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>
63 lines
1.6 KiB
Markdown
63 lines
1.6 KiB
Markdown
# WYCKOFF-MULTI-CYCLE-001
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**Status:** FROZEN
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**Scope:** Wyckoff Cycle Detection Layer
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## No Change
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- `chan.py` / 笔 / 段 / 中枢
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- `strategies/`
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- `/chan_tv`
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## Only Change
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- wyckoff range detection
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- wyckoff engine payload
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- API localization
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- chart rendering
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- tests
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## Frozen Rules
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1. 每个 TF 最大 8 个周期
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2. `cycles[0]` 永远为 ACTIVE；`cycles[1:]` 为 HISTORICAL
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3. **禁止**用 `cycles[-1]` 判断 active；唯一来源：`active_cycle = cycles[0]`
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4. 周期不可重叠；按时间倒序（近 → 远）
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5. 顶层字段只镜像 `cycles[0]`
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6. 历史 cycle 只用于展示/分析，不参与当前交易决策
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7. 多 TF 只同步 active cycle（`prefer_start_time` ← 主 TF `cycles[0]`）
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8. 每个 cycle 必须可追溯：`period` / `status` / `role` / `confidence`
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9. 嵌套箱：`overlap_ratio < 0.2` 才可并存；否则丢弃
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10. 验收重点：历史周期稳定复现 + active 不漂移
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## Layer Duties
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```
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range.py
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_detect_in_window() → TradingRange # 仅起止、高低、结构分
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detect_trading_ranges() → list[TR] # 倒序扫 + 过滤 + mask
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engine.py
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phases / events / VP / confidence aggregation → cycles[]
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```
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## Filter Order（不可改）
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```
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candidate window
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→ detect range
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→ quality filter
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→ trend contamination filter
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→ overlap filter (<0.2)
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→ accept cycle
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→ mask
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```
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禁止先 mask 再判断质量。
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## Display / Summary (2026-08-06)
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- 图面阶段标记：`{TF} C{id} Phase {X}`；事件：`{TF} C{id} {Event}`
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- Cycle Summary 面板：消费 `cycles[0]`，写入 `window.wyckoffCycleSummary`
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- 检测算法本轮不改；质量阈值 / 历史层折叠为后续项
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