refactor(load_prices): retire macro.SPY fallback in _verify_arctic_fresh (L1346 b)#205
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…esh (L1346 b)
Drop the `macro_lib` parameter + macro-fallback branch from
`_verify_arctic_fresh`. universe.SPY has been the canonical source
since alpha-engine-data #245 (MERGED 2026-05-15) lifted SPY to a full
`universe` member via `_UNIVERSE_EXTRA = frozenset({"SPY"})` written
by both backfill (Saturday) and daily_append (weekday). The transitional
macro-fallback served its 1-cycle soak (Sat 5/16 + Mon 5/18 + Sat 5/24
DataPhase1 all wrote universe.SPY); the path is dead defense now.
Caller in `load_prices.py::run` updated to pass only `(universe_lib,
date_str)`. The `_connect_arctic` tuple-return is kept intact —
macro_lib is still used by `load_price_data_from_arctic` for VIX/TNX/
IRX/sector ETFs (Close-only macro reads), just not by the freshness
gate. `daily_predict.py:295` patch point uses `lambda *a, **k: None`
so signature change is transparent.
Tests:
- TestArcticFreshnessGate (5 tests) updated to single-lib calls
- TestUniverseSPYFreshnessReadL1346:
- test_universe_spy_present_passes (simplified — no fallback to verify)
- test_universe_spy_absent_raises_pipeline_abort (replaces the
falls-back-to-macro test)
- test_signature_takes_universe_lib_only (NEW signature pin to
prevent regression that re-adds macro_lib param)
Composes with the sibling executor PR (alpha-engine, L1346 c) which
retires the same defensive `_MACRO_SYMBOLS - {"SPY"}` pattern in
`price_cache.py` + `eod_reconcile.py` + `main.py` ATR section.
Closes L1346 (b) half of the SPY → universe consumer retirement arc.
Suite: 1214 passed.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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Summary
macro_libparameter + macro-fallback branch from_verify_arctic_fresh. SPY now read only fromuniverseArcticDB library.load_prices.py::runto pass(universe_lib, date_str)._connect_arctictuple-return preserved —macro_libis still used byload_price_data_from_arcticfor VIX/TNX/IRX/sector ETFs.Why
alpha-engine-data #245 (MERGED 2026-05-15) lifted SPY to a full
universemember via_UNIVERSE_EXTRA = frozenset({\"SPY\"})— written by both backfill (Saturday) and daily_append (weekday). The transitional macro-fallback served its soak (Sat 5/16 + Mon 5/18 + Sat 5/24 DataPhase1 all wroteuniverse.SPYcleanly); the path is now dead defense.ROADMAP entry: L1886 (b) — SPY → universe ArcticDB consumer retirement, predictor half.
Composes with
_MACRO_SYMBOLS - {\"SPY\"}pattern inprice_cache.py+eod_reconcile.py+main.pyATR section. Both PRs are independently mergeable; together they close the L1346 SPY-universe arc.Test plan
1214 passedtest_signature_takes_universe_lib_only) blocks re-addingmacro_libparamuniverse.SPYend-to-endload_prices.pymodule🤖 Generated with Claude Code