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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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Markdown

# 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