feat: near-close scan schedule and distinct-day gate reset

Move the only qualifying R:R scan to 15:30 ET with chained Telegram alerts,
put outcome eval after a final-bar OHLCV fetch, enforce NY trading-day
requalify semantics, stamp paper trades fill_mode=near_close, and migrate
stored schedule_* keys to America/New_York.

app/services/admin_service.py

@@ -566,6 +566,8 @@ VALID_JOB_NAMES = {
     "event_study",
     "backtest",
     "daily_pipeline",
+    "near_close_pipeline",
+    "after_close_pipeline",
     "intraday_pipeline",
 }
 
@@ -583,17 +585,20 @@ JOB_LABELS = {
     "regime_monitor": "Regime Monitor",
     "event_study": "Event Study",
     "backtest": "Backtest",
-    "daily_pipeline": "Daily Pipeline",
+    "daily_pipeline": "Morning Pipeline",
+    "near_close_pipeline": "Near-Close Pipeline (scan+alert)",
+    "after_close_pipeline": "After-Close Pipeline (outcome)",
     "intraday_pipeline": "Intraday Pipeline",
 }
 
-# Jobs driven by the daily_pipeline (in order) rather than their own timer.
+# Jobs driven by a pipeline (in order) rather than their own auto timer.
 PIPELINE_MEMBERS = {
     "data_collector",
     "benchmark_collector",
     "sentiment_collector",
     "rr_scanner",
     "outcome_evaluator",
+    "alerts",
     "market_regime",
     "regime_monitor",
 }

app/services/paper_trade_service.py

@@ -333,6 +333,9 @@ async def create_trade(
         target=target,
         status="open",
         opened_at=datetime.now(timezone.utc),
+        # Near-close cutover era — Track Record must not mix with morning-scan
+        # fills or future broker-routed fills when comparing to backtests.
+        fill_mode="near_close",
     )
     db.add(trade)
     await db.commit()
@@ -386,6 +389,7 @@ def _to_dict(
         "alpha_pct": alpha_pct,
         "alpha_usd": alpha_usd,
         "close_reason": trade.close_reason,
+        "fill_mode": trade.fill_mode,
         "trailing_stop": trailing[0] if trailing else None,
         "trailing_distance_pct": trailing[1] if trailing else None,
     }

app/services/trade_policy.py

@@ -3,13 +3,24 @@
 from __future__ import annotations
 
 from collections.abc import Iterable
-from datetime import datetime, timezone
+from datetime import date, datetime, timezone
+from zoneinfo import ZoneInfo
 
 from sqlalchemy import func, select
 from sqlalchemy.ext.asyncio import AsyncSession
 
 from app.models.paper_trade import PaperTrade
 
+# Gate-reset "day" boundary matches US cash equities session calendar, not UTC.
+_REENTRY_DAY_TZ = ZoneInfo("America/New_York")
+
+
+def _ny_trading_date(moment: datetime) -> date:
+    """Calendar date in America/New_York for a gate-reset observation."""
+    if moment.tzinfo is None:
+        moment = moment.replace(tzinfo=timezone.utc)
+    return moment.astimezone(_REENTRY_DAY_TZ).date()
+
 
 async def _latest_initial_stop_trades(
     db: AsyncSession,
@@ -93,8 +104,14 @@ async def observe_reentry_gate_transitions(
                 trade.reentry_gate_failed_at = timestamp
                 updated.add(ticker_id)
         elif ticker_id in qualified:
-            trade.reentry_gate_requalified_at = timestamp
-            updated.add(ticker_id)
+            # Study semantics: requalify only on a *subsequent* daily observation.
+            # Same America/New_York calendar day as the failure does not unlock,
+            # even if multiple full-universe scans run (manual + near-close).
+            if _ny_trading_date(trade.reentry_gate_failed_at) < _ny_trading_date(
+                timestamp
+            ):
+                trade.reentry_gate_requalified_at = timestamp
+                updated.add(ticker_id)
 
     if updated:
         await db.flush()