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>
73 lines
1.8 KiB
Markdown
73 lines
1.8 KiB
Markdown
# WYCKOFF-LIVE-STRUCTURE-001
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**Status:** FROZEN
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**Depends on:** WYCKOFF-MULTI-CYCLE-001
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**Scope:** Live / Developing 结构层（独立于 Confirmed Engine）
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## 核心原则
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| Layer | 定位 |
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|-------|------|
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| Confirmed Engine | 历史结构事实 |
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| Live Engine | 当前结构推演 |
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禁止：
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- 降低 Spring/SOS Confirmed 条件
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- 用 Live candidate 替代 Confirmed event
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- Execution 消费 Live / FORMING / Candidate / Prediction
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## 状态机
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```
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UNKNOWN → FORMING → CONFIRMED → COMPLETED
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```
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## 数据契约（Live 不进 events[]）
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```json
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{
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"cycles": [{
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"id": 0,
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"lifecycle": "FORMING",
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"confirmed": { "phases": [], "events": [] },
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"live": {
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"phase_candidate": "D",
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"event_candidates": [{ "type": "SOS", "confidence": 0.62, "confirmed": false }],
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"next_expected": "LPS",
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"confidence": { "cycle": 0.72, "phase": 0.68, "event": 0.55, "overall": 0.65 }
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}
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}],
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"live": { "...": "顶层镜像 cycles[0].live，便于 Summary" }
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}
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```
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兼容：顶层 `phases` / `events` 仍镜像 **Confirmed**（= ACTIVE cycle 的 confirmed 内容）。
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## Candidate v1（仅启发式）
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- Range Formation：横盘时长、波动收敛 → Potential Trading Range
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- Phase C candidate：测低 / 下影 / 缩量
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- Event candidates：Spring / SOS / LPS / UTAD only
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## Confidence
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可解释分层：`cycle` / `phase` / `event` / `overall`（structure+volume+event 加权），禁止黑盒 “AI probability”。
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## Execution
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```
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assert execution_signal.source == "confirmed"
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```
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## No Change
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- Confirmed 检测阈值、MULTI-CYCLE-001 排序、缠论 / strategies / chan_tv
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## Only Change
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- `chanlun/analysis/wyckoff/live.py`
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- engine 组装 `lifecycle` / `confirmed` / `live`
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- Summary 面板分区
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- 测例
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