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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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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[]）

{
  "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

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