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>
71 lines
2.0 KiB
Markdown
71 lines
2.0 KiB
Markdown
# Backend Design: ECR-007 Wyckoff Live Structure
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| Field | Value |
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|-------|-------|
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| ID | BD-2026-007 |
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| ECR | ECR-007 |
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| Change Level | L2 |
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| Status | Approved |
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| Author | Architect (LOOP-RUN-005 Planner) |
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| Date | 2026-08-07 |
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| Risk | High (domain / execution boundary) |
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---
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## Context
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- 问题：Confirmed 引擎已存在；需要独立 Live 推演层供观察，且不得成为交易执行输入。
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- 非目标：改 Confirmed 门槛；自动交易；策略。
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- 依赖：ECR-003/004 威科夫；WYCKOFF-LIVE-STRUCTURE-001（FROZEN）。
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## Architecture Change / Change Boundary
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```text
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OHLCV
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→ detect_trading_ranges (Confirmed path)
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→ detect_bias_and_events / build_phases ← Confirmed（阈值不降）
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→ analyze_live_structure ← Live（只读 confirmed）
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→ cycles[i] = { lifecycle, confirmed, live }
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→ API analyze + Summary UI
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→ execution_signal_from_wyckoff(confirmed only)
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```
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| Layer | May change | Must not |
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|-------|------------|----------|
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| Confirmed | assemble into `confirmed{}` | relax Spring/SOS rules |
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| Live | `live.py` heuristics | write into confirmed.events |
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| Execution helper | source=confirmed gate | consume candidates |
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| UI | Summary partition | treat Live as order |
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## Backend Change Boundary
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Live outputs are **observation**. Execution boundary:
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```python
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assert execution_signal.source == "confirmed"
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# live-only payload → None
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```
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## Data contract
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See WYCKOFF-LIVE-STRUCTURE-001. Top-level `phases`/`events` mirror **Confirmed** only.
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## delivery_constraints
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- BD Status Approved
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- TEST_REPORT commands/result/date
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- CODE_REVIEW handoff
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- TRACEABILITY commit
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- out_of_scope + execution_source_confirmed_only
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## Test Plan
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1. Live candidates not in confirmed.events
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2. CONFIRMED lifecycle when Spring+SOS confirmed
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3. execution_signal source=confirmed; live-only → None
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4. analyze contract keys include live/lifecycle
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## Rollback
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Remove live assembly path; Summary falls back to confirmed-only.
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