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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

2.0 KiB

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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

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:

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

Live candidates not in confirmed.events
CONFIRMED lifecycle when Spring+SOS confirmed
execution_signal source=confirmed; live-only → None
analyze contract keys include live/lifecycle

Rollback

Remove live assembly path; Summary falls back to confirmed-only.

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