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jackyu66gitandCursor 276481e02c feat(ECR-007): Wyckoff Live Structure with Confirmed/Live isolation

Add live.py lifecycle and event candidates; assemble confirmed vs live
in engine; Summary partition; execution_signal source=confirmed only.
Keep strategies untouched; do not lower Confirmed thresholds for Live.

Co-authored-by: Cursor <cursoragent@cursor.com>

2026-08-07 03:14:19 +08:00

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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

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