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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>
64 lines
2.0 KiB
Markdown
64 lines
2.0 KiB
Markdown
# Wyckoff BTC System v1 — Decision Rule Locked
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```
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Architecture: Market State → Decision → Signal
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Spring: FROZEN
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Gate v1.1: LOCKED DEFAULT Decision rule (PASS)
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Soft-score: REJECTED (no increment)
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Hard-score: REJECTED
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Minimal rule:
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market_state in {accumulation, markup} -> allow Spring
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else -> block Spring
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Primary invalidation domain: distribution
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range: observation bucket only (NOT a trading rule)
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Validity: DEFINED
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Confidence: MEDIUM / defined-domain PASS
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Status: DEFAULT RULES FROZEN
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Next: dry-run / monitoring only（见 operational checklist）
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```
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## Operational
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上线前不改规则，只验执行链：
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→ [`DRY_RUN_DECISION_CHECKLIST.md`](./DRY_RUN_DECISION_CHECKLIST.md)
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覆盖：信号一致性 · 日志字段 · dry-run 监控 · 报警 · 硬禁 · Go/No-Go。
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## Locked stack
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| Layer | File | Status |
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|-------|------|--------|
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| Signal | `Wyckoff_BTC_V1_BASELINE.py` | FROZEN |
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| State | `engine/market_state.py` | causal v1.1 |
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| Decision | `Wyckoff_BTC_GATED.py` | **LOCKED state_set** |
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| Boundary | `VALIDITY_BOUNDARY.md` | active |
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## Robustness slices (blocked Spring, by year/era)
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证据：`scripts/wyckoff_gate_robustness_slices_result.json`
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| Slice | blocked n | dist share | top blocked | blocked PF |
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|-------|-----------|------------|-------------|------------|
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| 2020 | 3 | **1.00** | distribution | 0.73 |
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| 2021 | 4 | **0.75** | distribution | 0.31 |
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| 2022 | 1 | 1.00 | distribution | 0 |
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| 2023 | 1 | 1.00 | distribution | 0 |
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| 2024 | 3 | 0.33 | distribution+range | 0 |
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| 2025 | 1 | 0 | range (obs) | n=1 win |
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| pre_2023 | 8 | **0.875** | distribution | 0.37 |
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| 2023plus | 5 | 0.40 | distribution+range | 1.22 |
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Verdict: **distribution 归因在多数有样本切片上稳定**（PASS）。
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2023+ / 2024–25 中 range 占比上升 → 保持 **观察标签**，不升格为交易规则。
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## Do not
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- 调 Spring / soft-score / Gate 阈值
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- 因 range 小样本正 PF 开放 range 交易
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- 复活 LPS / 默认跨资产
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