PR4 (data, DRAFT): delete slim writer + load_slim_cache API + fallbacks [merge-gated 5/23]

[cipher813]

DRAFT — merge-gated on the 2026-05-23 Saturday-SF parity read. Terminal PR of the Wave-4 predictor/price_cache_slim/ deletion arc (data side).

Why draft / why gated

The migrated consumers (PR1a #267, PR1b #268, PR2 #226 — all merged) still run with slim + emit WAVE4_PARITY_METRIC until this merges. The slim writer must keep running through the 5/23 Saturday-SF so those parity streams produce the evidence. Merging this before 5/23 would delete the writer and the data-driven-cutover rationale in one stroke. So: code staged now, merge gated on reading one clean parity result (see WAVE4_SLIM_DELETION_RUNBOOK.md).

Code removed

• collectors/slim_cache.py — the 2y-slice writer — deleted.
• weekly_collector.py — slim import + # 3. Slim cache collect block + --only slim choice + docstrings.
• store/parquet_loader.py — load_slim_cache + SLIM_CACHE_PREFIX + now-unused ThreadPoolExecutor. load_parquet_from_s3 kept — it's re-exported via features.compute._load_parquet_from_s3 and consumed by builders/backfill.py; my within-file grep missed that, the full suite caught it (import regression found + fixed before push — the audit-before-shipping discipline working as intended).
• collectors/macro._load_breadth_prices → ArcticDB-only. No-null breadth contract preserved (None → key omitted) on ArcticDB failure, matching pre-Wave-4 single-source-unavailable behaviour.
• features/compute._load_price_source → ArcticDB-only (universe + macro libs). No-data contract preserved.

Tests

• test_macro_breadth / test_compute_price_source reworked to the ArcticDB-only terminal state (slim-fallback/parity tests retired).
• test_wave4_slim_arctic_parity.py repurposed from migration scaffolding into a permanent regression guard: the functional slim surface (writer/loader def, call, or import) must never return. lib's own test_reconcile/test_arcticdb still cover the substrate.
• Full data suite 1375 passing.

Runbook (not executed)

WAVE4_SLIM_DELETION_RUNBOOK.md — the gated, manual S3 prefix deletion: pre-deletion byte-equal backup (Wave-5 precedent) → aws s3 rm → verify-empty, with the explicit pass/stop gate criteria and rollback. Not run by CI or this PR.

Remaining Wave-4 (small, after this)

• PR4-backtester: remove the slim leg from exit_timing._load_price_cache + delete the verified-dead spot_backtest.sh:528 slim sync (line 527 sector_map.json untouched — Wave-3 scope).
• PR4-dashboard / cosmetic: the 2 deferred architecture-page slim labels + comment-only mentions in backfill.py/price_validator.py.

Audit trail: every PR in this arc was audit-first; this one's audit caught the _load_parquet_from_s3 cross-module re-export before it shipped.

🤖 Generated with Claude Code