fix(universe): migrate ArcticDB universe to canonical OHLCV+VWAP schema

[cipher813]

Background — 2026-04-27 EOD-email blackout investigation ======================================================== The structural fix in PR #104 decoupled macro/SPY freshness from stock-coverage correctness. Validation today exposed a second, latent issue: with the universe-coverage guard now passing, daily_append's per-stock writes finally execute — and 100% of them fail with an ArcticDB schema-mismatch error.

Schema audit (2026-04-27 22:14 UTC) revealed heterogeneous universe state:

• 816 symbols (~90%): 64 cols, no VWAP at all
• 88 symbols (~10%): 65 cols, VWAP at idx=64 (appended at end)

daily_append writes via OHLCV_COLS = [Open, High, Low, Close, Volume, VWAP, ...features], which puts VWAP at idx=5. ArcticDB update() requires column order match — both schema variants fail. Per-stock universe writes have therefore been failing since the polygon-VWAP work landed on 2026-04-24 (PRs #90/#91/#92), masked until today by the macro-coupled universe-coverage guard.

Operational design (yfinance EOD → polygon morning) ====================================================

• yfinance EOD post-close hook writes daily_closes parquet with VWAP=NaN (yfinance does not expose true volume-weighted VWAP).
• polygon morning enrichment overwrites the parquet with real VWAP values from polygon grouped-daily.
• daily_append runs end-of-day and writes whatever VWAP is in the parquet to ArcticDB universe — NaN initially, real values after the morning enrichment re-runs daily_append.

For that flow to work, VWAP must be a first-class column in the universe schema with a stable position. This migration normalizes every symbol to the canonical layout:

[Open, High, Low, Close, Volume, VWAP] + FEATURES

NaN-fills VWAP historically for the 816 symbols that didn't have it. Repositions VWAP for the 88 symbols that had it appended at idx=64. Existing FEATURES block keeps its relative order.

Idempotent — symbols already in canonical order are skipped. Per-symbol error isolation — one symbol's write failure does not abort the batch (records into errors[], continues with the rest).

Tests

• _canonical_column_order: VWAP inserted at idx=5, feature block preserved in relative order, drops nothing.
• _is_canonical: recognizes correct layout, rejects appended-VWAP and missing-VWAP variants.
• migrate_universe_vwap apply path:
  • Inserts VWAP at idx=5 with FLOAT64 NaN when absent.
  • Relocates VWAP from idx=last when appended (preserving values).
  • Skips already-canonical symbols (idempotent).
  • Honors --tickers override for canary / subset runs.
  • Per-symbol error isolation — partial-status return on partial failure.
• All 275 existing tests still pass (261 + 14 new).

Operational follow-up (not in this PR)

After merge, deploy + run:
python -m builders.migrate_universe_vwap --apply
on ae-trading. Expected: 904 symbols migrated (816 + 88), audit JSON written to s3://alpha-engine-research/builders/migrate_universe_vwap_audit/. Then rerun alpha-engine-daily-data.service (per-stock writes succeed) and alpha-engine-eod.service (held-stock close lookups succeed; EOD email + 2026-04-27 eod_pnl row land).