fix: harden shadow book against book leakage (review of ba2df8b)

Review of the shadow book found seven ways the two books could leak into
each other; all are fixed here. The most serious silently invalidated the
comparison the shadow book exists to make.

- Shadow holdings no longer suppress the manual candidate list. The
  open-trade exclusion filtered on any book, so shadow taking the
  top-ranked names removed exactly those from the user's list and alerts,
  confining the discretionary book to leftovers. Scoped to the manual
  book. Closed-trade alerts and paper-book equity were leaking the same
  way and are likewise scoped.

- Shadow sizing now matches _simulate_portfolio: min(1% risk, 20% notional
  cap, available cash) from marked equity, plus the sub- dust guard.
  Previously risk-only from realized equity, so a tight stop produced a
  multiples-of-equity leveraged position the strategy would never take.

- Shadow only trades setups from the scan that just ran (<6h old) with one
  setup per ticker. A failed or disabled scan step could otherwise open
  positions from a prior session at stale prices.

- Gate-reset transitions are observed for both books, so a shadow stop-out
  completes fail -> requalify instead of staying locked forever.

- Manual list/close endpoints default to the manual book and reject
  hand-closing shadow trades; the performance endpoint is scoped to the
  caller so 'your picks' is not every user's book.

- run_shadow_book is registered as a paused job so Admin can trigger it.

Also anchors three pre-existing paper-trade tests (and the new alpaca
window test) on the UTC date. They build fixtures from the local date but
the service stamps opened_at in UTC, so they failed only between 00:00 and
02:00 in a UTC+hh timezone -- latent on ba2df8b, exposed by the clock.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

app/services/rr_scanner_service.py

@@ -31,6 +31,8 @@ from app.services.price_service import query_ohlcv
 from app.services.qualification import setup_qualifies
 from app.services.sr_service import detect_gate_target_ladder
 from app.services.trade_policy import (
+    MANUAL_BOOK,
+    SHADOW_BOOK,
     get_reentry_gate_locks,
     observe_reentry_gate_transitions,
 )
@@ -788,12 +790,18 @@ async def scan_all_tickers(
             logger.exception("Error scanning ticker %s", symbol)
 
     if activation is not None:
-        transitioned_ticker_ids = await observe_reentry_gate_transitions(
-            db,
-            evaluated_ticker_ids=evaluated_ticker_ids,
-            qualified_ticker_ids=qualified_ticker_ids,
-            observed_at=gate_observation_started_at,
-        )
+        # Both books, from the same observation: gate-reset state is per book,
+        # so observing only the manual book would leave shadow stop-outs stuck
+        # with a fail timestamp that never requalifies — permanently ineligible.
+        transitioned_ticker_ids: set[int] = set()
+        for book in (MANUAL_BOOK, SHADOW_BOOK):
+            transitioned_ticker_ids |= await observe_reentry_gate_transitions(
+                db,
+                evaluated_ticker_ids=evaluated_ticker_ids,
+                qualified_ticker_ids=qualified_ticker_ids,
+                observed_at=gate_observation_started_at,
+                book=book,
+            )
         await db.commit()
         if transitioned_ticker_ids:
             logger.info(
@@ -843,9 +851,13 @@ async def get_trade_setups(
     excluded_ticker_ids: set[int] = set()
     reentry_gate_locks: dict[int, datetime] = {}
     if exclude_open_trade_tickers:
+        # Manual book only. The shadow book holds the *top-ranked* names by
+        # construction, so letting its positions hide setups would leave the
+        # discretionary list picking over leftovers — and would bias the very
+        # shadow-vs-manual comparison the shadow book exists to measure.
         open_trade_result = await db.execute(
             select(PaperTrade.ticker_id)
-            .where(PaperTrade.status == "open")
+            .where(PaperTrade.status == "open", PaperTrade.book == MANUAL_BOOK)
             .distinct()
         )
         excluded_ticker_ids.update(