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:
2026-08-11 16:58:51 +02:00
co-authored by Claude Opus 5
parent 486fb500d1
commit 6501b7e9a0
15 changed files with 512 additions and 29 deletions
+6 -2
View File
@@ -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)