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_ticker_delisting.py

@@ -347,26 +347,37 @@ def test_common_stock_classification(description: str, expected: bool):
     assert _is_common_stock(description) is expected
 
 
-async def test_prune_keeps_delisted_rows(session: AsyncSession, monkeypatch):
-    """A prune must not destroy rows the delisting flow deliberately retained —
-    their price history is the whole reason those rows still exist."""
+async def test_prune_keeps_every_row(session: AsyncSession, monkeypatch):
+    """A prune destroys nothing at all now — not the delisted row it always
+    protected, and not the ex-constituent it used to delete outright."""
     from app.services import ticker_universe_service as tus
 
-    session.add_all([Ticker(symbol="AAPL"), Ticker(symbol="EA"), Ticker(symbol="GONE")])
+    session.add_all([
+        Ticker(symbol=s, tracking_source=ticker_service.SOURCE_INDEX)
+        for s in ("AAPL", "EA", "GONE")
+    ])
     await session.commit()
     await ticker_service.mark_delisted(session, "EA", delisted_on=date(2026, 8, 14))
 
     async def fake_fetch(db, universe):
-        return ["AAPL"], "test"
+        # A live source label: pruning only acts on a successful fetch.
+        return ["AAPL"], "wikipedia_sp500"
 
     monkeypatch.setattr(tus, "fetch_universe_symbols", fake_fetch)
 
     summary = await tus.bootstrap_universe(session, "sp500", prune_missing=True)
 
     remaining = sorted(t.symbol for t in await ticker_service.list_tickers(session))
-    assert remaining == ["AAPL", "EA"]  # GONE pruned, EA protected
-    assert summary["deleted"] == 1
-    assert summary["kept_delisted"] == ["EA"]
+    assert remaining == ["AAPL", "EA", "GONE"]
+    assert summary["deleted"] == 0
+    assert summary["untracked"] == 2
+
+    # Both leave the live path, by different routes: EA stopped trading, GONE
+    # merely left the index.
+    live = await session.execute(
+        ticker_service.active_only(select(Ticker.symbol).order_by(Ticker.symbol))
+    )
+    assert list(live.scalars().all()) == ["AAPL"]
 
 
 async def test_a_future_effective_date_keeps_the_symbol_live(session: AsyncSession):