[operator] Decide daily-suggestion handling of missing spot prices

[i-xtsu-sixyou-ken-mei]

Decision needed

Decide how /api/v3/strategy/daily-suggestion/{user_id} should behave when the strategy's per-day price map lacks a held spot asset during warmup, and whether the underlying price gap needs a freshness guard upstream. Today the request fails with HTTP 500. Any fix changes strategy/portfolio valuation semantics, so this is not weak-agent work.

Evidence

• Sentry ANALYTICS-ENGINE-1: ValueError: Missing price for spot asset 'ETH', 42 events, first seen 2026-09-19T07:49:45Z, last seen 2026-09-21T09:59:51Z, release 36d73da6. ANALYTICS-ENGINE-2: HTTPException: Failed to generate daily suggestion, 22 events, same window. Client side, ZAP-PILOT-WEB-3: APIError: HTTP 500 in getDailySuggestion, 4 events 2026-09-19T07:49:53Z–2026-09-20T10:10:04Z, release 3.0.1.
• Stack: v3_strategy.get_daily_suggestion → strategy_daily_suggestion_service._compute_daily_suggestion → composed.get_daily_recommendation → warmup_day → flat_minimum.warmup → dma_gated_fgi/component.warmup → signals/contracts.from_strategy_context → execution/portfolio.total_value → _resolve_price_for_asset, which raises when the day's price map has no eth key (apps/analytics-engine/src/services/backtesting/execution/portfolio.py).
• No commit has touched portfolio.py, strategy_daily_suggestion_service.py or signals/contracts.py since 2026-09-19. The events stopped after 2026-09-21T09:59Z without a fix; why they stopped (price backfill or the caller going away) is unverified, so quiet time is not recovery evidence.
• ops_investigate sentry:stale-unresolved/analytics-engine: blockers [], inspectionCoverage inspected, affectedUsers 0 (backend events carry no user), no AUM or customer exposure recorded.
• Related, different root cause: the borrowing-positions dust-debt contract issue seen in the same web session (filed separately).

Options

1. Keep failing closed but return a typed "price data unavailable" response instead of an unhandled 500, and add a freshness check that surfaces the missing price day as an ops signal.
2. Carry the last known price forward for a missing warmup day (bounded, e.g. at most one day). This changes valuation semantics and needs an explicit decision.
3. Exclude days with incomplete price maps from warmup.

Fingerprint

triage:sentry:ANALYTICS-ENGINE-1

[i-xtsu-sixyou-ken-mei]

Triage evidence 2026-10-01 — events continued after this issue was filed

• Sentry 30d read at 2026-10-01T01:47Z: ANALYTICS-ENGINE-1 now has 68 events (body: 42), ANALYTICS-ENGINE-2 32 (body: 22), ZAP-PILOT-WEB-3 8 (body: 4); ZAP-PILOT-WEB-2 has 6 and ZAP-PILOT-WEB-4 has 2. Last seen is 2026-09-25T05:29:43Z (ANALYTICS-ENGINE-1/2) and 05:29:41Z (WEB-3), which is after this issue was filed (2026-09-24T13:18Z). The body's "events stopped after 2026-09-21T09:59Z" no longer holds. Affected users stay 0 in Sentry, which cannot count backend events without user context.
• Quiet since 2026-09-25T05:29Z (about 3.8 days at read time) is still not recovery evidence: git log on origin/main (e547566e0) shows no commit touching portfolio.py, strategy_daily_suggestion_service.py or signals/contracts.py since 2026-09-19. Latest sample release 1f44f90d4; the stack is unchanged from the body.
• ops_investigate sentry:stale-unresolved/analytics-engine at 2026-10-01T01:50Z: blockers [], inspectionCoverage inspected, no AUM or customer exposure recorded.
• Supporting only (read-only SELECTs by a triage subagent through the Supabase MCP, outside the triage skill's declared evidence sources; re-check before relying on it): alpha_raw.token_price_snapshots has BTC and ETH rows for every day 2026-09-01..2026-09-28, so a missing daily row in that table does not explain the 2026-09-19..09-25 failures. The only 2026-09 hole is 2026-09-29, after this issue's window; it is tracked in [operator] Decide backfill of missing BTC/ETH prices for 2026-09-29 #671.
• Unverified hypothesis, not a root cause: the two timestamps known to this read (first 2026-09-19T07:49Z, last 2026-09-25T05:29Z) both fall before the usual Alpha ETL landing window (recent runs 13:40–18:00Z), so a request that needs the current UTC day's price could have found none yet. Only these two of the 100 events were inspected; Option 3 (exclude incomplete days) would be the relevant branch if this holds.

This adds evidence only; the issue body and labels are unchanged.