feat(universe): separate scanner membership from retained history

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

tests/unit/test_migration_035.py

@@ -0,0 +1,86 @@
+"""Migration 035 adds the untracked flag and stays reversible.
+
+The downgrade matters more than usual here: dropping the column re-admits every
+untracked symbol to the live path, and the rows survive either way. A migration
+that could not roll back cleanly would make the prune change hard to undo on a
+deploy that went wrong.
+"""
+
+from __future__ import annotations
+
+import importlib.util
+from pathlib import Path
+
+import sqlalchemy as sa
+from alembic.migration import MigrationContext
+from alembic.operations import Operations
+
+
+def _load_migration_module():
+    path = (
+        Path(__file__).resolve().parents[2]
+        / "alembic"
+        / "versions"
+        / "035_ticker_untracked.py"
+    )
+    spec = importlib.util.spec_from_file_location("migration_035", path)
+    assert spec is not None and spec.loader is not None
+    module = importlib.util.module_from_spec(spec)
+    spec.loader.exec_module(module)
+    return module
+
+
+def _tickers_table(connection: sa.Connection) -> None:
+    connection.execute(sa.text(
+        """
+        CREATE TABLE tickers (
+            id INTEGER PRIMARY KEY,
+            symbol VARCHAR(10) NOT NULL,
+            delisted_on DATE
+        )
+        """
+    ))
+    connection.execute(sa.text(
+        "INSERT INTO tickers (id, symbol, delisted_on) VALUES (1, 'AAPL', NULL)"
+    ))
+
+
+def _columns(connection: sa.Connection) -> set[str]:
+    return {row[1] for row in connection.execute(sa.text("PRAGMA table_info(tickers)"))}
+
+
+def test_upgrade_adds_a_nullable_untracked_column_and_keeps_existing_rows():
+    migration = _load_migration_module()
+    engine = sa.create_engine("sqlite://")
+
+    with engine.begin() as connection:
+        _tickers_table(connection)
+        with Operations.context(MigrationContext.configure(connection)):
+            migration.upgrade()
+
+        assert "untracked_on" in _columns(connection)
+        # Existing rows default to NULL, i.e. still in the scanner — an upgrade
+        # must not silently drop the whole universe out of the live path.
+        rows = connection.execute(
+            sa.text("SELECT symbol, untracked_on FROM tickers")
+        ).all()
+        assert rows == [("AAPL", None)]
+
+
+def test_downgrade_removes_the_column_without_touching_the_rows():
+    migration = _load_migration_module()
+    engine = sa.create_engine("sqlite://")
+
+    with engine.begin() as connection:
+        _tickers_table(connection)
+        with Operations.context(MigrationContext.configure(connection)):
+            migration.upgrade()
+        connection.execute(sa.text(
+            "UPDATE tickers SET untracked_on = '2026-09-07' WHERE symbol = 'AAPL'"
+        ))
+        with Operations.context(MigrationContext.configure(connection)):
+            migration.downgrade()
+
+        assert "untracked_on" not in _columns(connection)
+        # The ticker itself survives the rollback with its identity intact.
+        assert connection.execute(sa.text("SELECT symbol FROM tickers")).all() == [("AAPL",)]