跟进 ECR-003 Review Findings;待 Approve 后实现。 Co-authored-by: Cursor <cursoragent@cursor.com>
63 lines
2.2 KiB
Markdown
63 lines
2.2 KiB
Markdown
# ECR-004
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**Title:** 威科夫区间评分硬化与主站 VP 绘图减负
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**Status:** Draft(待 Human/Architect Approve 后编码)
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**Date:** 2026-08-06
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**Change Level:** L2
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## Change
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跟进 ECR-003 CODE_REVIEW Findings:改进交易区间选取启发式、阶段最小长度、收紧单测;主站 VP/叠层降低 Lightweight series 数量;`include_wyckoff` 与主周期分析同门闩。
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## Motivation
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003 已 Approve 合入;质量与内存项不得回塞已审变更,须独立可审闭环。
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## Scope
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### Allowed
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- `chanlun/analysis/wyckoff/range.py` / `events.py`(阶段)启发式与单测
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- `web/static/js/app/chart_tv.js` 威科夫 VP/填充绘制路径
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- `web/api/analyze.py`:`elements_only` 时不跑威科夫;可选调低默认 `vp_bins` 上限
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- ESS 文档与契约测试补充断言(不删既有 `wyckoff` 键)
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### Forbidden
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- 改笔/段/中枢/买卖点语义
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- `config/` / `strategies/`
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- `/chan_tv`
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- 新数据源 / 订单流
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## Risk
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| Risk | Mitigation |
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|------|------------|
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| TR 结果相对 003 漂移 | 合成夹具锁定高低与起点;文档标明启发式迭代 |
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| 前端 VP 观感变化 | 保留 POC/VAH/VAL;密度可用更少线表示 |
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| 回归 | 扩展 `tests/test_wyckoff.py` + 既有契约套件 |
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## Acceptance Criteria
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- [ ] 合成箱体夹具:`trading_range` 高低接近箱体边界,起点不落入明显前置趋势段
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- [ ] 开启 VP 时主图新增 series 数显著低于「每 bin 一条」(目标:填充+VP ≤ ~15 或等价合并策略)
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- [ ] 阶段输出满足最小跨度或合并退化段;文档说明规则
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- [ ] `elements_only=true` 即使 `include_wyckoff=1` 也不返回 `wyckoff`(或明确文档例外——实现选前者)
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- [ ] golden 缠论基线不变;相关 pytest 绿
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- [ ] TEST/IMPL/CHANGELOG/TRACEABILITY + CODE_REVIEW
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## Rollback
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`git revert`;UI 关威科夫即可无图面影响。
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## Risk Review
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- `docs/RISK_REVIEW/ECR-004.md` — N/A(展示/启发式,非 Live 策略)
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## Linked
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- IDEA: `docs/IDEA/IDEA-005-wyckoff-harden.md`
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- 上游: `docs/CODE_REVIEW/ECR-003.md` Findings 1–5
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- PRODUCT_SPEC / ENGINEERING_SPEC: 同目录 ECR-004-*
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- TRACEABILITY: Yes
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