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feat: Phase 3 FINRA bulk adapter + Phase 4 three-way merge with discrepancy flagging

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Phase 3 — FINRA bulk short-interest ingest:
- Add finra_short_interest table to schema (per-symbol, per-settlement-date, per-exchange, with short/exempt/total volume, avg daily vol, days to cover)
- Create FinraIngestService: downloads FINRA consolidated pipe-delimited file from configurable base URL, parses Market|Symbol|ShortVolume|ShortExemptVolume|TotalVolume, stores in finra_short_interest table
- Create FinraBulkAdapter: SourceFetch that calls downloadAndIngestFinra, registers as finra-bulk source kind with finraShortinterest cache handler
- finraShortinterest handler reads latest settlement row per symbol from finra_short_interest table (no per-symbol kv_cache write; data is bulk-ingested)
- Register in index.ts adapter map + HANDLERS + del case

Phase 4 — three-way merge with discrepancy detection:
- shortInterest tRPC procedure now reads all 3 caches (yfinance, nasdaq, finra-bulk) in parallel
- Reconciliation hierarchy: FINRA (shares short) > NASDAQ > Yahoo
- daysToCover: NASDAQ (specific) > FINRA (computed) > Yahoo (short ratio fallback)
- settlementDate: FINRA > NASDAQ > Yahoo
- Discrepancy detection: compares sharesShort across available sources, flags >10% difference with discrepancyPct + discrepancyBetween
- Updated ShortInterestPanel: FINRA source badge, discrepancy warning banner, three-source disclaimer
- Updated trpc.ts client type for new shape
This commit is contained in:
Investor Flow Build
2026-07-25 13:03:49 -04:00
parent 76f60dc766
commit 3fa6b32916
8 changed files with 308 additions and 15 deletions
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app/src/lib/trpc.ts
+1 -1
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@@ -623,7 +623,7 @@ export const api = {
analystRatings: (symbol: string) =>
trpcQuery<{ symbol: string; ratings: Array<{ firm: string; action: string | null; gradeFrom: string | null; gradeTo: string | null; ratingDate: string; targetFrom: number | null; targetTo: number | null }>; consensus: { strongBuy: number; buy: number; hold: number; sell: number; strongSell: number } | null; error?: string }>("institutional.analystRatings", { symbol }),
shortInterest: (symbol: string) =>
trpcQuery<{ symbol: string; sharesShort: number | null; sharesShortPriorMonth: number | null; sharesPercentSharesOut: number | null; shortRatio: number | null; shortPercentOfFloat: number | null; dateShortInterest: string | null; floatShares: number | null; sharesOutstanding: number | null; daysToCover: number | null; settlementDate: string | null; history: Array<{ settlementDate: string; sharesShort: number | null; avgDailyVolume: number | null; daysToCover: number }> | null; sources: { yfinance: { available: boolean; stale: boolean }; nasdaq: { available: boolean; stale: boolean } }; stale: boolean }>("institutional.shortInterest", { symbol }),
trpcQuery<{ symbol: string; sharesShort: number | null; sharesShortPriorMonth: number | null; sharesPercentSharesOut: number | null; shortRatio: number | null; shortPercentOfFloat: number | null; dateShortInterest: string | null; floatShares: number | null; sharesOutstanding: number | null; daysToCover: number | null; settlementDate: string | null; history: Array<{ settlementDate: string; sharesShort: number | null; avgDailyVolume: number | null; daysToCover: number }> | null; discrepancyPct: number | null; discrepancyBetween: string | null; sources: { yfinance: { available: boolean; stale: boolean }; nasdaq: { available: boolean; stale: boolean }; finra: { available: boolean; stale: boolean } }; stale: boolean }>("institutional.shortInterest", { symbol }),
},
emotionLogger: {
add: (input: { tradeExecutionId: string; priceAtEvent?: number; emotion: string; note?: string }) =>