fix: carry action/risk_level onto backtest candidates for the gate ablation

_window_setups computed them but _replay_ticker dropped them, so the
ablation's NEUTRAL/tightener checks saw None for every candidate and the
'without confidence floor' / 'without R:R floor' rows collapsed to 0
setups (impossible — removing a floor can only add setups). Regression
test now goes through the real _replay_ticker path.

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

app/services/backtest_service.py

@@ -394,6 +394,10 @@ def _replay_ticker(symbol: str, records: list, config: dict, activation: dict) -
                 "best_prob": s["best_prob"],
                 "momentum": s["momentum"],
                 "meets_core": s["meets_core"],
+                # Gate fields the ablation recomputes floors from — without them
+                # every candidate looks NEUTRAL and the ablation rows collapse.
+                "action": s["action"],
+                "risk_level": s["risk_level"],
                 "outcome": outcome,
                 "target_hit": target_hit,
                 "realized_r": realized_r,

tests/unit/test_backtest_service.py

@@ -313,6 +313,33 @@ def test_window_setups_too_short_returns_empty():
     assert bt._window_setups([], {}, {}) == []
 
 
+def test_replay_ticker_candidates_carry_gate_fields():
+    """The ablation recomputes floors from candidate fields — a candidate missing
+    action/risk_level silently zeroes the ablation rows (July 2026 regression)."""
+    from app.services.admin_service import ACTIVATION_DEFAULTS
+    from app.services.recommendation_service import DEFAULT_RECOMMENDATION_CONFIG
+
+    base = date(2025, 1, 1)
+    bars = []
+    for i in range(160):
+        close = 100.0 + 8.0 * math.sin(i / 6.0)
+        bars.append(SimpleNamespace(
+            date=base + timedelta(days=i),
+            open=close,
+            high=close + 1.5,
+            low=close - 1.5,
+            close=close,
+            volume=1_000_000 + (i % 5) * 1000,
+        ))
+    cands = bt._replay_ticker(
+        "OSC", bars, dict(DEFAULT_RECOMMENDATION_CONFIG), dict(ACTIVATION_DEFAULTS)
+    )
+    assert cands, "expected the oscillating series to produce candidates"
+    for c in cands:
+        assert c.get("action") is not None
+        assert "risk_level" in c
+
+
 async def _seed_oscillating_ticker(session, symbol: str, n: int = 160) -> None:
     t = Ticker(symbol=symbol)
     session.add(t)