# 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.