chore(canonical-key): retire legacy {date}.parquet/{date}.json fallback shims (ROADMAP L178)

[cipher813]

ROADMAP: L178 — Retire canonical-key backward-compat shims (Wave-1 cleanup, P2)

Gate fired 2026-05-18. Per the 2026-05-16 close-out DECISION, the weekend Saturday SF completed for gating purposes. Canonical latest.json sidecars produced on 2026-05-16 ~08:17–08:20 UTC for all three Wave-1 substrates (news_aggregates / analyst_revisions / insider_transactions). Zero legacy log emissions in the research-runner Lambda over the last 7 days.

Removed

• data/derived/news_aggregates.py::read_news_aggregates_parquet — legacy {aggregate_date}.parquet fallback branch + now-unused aggregate_date kwarg.
• data/snapshotter/analyst_daily.py::read_snapshot_document — legacy {ticker}/{date}.json fallback.
• data/snapshotter/analyst_daily.py::s3_key_for — dead helper (zero callers in or outside this repo; docstring lied — returned legacy shape labeled "Canonical").
• data/derived/analyst_revisions.py::load_snapshot_time_series — "Tolerates the legacy {ticker}/{date}.json shape" docstring claim (code body is shape-agnostic — indexes by snapshot_date parsed from JSON body).

Added

• 2 regression-guard tests pinning canonical-only behavior:
  • test_legacy_date_keyed_parquet_is_ignored — plants {prefix}/{date}.parquet with no latest.json sidecar; asserts the reader returns empty.
  • test_legacy_date_keyed_json_is_ignored — plants {prefix}/{ticker}/YYYY-MM-DD.json (pre-migration shape); asserts read_snapshot_document returns None.

Cross-repo blast radius

$ for repo in research predictor backtester dashboard alpha-engine; do
    cd ~/Development/alpha-engine-${repo} && git grep -n read_news_aggregates_parquet load_snapshot_time_series read_snapshot_document s3_key_for
  done

Zero hits. No external consumer touches these functions — the research substrate reader (data/substrate/reader.py) does its own S3 I/O.

Tests

Suite 1389 passed (+2 regression guards), 1 skipped, 7 unrelated FutureWarnings.

Composes with

• alpha-engine-research companion PR (next): drop the substrate-reader legacy branches per the same ROADMAP entry.
• alpha-engine-data feat(canonical-keys): migrate Wave 1 producers to YYMMDDHHMM + latest.json shape #234 (canonical-shape migration) — this is the cleanup it deferred behind the soak.

🤖 Generated with Claude Code