feat: ticker search, watchlist momentum column, alpha vs S&P 500

Three usability fixes:

1. Global ticker search in the sidebar (TickerSearch) — typeahead over the
   tracked universe that opens a ticker's detail page without adding it to the
   watchlist. Also wired into the mobile nav.

2. Watchlist table shows the ticker's 12-1 momentum percentile (the top-pick
   selector) instead of the noisy full S/R-level list. Enriched from the setup
   already loaded in watchlist_service._enrich_entry — no extra query.

3. Alpha vs the S&P 500 on paper trades (open + closed). New benchmark_prices
   table + benchmark_service store SPY daily closes (a standalone series, not a
   Ticker, so it never enters the scanner / momentum ranking / rankings) via a
   new daily-pipeline step. paper_trade_service computes per-trade
   benchmark_return / alpha_pct / alpha_usd over each holding period; the open-
   trades table, dashboard, and closed-trades panel surface per-trade and total
   alpha. The list read path never makes a provider call.

Deploy: alembic upgrade head, then run the benchmark/daily job once to populate
SPY closes (alpha shows "—" until then).

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

tests/unit/test_benchmark_service.py

@@ -0,0 +1,29 @@
+"""Tests for benchmark return / alpha helper (pure, no DB)."""
+
+from __future__ import annotations
+
+from datetime import date
+
+import pytest
+
+from app.services.benchmark_service import benchmark_return_pct
+
+
+def test_benchmark_return_basic():
+    closes = {date(2026, 1, 2): 100.0, date(2026, 1, 5): 110.0}
+    assert benchmark_return_pct(closes, date(2026, 1, 2), date(2026, 1, 5)) == pytest.approx(10.0)
+
+
+def test_benchmark_return_uses_nearest_prior_trading_day():
+    # No bar on the 4th (weekend) → falls back to the 2nd; as-of the 12th → the 9th.
+    closes = {date(2026, 1, 2): 100.0, date(2026, 1, 9): 120.0}
+    assert benchmark_return_pct(closes, date(2026, 1, 4), date(2026, 1, 12)) == pytest.approx(20.0)
+
+
+def test_benchmark_return_none_when_empty():
+    assert benchmark_return_pct({}, date(2026, 1, 2), date(2026, 1, 5)) is None
+
+
+def test_benchmark_return_none_when_open_before_history():
+    closes = {date(2026, 1, 10): 100.0}
+    assert benchmark_return_pct(closes, date(2026, 1, 2), date(2026, 1, 12)) is None

tests/unit/test_paper_trade_service.py

@@ -7,7 +7,9 @@ from datetime import date, datetime, timedelta, timezone
 import pytest
 
 from app.exceptions import ValidationError
+from app.models.benchmark_price import BenchmarkPrice
 from app.models.ohlcv import OHLCVRecord
+from app.models.paper_trade import PaperTrade
 from app.models.ticker import Ticker
 from app.models.user import User
 from app.services import paper_trade_service as svc
@@ -124,3 +126,48 @@ async def test_resolve_leaves_open_when_neither_hit(session):
     assert closed == 0
     rows = await svc.list_trades(session, 1, status="open")
     assert len(rows) == 1
+
+
+async def _seed_benchmark(session, points: dict) -> None:
+    for d, close in points.items():
+        session.add(BenchmarkPrice(symbol="SPY", date=d, close=close))
+    await session.commit()
+
+
+async def _add_open_trade(session, ticker_id: int, direction: str, *, entry: float,
+                          shares: float, days_ago: int) -> None:
+    session.add(PaperTrade(
+        user_id=1, ticker_id=ticker_id, direction=direction, entry_price=entry,
+        shares=shares, stop_loss=entry * 0.95, target=entry * 1.2, status="open",
+        opened_at=datetime.now(timezone.utc) - timedelta(days=days_ago),
+    ))
+    await session.commit()
+
+
+async def test_alpha_long_open(session):
+    tid = await _seed(session, "AAA", close=110.0)  # current price 110 → +10% on a 100 entry
+    today = date.today()
+    await _seed_benchmark(session, {today - timedelta(days=10): 400.0, today: 420.0})  # SPY +5%
+    await _add_open_trade(session, tid, "long", entry=100.0, shares=10, days_ago=10)
+
+    row = (await svc.list_trades(session, 1, status="open"))[0]
+    assert row["benchmark_return_pct"] == pytest.approx(5.0)
+    assert row["alpha_pct"] == pytest.approx(5.0)            # +10% trade − 5% bench
+    assert row["alpha_usd"] == pytest.approx(50.0)           # 5% of 100*10
+
+
+async def test_alpha_short_and_missing_benchmark(session):
+    tid = await _seed(session, "BBB", close=90.0)  # price fell to 90 → short +10%
+    today = date.today()
+    await _add_open_trade(session, tid, "short", entry=100.0, shares=4, days_ago=10)
+
+    # No benchmark data yet → alpha unset, not an error.
+    row = (await svc.list_trades(session, 1, status="open"))[0]
+    assert row["alpha_pct"] is None
+    assert row["benchmark_return_pct"] is None
+
+    # Flat benchmark → alpha equals the (direction-signed) trade return.
+    await _seed_benchmark(session, {today - timedelta(days=10): 400.0, today: 400.0})
+    row = (await svc.list_trades(session, 1, status="open"))[0]
+    assert row["benchmark_return_pct"] == pytest.approx(0.0)
+    assert row["alpha_pct"] == pytest.approx(10.0)

tests/unit/test_scheduler.py

@@ -80,6 +80,7 @@ class TestConfigureScheduler:
         assert job_ids == {
             "data_collector",
             "data_backfill",
+            "benchmark_collector",
             "sentiment_collector",
             "fundamental_collector",
             "rr_scanner",
@@ -103,6 +104,7 @@ class TestConfigureScheduler:
         assert sorted(job_ids) == sorted([
             "alerts",
             "backtest",
+            "benchmark_collector",
             "daily_pipeline",
             "intraday_pipeline",
             "data_collector",

tests/unit/test_watchlist_service.py

@@ -60,6 +60,25 @@ async def _make_ticker(session, symbol: str, *, score: float | None = None) -> i
     return t.id
 
 
+async def test_enrich_includes_momentum_percentile(session):
+    """The watchlist row carries the ticker's momentum percentile (from its setup),
+    which replaces the old S/R-levels column in the UI."""
+    from app.models.trade_setup import TradeSetup
+
+    user_id = await _make_user(session)
+    tid = await _make_ticker(session, "AAA", score=70.0)
+    session.add(TradeSetup(
+        ticker_id=tid, direction="long", entry_price=100.0, stop_loss=95.0,
+        target=110.0, rr_ratio=2.0, composite_score=70.0,
+        momentum_percentile=88.0, detected_at=datetime.now(timezone.utc),
+    ))
+    await session.commit()
+
+    await add_manual_entry(session, user_id, "AAA")
+    rows = await get_watchlist(session, user_id)
+    assert rows[0]["momentum_percentile"] == 88.0
+
+
 async def test_add_and_remove_sticks(session):
     user_id = await _make_user(session)
     await _make_ticker(session, "AAA", score=80.0)