# 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