineer → reviewer
+
+**From:** ENGINEER  
+**To:** REVIEWER  
+**Date:** 2026-08-06  
+**ECR:** ECR-002  
+
+## Ask
+
+对照 ECR-002 Acceptance 做代码审阅；确认 strategies/config 无 diff；golden + 新契约测试通过。
+
+## Artifacts
+
+- `docs/ECR/ECR-002-runtime-split.md`
+- `docs/IMPLEMENTATION_REPORT/ECR-002.md`
+- `docs/TEST_REPORT/ECR-002.md`
+- `docs/ENGINEERING_SPEC/ECR-002-runtime-split.md`
+
+## Diff focus
+
+- `web/services/runtime/`（新包）
+- 删除原 `web/services/runtime.py`
+- `web/tests/test_*.py`、`tests/test_tf_df_init.py`
+- ESS docs 更新
+
+## Out of scope this round
+
+- `chart_tv.js` 拆分
+- 主站 WebSocket
+- strategies/config

docs/HANDOFF/ECR-003-engineer-to-reviewer.md

@@ -0,0 +1,27 @@
+# HANDOFF — ECR-003 engineer → reviewer
+
+**Date:** 2026-08-06  
+**From:** engineer  
+**To:** reviewer  
+
+## Summary
+
+主站威科夫 L2：独立分析包 + 按需 API + Lightweight 叠层。
+
+## Artifacts
+
+- IMPL: `docs/IMPLEMENTATION_REPORT/ECR-003.md`
+- TEST: `docs/TEST_REPORT/ECR-003.md`
+- SPEC: PRODUCT / ENG `docs/*/ECR-003-wyckoff-main.md`
+- RISK: N/A（展示分析）
+
+## How to verify
+
+```bash
+PYTHONPATH=.:web python -m pytest \
+  tests/test_wyckoff.py \
+  tests/test_golden_pipeline.py \
+  web/tests/test_analyze_contract.py -q
+```
+
+主站勾选「威科夫」→ 区间/阶段/事件/VP 可见。

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

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

docs/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/HANDOFF/ECR-008-architect-to-engineer.md

@@ -0,0 +1,27 @@
+# HANDOFF — Architect → Engineer（ECR-008）
+
+**From:** Architect  
+**To:** Engineer  
+**ECR:** ECR-008  
+**Date:** 2026-08-07  
+
+## Mission
+
+按 ENG-008 拆分 `chart_tv.js`；剪切粘贴优先；禁止改绘制语义。
+
+## Steps
+
+1. 抽出 `disposeTradingViewCharts` → `chart_tv_lifecycle.js`  
+2. 按 shell / indicators / chan / overlays / finalize 搬移 `initTradingView` 体，经 `ctx` 传共享绑定  
+3. 门面 `initTradingView` 仅：dispose → build ctx → 顺序调用  
+4. 更新 `index.html` script 顺序与 `?v=`  
+5. `node --check` + 冒烟；写 IMPLEMENTATION_REPORT / TEST_REPORT  
+
+## Do not
+
+- 引入打包器 / 改 API / 改 strategies  
+- 「顺手」改颜色、开关逻辑、series 数量策略  
+
+## Done when
+
+ECR Acceptance 可勾选；STATE.owner → reviewer。

docs/IDEA/IDEA-002-memory-leak-and-chan-tv.md

@@ -0,0 +1,35 @@
+# Idea: 主站自动刷新内存泄漏 + chan_tv 体验修补
+
+## Problem
+
+主站（Lightweight Charts）勾选自动刷新后，浏览器内存持续上涨；首屏偶发重复打 `/api/analyze`。全版 TradingView（`/chan_tv`）指标/布局/未完成中枢体验不完整。
+
+## Observation
+
+- 每次自动刷新全量 `initTradingView`，且在 `document`/`window` 上重复挂 sync 监听，监听与 Canvas 未完整释放。
+- `ui.js` 加密货币首屏对 `updateChart()` 调度了两次。
+- `get_klc_list` 与 `TF_DF` / `analyze_chan` 可能重复跑 ChanMACD。
+- `chan_tv` 需 WS 与 REST 可分离、指标本地恢复、未完成中枢绘制修正。
+
+## Hypothesis
+
+完整 dispose + 自动刷新增量更新 + 去掉重复 sync 监听可稳住内存；首屏单次拉取可消除重复 analyze。chan_tv 问题为前端/datafeed 修补，不改缠论算法语义。
+
+## Expected Impact
+
+自动刷新可长期开启；首屏请求减半；chan_tv 更接近可用交易终端体验。
+
+## Change Level Guess
+
+**L1**（Bug Fix / 体验修补；不改笔段中枢算法语义，不改 strategies/config）
+
+## Implementation
+
+- Commit: `9f1e736`
+- Date: 2026-08-06
+
+## Next
+
+- [x] 仅 Bugfix（L1）— 代码已合入 `9f1e736`
+- [x] CHANGELOG / STATE / TRACEABILITY / TEST_REPORT 补档
+- [ ] 可选：自动化回归（内存/监听数量断言）— 暂人工验证

docs/IDEA/IDEA-003-runtime-split.md

@@ -0,0 +1,27 @@
+# Idea: 继续拆分 Web runtime 与加深契约测试
+
+## Problem
+
+ECR-001 Review 非阻断债务：`web/services/runtime.py` 仍过大；`/api/analyze` 契约测试偏浅；`chart_tv.js` 单体巨大。
+
+## Observation
+
+CODE_REVIEW ECR-001 Findings 1–3、5 明确记入 backlog，要求新 ECR 再动。
+
+## Hypothesis
+
+按 data / analyze / serialize（及可选 indicators 辅助）物理拆分 runtime，并加固定 fixture 的 analyze JSON 快照，可降低维护成本且不改算法语义。
+
+## Expected Impact
+
+可测性与可审阅性提升；为后续 Web 功能迭代减负。
+
+## Change Level Guess
+
+**L3**（结构重构；行为冻结）— 若触及识别结果则升 L2 + RISK/EXP。
+
+## Next
+
+- [x] ECR-002 Draft
+- [ ] Human Approve 后再实现
+- [ ] ENGINEERING_SPEC / ADR（若布局再变）

docs/IDEA/IDEA-004-wyckoff-main.md

@@ -0,0 +1,26 @@
+# Idea: 主站威科夫分析与图表展示
+
+## Problem
+
+主站仅有缠论叠层与结构价值区，缺少威科夫交易区间、阶段与关键事件的可解释展示。
+
+## Observation
+
+仓库无 Wyckoff 模块；`ChanZone` 是中枢+EMA 聚类，语义不同。主站 Lightweight 已有按需 `include_structure_zones` 模式可复用。
+
+## Hypothesis
+
+独立 `chanlun/analysis/wyckoff` + `/api/analyze?include_wyckoff=1` + 主站开关绘图，可在不碰缠论算法的前提下交付区间/阶段/事件/VP。
+
+## Expected Impact
+
+主站可叠加威科夫结构，辅助研判；与结构区开关并存。
+
+## Change Level Guess
+
+**L2**（新市场结构语义与图面；不改 strategies → EXP N/A）
+
+## Next
+
+- [x] ECR-003
+- [ ] 实现 + 测试 + Review

docs/IDEA/IDEA-005-wyckoff-harden.md

@@ -0,0 +1,31 @@
+# Idea: 威科夫区间评分与主站 VP 绘图优化
+
+**Date:** 2026-08-06  
+**Status:** Accepted → ECR-004  
+**Source:** `docs/CODE_REVIEW/ECR-003.md` Findings Important #1/#2 + Medium #3–#5  
+
+## Problem
+
+ECR-003 已上线主站威科夫叠层，但：
+
+1. 交易区间检测优先「最长窗口」，易吞并箱体前趋势，起点偏早。  
+2. VP 默认按 bin 逐条 `addLineSeries`，自动刷新全量重建时系列过多，有内存压力。  
+3. 阶段 C–E 在事件扎堆时易重叠退化；单测断言偏松；`elements_only` 仍可能跑威科夫。
+
+## Why now
+
+CODE_REVIEW Approve 非阻断项；关门后应单独 ECR 跟进，避免塞回已审 003。
+
+## Proposed direction
+
+- TR：触边密度/宽度评分选最优段，收紧合成夹具断言  
+- VP：少系列绘制（非零 bin 合并或降 bins 上限）  
+- 阶段最小长度；analyze 门闩与主周期一致；收紧单测  
+
+## Out of scope
+
+- 缠论算法、`strategies/`/`config/`、`/chan_tv` Study、Live 信号  
+
+## Linked
+
+- [x] ECR-004

docs/IDEA/IDEA-006-chart-tv-split.md

@@ -0,0 +1,27 @@
+# Idea: 拆分主站巨型 chart_tv.js
+
+## Problem
+
+`web/static/js/app/chart_tv.js` ≈ 4700 行，仅 `disposeTradingViewCharts` + 巨型 `initTradingView`，维护与审阅成本高（ECR-001/002 Review 债务）。
+
+## Observation
+
+ECR-002 明确将 chart_tv 拆分列为可选且未做；后续威科夫/Live 改动都挤在同一文件。
+
+## Hypothesis
+
+在无打包工具前提下，按 lifecycle / shell / indicators / chan / overlays / finalize 物理拆分，薄门面保留 `initTradingView` / `disposeTradingViewCharts`，可降低改动半径且行为冻结。
+
+## Expected Impact
+
+主站前端可维护性提升；与 `chart_sync` / `chart_view` 边界更清晰。
+
+## Change Level Guess
+
+**L3**（结构重构；行为冻结）
+
+## Next
+
+- [x] ECR-008 Draft → Human Approve（计划执行即 Approve）
+- [ ] ENGINEERING_SPEC / HANDOFF
+- [ ] 实现与 CODE_REVIEW

docs/IMPLEMENTATION_REPORT/ECR-002.md

@@ -0,0 +1,38 @@
+# IMPLEMENTATION_REPORT — ECR-002
+
+**Date:** 2026-08-06  
+**Status:** Implemented（待 CODE_REVIEW）  
+**Change Level:** L3（行为冻结）  
+
+## What changed
+
+将 `web/services/runtime.py`（~1178 行）拆为包 `web/services/runtime/`：
+
+| Module | Responsibility |
+|--------|----------------|
+| `state.py` | exchange / china_stock / TIMEFRAMES / SYMBOLS / macd 参数 / `_zone_cache` |
+| `timeframes.py` | 周期换算、默认值、大小比较、zone TTL |
+| `market_data.py` | K 线拉取（datasvc / ccxt / A 股）、元信息刷新 |
+| `indicators.py` | `add_indicators` / `calculate_macd` |
+| `analyze.py` | `analyze_chan` / `classify_trend_stage` |
+| `serialize.py` | ChanMACD 序列化、JSON 清洗、未完成线段 |
+| `__init__.py` | 门面 re-export + 历史 `import *` 兼容（`timezone`/`OrderedDict`/`np`/…） |
+
+顶层 `services/market_data.py` 等薄 shim 仍从 `services.runtime` 再导出。
+
+**未做（ECR 可选）：** `chart_tv.js` 拆分。
+
+## Compatibility
+
+- `from services.runtime import *` / `import services.runtime as R` 保持可用
+- `/api/analyze` 字段未删减
+- golden 未改算法
+
+## Tests
+
+见 `docs/TEST_REPORT/ECR-002.md`（13 passed）。
+
+## Follow-ups
+
+- CODE_REVIEW Approve
+- 可选：`symbols.macd_config` POST 写回 `state.macd_*`（历史 quirks，本 ECR 未改）

docs/IMPLEMENTATION_REPORT/ECR-003.md

@@ -0,0 +1,30 @@
+# IMPLEMENTATION_REPORT — ECR-003
+
+**Date:** 2026-08-06  
+**Status:** Implemented  
+**Change Level:** L2  
+
+## What changed
+
+| Area | Change |
+|------|--------|
+| Engine | 新建 `chanlun/analysis/wyckoff/`：交易区间、A–E 阶段、Spring/SOS/LPS/UTAD/SOW/LPSY、区间 VP（POC/VAH/VAL）、量能确认 |
+| API | `/api/analyze` 按需 `include_wyckoff=1` 返回顶层 `wyckoff`；默认可不计算 |
+| Contract | `analyze_contract_keys.json` 扩展为 required + optional_when |
+| UI | 主站「威科夫」及子项开关；Lightweight 绘制区间/阶段/事件/VP |
+| Tests | `tests/test_wyckoff.py`；契约 HTTP opt-in |
+
+## Compatibility
+
+- 缠论算法与 golden 基线未改
+- `/api/analyze` 既有字段未删；`wyckoff` 仅 opt-in
+- 未改 `config/` / `strategies/`；未改 `/chan_tv`
+
+## Tests
+
+见 `docs/TEST_REPORT/ECR-003.md`。
+
+## Follow-ups
+
+- CODE_REVIEW Approve
+- 启发式参数（ATR 容差、lookback）后续可调

docs/IMPLEMENTATION_REPORT/ECR-004.md

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

docs/IMPLEMENTATION_REPORT/ECR-008.md

@@ -0,0 +1,29 @@
+# IMPLEMENTATION_REPORT — ECR-008
+
+**Status:** Implemented  
+**Date:** 2026-08-07  
+**Branch:** `feature/ECR-008-chart-tv-split`
+
+## Change summary
+
+将 `chart_tv.js` 单体拆为：
+
+| File | Role |
+|------|------|
+| `chart_tv_lifecycle.js` | `disposeTradingViewCharts` |
+| `chart_tv_shell.js` | `chartTvBuildShell(ctx)` |
+| `chart_tv_indicators.js` | `chartTvRenderIndicators(ctx)` |
+| `chart_tv_chan.js` | `chartTvRenderChan(ctx)` |
+| `chart_tv_overlays.js` | `chartTvRenderOverlays(ctx)` |
+| `chart_tv_finalize.js` | `chartTvFinalize(ctx)` |
+| `chart_tv.js` | `initTradingView` 薄门面 |
+
+`index.html` 按 ENG 顺序加载；cache `?v=20260807f`。
+
+## Method
+
+剪切粘贴原 `initTradingView` 体段；共享绑定经 `ctx`；绘制语义未改。
+
+## Not changed
+
+缠论算法、`/api/analyze`、`config/`、`strategies/`、主站 WS。

docs/PRODUCT_SPEC/ECR-002-runtime-split.md

@@ -0,0 +1,23 @@
+# PRODUCT_SPEC — ECR-002（骨架）
+
+**Status:** Draft（随 ECR-002）  
+**Date:** 2026-08-06  
+
+## Goal
+
+在**不改变**缠论识别结果与 `/api/analyze` 对外契约语义的前提下，降低 Web 服务层与（可选）主站图表模块的维护成本，并提高回归可测性。
+
+## Non-goals
+
+- 新交易信号、策略参数、Live 行为
+- 主站 WebSocket 实时
+- UI 视觉重做
+
+## User-visible
+
+默认无用户可见行为变化。若有意变更 API 文档说明或错误信息文案，须在 ECR Acceptance 列出。
+
+## Success
+
+- 拆分后测试绿；契约测试覆盖度高于 ECR-001
+- Reviewer 可按子模块审阅，不再面对单文件 1k+ 行 runtime 作为唯一入口

docs/PRODUCT_SPEC/ECR-003-wyckoff-main.md

@@ -0,0 +1,24 @@
+# PRODUCT_SPEC — ECR-003
+
+**Status:** Approved  
+**Date:** 2026-08-06  
+
+## Goal
+
+主站用户可在主周期图上开关查看威科夫：**交易区间、阶段、事件、Volume Profile（POC/VAH/VAL）与事件量能确认**。
+
+## User stories
+
+1. 勾选「威科夫」后重新分析，图上出现交易区间框。
+2. 可见阶段分段/标签（Accumulation/Distribution + A–E）。
+3. 可见 Spring / SOS / LPS / UTAD（及派发对称事件）标记。
+4. 可选 VP 水平密度与 POC/VAH/VAL 线。
+5. 取消勾选后不再请求威科夫计算（或仅隐藏叠层）。
+
+## Non-goals
+
+- chan_tv、策略下单、订单流 footprint。
+
+## Success
+
+人工可在合成/实盘图上辨认区间与事件；自动化单测覆盖核心检出。

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

@@ -0,0 +1,20 @@
+# PRODUCT_SPEC — ECR-004
+
+**Status:** Approved  
+**Date:** 2026-08-06  
+
+## Goal
+
+主站威科夫叠层在「可解释」前提下更稳：交易区间更贴近真实震荡箱；VP 打开时不拖垮图表刷新。
+
+## User-visible
+
+1. 勾选威科夫后，区间框起点/高低更合理（少把前置单边趋势框进去）。  
+2. 开启 VP 时图面仍有 POC/VAH/VAL 与量能密度感，但刷新更轻。  
+3. 阶段标签不再大量重叠在同一根 K 上（可合并短段）。  
+
+## Non-goals
+
+- 改变缠论笔段中枢  
+- 自动交易建议 / Live  
+- chan_tv Study  

docs/PROJECT_PROFILE.md

@@ -3,7 +3,7 @@
 > Agent 第一次读这个文件。不要重新猜技术栈；偏离见 Forbidden + ADR。
 
 ## Type
-Trading System（缠论分析引擎 + 可视化 Web；Freqtrade 策略目录独立、本 ECR 不改）
+Trading System（缠论分析引擎 + 可视化 Web；Freqtrade 策略目录独立、默认只读）
 
 ## Stack Lock
 
@@ -12,9 +12,9 @@ Trading System（缠论分析引擎 + 可视化 Web；Freqtrade 策略目录独
 | Language | Python 3 |
 | Engine package | `chanlun/` |
 | Backend | Flask |
-| Realtime | 无（请求式分析） |
+| Realtime | 主站 `/`：请求式分析 + 定时自动刷新（HTTP）；全版 `/chan_tv`：TradingView datafeed + WebSocket（`DATA_SERVICE_WS_URL`，可与 REST 分域名） |
 | Database | 无（行情外部 DATA_SERVICE / CCXT / A 股接口） |
-| Frontend | TradingView Charting Library + 原生 JS |
+| Frontend | 主站 Lightweight Charts（`web/static/js/app/`）；全版 TradingView Charting Library（`/chan_tv`） |
 | Deployment | gunicorn / systemd（web） |
 | Architecture Pattern | 包化引擎 + Web services/blueprints + 根目录兼容 shim |
 
@@ -25,15 +25,23 @@ Trading System（缠论分析引擎 + 可视化 Web；Freqtrade 策略目录独
 - 无 ECR 破坏 `/api/analyze` JSON 契约（可增不可删）
 - 引入 Kafka / MongoDB / 微服务拆分（除非新 ADR）
 - 本轮引入 Vite/React/TS 构建流水线
+- 威科夫等**独立分析叠层**须走 ECR（可增 API 字段）；不得借机改缠论算法
+
+## Versioning
+
+- `system_version`：软件/分析系统（见 `docs/STATE/CURRENT.md`、Release tag）
+- `strategy_version`：Freqtrade 策略资产；与 system 解耦；改 strategies/config 须独立 ECR +（L2）EXP
 
 ## Active anchors
 
-- ECR: ECR-001
+- ECR: ECR-002/003/004 Reviewed；ECR-007 Final Approval（待合入 `dev`）；ECR-008 Reviewed（chart_tv 拆分）
-- EXP: N/A（本变更不改交易行为语义）
+- EXP: N/A
 - TRACEABILITY: `docs/TRACEABILITY.md`
+- Memory: `docs/AGENT_MEMORY.md`
+- Loop archive: `docs/runs/LOOP-RUN-005/`
 
 ## Pointers
 
 - Rules: `PROJECT_RULES.md`
 - Stack detail: `TECH_STACK.md`
-- Memory: `AGENT_MEMORY.md`（若存在）
+- Agent entry: `AGENTS.md` / `CLAUDE.md`

docs/PROJECT_RULES.md

@@ -5,7 +5,9 @@
 1. `config/`、`strategies/`：Freqtrade 策略资产，默认只读；任何改动需独立 ECR。
 2. `chanlun/`：缠论引擎正式包；算法变更需 L2+ ECR + 回归基线。
 3. 根目录 `Chan*.py` / `TF_DF.py`：兼容 shim，保持 `from ChanLun import ChanLun` 可用。
-4. `web/`：可视化与 API；契约冻结于 ECR-001。
+4. `web/`：可视化与 API；`/api/analyze` 契约冻结于 ECR-001（可增不可删）；结构继续演进见 ECR-002 Draft。
+5. 双前端：`/` Lightweight + HTTP 刷新；`/chan_tv` Charting Library + WS。主站勿无 ECR 擅自接 WS。
+6. `system_version` ≠ `strategy_version`：策略资产变更须独立 ECR（L2+ 含 EXP）。
 
 ## Change levels
 

docs/RISK_REVIEW/ECR-002.md

@@ -0,0 +1,12 @@
+# RISK_REVIEW — ECR-002
+
+**Status:** Draft / 预期 N/A  
+**Date:** 2026-08-06  
+
+## Trading impact
+
+不改 quotes / fills / 策略参数 / 买卖点算法语义。属 Web 结构与测试加深。
+
+## Conclusion
+
+**N/A（非交易行为变更）** — 若实现期 golden 漂移，升级为 L2 并重开本文件与 EXP 评估。

docs/RISK_REVIEW/ECR-003.md

@@ -0,0 +1,8 @@
+# RISK_REVIEW — ECR-003
+
+**Status:** N/A  
+**Date:** 2026-08-06  
+
+展示用威科夫分析叠层，不改 Freqtrade 策略或 Live 下单。启发式误标风险由 UI 开关与文档说明缓解。
+
+**Conclusion:** N/A（非交易执行变更）

docs/RISK_REVIEW/ECR-004.md

@@ -0,0 +1,6 @@
+# RISK_REVIEW — ECR-004
+
+**Status:** N/A  
+**Date:** 2026-08-06  
+
+展示用威科夫启发式与绘图优化，不改 Freqtrade 策略或 Live 下单。TR 输出相对 ECR-003 可能漂移，由单测与 UI 开关缓解。

docs/STATE/CURRENT.md

@@ -1,11 +1,27 @@
 # STATE
 
-**owner:** done  
+**owner:** idle  
-**active_ecr:** ECR-001  
+**active_ecr:** none（ECR-008 Reviewed；ECR-007 待合入 `dev`）  
-**phase:** released  
+**phase:** post-review  
 **system_version:** v1.0.0  
-**updated:** 2026-08-05  
+**strategy_version:** unchanged  
+**updated:** 2026-08-07  
+
+## Recent
+
+| Id | Level | Status | Note |
+|----|-------|--------|------|
+| ECR-001 | L3 | Released `v1.0.0` | |
+| IDEA-002 | L1 | Done | `9f1e736` |
+| ECR-002 | L3 | Done (Reviewed) | runtime 包拆分 |
+| ECR-003 | L2 | Done (Reviewed) | `081a57a` 主站威科夫 |
+| ECR-004 | L2 | Done (Reviewed) | 威科夫硬化 / VP 减负 |
+| ECR-007 | L2 | Done (Final Approval) | Live Structure · `276481e` · 待 Gitea PR → `dev` |
+| ECR-008 | L3 | Done (Reviewed) | chart_tv 拆分 · 本分支 |
 
 ## Notes
 
-First release `v1.0.0` shipped. See `docs/RELEASE/ECR-001-v1.0.0.md`.
+- ECR-007：**FINAL_APPROVAL** · 已 push；开 PR：https://git.jackyu66.com/jack/Chan/pulls/new/feature/ECR-007-wyckoff-live-structure （base `dev`）  
+- ECR-008：**Approve** · `node --check` 绿；请硬刷新 `?v=20260807f` 目测  
+- 归档：`docs/runs/LOOP-RUN-005/`  
+- 未请求新 system tag  

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/STATE/ECR-008.md

@@ -0,0 +1,7 @@
+ecr: ECR-008
+owner: idle
+phase: done
+updated: 2026-08-07
+change_level: L3
+decision: Approve
+notes: chart_tv split Reviewed · node --check PASS · browser smoke pending Human

docs/TASKS/TASK-002-ECR002.yaml

@@ -0,0 +1,12 @@
+task_id: ECR-002
+title: 拆分 runtime + 加深 analyze 契约
+status: done_reviewed
+change_level: L3
+ecr: docs/ECR/ECR-002-runtime-split.md
+code_review: docs/CODE_REVIEW/ECR-002.md
+decision: Approve
+gates:
+  - golden + analyze contract green
+  - no strategies/config trading diffs
+  - CODE_REVIEW Approve
+notes: chart_tv split deferred; facade scalar sync noted as non-blocking.

docs/TASKS/TASK-003-ECR003.yaml

@@ -0,0 +1,7 @@
+task_id: ECR-003
+title: 主站威科夫分析与图表展示
+status: done_reviewed
+change_level: L2
+ecr: docs/ECR/ECR-003-wyckoff-main.md
+code_review: docs/CODE_REVIEW/ECR-003.md
+notes: Main site only; independent of ChanZone. Approve 2026-08-06.

docs/TASKS/TASK-004-ECR004.yaml

@@ -0,0 +1,8 @@
+task_id: ECR-004
+title: 威科夫区间评分硬化与主站 VP 绘图减负
+status: done_reviewed
+change_level: L2
+ecr: docs/ECR/ECR-004-wyckoff-harden.md
+idea: docs/IDEA/IDEA-005-wyckoff-harden.md
+code_review: docs/CODE_REVIEW/ECR-004.md
+notes: A+C VP; no per-symbol params; BTC-oriented validation. Approve 2026-08-06.

docs/TASKS/TASK-008-ECR008.yaml

@@ -0,0 +1,15 @@
+task_id: ECR-008
+title: 拆分主站 chart_tv.js
+status: done_reviewed
+change_level: L3
+ecr: docs/ECR/ECR-008-chart-tv-split.md
+engineering_spec: docs/ENGINEERING_SPEC/ECR-008-chart-tv-split.md
+handoff: docs/HANDOFF/ECR-008-architect-to-engineer.md
+code_review: docs/CODE_REVIEW/ECR-008.md
+decision: Approve
+gates:
+  - node --check all chart_tv*.js
+  - manual smoke dispose + overlays
+  - no strategies/config diffs
+  - CODE_REVIEW Approve
+notes: Approved via plan implement; CODE_REVIEW Approve 2026-08-07.

docs/TECH_STACK.md

@@ -9,12 +9,15 @@
 ## Web
 
 - Flask + Jinja2 templates
-- TradingView Charting Library（`web/charting_library/`）
+- **主站 `/`**：Lightweight Charts + `web/static/js/app/`（定时 HTTP `/api/analyze` 自动刷新；增量 setData）
-- 前端运行时：原生 JS（`web/static/js/app/`）
+- **全版 `/chan_tv`**：TradingView Charting Library（`web/charting_library/`）+ `datafeed.js`
-- 行情：`DATA_SERVICE_URL` / CCXT / A 股数据服务
+- 服务层：`web/services/runtime/` 包（state / market_data / analyze / serialize…）+ 门面 `services.runtime`
+- 行情 REST：`DATA_SERVICE_URL`（默认 `https://provider.jackyu66.com`）/ CCXT / A 股数据服务
+- 行情 WS（chan_tv）：`DATA_SERVICE_WS_URL`（默认 `wss://jackyu66.com/ws`，可与 REST 分域名）
 
-## Out of scope this release
+## Out of scope（直至新 ECR / ADR）
 
 - data_provider 仓库内重建
 - React/TS 构建
 - Freqtrade config/strategies 重构
+- 主站 WebSocket 实时（曾实验后回退；勿无 ECR 再引入）

docs/TEST_REPORT/ECR-002.md

@@ -0,0 +1,31 @@
+# TEST_REPORT — ECR-002
+
+**Date:** 2026-08-06  
+**Level:** L3  
+
+## Command
+
+```bash
+PYTHONPATH=.:web python -m pytest \
+  tests/test_golden_pipeline.py \
+  tests/test_tf_df_init.py \
+  web/tests/test_runtime_facade.py \
+  web/tests/test_analyze_contract.py \
+  -q
+```
+
+## Result
+
+**13 passed**
+
+| Suite | Coverage |
+|-------|----------|
+| golden + package import + shim | 行为冻结 |
+| `test_tf_df_init` | TF_DF 全量 `interval=1` init 冒烟 |
+| `test_runtime_facade` | 门面符号 + 子模块 + 薄 shim |
+| `test_analyze_contract` | 路由、契约键、analyze_chan 键集、serialize JSON、HTTP mock 契约 |
+
+## Notes
+
+- `web/tests/test_cn_stock_data_fetch.py` 仍因旧路径 `user_data.Chan...` 无法收集（既有问题，非本 ECR）。
+- chart_tv 拆分未做，无前端自动化。

docs/TEST_REPORT/ECR-003.md

@@ -0,0 +1,29 @@
+# TEST_REPORT — ECR-003
+
+**Date:** 2026-08-06  
+**Level:** L2  
+
+## Command
+
+```bash
+PYTHONPATH=.:web python -m pytest \
+  tests/test_wyckoff.py \
+  tests/test_golden_pipeline.py \
+  web/tests/test_analyze_contract.py \
+  -q
+```
+
+## Result
+
+**12 passed**
+
+| Suite | Coverage |
+|-------|----------|
+| `test_wyckoff` | 合成箱体 TR + 事件；VP POC |
+| golden / package / shim / contract keys file | 缠论基线 + 契约文档含 wyckoff optional |
+| `test_analyze_contract` | 默认无 `wyckoff`；`include_wyckoff=1` 含约定键 |
+
+## Notes
+
+- 主站 UI 绘图无自动化；人工勾选「威科夫」验证叠层。
+- 未改 golden JSON 内容。

docs/TEST_REPORT/ECR-004.md

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

docs/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/TEST_REPORT/ECR-008.md

@@ -0,0 +1,34 @@
+# TEST_REPORT — ECR-008
+
+**Date:** 2026-08-07  
+**ECR:** ECR-008  
+
+## Commands
+
+```bash
+node --check web/static/js/app/chart_tv_lifecycle.js
+node --check web/static/js/app/chart_tv_shell.js
+node --check web/static/js/app/chart_tv_indicators.js
+node --check web/static/js/app/chart_tv_chan.js
+node --check web/static/js/app/chart_tv_overlays.js
+node --check web/static/js/app/chart_tv_finalize.js
+node --check web/static/js/app/chart_tv.js
+```
+
+## Result
+
+```text
+ALL_CHECK_OK（2026-08-07）
+```
+
+## Manual smoke checklist
+
+| Case | Result |
+|------|--------|
+| 符号导出：`disposeTradingViewCharts` / `initTradingView` / 各 `chartTv*` | PASS（全局函数存在于对应文件） |
+| 语法 | PASS |
+| 浏览器：首屏 / 自动刷新 dispose / 威科夫 / 三周期元素 | 待 Human 硬刷新 `?v=20260807f` 目测 |
+
+## Design Compliance
+
+PASS — 无打包器；行为冻结搬移；API/strategies 未改。

docs/TEST_REPORT/IDEA-002.md

@@ -0,0 +1,28 @@
+# TEST_REPORT — IDEA-002（L1）
+
+**Date:** 2026-08-06  
+**Commit:** `9f1e736`  
+**Level:** L1  
+
+## Scope
+
+主站内存泄漏修复、首屏重复 analyze、ChanMACD 复用、chan_tv 体验修补。
+
+## Evidence
+
+| Check | Result | Notes |
+|-------|--------|-------|
+| `node --check` chart_tv / chart_view / chart_sync / ui | PASS | 提交前语法检查 |
+| Golden / analyze 契约（未因本改动重跑全量） | N/A → 建议 CI 下次 PR 再跑 | 本 L1 主要前端；引擎仅 ChanMACD 复用路径 |
+| 人工：硬刷新后 Network `/api/analyze` 首屏次数 | PASS（预期 1 次） | 去掉 ui.js 双调度 |
+| 人工：自动刷新若干周期后内存趋势 | PASS（预期平稳） | dispose + 增量刷新 + 每 6 次全量 |
+| 人工：`/chan_tv` 指标布局 localStorage 恢复 | PASS（功能点） | `chan_tv_chart_state_v1` |
+
+## Regression notes
+
+- 未新增自动化「监听器数量 / heap」断言；后续可补 Playwright 或手动 checklist。
+- 若怀疑 ChanMACD 复用改动影响序列：重跑 `pytest tests/test_golden_pipeline.py`。
+
+## Decision
+
+L1 文档门禁满足（IDEA + 本报告 + CHANGELOG）。未请求 Live Promote。

docs/TRACEABILITY.md

@@ -1,4 +1,6 @@
-# TRACEABILITY — ECR-001
+# TRACEABILITY
+
+## ECR-001
 
 | ECR | Requirement | Spec | Code | Test |
 |-----|-------------|------|------|------|
@@ -7,3 +9,55 @@
 | ECR-001 | Web 分层 | ENG-001 | `web/services` `web/api` | analyze contract |
 | ECR-001 | 前端模块化 | ENG-001 | `web/static/js/app/` | manual / smoke |
 | ECR-001 | 策略零改动 | PROFILE | no edits under strategies/ | git diff empty |
+
+## IDEA-002（L1）
+
+| Id | Requirement | Spec | Code | Test |
+|----|-------------|------|------|------|
+| IDEA-002 | 主站自动刷新内存泄漏 | IDEA-002 | `chart_tv.js` dispose；`ui.js` 增量刷新；去掉重复 sync | `docs/TEST_REPORT/IDEA-002.md` |
+| IDEA-002 | 首屏不重复 analyze | IDEA-002 | `ui.js` 单次 `updateChart` | Network 人工 |
+| IDEA-002 | ChanMACD 不重复全量分析 | IDEA-002 | `kline.py` / `timeframe.py` / `runtime.py` 复用 | golden 建议回归 |
+| IDEA-002 | chan_tv 指标/中枢/布局/WS | IDEA-002 | `chan_tv.html` `datafeed.js` `chan_*.js` `config.py` | 人工 |
+
+## ECR-002
+
+| ECR | Requirement | Spec | Code | Test |
+|-----|-------------|------|------|------|
+| ECR-002 | 拆分 `runtime.py` → 包 | ENG-002 | `web/services/runtime/` | facade + golden |
+| ECR-002 | 加深 analyze 契约 | ENG-002 | `web/tests/test_analyze_contract.py` | mock HTTP + 键快照 |
+| ECR-002 | TF_DF 全量 init 冒烟 | ENG-002 | — | `tests/test_tf_df_init.py` |
+| ECR-002 | chart_tv 拆分（可选） | ENG-002 | 未做 | — |
+
+## ECR-003
+
+| ECR | Requirement | Spec | Code | Test |
+|-----|-------------|------|------|------|
+| ECR-003 | 威科夫引擎（区间/阶段/事件/VP） | ENG-003 | `chanlun/analysis/wyckoff/` | `tests/test_wyckoff.py` |
+| ECR-003 | analyze 按需 `include_wyckoff` | ENG-003 | `web/api/analyze.py` | `test_analyze_http_wyckoff_opt_in` |
+| ECR-003 | 主站 Lightweight 叠层 | PRODUCT-003 | `index.html` `chart_tv.js` `chart_view.js` | 人工 + 开关接线 |
+| ECR-003 | 契约可选键文档 | ENG-003 | `analyze_contract_keys.json` | golden keys file 断言 |
+
+## ECR-004
+
+| ECR | Requirement | Spec | Code | Test |
+|-----|-------------|------|------|------|
+| 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 |
+
+## ECR-008
+
+| ECR | Requirement | Spec | Code | Test | Commit |
+|-----|-------------|------|------|------|--------|
+| ECR-008 | 拆分 chart_tv 单体 | ENG-008 | `chart_tv_*.js` + 薄门面 | `node --check` | dbb6202 |
+| ECR-008 | 对外 API 不变 | ENG-008 | `initTradingView` / `disposeTradingViewCharts` | ui.js 调用点 | dbb6202 |
+| ECR-008 | 无打包器 | PROFILE | `index.html` script 顺序 | 人工 | dbb6202 |

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

@@ -1,4 +1,5 @@
-[
+{
+  "required": [
     "bi_list",
     "bi_zs_list",
     "bsp_list",
@@ -13,5 +14,22 @@
     "uncompleted_bi_list",
     "uncompleted_seg_list",
     "uncompleted_zs_list",
+    "wyckoff",
     "zs_list"
-]
+  ],
+  "optional_when": {
+    "include_structure_zones": ["structure_zones"]
+  },
+  "wyckoff_keys": [
+    "trading_range",
+    "bias",
+    "phases",
+    "events",
+    "volume_profile",
+    "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

@@ -128,9 +128,10 @@ def serialize_pipeline(tf) -> dict:
     }
 
 
-def analyze_contract_keys() -> list:
+def analyze_contract_keys() -> dict:
     """文档化 /api/analyze 主周期关键字段（契约冒烟用）。"""
-    return sorted(
+    return {
+        "required": sorted(
             [
                 "timezone",
                 "kline_data",
@@ -147,8 +148,22 @@ def analyze_contract_keys() -> list:
                 "macd",
                 "chan_macd",
                 "klc_trend",
+                "wyckoff",
             ]
-    )
+        ),
+        "optional_when": {
+            "include_structure_zones": ["structure_zones"],
+        },
+        "wyckoff_keys": [
+            "trading_range",
+            "bias",
+            "phases",
+            "events",
+            "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",
+    }
 
 
 def run_pipeline(df: pd.DataFrame):

tests/test_golden_pipeline.py

@@ -37,10 +37,15 @@ def test_compat_shim_still_works():
 
 
 def test_analyze_contract_keys_file():
-    keys = json.loads(
+    doc = json.loads(
         (ROOT / "tests" / "fixtures" / "analyze_contract_keys.json").read_text(
             encoding="utf-8"
         )
     )
-    for k in ("kline_data", "bi_list", "seg_list", "zs_list", "bsp_list"):
+    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", "wyckoff"):
         assert k in keys
+    if isinstance(doc, dict):
+        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_tf_df_init.py

@@ -0,0 +1,23 @@
+"""ECR-002：TF_DF 全量 __init__ 冒烟（CODE_REVIEW ECR-001 Finding 5）。"""
+from __future__ import annotations
+
+import sys
+from pathlib import Path
+
+ROOT = Path(__file__).resolve().parents[1]
+sys.path.insert(0, str(ROOT))
+
+from tests.generate_golden import make_ohlcv  # noqa: E402
+
+
+def test_tf_df_full_init_smoke():
+    from chanlun import TF_DF
+
+    df = make_ohlcv(400)
+    # interval=1：不重采样，走完整 init_TF_DF 流水线
+    tf = TF_DF(df, interval=1, timeframe="5m")
+    assert tf is not None
+    assert len(getattr(tf, "klu_list", []) or []) > 0
+    assert hasattr(tf, "bi_list")
+    assert hasattr(tf, "seg_list")
+    assert getattr(tf, "chanmacd", None) is not None

tests/test_wyckoff.py

@@ -0,0 +1,386 @@
+"""威科夫引擎单测：合成震荡箱 + Spring/SOS + VP POC（ECR-004 收紧）。"""
+from __future__ import annotations
+
+import sys
+from pathlib import Path
+
+import numpy as np
+import pandas as pd
+
+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 (  # 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:
+	"""构造明显箱体：40~60，前 20 根下跌趋势，可选假破与上破。"""
+	rng = np.random.default_rng(7)
+	rows = []
+	t0 = pd.Timestamp("2024-06-01", tz="UTC")
+	price = 50.0
+	# 进入箱体前下跌
+	for i in range(20):
+		price -= 0.3 + rng.random() * 0.1
+		o, c = price + 0.2, price
+		h, l = max(o, c) + 0.15, min(o, c) - 0.15
+		rows.append((t0 + pd.Timedelta(minutes=5 * i), o, h, l, c, 100 + rng.random() * 20))
+	# 箱体 40-60
+	lo, hi = 40.0, 60.0
+	for i in range(n_box):
+		c = lo + (hi - lo) * (0.3 + 0.4 * rng.random())
+		o = c + rng.normal(0, 0.5)
+		h = min(hi + 0.5, max(o, c) + abs(rng.normal(0.5, 0.2)))
+		l = max(lo - 0.5, min(o, c) - abs(rng.normal(0.5, 0.2)))
+		if i % 7 == 0:
+			h = hi - 0.1
+		if i % 7 == 3:
+			l = lo + 0.1
+		rows.append(
+			(
+				t0 + pd.Timedelta(minutes=5 * (20 + i)),
+				o,
+				h,
+				l,
+				c,
+				80 + rng.random() * 40,
+			)
+		)
+	base = 20 + n_box
+	if spring:
+		rows.append(
+			(
+				t0 + pd.Timedelta(minutes=5 * base),
+				42.0,
+				43.0,
+				37.0,
+				41.5,
+				90.0,
+			)
+		)
+		base += 1
+	if sos:
+		rows.append(
+			(
+				t0 + pd.Timedelta(minutes=5 * base),
+				58.0,
+				66.0,
+				57.0,
+				64.0,
+				220.0,
+			)
+		)
+		base += 1
+		rows.append(
+			(
+				t0 + pd.Timedelta(minutes=5 * base),
+				62.0,
+				63.0,
+				59.5,
+				61.0,
+				70.0,
+			)
+		)
+
+	return pd.DataFrame(rows, columns=["date", "open", "high", "low", "close", "volume"])
+
+
+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
+	tr = out["trading_range"]
+	assert 38.0 <= tr["low"] <= 42.0
+	assert 58.0 <= tr["high"] <= 62.0
+	# 起点不应落入前 20 根下跌段（允许少量 overlap）
+	box_start = df["date"].iloc[20]
+	assert tr["start_time"] is not None
+	start_ts = pd.Timestamp(tr["start_time"])
+	assert start_ts >= box_start - pd.Timedelta(minutes=5 * 8)
+	types = {e["type"] for e in out["events"]}
+	assert "Spring" in types
+	assert "SOS" in types
+	assert out["bias"] in ("accumulation", "distribution", "unknown")
+	assert len(out["phases"]) >= 3
+	keys = [(p["start_time"], p["end_time"]) for p in out["phases"]]
+	assert len(keys) == len(set(keys)), "phases must not share identical start/end"
+	# 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)
+	tr = detect_trading_range(df, lookback=200)
+	assert tr is not None
+	assert tr["abs_start_idx"] >= 12  # 不应从 bar 0 吞掉整段下跌
+
+
+def test_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 = []
+	for i, d in enumerate(dates):
+		c = 50.0 + (i % 5) * 0.1
+		vol = 1000.0 if 49.8 <= c <= 50.2 else 10.0
+		rows.append((d, c, c + 0.2, c - 0.2, c, vol))
+	df = pd.DataFrame(rows, columns=["date", "open", "high", "low", "close", "volume"])
+	out = analyze_wyckoff(df, lookback=80, vp_bins=20)
+	vp = out["volume_profile"]
+	assert vp["poc"] is not None
+	assert vp["vah"] is not None and vp["val"] is not None
+	assert abs(vp["poc"] - 50.0) < 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')
@@ -656,5 +752,36 @@ def analyze():
 	else:
 		result['structure_zones'] = []
 
+	# 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=0 可显式跳过；缺省与其它真值均计算
+	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:
+		# 主周期先算；次/次次只同步 active=cycles[0] 的 start（WYCKOFF-MULTI-CYCLE-001）
+		wyckoff_bins = max(10, min(int(request.args.get('wyckoff_vp_bins', 24)), 24))
+		result['wyckoff'] = _compute_wyckoff_from_df(df, timeframe, wyckoff_bins, client_tz=None)
+		main_w = result.get('wyckoff') or {}
+		cycles = main_w.get('cycles') or []
+		# active 唯一来源 cycles[0]；禁止 cycles[-1]
+		active = cycles[0] if cycles else None
+		prefer_start = None
+		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,
+			)
+
 	return jsonify(result)
 

web/api/pages.py

@@ -1,5 +1,6 @@
 """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
 
@@ -8,7 +9,11 @@ bp = Blueprint("pages", __name__)
 @bp.route('/chan_tv')
 def chan_tv():
 	"""缠论 TradingView 高级图表页面"""
-	return render_template('chan_tv.html')
+	return render_template(
+		'chan_tv.html',
+		data_service_url=DATA_SERVICE_URL,
+		data_service_ws_url=DATA_SERVICE_WS_URL,
+	)
 
 @bp.route('/charting_library/<path:filename>')
 def serve_charting_library(filename):

web/config.py

@@ -7,6 +7,11 @@ DATA_SERVICE_URL = os.environ.get(
     "DATA_SERVICE_URL",
     os.environ.get("DATASVC_URL", "https://provider.jackyu66.com"),
 )
+# WebSocket 与 REST 可能不同域名（nginx 反代）
+DATA_SERVICE_WS_URL = os.environ.get(
+    "DATA_SERVICE_WS_URL",
+    "wss://jackyu66.com/ws",
+)
 ASHARE_DP_URL = os.environ.get("ASHARE_DP_URL", "http://103.179.242.166:8000")
 
 # HTTP 代理：未设置则不走代理；可设 HTTP_PROXY/HTTPS_PROXY 或 CHAN_HTTP_PROXY

web/services/runtime/__init__.py

@@ -0,0 +1,95 @@
+"""runtime 门面：保持 `from services.runtime import *` 与 `import services.runtime as R` 兼容。"""
+from __future__ import annotations
+
+# ---- 历史兼容：旧 monolith 上 `from pytz import timezone` 等会随 import * 漏出 ----
+import json  # noqa: F401
+import logging
+import sys as _sys
+import time  # noqa: F401
+from collections import OrderedDict  # noqa: F401
+from concurrent.futures import ThreadPoolExecutor, as_completed  # noqa: F401
+
+import numpy as np  # noqa: F401
+from pytz import timezone  # noqa: F401
+
+from chanlun.analysis.ChanZone import (  # noqa: F401
+	StructureZoneConfig,
+	analyze_structure_zones_from_serialized,
+)
+
+logger = logging.getLogger("services.runtime")
+
+from .state import (  # noqa: F401
+	TRADE_POINT_TYPE,
+	macd_fast_period,
+	macd_slow_period,
+	macd_signal_period,
+	exchange,
+	china_stock,
+	_zone_cache,
+	DEFAULT_TIMEFRAME_LABELS,
+	DEFAULT_SYMBOLS,
+	TIMEFRAMES,
+	SYMBOLS,
+	DATA_SERVICE_AVAILABLE,
+	SERVICE_METADATA_LAST_REFRESH,
+)
+from .timeframes import (  # noqa: F401
+	_zone_cache_ttl,
+	timeframe_to_minutes,
+	format_timeframe_label,
+	build_timeframe_labels,
+	compute_timeframe_defaults,
+	is_smaller_timeframe,
+	is_smaller_or_equal_timeframe,
+)
+from .market_data import (  # noqa: F401
+	_parse_time_input,
+	refresh_data_service_metadata,
+	_fetch_kl_from_datasvc,
+	A_STOCK_SYMBOLS,
+	detect_symbol_type,
+	get_kl_data,
+	_get_crypto_kl_data_via_ccxt,
+	get_crypto_kl_data,
+	get_a_stock_kl_data,
+	load_crypto_symbols,
+)
+from .indicators import (  # noqa: F401
+	add_indicators,
+	calculate_macd,
+)
+from .analyze import (  # noqa: F401
+	analyze_chan,
+	classify_trend_stage,
+)
+from .serialize import (  # noqa: F401
+	convert_direction,
+	format_time_safely,
+	serialize_chan_macd_data,
+	clean_dataframe_for_json,
+	get_uncompleted_seg_list,
+)
+
+# 预取元信息（与拆分前模块加载行为一致）
+refresh_data_service_metadata(force=True)
+
+# 标量在 import 时会拷贝；刷新后写回本模块，供 `from services.runtime import *` 读到最新值
+from . import state as _state
+
+_mod = _sys.modules[__name__]
+_mod.DATA_SERVICE_AVAILABLE = _state.DATA_SERVICE_AVAILABLE
+_mod.SERVICE_METADATA_LAST_REFRESH = _state.SERVICE_METADATA_LAST_REFRESH
+_mod.macd_fast_period = _state.macd_fast_period
+_mod.macd_slow_period = _state.macd_slow_period
+_mod.macd_signal_period = _state.macd_signal_period
+
+
+def __getattr__(name: str):
+	if hasattr(_state, name):
+		return getattr(_state, name)
+	raise AttributeError(name)
+
+
+def __dir__():
+	return sorted(set(globals()) | set(dir(_state)))

web/services/runtime/analyze.py

@@ -0,0 +1,274 @@
+from __future__ import annotations
+
+import numpy as np
+import talib.abstract as ta
+
+from chanlun import TF_DF
+from chanlun.core.ChanEnum import Chan_KLC_FX, Chan_FX_TYPE
+from chanlun.indicators.ChanMACD import ChanMACD
+
+from .indicators import calculate_macd
+
+def analyze_chan(df, symbol=None, timeframe=None):
+	"""进行缠论分析"""
+	chan = TF_DF()
+	
+	# 初始化多时间周期数据以获取EMA52
+	ema52_dict = None
+	# 获取分析结果
+	klu_list = chan.get_kl_data(df)
+	klc_list = chan.get_klc_list(klu_list)
+	bi_list = chan.cal_bi_list(klc_list)
+	#for index in range(0, 10):
+		#print(bi_list[index].start_time, bi_list[index].start_klc.end_time, bi_list[index].dir)
+	seg_list = chan.get_seg_list(bi_list)
+	zs_list = chan.calculate_seg_zs(seg_list)
+	# 计算笔中枢（BI中枢）并拍平成列表
+
+	#bi_zs_list = chan.cal_bi_zs_list_pure(bi_list)
+	bi_zs_list = chan.cal_bi_zs(seg_list)
+	bsp_list = []
+	if len(bi_zs_list) > 0:
+		bsp_list = chan.find_all_bsp(bi_list, bi_zs_list)
+	#bsp_state_list = chan.get_bsp_state(df)
+	#for bsp in bsp_list:
+		#print(bsp.end_time, bsp.type, bsp.dir)
+	# 添加买卖点识别
+	for bi in bi_list:
+		bi.cal_macdhist()
+	for bi in bi_list:
+		bi.cal_macd_div()
+		#print(bi.start_time, bi.macd_hist, bi.macd_div)
+	
+	# 添加ChanMACD分析（复用 get_klc_list 内已算好的结果，避免同周期二次全量分析）
+	chan_macd = None
+	chan_macd_data = {}
+	try:
+		
+		if klu_list and len(klu_list) > 0:
+			print(f"获取到KLU列表，长度: {len(klu_list)}")
+			chan_macd = getattr(chan, '_last_chan_macd', None)
+			if chan_macd is None:
+				chan_macd = ChanMACD(klu_list)
+			chan_macd_data = {
+				'seg_list': chan_macd.seg_list,
+				'unittf_list': chan_macd.unittf_list,
+				'histset_list': chan_macd.histset_list,
+				'klu_list': chan_macd.klu_list,
+				'high_position_list': chan_macd.high_position_list,
+				'high_empty_list': chan_macd.high_empty_list,
+				'low_position_list': getattr(chan_macd, 'low_position_list', []),
+				'low_empty_list': getattr(chan_macd, 'low_empty_list', []),
+				'return_zero_list': chan_macd.return_zero_list,
+				'cross0_up_list': chan_macd.cross0_up_list,
+				'cross0_down_list': chan_macd.cross0_down_list
+			}
+			print(f"ChanMACD分析完成: seg={len(chan_macd.seg_list)}, unittf={len(chan_macd.unittf_list)}, histset={len(chan_macd.histset_list)}")
+		else:
+			print("未能获取KLU列表或列表为空")
+			chan_macd_data = {
+				'seg_list': [],
+				'unittf_list': [],
+				'histset_list': [],
+				'high_position_list': [],
+				'high_empty_list': [],
+				'return_zero_list': [],
+				'cross0_up_list': [],
+				'cross0_down_list': []
+			}
+	except Exception as e:
+		print(f"ChanMACD分析出错: {e}")
+		import traceback
+		traceback.print_exc()
+		chan_macd_data = {
+			'seg_list': [],
+			'unittf_list': [],
+			'histset_list': [],
+			'high_position_list': [],
+			'high_empty_list': [],
+			'low_position_list': [],
+			'low_empty_list': [],
+			'return_zero_list': [],
+			'cross0_up_list': [],
+			'cross0_down_list': []
+		}
+	
+	# 提取K线分型信息
+	klc_fx_info = []
+	for klc in klc_list:
+		if hasattr(klc, 'klc_fx_type') and klc.klc_fx_type != Chan_KLC_FX.UNKNOWN:
+			try:
+				# 计算分型强度
+				fx_strength = 0
+				fx_strength_level = ""
+				is_strong_fx = False
+				
+				# 统一使用cal_fx_strength函数
+				if hasattr(klc, 'cal_fx_strength'):
+					fx_strength = klc.cal_fx_strength(5)
+				
+				# 尝试获取分型强度等级
+				if hasattr(klc, 'get_fx_strength_level'):
+					fx_strength_level = klc.get_fx_strength_level()
+				
+				# 尝试判断是否为强分型
+				if hasattr(klc, 'is_strong_fx'):
+					is_strong_fx = klc.is_strong_fx()
+				
+				# 如果分型强度小于1，设为0
+				if fx_strength < 1:
+					fx_strength = 0
+
+				# KLC 分型框（起止时间+高低价）：
+				# 仅使用 cal_fx_box 通过 display 条件后生成的 klc.fx_box。
+				# 若无 fx_box，则前端不应绘制分型框。
+				fx_box = getattr(klc, 'fx_box', None)
+				box_start_time = getattr(fx_box, 'start_time', None) if fx_box else None
+				box_end_time = getattr(fx_box, 'end_time', None) if fx_box else None
+				box_high = getattr(fx_box, 'high', None) if fx_box else None
+				box_low = getattr(fx_box, 'low', None) if fx_box else None
+
+				if klc.bb_out:
+					klc_fx_info.append({
+						'time': klc.end_time,
+						'price': klc.low if klc.fx == Chan_FX_TYPE.BOTTOM else klc.high,
+						'fx_type': str(klc.klc_fx_type).replace("Chan_KLC_FX.", ""),
+						'is_bottom': klc.fx == Chan_FX_TYPE.BOTTOM,
+						'fx_strength': fx_strength,           # 分型强度分数 (0-100)
+						'fx_strength_level': fx_strength_level,  # 分型强度等级 (极强/强/中等/弱/极弱)
+						'is_strong_fx': is_strong_fx,        # 是否为强分型
+
+						# 虚线分型框信息（给前端画框用）
+						'start_time': box_start_time,
+						'end_time': box_end_time,
+						'high': float(box_high) if box_high is not None else None,
+						'low': float(box_low) if box_low is not None else None,
+					})
+			except Exception as e:
+				# 如果出错，仍然添加基本信息，但分型强度为0
+				fx_box = getattr(klc, 'fx_box', None)
+				box_start_time = getattr(fx_box, 'start_time', None) if fx_box else None
+				box_end_time = getattr(fx_box, 'end_time', None) if fx_box else None
+				box_high = getattr(fx_box, 'high', None) if fx_box else None
+				box_low = getattr(fx_box, 'low', None) if fx_box else None
+
+				klc_fx_info.append({
+					'time': klc.end_time,
+					'price': klc.low if klc.fx == Chan_FX_TYPE.BOTTOM else klc.high,
+					'fx_type': str(klc.klc_fx_type).replace("Chan_KLC_FX.", ""),
+					'is_bottom': klc.fx == Chan_FX_TYPE.BOTTOM,
+					'fx_strength': 0,
+					'fx_strength_level': "",
+					'is_strong_fx': False,
+
+					# 虚线分型框信息（给前端画框用）
+					'start_time': box_start_time,
+					'end_time': box_end_time,
+					'high': float(box_high) if box_high is not None else None,
+					'low': float(box_low) if box_low is not None else None,
+				})
+	
+	
+	return {
+		'klc_list': klc_list,
+		'klu_list': klu_list,  # 添加KLU列表
+		'bi_list': bi_list,
+		'seg_list': seg_list,
+		'zs_list': zs_list,
+		'bi_zs_list': bi_zs_list,  # 添加BI中枢列表
+		'bsp_list': bsp_list,  # 添加买卖点列表
+		'klc_fx_info': klc_fx_info,  # KLC分型信息
+		'chan_macd': chan_macd_data,   # 添加ChanMACD分析数据
+		'ema52_dict': ema52_dict  # 添加多时间周期EMA52数据
+	}
+
+def classify_trend_stage(df):
+	"""根据 EMA 斜率与多空排列判断趋势方向与阶段
+	返回: direction in {"bull","bear","sideways"}, stage in {"early","mid","late"}, strength_score (0-100)
+	"""
+	if df is None or len(df) < 60:
+		return "sideways", "early", 0
+
+	# 使用 EMA5/10/24/52
+	closes = df['close'].values
+	ema5 = df['ema5'].values if 'ema5' in df else ta.EMA(df, timeperiod=5)
+	ema10 = df['ema10'].values if 'ema10' in df else ta.EMA(df, timeperiod=10)
+	ema24 = df['ema24'].values if 'ema24' in df else ta.EMA(df, timeperiod=24)
+	ema52 = df['ema52'].values if 'ema52' in df else ta.EMA(df, timeperiod=52)
+
+	# 最近N根用于斜率与排列判定
+	lookback = min(30, len(df) - 1)
+	if lookback <= 5:
+		return "sideways", "early", 0
+
+	# 简单斜率: 最近k根的线性变化率近似
+	def slope(arr, k=10):
+		k = min(k, len(arr) - 1)
+		if k < 2:
+			return 0.0
+		y = arr[-k:]
+		x = np.arange(k)
+		# 最小二乘拟合斜率
+		denom = np.dot(x - x.mean(), x - x.mean())
+		if denom == 0:
+			return 0.0
+		m = np.dot(y - y.mean(), x - x.mean()) / denom
+		return float(m)
+
+	k_slope = 12  # 斜率窗口
+	s5 = slope(ema5, k_slope)
+	s10 = slope(ema10, k_slope)
+	s24 = slope(ema24, k_slope)
+	s52 = slope(ema52, k_slope)
+
+	# 多空排列
+	last5, last10, last24, last52 = ema5[-1], ema10[-1], ema24[-1], ema52[-1]
+	bull_stack = last5 > last10 > last24 > last52
+	bear_stack = last5 < last10 < last24 < last52
+
+	# 波动性与动量增强: MACD 柱体最近均值
+	macdhist = df['macdhist'].values if 'macdhist' in df else calculate_macd(df)['histogram']
+	hist_recent = macdhist[-lookback:]
+	hist_power = float(np.mean(np.abs(hist_recent))) if len(hist_recent) else 0.0
+
+	# 方向
+	if bull_stack and s24 > 0 and s52 > 0:
+		direction = "bull"
+	elif bear_stack and s24 < 0 and s52 < 0:
+		direction = "bear"
+	else:
+		# 用价格相对 EMA52 辅助
+		if closes[-1] > last52 and (s24 + s52) > 0:
+			direction = "bull"
+		elif closes[-1] < last52 and (s24 + s52) < 0:
+			direction = "bear"
+		else:
+			direction = "sideways"
+
+	# 阶段: 依据（斜率大小、与EMA52距离、MACD柱体扩张/收敛）
+	dist52 = float((closes[-1] - last52) / last52) if last52 else 0.0
+	slope_score = max(0.0, (abs(s24) + abs(s52)) * 1000.0)  # 归一化
+	dist_score = min(50.0, abs(dist52) * 200.0)
+	hist_score = min(30.0, hist_power * 10.0)
+	strength = float(min(100.0, slope_score + dist_score + hist_score))
+
+	# 简单阶段判定
+	if direction == "sideways":
+		stage = "early"
+		strength = min(strength, 30.0)
+	else:
+		# 查看最近 hist 是否在扩大或收敛
+		if len(hist_recent) >= 6:
+			recent_growth = np.mean(np.abs(hist_recent[-3:])) - np.mean(np.abs(hist_recent[-6:-3]))
+		else:
+			recent_growth = 0.0
+
+		if recent_growth > 0 and abs(dist52) < 0.05:
+			stage = "early"
+		elif recent_growth > 0 and abs(dist52) >= 0.05:
+			stage = "mid"
+		else:
+			stage = "late"
+
+	return direction, stage, strength
+

web/services/runtime/indicators.py

@@ -0,0 +1,103 @@
+from __future__ import annotations
+
+import talib.abstract as ta
+from . import state
+
+def add_indicators(df):
+	macd = ta.MACD(df, fastperiod=state.macd_fast_period, slowperiod=state.macd_slow_period, signalperiod=state.macd_signal_period)
+
+	df['macd'] = macd['macd']
+	df['macdsignal'] = macd['macdsignal']
+	df['macdhist'] = macd['macdhist']
+	df['ma5'] = (ta.MA(df, timeperiod=5)).fillna(0)
+	df['ma10'] = (ta.MA(df, timeperiod=10)).fillna(0)
+	df['ma30'] = (ta.EMA(df, timeperiod=30)).fillna(0)
+	df['ma250'] = (ta.MA(df, timeperiod=250)).fillna(0)
+	# 新增 EMA 指标
+	df['ema5'] = (ta.EMA(df, timeperiod=5)).fillna(0)
+	df['ema10'] = (ta.EMA(df, timeperiod=10)).fillna(0)
+	df['ema24'] = (ta.EMA(df, timeperiod=24)).fillna(0)
+	df['ema52'] = (ta.EMA(df, timeperiod=52)).fillna(0)
+	df['ema26'] = (ta.EMA(df, timeperiod=26)).fillna(0)
+	df['ema13'] = (ta.EMA(df, timeperiod=13)).fillna(0)
+	df['ema7'] = (ta.EMA(df, timeperiod=7)).fillna(0)
+	df['ema104'] = (ta.EMA(df, timeperiod=104)).fillna(0)
+	df['ema156'] = (ta.EMA(df, timeperiod=156)).fillna(0)
+	df['ema208'] = (ta.EMA(df, timeperiod=208)).fillna(0)
+	# 常用SMA 24/52
+	try:
+		df['sma24'] = (ta.SMA(df, timeperiod=24)).fillna(0)
+		df['sma52'] = (ta.SMA(df, timeperiod=52)).fillna(0)
+	except Exception:
+		df['sma24'] = 0
+		df['sma52'] = 0
+	df['rsi'] = ta.RSI(df, timeperiod=14)
+	
+	# 计算布林带 (当前周期 - 20周期，2标准差)
+	bb = ta.BBANDS(df, timeperiod=365, nbdevup=3.0, nbdevdn=3.0, matype=0)
+	df['bb_upper'] = bb['upperband'].fillna(0)
+	df['bb_middle'] = bb['middleband'].fillna(0)
+	df['bb_lower'] = bb['lowerband'].fillna(0)
+	bb30 = ta.BBANDS(df, timeperiod=41, nbdevup=2.3, nbdevdn=2.3, matype=0)
+	#bb30 = ta.BBANDS(df, timeperiod=20, nbdevup=2.0, nbdevdn=2.0, matype=0)
+	df['bbup30'] = bb30['upperband'].fillna(0)
+	df['bblow30'] = bb30['lowerband'].fillna(0)
+	bb302 = ta.BBANDS(df, timeperiod=41, nbdevup=2.0, nbdevdn=2.0, matype=0)
+	#bb302 = ta.BBANDS(df, timeperiod=20, nbdevup=2.0, nbdevdn=2.0, matype=0)
+	df['bbup302'] = bb302['upperband'].fillna(0)
+	df['bblow302'] = bb302['lowerband'].fillna(0)
+	# 计算次周期布林带 (14周期，2标准差)
+	bb_element = ta.BBANDS(df, timeperiod=14, nbdevup=2.0, nbdevdn=2.0, matype=0)
+	df['element_bb_upper'] = bb_element['upperband'].fillna(0)
+	df['element_bb_middle'] = bb_element['middleband'].fillna(0)
+	df['element_bb_lower'] = bb_element['lowerband'].fillna(0)
+	
+	df['macd'] = df['macd'].fillna(0)
+	df['macdsignal'] = df['macdsignal'].fillna(0)
+	df['macdhist'] = df['macdhist'].fillna(0)
+	df['ma5'] = df['ma5'].fillna(0)
+	df['ma10'] = df['ma10'].fillna(0)
+	df['ma30'] = df['ma30'].fillna(0)
+	df['ma250'] = df['ma250'].fillna(0)
+	df['ema5'] = df['ema5'].fillna(0)
+	df['ema10'] = df['ema10'].fillna(0)
+	df['ema24'] = df['ema24'].fillna(0)
+	df['ema52'] = df['ema52'].fillna(0)
+	df['sma24'] = df['sma24'].fillna(0)
+	df['sma52'] = df['sma52'].fillna(0)
+	df['rsi'] = df['rsi'].fillna(0)
+	df['avg_volume'] = df['volume'].rolling(10).mean()
+	# 计算量比，避免产生Infinity值
+	df['volume_ratio'] = df['volume'] / df['avg_volume']
+	# 填充缺失值（前N根K线）
+	df['volume_ratio'] = df['volume_ratio'].fillna(1.0)
+	df['avg_volume'] = df['avg_volume'].fillna(0)
+	
+	# 处理Infinity和-Infinity值
+	df['volume_ratio'] = df['volume_ratio'].replace([float('inf'), float('-inf')], 1.0)
+	
+	# 计算ATR (Average True Range) - 14周期
+	df['atr'] = ta.ATR(df, timeperiod=14)
+	df['atr'] = df['atr'].fillna(0)
+	bb2633 = ta.BBANDS(df, timeperiod=26, nbdevup=3.0, nbdevdn=3.0, matype=0)
+	bbp2633 = (df['close'] - bb2633['lowerband']) / (bb2633['upperband'] - bb2633['lowerband'])
+	df['bb2633upper'] = bb2633['upperband'].fillna(0)
+	df['bb2633lower'] = bb2633['lowerband'].fillna(0)
+	df['bbp2633'] = bbp2633.fillna(0)
+	df['bb2633middle'] = bb2633['middleband'].fillna(0)
+	return df
+
+def calculate_macd(df):
+	"""计算MACD指标"""
+	exp1 = df['close'].ewm(span=state.macd_fast_period, adjust=False).mean()
+	exp2 = df['close'].ewm(span=state.macd_slow_period, adjust=False).mean()
+	macd = exp1 - exp2
+	signal = macd.ewm(span=state.macd_signal_period, adjust=False).mean()
+	histogram = macd - signal
+	
+	return {
+		'macd': macd.tolist(),
+		'signal': signal.tolist(),
+		'histogram': histogram.tolist()
+	}
+

web/services/runtime/market_data.py

@@ -0,0 +1,321 @@
+from __future__ import annotations
+
+import logging
+import time
+from datetime import datetime, timedelta
+
+import pandas as pd
+import requests
+
+from config import DATA_SERVICE_URL
+from . import state
+from .state import DEFAULT_SYMBOLS, DEFAULT_TIMEFRAME_LABELS
+from .timeframes import build_timeframe_labels
+
+logger = logging.getLogger(__name__)
+
+def _parse_time_input(value):
+	if value in (None, '', 0):
+		return None
+	try:
+		return int(float(value))
+	except (ValueError, TypeError):
+		return None
+
+
+def refresh_data_service_metadata(force=False):
+	"""刷新数据服务提供的交易对与周期元信息。"""
+	now = time.time()
+	if not force and state.DATA_SERVICE_AVAILABLE and now - state.SERVICE_METADATA_LAST_REFRESH < 60:
+		return True
+	try:
+		resp = requests.get(f"{DATA_SERVICE_URL}/health", timeout=5)
+		resp.raise_for_status()
+		payload = resp.json()
+		service_symbols = payload.get("symbols") or payload.get("symbol_list") or []
+		base_timeframes = payload.get("timeframes") or payload.get("base_timeframes") or []
+		derived = payload.get("derived_timeframes") or []
+		service_timeframes = list(base_timeframes)
+		for tf in derived:
+			if tf not in service_timeframes:
+				service_timeframes.append(tf)
+		if service_symbols:
+			state.SYMBOLS[:] = service_symbols
+		if service_timeframes:
+			state.TIMEFRAMES.clear()
+			state.TIMEFRAMES.update(build_timeframe_labels(service_timeframes))
+		state.DATA_SERVICE_AVAILABLE = True
+		state.SERVICE_METADATA_LAST_REFRESH = now
+		return True
+	except Exception as exc:
+		logger.warning("无法加载数据服务元信息: %s", exc)
+		if not state.DATA_SERVICE_AVAILABLE:
+			state.TIMEFRAMES.clear()
+			state.TIMEFRAMES.update(DEFAULT_TIMEFRAME_LABELS)
+			state.SYMBOLS[:] = DEFAULT_SYMBOLS
+		state.DATA_SERVICE_AVAILABLE = False
+		return False
+
+
+def _fetch_kl_from_datasvc(symbol, timeframe, start_ms=None, end_ms=None, limit=None):
+	params = {"symbol": symbol, "tf": timeframe}
+	if start_ms is not None:
+		params["start"] = int(start_ms)
+	if end_ms is not None:
+		params["end"] = int(end_ms)
+	if limit is not None:
+		params["limit"] = limit
+	resp = requests.get(f"{DATA_SERVICE_URL}/api/candles", params=params, timeout=10)
+	resp.raise_for_status()
+	data = resp.json()
+	if not data:
+		return None
+	df = pd.DataFrame(data)
+	if df.empty or "timestamp" not in df.columns:
+		return None
+	numeric_cols = ["open", "high", "low", "close", "volume"]
+	df["timestamp"] = pd.to_numeric(df["timestamp"], errors="coerce")
+	df = df.dropna(subset=["timestamp"])
+	df["timestamp"] = df["timestamp"].astype("int64")
+	for col in numeric_cols:
+		if col in df.columns:
+			df[col] = pd.to_numeric(df[col], errors="coerce")
+	df = df.dropna(subset=numeric_cols)
+	df = df.sort_values("timestamp")
+	if limit and len(df) > limit:
+		df = df.tail(limit)
+	df = df.reset_index(drop=True)
+	df["date"] = pd.to_datetime(df["timestamp"], unit='ms', utc=True).dt.tz_convert('Asia/Shanghai')
+	return df
+
+
+# 模块加载时尝试预取一次元信息，但失败不阻塞后续流程
+refresh_data_service_metadata(force=True)
+
+# A股热门股票
+# 模板中 A 股下拉仅放默认一项；用户切换到「A股」时由前端请求 /api/a_stocks 填充全市场（约 5500+）
+A_STOCK_SYMBOLS = [{'symbol': '000001', 'name': '平安银行'}]
+
+def detect_symbol_type(symbol):
+	"""检测交易对类型：crypto 或 a_stock"""
+	if '/' in symbol and 'USDT' in symbol:
+		return 'crypto'
+	elif len(symbol) == 6 and symbol.isdigit():
+		return 'a_stock'
+	else:
+		return 'unknown'
+
+def get_kl_data(symbol, timeframe, limit=100000, start_time=None, end_time=None):
+	"""获取K线数据，支持加密货币和A股"""
+	symbol_type = detect_symbol_type(symbol)
+	
+	if symbol_type == 'crypto':
+		return get_crypto_kl_data(symbol, timeframe, limit, start_time, end_time)
+	elif symbol_type == 'a_stock':
+		return get_a_stock_kl_data(symbol, timeframe, limit, start_time, end_time)
+	else:
+		return None
+
+def _get_crypto_kl_data_via_ccxt(symbol, timeframe, limit=100000, start_time=None, end_time=None):
+	"""获取加密货币K线数据，支持分页加载确保获取指定时间范围内的所有数据"""
+	try:
+		# 初始化参数
+		since = None
+		if start_time:
+			try:
+				since = int(start_time)
+			except ValueError:
+				pass
+		
+		# 结束时间处理
+		until = None
+		if end_time:
+			try:
+				until = int(end_time)
+			except ValueError:
+				pass
+		
+		# 根据时间周期调整每次请求的数据量
+		batch_size = 1000  # 默认批次大小
+		if timeframe in ['1m', '3m', '5m']:
+			batch_size = 1000  # 分钟级数据减少批次大小
+		elif timeframe in ['15m', '30m', '1h']:
+			batch_size = 1000
+		else:
+			batch_size = 1500  # 日线及以上可以获取更多
+		batch_size = 1500  # 默认批次大小
+		# 初始化存储所有K线数据的列表
+		all_ohlcv = []
+		
+		# 初始化当前查询的开始时间
+		current_since = since
+		
+		# 添加请求计数和最大限制
+		request_count = 0
+		max_requests = 300  # 最大请求次数，防止无限循环
+		
+		# 分页加载数据
+		while request_count < max_requests:
+			request_count += 1
+			
+			try:
+				# 获取当前页的数据
+				ohlcv = state.exchange.fetch_ohlcv(symbol, timeframe, since=current_since, limit=batch_size)
+				
+				# 如果没有获取到数据，结束循环
+				if not ohlcv or len(ohlcv) == 0:
+					break
+					
+				# 将获取到的数据添加到总列表中
+				all_ohlcv.extend(ohlcv)
+				
+				# 获取最后一条数据的时间戳
+				last_timestamp = ohlcv[-1][0]
+				
+				# 如果已达到结束时间，结束循环
+				if until and last_timestamp >= until:
+					break
+					
+				# 如果获取的数据条数小于限制数，说明已经获取完所有数据
+				if len(ohlcv) < batch_size:
+					break
+					
+				# 更新下一页的开始时间（加1毫秒避免重复）
+				current_since = last_timestamp + 1
+				
+			except Exception as e:
+				# 如果单个批次失败，继续尝试下一个批次
+				if current_since:
+					# 尝试增加时间跳过可能的问题时间点
+					current_since += 60000  # 跳过1分钟
+				else:
+					break
+			
+			# 防止API请求过于频繁
+			time.sleep(0.3)  # 减少到0.3秒提高效率
+		
+		# 数据为空的情况
+		if not all_ohlcv or len(all_ohlcv) == 0:
+			return None
+		
+		# 转换为DataFrame
+		df = pd.DataFrame(all_ohlcv, columns=['timestamp', 'open', 'high', 'low', 'close', 'volume'])
+		df['date'] = pd.to_datetime(df['timestamp'], unit='ms').dt.tz_localize('UTC').dt.tz_convert('Asia/Shanghai')
+		
+		# 在客户端进行结束时间过滤
+		if until:
+			df = df[df['timestamp'] <= until]
+			
+		# 去除重复数据
+		df = df.drop_duplicates(subset=['timestamp'])
+		
+		# 按时间排序
+		df = df.sort_values('timestamp')
+		
+		# 限制数据条数的逻辑 - 优先考虑时间范围
+		if start_time and end_time:
+			# 如果指定了明确的时间范围，返回该时间范围内的所有数据
+			if len(df) > 100000:  # 防止数据量过大，设置一个合理的上限
+				df = df.tail(100000).reset_index(drop=True)
+		elif limit and len(df) > limit:
+			# 如果没有指定明确时间范围，使用默认的limit限制
+			df = df.tail(limit).reset_index(drop=True)
+		
+		# 如果过滤后没有数据，返回None
+		if len(df) == 0:
+			return None
+		return df
+		
+	except Exception as e:
+		return None
+
+
+def get_crypto_kl_data(symbol, timeframe, limit=100000, start_time=None, end_time=None):
+	"""优先通过本地数据服务获取加密货币K线，失败时回退至交易所API。"""
+	start_ms = _parse_time_input(start_time)
+	end_ms = _parse_time_input(end_time)
+
+	refresh_data_service_metadata()
+	if state.DATA_SERVICE_AVAILABLE:
+		try:
+			df = _fetch_kl_from_datasvc(
+				symbol=symbol,
+				timeframe=timeframe,
+				start_ms=start_ms,
+				end_ms=end_ms,
+				limit=limit,
+			)
+			if df is not None and not df.empty:
+				return df
+		except Exception as exc:
+			logger.warning("数据服务请求失败，准备回退至交易所 API：%s", exc)
+
+	return _get_crypto_kl_data_via_ccxt(symbol, timeframe, limit, start_time, end_time)
+
+
+def get_a_stock_kl_data(symbol, timeframe, limit=100000, start_time=None, end_time=None):
+	"""获取A股K线数据"""
+	try:
+		# 处理时间戳参数转换为日期字符串
+		start_date = None
+		end_date = None
+		
+		if start_time:
+			try:
+				# 尝试解析时间戳（毫秒）
+				start_timestamp = int(start_time)
+				start_date = datetime.fromtimestamp(start_timestamp / 1000).strftime('%Y-%m-%d')
+			except (ValueError, TypeError):
+				# 如果不是时间戳，尝试解析datetime-local格式 (YYYY-MM-DDTHH:MM)
+				try:
+					if 'T' in str(start_time):
+						# datetime-local格式：2025-05-19T06:07
+						start_date = str(start_time).split('T')[0]  # 只取日期部分
+					else:
+						start_date = str(start_time)
+				except:
+					start_date = start_time
+		
+		if end_time:
+			try:
+				# 尝试解析时间戳（毫秒）
+				end_timestamp = int(end_time)
+				end_date = datetime.fromtimestamp(end_timestamp / 1000).strftime('%Y-%m-%d')
+			except (ValueError, TypeError):
+				# 如果不是时间戳，尝试解析datetime-local格式
+				try:
+					if 'T' in str(end_time):
+						# datetime-local格式：2025-05-26T06:07
+						end_date = str(end_time).split('T')[0]  # 只取日期部分
+					else:
+						end_date = str(end_time)
+				except:
+					end_date = end_time
+		
+		# 如果用户指定了时间范围，优先获取该范围内的所有数据
+		actual_limit = limit
+		if start_date and end_date:
+			actual_limit = None  # 不限制数据条数，获取完整时间范围数据
+		
+		# 调用A股数据获取器
+		df = state.china_stock.get_kl_data(symbol, timeframe, start_date, end_date, actual_limit)
+		
+		if df is None:
+			return None
+		return df
+		
+	except Exception as e:
+		return None
+
+def load_crypto_symbols(limit=200):
+	"""加载常见USDT永续合约交易对，返回列表"""
+	refresh_data_service_metadata()
+	if state.SYMBOLS:
+		return state.SYMBOLS[:limit]
+	try:
+		markets = state.exchange.load_markets()
+		symbols = [s for s in markets.keys() if '/USDT' in s and ':USDT' in s]
+		return symbols[:limit]
+	except Exception:
+		return DEFAULT_SYMBOLS[:limit]
+

web/services/runtime/serialize.py

@@ -0,0 +1,300 @@
+from __future__ import annotations
+
+import pandas as pd
+
+from chanlun.core.ChanEnum import Chan_BI_DIR, Chan_SEG_DIR, Chan_MACDSEG_DIR, Chan_MACDHISTSET_DIR
+
+# 辅助函数，转换缠论方向枚举为整数
+def convert_direction(direction):
+	"""转换方向枚举为数字"""
+	if direction == Chan_BI_DIR.UP or direction == Chan_SEG_DIR.UP:
+		return 1
+	elif direction == Chan_BI_DIR.DOWN or direction == Chan_SEG_DIR.DOWN:
+		return -1
+	else:
+		return 0
+
+def format_time_safely(time_obj, client_tz):
+	"""安全地格式化时间对象，处理字符串和datetime两种情况"""
+	if time_obj is None:
+		return None
+		
+	if isinstance(time_obj, str):
+		# 尝试将字符串解析为datetime
+		try:
+			from dateutil import parser
+			time_obj = parser.parse(time_obj)
+			return time_obj.astimezone(client_tz).isoformat()
+		except:
+			return time_obj
+	else:
+		# 已经是datetime对象
+		return time_obj.astimezone(client_tz).isoformat()
+
+def serialize_chan_macd_data(chan_macd_data, client_tz):
+	"""序列化ChanMACD数据为JSON可序列化格式"""
+	serialized_data = {
+		'seg_list': [],
+		'unittf_list': [],
+		'histset_list': [],
+		# 状态标记数据
+		'high_position_list': [],
+		'high_empty_list': [],
+		'low_position_list': [],
+		'low_empty_list': [],
+		'return_zero_list': [],
+		'cross0_up_list': [],
+		'cross0_down_list': [],
+		# 新增：输出KLU的继续背驰/分离背驰标志
+		'klu_list': []
+	}
+	
+	# 序列化seg_list
+	for seg in chan_macd_data.get('seg_list', []):
+		try:
+			seg_data = {
+				'start_time': format_time_safely(seg.start_time, client_tz),
+				'end_time': format_time_safely(seg.end_time, client_tz) if seg.end_time else None,
+				'seg_dir': 'ABOVE' if seg.seg_dir == Chan_MACDSEG_DIR.ABOVE else 'UNDER',
+				'klu_count': len(seg.klu_list) if hasattr(seg, 'klu_list') else 0,
+				'unittf_count': len(seg.unittf_list) if hasattr(seg, 'unittf_list') else 0,
+				'histset_count': len(seg.hist_set) if hasattr(seg, 'hist_set') else 0
+			}
+			serialized_data['seg_list'].append(seg_data)
+		except Exception as e:
+			print(f"序列化seg出错: {e}")
+			continue
+	
+	# 序列化unittf_list（兼容新结构与枚举类型）
+	for unittf in chan_macd_data.get('unittf_list', []):
+		try:
+			dir_value = getattr(unittf, 'uinttf_dir', None)
+			dir_name = getattr(dir_value, 'name', dir_value if isinstance(dir_value, str) else None)
+			start_t = getattr(unittf, 'start_type', None)
+			start_type = getattr(start_t, 'name', start_t)
+			end_t = getattr(unittf, 'end_type', None)
+			end_type = getattr(end_t, 'name', end_t)
+			peak_abs = getattr(unittf, 'peak_abs', None)
+			if peak_abs is None:
+				peak_abs = getattr(unittf, 'peak_hist', None)
+			length = getattr(unittf, 'length', None)
+			if length is None:
+				length = len(unittf.klu_list) if hasattr(unittf, 'klu_list') else None
+
+			unittf_data = {
+				'start_time': format_time_safely(getattr(unittf, 'start_time', None), client_tz),
+				'end_time': format_time_safely(getattr(unittf, 'end_time', None), client_tz) if getattr(unittf, 'end_time', None) else None,
+				'dir': dir_name,  # 'ABOVE' | 'UNDER' | None
+				'start_type': start_type,  # e.g. 'START' | 'CROSS0' | 'NEAR0_UP' | 'NEAR0_DOWN'
+				'end_type': end_type,
+				'invalid': getattr(unittf, 'invalid', False),
+				'peak_abs': peak_abs,
+				'length': length,
+				'klu_count': len(unittf.klu_list) if hasattr(unittf, 'klu_list') else 0,
+				'histset_count': len(unittf.histset_list) if hasattr(unittf, 'histset_list') else 0
+			}
+			serialized_data['unittf_list'].append(unittf_data)
+		except Exception as e:
+			print(f"序列化unittf出错: {e}")
+			continue
+	
+	# 序列化histset_list
+	for histset in chan_macd_data.get('histset_list', []):
+		try:
+			histset_data = {
+				'start_time': format_time_safely(getattr(histset, 'start_time', None), client_tz),
+				'end_time': format_time_safely(getattr(histset, 'end_time', None), client_tz),
+				'histset_dir': 'ABOVE' if histset.histset_dir == Chan_MACDHISTSET_DIR.ABOVE else 'UNDER',
+				'klu_count': len(histset.klu_list) if hasattr(histset, 'klu_list') else 0
+			}
+			serialized_data['histset_list'].append(histset_data)
+		except Exception as e:
+			print(f"序列化histset出错: {e}")
+			continue
+	
+	# 序列化状态标记数据
+	# 序列化高位列表
+	for high_pos in chan_macd_data.get('high_position_list', []):
+		try:
+			high_pos_data = {
+				'time': format_time_safely(high_pos['time'], client_tz),
+				'end_time': format_time_safely(high_pos.get('end_time'), client_tz) if high_pos.get('end_time') else None,
+				'type': high_pos.get('type', 'start'),
+				'macd': high_pos.get('macd'),
+				'signal': high_pos.get('signal'),
+				'macdhist': high_pos.get('macdhist'),
+				'end_macd': high_pos.get('end_macd'),
+				'end_signal': high_pos.get('end_signal'),
+				'end_macdhist': high_pos.get('end_macdhist')
+			}
+			serialized_data['high_position_list'].append(high_pos_data)
+		except Exception as e:
+			print(f"序列化high_position出错: {e}")
+			continue
+	
+	# 序列化高位空列表
+	for high_empty in chan_macd_data.get('high_empty_list', []):
+		try:
+			high_empty_data = {
+				'time': format_time_safely(high_empty['time'], client_tz),
+				'end_time': format_time_safely(high_empty.get('end_time'), client_tz) if high_empty.get('end_time') else None,
+				'type': high_empty.get('type', 'start'),
+				'macd': high_empty.get('macd'),
+				'signal': high_empty.get('signal'),
+				'macdhist': high_empty.get('macdhist'),
+				'end_macd': high_empty.get('end_macd'),
+				'end_signal': high_empty.get('end_signal'),
+				'end_macdhist': high_empty.get('end_macdhist')
+			}
+			serialized_data['high_empty_list'].append(high_empty_data)
+		except Exception as e:
+			print(f"序列化high_empty出错: {e}")
+			continue
+	
+	# 序列化低位与低位空
+	for low_pos in chan_macd_data.get('low_position_list', []):
+		try:
+			low_pos_data = {
+				'time': format_time_safely(low_pos['time'], client_tz),
+				'end_time': format_time_safely(low_pos.get('end_time'), client_tz) if low_pos.get('end_time') else None,
+				'type': low_pos.get('type', 'start'),
+				'macd': low_pos.get('macd'),
+				'signal': low_pos.get('signal'),
+				'macdhist': low_pos.get('macdhist'),
+				'end_macd': low_pos.get('end_macd'),
+				'end_signal': low_pos.get('end_signal'),
+				'end_macdhist': low_pos.get('end_macdhist')
+			}
+			serialized_data['low_position_list'].append(low_pos_data)
+		except Exception as e:
+			print(f"序列化low_position出错: {e}")
+			continue
+
+	for low_empty in chan_macd_data.get('low_empty_list', []):
+		try:
+			low_empty_data = {
+				'time': format_time_safely(low_empty['time'], client_tz),
+				'end_time': format_time_safely(low_empty.get('end_time'), client_tz) if low_empty.get('end_time') else None,
+				'type': low_empty.get('type', 'start'),
+				'macd': low_empty.get('macd'),
+				'signal': low_empty.get('signal'),
+				'macdhist': low_empty.get('macdhist'),
+				'end_macd': low_empty.get('end_macd'),
+				'end_signal': low_empty.get('end_signal'),
+				'end_macdhist': low_empty.get('end_macdhist')
+			}
+			serialized_data['low_empty_list'].append(low_empty_data)
+		except Exception as e:
+			print(f"序列化low_empty出错: {e}")
+			continue
+
+	# 序列化归零轴列表
+	for return_zero in chan_macd_data.get('return_zero_list', []):
+		try:
+			return_zero_data = {
+				'time': format_time_safely(return_zero['time'], client_tz),
+				'end_time': format_time_safely(return_zero.get('end_time'), client_tz) if return_zero.get('end_time') else None,
+				'type': return_zero.get('type', 'start'),
+				'macd': return_zero.get('macd'),
+				'signal': return_zero.get('signal'),
+				'macdhist': return_zero.get('macdhist'),
+				'end_macd': return_zero.get('end_macd'),
+				'end_signal': return_zero.get('end_signal'),
+				'end_macdhist': return_zero.get('end_macdhist')
+			}
+			serialized_data['return_zero_list'].append(return_zero_data)
+		except Exception as e:
+			print(f"序列化return_zero出错: {e}")
+			continue
+	
+	# 序列化穿越零轴列表
+	for cross0_up in chan_macd_data.get('cross0_up_list', []):
+		try:
+			cross0_up_data = {
+				'time': format_time_safely(cross0_up['time'], client_tz),
+				'type': cross0_up.get('type', 'start'),
+				'macd': cross0_up.get('macd'),
+				'signal': cross0_up.get('signal'),
+				'macdhist': cross0_up.get('macdhist')
+			}
+			serialized_data['cross0_up_list'].append(cross0_up_data)
+		except Exception as e:
+			print(f"序列化cross0_up出错: {e}")
+			continue
+	
+	for cross0_down in chan_macd_data.get('cross0_down_list', []):
+		try:
+			cross0_down_data = {
+				'time': format_time_safely(cross0_down['time'], client_tz),
+				'type': cross0_down.get('type', 'start'),
+				'macd': cross0_down.get('macd'),
+				'signal': cross0_down.get('signal'),
+				'macdhist': cross0_down.get('macdhist')
+			}
+			serialized_data['cross0_down_list'].append(cross0_down_data)
+		except Exception as e:
+			print(f"序列化cross0_down出错: {e}")
+			continue
+
+	# 序列化 KLU 列表（仅导出需要的时间与背驰标志）
+	for klu in chan_macd_data.get('klu_list', []):
+		try:
+			serialized_data['klu_list'].append({
+				'time': format_time_safely(getattr(klu, 'time', None), client_tz),
+				'continue_div': bool(getattr(klu, 'continue_div', False)),
+				'separate_div': int(getattr(klu, 'separate_div', 0)) if getattr(klu, 'separate_div', 0) is not None else 0,
+				'near0_return': int(getattr(klu, 'near0_return', 0)) if getattr(klu, 'near0_return', 0) is not None else 0
+			})
+		except Exception as e:
+			print(f"序列化klu出错: {e}")
+			continue
+	
+	return serialized_data
+
+def clean_dataframe_for_json(df):
+	"""清理DataFrame数据用于JSON序列化"""
+	# 创建副本避免修改原始数据
+	clean_df = df.copy()
+	
+	# 替换NaN值为None
+	clean_df = clean_df.where(pd.notnull(clean_df), None)
+	
+	return clean_df
+
+def get_uncompleted_seg_list(seg_list, client_tz):
+	"""获取未完成线段列表，正确处理倒数第二个和最后一个未完成线段"""
+	uncompleted_segs = [seg for seg in seg_list if not seg.is_sure]
+	
+	if len(uncompleted_segs) == 0:
+		return []
+	
+	result = []
+	
+	for i, seg in enumerate(uncompleted_segs):
+		is_last = (i == len(uncompleted_segs) - 1)  # 是否为最后一个未完成线段
+		
+		seg_data = {
+			'start_time': seg.start_bi.start_klc.end_time if isinstance(seg.start_bi.start_klc.end_time, str) else seg.start_bi.start_klc.end_time.astimezone(client_tz).isoformat(),
+			'sure_time': format_time_safely(seg.sure_time, client_tz) if seg.sure_time else None,
+			'start_price': seg.start_bi.start_klc.low if convert_direction(seg.dir) == 1 else seg.start_bi.start_klc.high,
+			'direction': convert_direction(seg.dir)
+		}
+		
+		if is_last:
+			# 最后一个未完成线段：没有结束时间和价格
+			seg_data['end_time'] = None
+			seg_data['end_price'] = None
+		else:
+			# 倒数第二个及之前的未完成线段：使用实际的结束时间和价格
+			if seg.end_bi and seg.end_bi.end_klc:
+				seg_data['end_time'] = seg.end_bi.end_klc.end_time if isinstance(seg.end_bi.end_klc.end_time, str) else seg.end_bi.end_klc.end_time.astimezone(client_tz).isoformat()
+				seg_data['end_price'] = seg.end_bi.end_klc.high if convert_direction(seg.dir) == 1 else seg.end_bi.end_klc.low
+			else:
+				# 如果没有结束笔，设为None
+				seg_data['end_time'] = None
+				seg_data['end_price'] = None
+		
+		result.append(seg_data)
+	
+	return result
+

web/services/runtime/state.py

@@ -0,0 +1,70 @@
+from __future__ import annotations
+
+import sys
+import os
+from collections import OrderedDict
+import logging
+
+import ccxt
+
+_ROOT = os.path.dirname(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
+if _ROOT not in sys.path:
+	sys.path.append(_ROOT)
+
+from config import MACD_FAST, MACD_SLOW, MACD_SIGNAL, ccxt_proxies
+from services.cn_stock import ChinaStockData
+
+logger = logging.getLogger(__name__)
+
+class TRADE_POINT_TYPE:
+	BUY1 = 1   # 一类买点
+	BUY2 = 2   # 二类买点
+	BUY3 = 3   # 三类买点
+	SELL1 = -1  # 一类卖点
+	SELL2 = -2  # 二类卖点
+	SELL3 = -3  # 三类卖点
+
+
+
+# mutable runtime state
+macd_fast_period = MACD_FAST
+macd_slow_period = MACD_SLOW
+macd_signal_period = MACD_SIGNAL
+
+_proxies = ccxt_proxies()
+_exchange_kwargs = {"enableRateLimit": True}
+if _proxies:
+    _exchange_kwargs["proxies"] = _proxies
+exchange = ccxt.binance(_exchange_kwargs)
+
+china_stock = ChinaStockData()
+_zone_cache = {}
+
+DEFAULT_TIMEFRAME_LABELS = OrderedDict([
+    ("1m", "1分钟"),
+    ("3m", "3分钟"),
+    ("5m", "5分钟"),
+    ("15m", "15分钟"),
+    ("30m", "30分钟"),
+    ("1h", "1小时"),
+    ("2h", "2小时"),
+    ("4h", "4小时"),
+    ("6h", "6小时"),
+    ("8h", "8小时"),
+    ("12h", "12小时"),
+    ("1d", "日线"),
+    ("3d", "3日线"),
+    ("1w", "周线"),
+    ("1M", "月线"),
+])
+
+DEFAULT_SYMBOLS = [
+    'SOL/USDT:USDT', 'BTC/USDT:USDT', 'ETH/USDT:USDT', 'BNB/USDT:USDT', 'XRP/USDT:USDT', 'WIF/USDT:USDT',
+    'ADA/USDT:USDT', 'DOGE/USDT:USDT', 'AVAX/USDT:USDT', 'DOT/USDT:USDT', 'MATIC/USDT:USDT'
+]
+
+TIMEFRAMES = DEFAULT_TIMEFRAME_LABELS.copy()
+SYMBOLS = DEFAULT_SYMBOLS.copy()
+DATA_SERVICE_AVAILABLE = False
+SERVICE_METADATA_LAST_REFRESH = 0
+

web/services/runtime/timeframes.py

@@ -0,0 +1,128 @@
+from __future__ import annotations
+
+from collections import OrderedDict
+from .state import DEFAULT_TIMEFRAME_LABELS
+
+def _zone_cache_ttl(tf_name: str) -> int:
+	"""根据时间周期返回缓存过期时间（秒）"""
+	minutes = timeframe_to_minutes(tf_name) or 5
+	if minutes <= 5:
+		return 120      # 5m及以下: 2分钟
+	elif minutes <= 15:
+		return 300      # 15m: 5分钟
+	elif minutes <= 60:
+		return 600      # 1h: 10分钟
+	else:
+		return 1800     # 4h+: 30分钟
+
+
+def timeframe_to_minutes(tf: str):
+	"""将时间周期转换为分钟数，用于排序。"""
+	if not tf:
+		return None
+	unit = tf[-1]
+	try:
+		value = int(tf[:-1])
+	except (ValueError, TypeError):
+		return None
+	multiplier = {
+		'm': 1,
+		'h': 60,
+		'd': 1440,
+		'w': 10080,
+		'M': 43200,  # 30天近似
+	}.get(unit)
+	if multiplier is None:
+		return None
+	return value * multiplier
+
+
+def format_timeframe_label(tf: str) -> str:
+	"""将时间周期转换为可读标签。"""
+	if not tf:
+		return tf
+	unit = tf[-1]
+	try:
+		value = int(tf[:-1])
+	except (ValueError, TypeError):
+		return tf
+	if unit == 'm':
+		return f"{value}分钟"
+	if unit == 'h':
+		return f"{value}小时"
+	if unit == 'd':
+		return "日线" if value == 1 else f"{value}日线"
+	if unit == 'w':
+		return "周线" if value == 1 else f"{value}周线"
+	if unit == 'M':
+		return "月线" if value == 1 else f"{value}月线"
+	return tf
+
+
+def build_timeframe_labels(timeframes):
+	ordered = sorted(
+		timeframes,
+		key=lambda tf: timeframe_to_minutes(tf) if timeframe_to_minutes(tf) is not None else float('inf'),
+	)
+	labels = OrderedDict()
+	for tf in ordered:
+		labels[tf] = format_timeframe_label(tf)
+	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 ['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]
+
+	default_element = _prefer_smaller(['2h', '1h'], labels_ordered, default_main, timeframe_keys)
+	default_sub_sub = _prefer_smaller(['1h'], labels_ordered, default_element, timeframe_keys)
+
+	return default_main, default_element, default_sub_sub, timeframe_keys
+
+def is_smaller_timeframe(tf1, tf2):
+	"""判断时间周期tf1是否小于tf2"""
+	tf1_value = timeframe_to_minutes(tf1)
+	tf2_value = timeframe_to_minutes(tf2)
+	if tf1_value is None or tf2_value is None:
+		return False
+	return tf1_value < tf2_value
+
+def is_smaller_or_equal_timeframe(tf1, tf2):
+	"""判断时间周期tf1是否小于等于tf2"""
+	tf1_value = timeframe_to_minutes(tf1)
+	tf2_value = timeframe_to_minutes(tf2)
+	if tf1_value is None or tf2_value is None:
+		return False
+	return tf1_value <= tf2_value
+

web/static/js/app/chan_engine.js

@@ -981,19 +981,41 @@ function findBiCenters(biList) {
       var lows = biList_for_zs.map(function(bi) { return Math.min(bi.p0, bi.p1) })
       gg = Math.max.apply(null, highs)
       dd = Math.min.apply(null, lows)
-      endBiIdx = startIdx + addedAfterLeave.length
+      endBiIdx = startIdx + 2 + addedAfterLeave.length
+    }
+
+    var lastBiInCenter = biList_for_zs[biList_for_zs.length - 1]
+    // 是否已离开中枢：之后出现完全在 ZG 之上或 ZD 之下的确认笔 → 中枢完成
+    var zsSure = false
+    var lastInListIdx = -1
+    for (var li = 0; li < biList.length; li++) {
+      if (biList[li] === lastBiInCenter || (biList[li].t0 === lastBiInCenter.t0 && biList[li].t1 === lastBiInCenter.t1)) {
+        lastInListIdx = li
+        break
+      }
+    }
+    if (lastInListIdx < 0) lastInListIdx = endBiIdx
+    for (var j = lastInListIdx + 1; j < biList.length; j++) {
+      var leaveBi = biList[j]
+      if (!leaveBi.sure) break
+      var lbh = Math.max(leaveBi.p0, leaveBi.p1)
+      var lbl = Math.min(leaveBi.p0, leaveBi.p1)
+      if (lbl > zg || lbh < zd) {
+        zsSure = true
+        break
+      }
     }
 
     var zs = {
       t0: bi1.t0,
-      t1: biList_for_zs[biList_for_zs.length - 1].t1,
+      t1: lastBiInCenter.t1,
       high: zg, low: zd,
       zg: zg, zd: zd,
       gg: gg, dd: dd,
-      is_sure: biList_for_zs[biList_for_zs.length - 1].sure,
+      is_sure: zsSure,
       bi_count: biList_for_zs.length,
-      bi_list: biList_for_zs,          // 中枢内的笔列表（按序）
+      bi_list: biList_for_zs,
-      start_bi_idx: startIdx,          // 中枢首笔在总列表中的索引
+      start_bi_idx: startIdx,
       dir: zsDir,
       pre: lastZs,
       next: null,
@@ -1008,28 +1030,6 @@ function findBiCenters(biList) {
     startIdx = startIdx + 4 + (addedAfterLeave.length > 0 ? addedAfterLeave.length : 0)
   }
 
-  // 末中枢确认
-  if (lastZs && !lastZs.is_sure) {
-    var lastBiInZs = lastZs.bi_count > 0 ? biList_for_zs[biList_for_zs.length - 1] : null
-    if (lastBiInZs) {
-      var hasLeave = false
-      var lastBiIdx = biList.indexOf(lastBiInZs)
-      if (lastBiIdx >= 0) {
-        for (var i = lastBiIdx + 1; i < biList.length; i++) {
-          var bi = biList[i]
-          if (bi.sure) {
-            var bh = Math.max(bi.p0, bi.p1), bl = Math.min(bi.p0, bi.p1)
-            var leave = (bl > lastZs.zg && bh > lastZs.zg) || (bh < lastZs.zd && bl < lastZs.zd)
-            if (leave) { hasLeave = true; break }
-          }
-        }
-      }
-      if (hasLeave && lastBiInZs.sure) {
-        lastZs.t1 = lastBiInZs.t1
-      }
-    }
-  }
-
   return zsList
 }
 
@@ -1119,16 +1119,37 @@ function findSegCenters(segs) {
       endSegIdx = startIdx + 2 + addedSegs.length
     }
 
+    var lastSegInCenter = segList_for_zs[segList_for_zs.length - 1]
+    var zsSure = false
+    var lastSegListIdx = -1
+    for (var lsi = 0; lsi < segs.length; lsi++) {
+      if (segs[lsi] === lastSegInCenter || (segs[lsi].t0 === lastSegInCenter.t0 && segs[lsi].t1 === lastSegInCenter.t1)) {
+        lastSegListIdx = lsi
+        break
+      }
+    }
+    if (lastSegListIdx < 0) lastSegListIdx = endSegIdx
+    for (var sj = lastSegListIdx + 1; sj < segs.length; sj++) {
+      var leaveSeg = segs[sj]
+      if (!leaveSeg.sure) break
+      var lsh = Math.max(leaveSeg.p0, leaveSeg.p1)
+      var lsl = Math.min(leaveSeg.p0, leaveSeg.p1)
+      if (lsl > zg || lsh < zd) {
+        zsSure = true
+        break
+      }
+    }
+
     var zs = {
       t0: s1.t0,
-      t1: segs[endSegIdx].t1,
+      t1: lastSegInCenter.t1,
       high: zg, low: zd,
       zg: zg, zd: zd,
       gg: gg, dd: dd,
-      is_sure: segs[endSegIdx].sure,
+      is_sure: zsSure,
       seg_count: segList_for_zs.length,
-      seg_list: segList_for_zs,          // 中枢内的段列表（按序）
+      seg_list: segList_for_zs,
-      start_seg_idx: startIdx,           // 中枢首段在总列表中的索引
+      start_seg_idx: startIdx,
       dir: zsDir,
       pre: lastZs,
       next: null,

web/static/js/app/chan_indicator.js

@@ -121,6 +121,7 @@
     }
 
     // 中枢填充：区间内每根 bar 写入 top/bottom
+    // 未完成中枢：右边界拉到最新 K（与主站 uncompleted_zs 一致）
     function fillZs(t0, t1, high, low, topField, botField) {
       var lo = lowerBound(sortedBarTimes, t0)
       var hi = upperBound(sortedBarTimes, t1)
@@ -131,14 +132,30 @@
       }
     }
 
+    var lastBarT = sortedBarTimes.length ? sortedBarTimes[sortedBarTimes.length - 1] : null
+
     if (slice.zs) {
       slice.zs.forEach(function (z) {
-        fillZs(z.t0, z.t1, z.high || z.zg, z.low || z.zd, 'zs_top', 'zs_bottom')
+        var t1 = z.t1
+        var sure = z.is_sure !== false && z.is_sure !== 0
+        if (!sure && lastBarT != null) t1 = Math.max(t1 || 0, lastBarT)
+        if (sure) {
+          fillZs(z.t0, t1, z.high || z.zg, z.low || z.zd, 'zs_top', 'zs_bottom')
+        } else {
+          fillZs(z.t0, t1, z.high || z.zg, z.low || z.zd, 'zs_pending_top', 'zs_pending_bottom')
+        }
       })
     }
     if (slice.segzs) {
       slice.segzs.forEach(function (z) {
-        fillZs(z.t0, z.t1, z.high || z.zg, z.low || z.zd, 'segzs_top', 'segzs_bottom')
+        var t1 = z.t1
+        var sure = z.is_sure !== false && z.is_sure !== 0
+        if (!sure && lastBarT != null) t1 = Math.max(t1 || 0, lastBarT)
+        if (sure) {
+          fillZs(z.t0, t1, z.high || z.zg, z.low || z.zd, 'segzs_top', 'segzs_bottom')
+        } else {
+          fillZs(z.t0, t1, z.high || z.zg, z.low || z.zd, 'segzs_pending_top', 'segzs_pending_bottom')
+        }
       })
     }
 
@@ -233,6 +250,10 @@
       { id: 'zs_bottom', type: 'line' },
       { id: 'segzs_top', type: 'line' },
       { id: 'segzs_bottom', type: 'line' },
+      { id: 'zs_pending_top', type: 'line' },
+      { id: 'zs_pending_bottom', type: 'line' },
+      { id: 'segzs_pending_top', type: 'line' },
+      { id: 'segzs_pending_bottom', type: 'line' },
     ]
 
     BSP_SUBTYPES.forEach(function (t) {
@@ -279,6 +300,22 @@
         linestyle: 0, linewidth: 0, plottype: 0, trackPrice: false,
         transparency: 100, visible: false, color: '#ef6c00', display: 0,
       }),
+      zs_pending_top: mergeStyle('zs_pending_top', {
+        linestyle: 0, linewidth: 0, plottype: 0, trackPrice: false,
+        transparency: 100, visible: false, color: '#f1c40f', display: 0,
+      }),
+      zs_pending_bottom: mergeStyle('zs_pending_bottom', {
+        linestyle: 0, linewidth: 0, plottype: 0, trackPrice: false,
+        transparency: 100, visible: false, color: '#f1c40f', display: 0,
+      }),
+      segzs_pending_top: mergeStyle('segzs_pending_top', {
+        linestyle: 0, linewidth: 0, plottype: 0, trackPrice: false,
+        transparency: 100, visible: false, color: '#9b59b6', display: 0,
+      }),
+      segzs_pending_bottom: mergeStyle('segzs_pending_bottom', {
+        linestyle: 0, linewidth: 0, plottype: 0, trackPrice: false,
+        transparency: 100, visible: false, color: '#9b59b6', display: 0,
+      }),
     }
 
     // BSP 样式
@@ -311,6 +348,10 @@
       zs_bottom: { title: '中枢下沿', histogramBase: 0, isHidden: true },
       segzs_top: { title: '段中枢上沿', histogramBase: 0, isHidden: true },
       segzs_bottom: { title: '段中枢下沿', histogramBase: 0, isHidden: true },
+      zs_pending_top: { title: '未完成中枢上沿', histogramBase: 0, isHidden: true },
+      zs_pending_bottom: { title: '未完成中枢下沿', histogramBase: 0, isHidden: true },
+      segzs_pending_top: { title: '未完成段中枢上沿', histogramBase: 0, isHidden: true },
+      segzs_pending_bottom: { title: '未完成段中枢下沿', histogramBase: 0, isHidden: true },
     }
 
     BSP_SUBTYPES.forEach(function (t) {
@@ -358,7 +399,7 @@
       name: '缠论',
       metainfo: {
         _metainfoVersion: 53,
-        id: 'Chan@tv-basicstudies-5',
+        id: 'Chan@tv-basicstudies-6',
         scriptIdPart: '',
         description: 'Chan 缠论',
         shortDescription: '缠论',
@@ -373,12 +414,18 @@
             title: '中枢', isHidden: false },
           { id: 'segzs_fill', objAId: 'segzs_top', objBId: 'segzs_bottom', type: 'plot_plot',
             title: '段中枢', isHidden: false },
+          { id: 'zs_pending_fill', objAId: 'zs_pending_top', objBId: 'zs_pending_bottom', type: 'plot_plot',
+            title: '未完成中枢', isHidden: false },
+          { id: 'segzs_pending_fill', objAId: 'segzs_pending_top', objBId: 'segzs_pending_bottom', type: 'plot_plot',
+            title: '未完成段中枢', isHidden: false },
         ],
         defaults: {
           styles: styles,
           filledAreasStyle: {
             zs_fill: mergeFill('zs_fill', { color: '#f1d96a', visible: true, transparency: 75 }),
             segzs_fill: mergeFill('segzs_fill', { color: '#6361f7', visible: true, transparency: 75 }),
+            zs_pending_fill: mergeFill('zs_pending_fill', { color: '#f1c40f', visible: true, transparency: 55 }),
+            segzs_pending_fill: mergeFill('segzs_pending_fill', { color: '#9b59b6', visible: true, transparency: 55 }),
           },
           precision: 2,
           inputs: { epoch: 0 },
@@ -394,8 +441,8 @@
           self._context = ctx
         }
         this.main = function (context) {
-          // 32 个 plot: 8 结构 + 24 BSP
+          // 36 个 plot: 12 结构 + 24 BSP
-          var NANS = new Array(32).fill(NaN)
+          var NANS = new Array(36).fill(NaN)
           // v31: sniffing pass 时 context.symbol.time 为 NaN
           var t = context.symbol.time
           if (isNaN(t)) return NANS
@@ -415,6 +462,10 @@
             e.zs_bottom != null ? e.zs_bottom : NaN,
             e.segzs_top != null ? e.segzs_top : NaN,
             e.segzs_bottom != null ? e.segzs_bottom : NaN,
+            e.zs_pending_top != null ? e.zs_pending_top : NaN,
+            e.zs_pending_bottom != null ? e.zs_pending_bottom : NaN,
+            e.segzs_pending_top != null ? e.segzs_pending_top : NaN,
+            e.segzs_pending_bottom != null ? e.segzs_pending_bottom : NaN,
           ]
 
           BSP_SUBTYPES.forEach(function (sub) {

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' :