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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>
86 lines
2.3 KiB
Markdown
86 lines
2.3 KiB
Markdown
# Validity Boundary — Market-State Gated Spring
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## Definition (hard)
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```text
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market_state in {accumulation, markup} -> allow Spring
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else -> block Spring
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```
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Spring 信号本体 = `V1_BASELINE`（FROZEN）。
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Gate = Decision 层默认规则（state_set v1.1 = **PASS**）。
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Soft-score / hard-score 阈值 **不进入默认规则**。
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## Validity statement
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Spring has positive expectancy under:
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1. BTC market
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2. Causal `market_state ∈ {accumulation, markup}`
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3. 8h / 4h / 1h alignment
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4. Trend-compatible (range already blocked in Baseline)
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Invalid under:
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1. `distribution`
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2. `range`
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3. `markdown`（对 SPRING_LONG）
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4. Ungated global trading
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## Causal state (entry-time only)
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```
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bear & ema_slope >= -1% → accumulation
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bull & ema_slope > +0.5% → markup
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bull & ema_slope <= +0.5% → distribution
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bear & ema_slope < -1% → markdown
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else → range
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```
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## Gate performance (net fee+slip)
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| Window | Baseline | Gated state_set |
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|--------|----------|-----------------|
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| 2023+ | n=20 PF 1.45 DD 7.9% | n=7 PF **1.34** DD **3.4%** |
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| full | n=47 PF 0.74 DD 26% | n=17 PF **0.92** DD **9.6%** |
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Confidence: **MEDIUM / defined-domain PASS**（full PF 仍 < 1）。
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## Negative-domain audit
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`scripts/wyckoff_negative_domain_audit_result.json`
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对 Baseline 全部 `SPRING_LONG`（n=28）按因果状态拆 kept/blocked：
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| | n | PF | 含义 |
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|--|---|-----|------|
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| Kept | 15 | 1.09 | 全部在 markup |
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| Blocked | 13 | 0.58 | **100% bad domain** |
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| Blocked × distribution | 9 | **0.38** | 主杀伤区 |
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| Blocked × range | 4 | 1.14 | 样本小，非干净杀伤 |
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→ Gate 主要过滤 **distribution 结构性失效**，符合威科夫「Spring 是吸筹事件而非形态」的边界叙事。
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## Default stack（LOCKED）
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```
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8h causal market_state
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↓
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Decision: state_set Gate v1.1 ← LOCKED
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↓
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Frozen V1_BASELINE Spring / UTAD
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```
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## Year/era robustness（冻结前确认）
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`scripts/wyckoff_gate_robustness_slices_result.json`
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- pre_2023 blocked：distribution share **87.5%**，blocked PF 0.37
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- 多数年份 blocked 以 distribution 为首
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- 2023+ blocked：distribution + range 并存；range **仅观察**，不改规则
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- 不因 2023+ blocked 弱正 PF 或 range n=4 回滚 Gate
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**Primary invalidation domain = distribution（稳定）**
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**range = observation bucket only**
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