feat: shadow book + shadow-vs-manual performance comparison

The manual paper book only contains trades taken by hand, inside a 20
minute window, on days someone was available. The backtest that validated
this strategy auto-takes the top-ranked qualified setups up to capacity
every session. The forward record was therefore measuring strategy plus
discretion plus availability -- and degrading silently on busy days.

The shadow book closes that gap: it mirrors the backtest's selection rule
(top strategy_rank qualified, up to capacity, 1% fixed-fractional risk)
and shares the manual book's exit policy, so the only difference between
the two books is which setups get taken. Selection ordering reuses the
strategy_rank the scanner already stores rather than recomputing it, so
the two cannot drift apart. It runs as a near-close pipeline step right
after the scan, marking entries at the same prices a human would see.

Gate-reset re-entry state is now scoped per book -- the books diverge as
soon as their entries differ, and each must see only its own stops.

Performance view rewritten around the comparison:
  - three series (shadow, manual, SPY) from a new endpoint
  - SPY changes from a per-trade cost-basis counterfactual to plain
    buy-and-hold %, since one line has to serve two books
  - headline stats are R-multiples, not currency: the books size
    differently, so only R compares across them
  - configurable start date, because the strategy has been revised
    repeatedly and pre-cutover trades ran under rules that no longer
    exist

Migration 024 also repairs the numeric weekday crons written by 023,
rewriting only rows still holding the broken form so hand-corrected
settings survive. Its literals are inlined because bound parameters
render as NULL under 'alembic upgrade --sql'.

The shadow book is opt-in and writes nothing until enabled. Verify its
first selections match a backtest of that day's cross-section before
trusting any point on the curve.

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

app/services/trade_policy.py

@@ -22,12 +22,22 @@ def _ny_trading_date(moment: datetime) -> date:
     return moment.astimezone(_REENTRY_DAY_TZ).date()
 
 
+MANUAL_BOOK = "manual"
+SHADOW_BOOK = "shadow"
+
+
 async def _latest_initial_stop_trades(
     db: AsyncSession,
     *,
     closed_before: datetime | None = None,
+    book: str = MANUAL_BOOK,
 ) -> dict[int, PaperTrade]:
-    """Return a ticker's latest closed trade only when it was an initial stop."""
+    """Return a ticker's latest closed trade only when it was an initial stop.
+
+    Scoped to one ``book``: the discretionary and shadow books diverge as soon
+    as their entries differ, so each must see only its own stop history when
+    deciding whether a ticker is locked out of re-entry.
+    """
     ranked_stmt = (
         select(
             PaperTrade.id.label("trade_id"),
@@ -41,6 +51,7 @@ async def _latest_initial_stop_trades(
         .where(
             PaperTrade.status == "closed",
             PaperTrade.closed_at.is_not(None),
+            PaperTrade.book == book,
         )
     )
     if closed_before is not None:
@@ -58,7 +69,9 @@ async def _latest_initial_stop_trades(
     return {trade.ticker_id: trade for trade in result.scalars()}
 
 
-async def get_reentry_gate_locks(db: AsyncSession) -> dict[int, datetime]:
+async def get_reentry_gate_locks(
+    db: AsyncSession, *, book: str = MANUAL_BOOK
+) -> dict[int, datetime]:
     """Return tickers still waiting for a post-stop gate failure.
 
     A later qualified setup is actionable only after the daily scanner has
@@ -66,7 +79,7 @@ async def get_reentry_gate_locks(db: AsyncSession) -> dict[int, datetime]:
     then a fresh qualification. The returned timestamp is the stop time and is
     useful for diagnostics; callers normally only need the keys.
     """
-    latest = await _latest_initial_stop_trades(db)
+    latest = await _latest_initial_stop_trades(db, book=book)
     return {
         ticker_id: trade.closed_at
         for ticker_id, trade in latest.items()
@@ -80,6 +93,7 @@ async def observe_reentry_gate_transitions(
     evaluated_ticker_ids: Iterable[int],
     qualified_ticker_ids: Iterable[int],
     observed_at: datetime | None = None,
+    book: str = MANUAL_BOOK,
 ) -> set[int]:
     """Persist gate-failure and later requalification observations.
 
@@ -93,7 +107,7 @@ async def observe_reentry_gate_transitions(
         return set()
     qualified = {int(ticker_id) for ticker_id in qualified_ticker_ids}
     timestamp = observed_at or datetime.now(timezone.utc)
-    latest = await _latest_initial_stop_trades(db, closed_before=timestamp)
+    latest = await _latest_initial_stop_trades(db, closed_before=timestamp, book=book)
     updated: set[int] = set()
     for ticker_id in evaluated:
         trade = latest.get(ticker_id)