Retiring a symbol meant delete_ticker or bootstrap_universe(prune_missing),
both of which cascade through OHLCV, setups and scores. That destroys exactly
the history four research documents already apologise for: today's tracked
universe projected backward is survivorship-biased, and hard-deleting every
delisted name is what causes it. Keeping the rows preserves the option to fix
that — it does not fix it, which needs the replay to model a delisting as an
exit event.
tickers gains delisted_on / delisted_reason (migration 032). NULL means
actively traded.
The filter is opt-in via ticker_service.active_only rather than folded into a
shared getter: the registry and admin views deliberately keep delisted rows so
the delisting is visible, and a silent default would undo that. Applied to the
live path only — scanner, momentum ranking, scoring, breadth, fundamentals
candidates, SEC universe, earnings import, ingestion loops. run_backtest keeps
them on purpose.
Detection runs off OHLCV staleness, not off the SEC fundamentals import: that
importer stalls for days on unrelated Company-Facts gaps and would take
detection down with it. On a stale symbol the scheduler asks SEC for a Form
25/25-NSE/15 and retires it only on a hit, so a halt or a rename (SATS->ECHO)
keeps the existing warning. The probe waits 3 stale days so a market-data
outage cannot turn into one SEC request per symbol per run.
Safe to automate because it is reversible: clear_delisted un-retires a false
positive, where a delete had already taken the history.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
Ship greenfield min_rr=2.0 and conf=0, read-only Structural S/R, indicator
cache invalidation, and UI/gate language that treats GTL as screening not exit.
Align strategy_rank missing-vol fallback live vs backtest, single-source
PRIMARY_TARGET_MIN_RR, expand prod parity tests, and drop dead FE clients.
The portfolio monitor's Production row now replays the live qualification
flag and the Admin exit policy (mode/ATR multiplier/hold days) instead of a
frozen research-variant gate, so Admin tuning is reflected in the next run.
Single-source the 80/20 strategy_rank weights in momentum_service and pin
every dual-defined constant with a parity test. Behavior-preserving today:
the production sim reproduces the README baseline exactly.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Part 1 — long-only. The momentum edge is long top-momentum; the gate was
qualifying shorts on high-momentum names (fighting the trend), which showed as
the -0.13R Short(qual.) drag. While the gate is active, shorts no longer qualify
(backend qualification, backtest _momentum_qualifies, and the frontend mirror).
Part 2 — production wiring. Live setups now carry a real momentum rank, so the
dashboard, the Track Record's qualified stats, and outcome evaluation all gate on
the same value instead of deferring to floors:
- new momentum_service.compute_momentum_percentiles: 12-1 momentum per ticker,
ranked across the universe into a {symbol: percentile} map.
- the daily R:R scan ranks the universe up front and stores each setup's
percentile (new trade_setups.momentum_percentile column, migration 010).
- enhance_trade_setup mutates the same row, so the percentile is preserved;
_trade_setup_to_dict + TradeSetupResponse expose it to the API.
Until a fresh scan runs, pre-existing setups have a null percentile and the gate
falls back to floors for them (longs) / excludes them (shorts) — they fill in on
the next scan. 341 backend tests pass; frontend build clean.
Needs the alembic upgrade (migration 010) on deploy.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
dennisthiessenandClaude Opus 5