feat(tickers): record delisting instead of deleting the symbol
Retiring a symbol meant delete_ticker or bootstrap_universe(prune_missing), both of which cascade through OHLCV, setups and scores. That destroys exactly the history four research documents already apologise for: today's tracked universe projected backward is survivorship-biased, and hard-deleting every delisted name is what causes it. Keeping the rows preserves the option to fix that — it does not fix it, which needs the replay to model a delisting as an exit event. tickers gains delisted_on / delisted_reason (migration 032). NULL means actively traded. The filter is opt-in via ticker_service.active_only rather than folded into a shared getter: the registry and admin views deliberately keep delisted rows so the delisting is visible, and a silent default would undo that. Applied to the live path only — scanner, momentum ranking, scoring, breadth, fundamentals candidates, SEC universe, earnings import, ingestion loops. run_backtest keeps them on purpose. Detection runs off OHLCV staleness, not off the SEC fundamentals import: that importer stalls for days on unrelated Company-Facts gaps and would take detection down with it. On a stale symbol the scheduler asks SEC for a Form 25/25-NSE/15 and retires it only on a hit, so a halt or a rename (SATS->ECHO) keeps the existing warning. The probe waits 3 stale days so a market-data outage cannot turn into one SEC request per symbol per run. Safe to automate because it is reversible: clear_delisted un-retires a false positive, where a delete had already taken the history. Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
This commit is contained in:
@@ -31,7 +31,7 @@ from app.services import fundamentals_quality_service, system_event_service
|
||||
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 import settings_store
|
||||
from app.services import settings_store, ticker_service
|
||||
from app.services.trade_policy import (
|
||||
MANUAL_BOOK,
|
||||
SHADOW_BOOK,
|
||||
@@ -735,7 +735,11 @@ async def scan_all_tickers(
|
||||
# Plain ids/strings, not Ticker instances: the rollbacks below expire any
|
||||
# ORM objects held across them, and touching an expired attribute afterwards
|
||||
# triggers sync lazy-loading, which raises on an AsyncSession.
|
||||
result = await db.execute(select(Ticker.id, Ticker.symbol).order_by(Ticker.symbol))
|
||||
result = await db.execute(
|
||||
ticker_service.active_only(
|
||||
select(Ticker.id, Ticker.symbol).order_by(Ticker.symbol)
|
||||
)
|
||||
)
|
||||
ticker_rows = [(int(ticker_id), symbol) for ticker_id, symbol in result.all()]
|
||||
total = len(ticker_rows)
|
||||
|
||||
|
||||
Reference in New Issue
Block a user