feat(universe): separate scanner membership from retained history
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bootstrap_universe(prune_missing=True) ran DELETE FROM tickers, cascading OHLCV,
setups, scores and S/R levels away for any symbol that had merely dropped out of
the index. Migration 032's own comment predicted this. The survivorship audit
measured what it costs: 2.09 Sharpe against 1.57 on universe composition alone.

Migration 035 adds untracked_on, the sibling of delisted_on — delisted means the
security stopped trading, untracked means a prune took it out of the scanner.
Nothing is deleted either way.

Migration 036 separates three more things that were still conflated:

  universe_memberships       what the index actually contained, when
  tickers.untracked_on       excluded from scanning by a prune
  tickers.scan_disabled_on   the operator's own "stop scanning this"
  tickers.tracking_source    who owns the row: a bootstrap, or an operator

The operator flag is its own column because with one column serving both
writers, a prune -> re-entry cycle would clear an explicit "off" — re-entry
cannot tell who set it. Re-entry clears untracked_on and never touches
scan_disabled_on.

untracked_on is NOT current index membership. The scheduled sync runs
prune_missing=False, so a symbol can have left the index and still be scanned;
the two legitimately differ and nothing asserts they agree.

Tracking ownership is sticky towards manual: prune touches index-owned rows
only, and a bootstrap never converts manual to index — a hand-added symbol that
joins the index would otherwise lose its protection the moment it left again,
which is exactly when it is needed. An explicit add of an index-owned symbol
claims it as manual without touching either off-switch.

Membership is observed, never asserted. first_seen_on is the first live
sighting; absent_since is the first observation that found the symbol GONE, so
the interval is [first_seen_on, absent_since) — named for what it stores rather
than "last_seen_on", which would have claimed the opposite. Intervals are
append-only, so a symbol that leaves and returns has two and a point-in-time
query for the gap correctly answers "not a member". members_on() implements the
boundary rule once. A date before the first live sync returns empty: that means
"we were not looking", not "the index was empty".

A failed fetch drives nothing. The cache and seed fallbacks mean the live fetch
failed, and the seed lists are ~44 symbols against a ~500-symbol universe — a
regression test caught a seed fallback untracking 2 of 3 tickers. Recording,
pruning and clearing prune flags all require a live source; only adding still
runs, so a cold start can still bootstrap from seeds.

Migration decisions: existing rows become manual (fail-safe — a wrong guess
costs an un-pruned symbol, not one swept out of the scanner), and existing
untracked_on values are copied into scan_disabled_on, since the original writer
is ambiguous and re-entry clears the prune column.

Backtest eligibility is unchanged. _load_backtest_symbols deliberately does not
use active_only, so today's scanner state cannot erase yesterday's candidates,
and untracking a symbol still cannot silence a coverage gap in the report.

Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01HAH7vVtn7qbcn1EVheecHQ
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dennisthiessenandClaude Opus 5 committed 2026-09-07 19:30:05 +02:00
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@@ -18,6 +18,7 @@ from app.models.regime_fundamental_observation import RegimeFundamentalObservati
from app.models.benchmark_price import BenchmarkPrice
from app.models.signal_context_snapshot import SignalContextSnapshot
from app.models.system_event import SystemEvent
from app.models.universe_membership import UniverseMembership
from app.models.sec_filing_gap import SecFilingGap
from app.models.job_run_state import JobRunState
@@ -46,4 +47,5 @@ __all__ = [
"SystemEvent",
"SecFilingGap",
"JobRunState",
"UniverseMembership",
]