feat(market): Phase 1 扩展 — 更多 symbol + Bollinger/Vegas + 衍生品信号

- collector.symbols 与 supportedSymbols 加 SOL/BNB/DOGE，env-default 与 README 同步
- entity 追加 TechnicalStructure.Intervals（每周期 Bollinger + Vegas，omitempty 不破坏既有字段）与 DerivativesBundle.Signal
- 新增纯解析 usecase derivatives_signal.go：fundingBias 绝对阈值、oiSignal 用 P20 baseline + 价格方向（OI up + 价格 up/down → long/short_building，funding 不参与方向）、lsrRegime 绝对阈值；signal 数据不足走 warnings 进 DataQuality
- indicator.go 加 sma/stddev/ema/bollinger/vegas + computeIntervalTechnicals；IndicatorComputer 签名收 klines map
- harness 同步：G12 扩入 derivatives_signal.go（含 Makefile G12.5/6 + ADR-0002 适用范围 + project-map / harness-health 更新）

internal/usecase/indicator_test.go

@@ -491,7 +491,7 @@ func TestNearestKlineIndex(t *testing.T) {
 
 func TestCompute_EmptyInputs(t *testing.T) {
 	u := NewIndicatorUsecase()
-	out := u.Compute(nil, nil)
+	out := u.Compute(nil, "1h", nil)
 	require.NotNil(t, out.Support)
 	require.NotNil(t, out.Resistance)
 	require.Empty(t, out.Support)
@@ -499,6 +499,8 @@ func TestCompute_EmptyInputs(t *testing.T) {
 	require.Nil(t, out.RangeHigh)
 	require.Nil(t, out.RangeLow)
 	require.Nil(t, out.LongShortLine)
+	require.NotNil(t, out.Intervals)
+	require.Empty(t, out.Intervals)
 }
 
 func TestCompute_SmokeWithVShape(t *testing.T) {
@@ -519,10 +521,113 @@ func TestCompute_SmokeWithVShape(t *testing.T) {
 			strconv.FormatFloat(p+0.25, 'f', -1, 64),
 		)
 	}
-	out := u.Compute(klines, nil)
+	out := u.Compute(map[string][]entity.Kline{"1h": klines}, "1h", nil)
 	require.Len(t, out.Support, 1)
 	require.Empty(t, out.Resistance)
 	require.NotNil(t, out.RangeHigh)
 	require.NotNil(t, out.RangeLow)
 	require.Nil(t, out.LongShortLine, "no LSR data → nil")
+	require.Contains(t, out.Intervals, "1h")
+}
+
+// ---- Bollinger / Vegas -------------------------------------------------
+
+// flatCloses 生成 n 根价位恒为 v 的 closes（用于 Squeeze=tight 验证）。
+func flatCloses(n int, v float64) []float64 {
+	out := make([]float64, n)
+	for i := range out {
+		out[i] = v
+	}
+	return out
+}
+
+// ascCloses 生成等差递增 closes：base, base+step, ...
+func ascCloses(n int, base, step float64) []float64 {
+	out := make([]float64, n)
+	for i := range out {
+		out[i] = base + float64(i)*step
+	}
+	return out
+}
+
+func TestBollinger_FlatSeries_Tight(t *testing.T) {
+	bb := bollinger(flatCloses(20, 100))
+	require.NotNil(t, bb)
+	require.Equal(t, "100", bb.Mid)
+	require.Equal(t, "100", bb.Upper)
+	require.Equal(t, "100", bb.Lower)
+	require.Equal(t, "0", bb.BandwidthPct)
+	require.Equal(t, "tight", bb.Squeeze)
+}
+
+func TestBollinger_AscendingSeries_Expanded(t *testing.T) {
+	// 0..29 等差，末 20 根 mid=19.5、σ ≈ 5.77、bw ≈ 118%
+	bb := bollinger(ascCloses(30, 0, 1))
+	require.NotNil(t, bb)
+	require.Equal(t, "expanded", bb.Squeeze)
+	mid, _ := strconv.ParseFloat(bb.Mid, 64)
+	require.InDelta(t, 19.5, mid, 1e-9)
+}
+
+func TestBollinger_InsufficientData(t *testing.T) {
+	require.Nil(t, bollinger(flatCloses(19, 100)))
+	require.Nil(t, bollinger(nil))
+}
+
+func TestVegas_BullishStack(t *testing.T) {
+	// 上升序列 → EMA12 > EMA144 > EMA169，趋势 bull
+	v := vegas(ascCloses(200, 100, 1))
+	require.NotNil(t, v)
+	e12, _ := strconv.ParseFloat(v.EMA12, 64)
+	e144, _ := strconv.ParseFloat(v.EMA144, 64)
+	e169, _ := strconv.ParseFloat(v.EMA169, 64)
+	require.Greater(t, e12, e144)
+	require.Greater(t, e144, e169)
+	require.Equal(t, "bull", v.Trend)
+}
+
+func TestVegas_BearishStack(t *testing.T) {
+	// 下降序列
+	v := vegas(ascCloses(200, 300, -1))
+	require.NotNil(t, v)
+	require.Equal(t, "bear", v.Trend)
+}
+
+func TestVegas_FlatRange(t *testing.T) {
+	// 平盘：三条线相等
+	v := vegas(flatCloses(200, 100))
+	require.NotNil(t, v)
+	require.Equal(t, "range", v.Trend)
+}
+
+func TestVegas_InsufficientData(t *testing.T) {
+	require.Nil(t, vegas(ascCloses(168, 100, 1)))
+}
+
+func TestCompute_IntervalsPopulated(t *testing.T) {
+	u := NewIndicatorUsecase()
+	// 给 1h（25 根） 与 4h（200 根） 喂上升序列
+	mk := func(n int) []entity.Kline {
+		out := make([]entity.Kline, n)
+		for i := 0; i < n; i++ {
+			p := 100 + float64(i)
+			out[i] = mkKline(int64(i),
+				strconv.FormatFloat(p, 'f', -1, 64),
+				strconv.FormatFloat(p+0.5, 'f', -1, 64),
+				strconv.FormatFloat(p, 'f', -1, 64),
+				strconv.FormatFloat(p+0.25, 'f', -1, 64),
+			)
+		}
+		return out
+	}
+	out := u.Compute(map[string][]entity.Kline{
+		"1h": mk(25),
+		"4h": mk(200),
+	}, "1h", nil)
+	require.Contains(t, out.Intervals, "1h")
+	require.Contains(t, out.Intervals, "4h")
+	require.NotNil(t, out.Intervals["1h"].Bollinger, "25 closes 够算 BB")
+	require.Nil(t, out.Intervals["1h"].Vegas, "25 closes 不够算 EMA169")
+	require.NotNil(t, out.Intervals["4h"].Bollinger)
+	require.NotNil(t, out.Intervals["4h"].Vegas)
 }