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jackyu66gitandCursor d3188ca83c fix: ECR-004 威科夫区间评分硬化与 VP 绘图减负(已审)
评分选 TR、阶段最小跨度、elements_only 门闩、Top-8 VP;无币种独立参数。

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-08-06 18:46:08 +08:00

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# ENGINEERING_SPEC — ECR-004
**Status:** Approved(实现锁定:评分选段;VP=A+C;无币种参数)
**Date:** 2026-08-06
## Range scoring
替换「仅取最长合格窗口」:
1. 仍在 `lookback` + `tail_reserve` 框架内扫描候选段(步长 -4)。
2. 硬门槛不变:near_hi/lo≥2、inside≥0.75、宽度上限等。
3. 分数:`touch_density*50 + inside*30 - (width/ATR)*3 + min(length/40, 2)`,取最高。
4. 单测:`low∈[38,42]``high∈[58,62]`,起点不早于箱体(容差 8 根);`abs_start_idx >= 12`
## Phases
- 非重叠链式切分;每段至少 `min_bars=3`
- 尾部空间不足则延长上一段并停止新增(避免 D/E 完全重合双画)。
## API gate
```text
if include_wyckoff and not elements_only:
result["wyckoff"] = analyze_wyckoff(..., vp_bins∈[10,24])
```
默认 `wyckoff_vp_bins=24`,上限 24。
## Frontend VPA+C
- 填充线 6→3
- 有量 bin 按 volume Top-8 绘制 + POC/VAH/VAL
- 目标:区间填充+边框+VP ≈ ≤15 series 量级
## Tests
- `tests/test_wyckoff.py` 收紧
- `elements_only=true&include_wyckoff=1``wyckoff`
- 不改 golden 缠论 JSON
## Non-goals
- 按币种独立参数(全局 ATR 相对;以 BTC 场景验证)