jackyu66gitandCursor
276481e02c
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>
77 lines
2.0 KiB
Markdown
77 lines
2.0 KiB
Markdown
# WYCKOFF-LIVE-VALIDATION-001
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**Status:** DRAFT（待确认执行后 FROZEN）
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**Depends on:** WYCKOFF-LIVE-STRUCTURE-001（已 FROZEN）
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**Goal:** 验证 Live 是否有预测价值，而非继续加事件规则
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## 不做
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- 不新增 BC / AR / ST / UT / UTAD（v1 已够）
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- 不降低 Confirmed 门槛
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- 不让 Execution 消费 Live
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## 目标指标（先看演化，不看「准确率」口号）
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### 1) Candidate → Confirmed 转化率
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```
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candidate_to_confirmed_rate = confirmed_count / candidate_count
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```
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按 event type 分组：Spring / SOS / LPS / UTAD。
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### 2) 提前量（Lead）
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```
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lead_bars = confirmed_bar_index - first_candidate_bar_index
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lead_price = |price_at_confirmed - price_at_first_candidate|
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```
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例：Spring candidate @ 62000 → Confirmed @ 63500 → lead_price=1500。
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### 3) False Positive
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```
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false_candidate_rate = expired_unconfirmed / candidate_count
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```
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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）。
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## 采集方式（建议）
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离线回放 / 批跑（非改 Live 规则）：
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```
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for each bar in timerange:
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run analyze_wyckoff(df[:bar])
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log: cycle_id, lifecycle, live.candidates[], confirmed.events[]
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```
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输出：`reports/wyckoff_live_validation_{symbol}_{tf}_{date}.json` + 简表 CSV。
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## Summary 文案（可选后续，本 ECR 可只做数据）
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交易终端语言示例（不阻塞指标采集）：
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```
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BTC 4H Wyckoff
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Lifecycle: CONFIRMED
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Confirmed: Accumulation → SOS → LPS
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Current: Phase D continuation
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Watching: New SOS extension
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Confidence: 0.60
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Risk: Below LPS invalidation
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```
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## 验收
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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
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2. 报告可复现（固定 timerange + seed/数据快照说明）
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3. 不修改 Confirmed / Live 检测逻辑（只读 + 日志）
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## Only Change（确认执行后）
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- `scripts/` 或 `tests/` 下批跑采集脚本
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- `docs/notes` 或 `reports/` 输出样例
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- 可选：Summary 文案升级（独立小项）
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