jack/Chan

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jackyu66gitandCursor 8ee11317d3 fix(web): 自动刷新保留 K 线视窗；威科夫与图表增量更新

自动刷新改用 tail update 与 scrollToPosition 恢复视窗，避免 setData 后跳到最右；拆分 chart_tv 模块并扩展 analyze/recent API。同步威科夫分析、pipeline 增量构建及相关策略与配置。

Co-authored-by: Cursor <cursoragent@cursor.com>

2026-08-25 22:57:43 +08:00

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Wyckoff BTC System v1 — Decision Rule Locked

Architecture: Market State → Decision → Signal

Spring:          FROZEN
Gate v1.1:       LOCKED DEFAULT Decision rule  (PASS)
Soft-score:      REJECTED (no increment)
Hard-score:      REJECTED

Minimal rule:
  market_state in {accumulation, markup} -> allow Spring
  else -> block Spring

Primary invalidation domain: distribution
range: observation bucket only (NOT a trading rule)

Validity: DEFINED
Confidence: MEDIUM / defined-domain PASS
Status: DEFAULT RULES FROZEN
Next: dry-run / monitoring only（见 operational checklist）

Operational

上线前不改规则，只验执行链：

→ DRY_RUN_DECISION_CHECKLIST.md

覆盖：信号一致性 · 日志字段 · dry-run 监控 · 报警 · 硬禁 · Go/No-Go。

Locked stack

Layer	File	Status
Signal	`Wyckoff_BTC_V1_BASELINE.py`	FROZEN
State	`engine/market_state.py`	causal v1.1
Decision	`Wyckoff_BTC_GATED.py`	LOCKED state_set
Boundary	`VALIDITY_BOUNDARY.md`	active

Robustness slices (blocked Spring, by year/era)

证据：scripts/wyckoff_gate_robustness_slices_result.json

Slice	blocked n	dist share	top blocked	blocked PF
2020	3	1.00	distribution	0.73
2021	4	0.75	distribution	0.31
2022	1	1.00	distribution	0
2023	1	1.00	distribution	0
2024	3	0.33	distribution+range	0
2025	1	0	range (obs)	n=1 win
pre_2023	8	0.875	distribution	0.37
2023plus	5	0.40	distribution+range	1.22

Verdict: distribution 归因在多数有样本切片上稳定（PASS）。
2023+ / 2024–25 中 range 占比上升 → 保持 观察标签，不升格为交易规则。

Do not

调 Spring / soft-score / Gate 阈值
因 range 小样本正 PF 开放 range 交易
复活 LPS / 默认跨资产

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