feat: dealer flow, mirror portfolio (M21), options convexity, FINRA short interest, alert producers, vendor gate

Snapshot of in-progress module work across multiple slices: - Dealer Flow: dealerExposureEngine, dealerMapService, dealerMapExplain, dealerMapIntegrity, dealerMapReplay, dealerStudyEngine, hanStyleLevels - Mirror Portfolio (M21): fundRepository, captureIngest, mirrorAlertProducers, fund holdings strip, live book, position capture ingest - Options: BSM, NormalizedOptionSurface types, OptionsChainRouter, ConvexityGate, option legs panel - Alert producers: vixLevel, rotation, thesis, unlock, portfolioRisk, mirror (fund_capture, fund_13f, mirror_diff) - FINRA short interest adapter + queue integration - SEC company tickers adapter + ingest (symbol search index seed) - Vendor gate (rate-limit-first data plane, ADR-0009) - CUSIP registry, reverse 13F refresh, stock float service - LRU cache, portfolio backtest engine - Frontend: dealer-flow, funds, journal, lab, monitor, plan, portfolio, reports, screener, strategies, theses, guided-start, exits, more pages - Volume profile, workspace profile, visibility-aware poll - ADRs 0010 (mirror math not advice), 0011 (symbol search index) - VENDOR_INTEGRATIONS.md, END_USER_TEST.md - .gitignore: exclude DBs, .DS_Store, local config, agent scratch
2026-08-10 13:36:26 -04:00
parent 04fc11b2fd
commit ac94acf9e3
229 changed files with 32617 additions and 3934 deletions
@@ -0,0 +1,150 @@
+// One-shot: refresh IREN options surface, rebuild dealer map, diff vs Heatseeker snapshot.
+import { db as openDb } from '../src/db/client.ts';
+import { createCacheRepository, type SourceKind } from '../src/cache/CacheRepository.ts';
+import { AdapterQueue } from '../src/queue/AdapterQueue.ts';
+import { composeYFinanceWithOptions } from '../src/options/OptionsChainRouter.ts';
+import { YFinanceAdapter } from '../src/adapters/YFinanceAdapter.ts';
+import { OptionsAdapter } from '../src/adapters/OptionsAdapter.ts';
+import type { SourceFetch } from '../src/adapters/SourceAdapter.ts';
+import { clearVendorRateLimit } from '../src/services/vendorGate.ts';
+import {
+  getDealerMap,
+  recomputeDealerMapFromCacheDetailed,
+  scheduleDealerMapInputs,
+} from '../src/analysis/dealerMapService.ts';
+
+const database = openDb();
+clearVendorRateLimit('yfinance');
+for (const k of database
+  .prepare("SELECT key FROM queue_state WHERE key LIKE 'source_cooldown%yfinance%' OR key LIKE 'source_cooldown:yfinance%'")
+  .all() as Array<{ key: string }>) {
+  database.prepare('DELETE FROM queue_state WHERE key=?').run(k.key);
+}
+
+const yfinanceAdapter = composeYFinanceWithOptions(
+  new YFinanceAdapter({ db: database }) as unknown as SourceFetch,
+  new OptionsAdapter() as unknown as SourceFetch,
+);
+const adapters = new Map<SourceKind, SourceFetch>([['yfinance' as const, yfinanceAdapter]]);
+const queue = new AdapterQueue({ db: database, adapters, rateLimitMs: { yfinance: 0 } });
+const cache = createCacheRepository({ db: database, scheduler: queue });
+queue.cache = cache;
+const deps = { db: database, cache, queue };
+
+console.log('1) schedule quote + chains for IREN...');
+await scheduleDealerMapInputs(deps, 'IREN', 6);
+
+console.log('2) drain until chains land (max ~120s)...');
+const t0 = Date.now();
+let rounds = 0;
+while (Date.now() - t0 < 120_000) {
+  await queue.drain();
+  rounds += 1;
+  const chains = database
+    .prepare(
+      `SELECT expiry, COUNT(*) n, MAX(ts) ts FROM options_chains
+       WHERE symbol='IREN' AND expiry >= date('now') GROUP BY expiry ORDER BY expiry LIMIT 8`,
+    )
+    .all() as Array<{ expiry: string; n: number; ts: string }>;
+  const quote = database.prepare(`SELECT observed_at FROM kv_cache WHERE key='yfinance:quote:IREN'`).get() as
+    | { observed_at: string }
+    | undefined;
+  if (rounds % 4 === 0) {
+    console.log(
+      ' round',
+      rounds,
+      'expiries',
+      chains.map((c) => `${c.expiry}:${c.n}`).join(','),
+      'quote',
+      quote?.observed_at?.slice(0, 19),
+    );
+  }
+  const fresh = chains.filter((c) => c.ts && Date.now() - Date.parse(c.ts) < 45 * 60_000);
+  if (fresh.length >= 4 && quote && Date.now() - Date.parse(quote.observed_at) < 45 * 60_000) break;
+  await new Promise((r) => setTimeout(r, 1200));
+}
+
+const detail = recomputeDealerMapFromCacheDetailed(database, 'IREN', { maxExpiries: 6, write: true });
+console.log('3) recompute', {
+  asOf: detail.map?.asOf,
+  spot: detail.map?.spot,
+  king: detail.map?.levels?.king,
+  keptPrior: detail.keptPriorMap,
+  msg: detail.message,
+  integrity: detail.integrity?.status,
+});
+
+const result = await getDealerMap(deps, 'IREN', { forceSchedule: true, maxExpiries: 6 });
+const m = result.map ?? detail.map;
+if (!m) {
+  console.error('NO MAP after rebuild');
+  process.exit(1);
+}
+
+const fmt = (n: number) => {
+  const k = n / 1000;
+  if (Math.abs(k) >= 1000) return `$${(k / 1000).toFixed(1)}M`;
+  return `$${k.toFixed(1)}K`;
+};
+
+// Heatseeker LIVE ~03:45:52 PM, IREN 40.41, GEX 0DTE column from screenshot
+const hs0: Record<number, { v: number; label: string }> = {
+  48: { v: 742_400, label: '+742.4K' },
+  45: { v: 231_800, label: '+231.8K' },
+  43: { v: 284_600, label: '+284.6K' },
+  42: { v: -455_900, label: '-455.9K' },
+  41.5: { v: 288_300, label: '+288.3K' },
+  41: { v: -605_900, label: '-605.9K' },
+  40.5: { v: 3_192_100, label: '+3.19M' },
+  40: { v: -5_735_300, label: '-5.74M ★' },
+  39.5: { v: 2_021_300, label: '+2.02M' },
+  39: { v: -37_200, label: '-37.2K' },
+  38: { v: 1_502_600, label: '+1.50M' },
+  37.5: { v: 567_400, label: '+567K' },
+  37: { v: 638_000, label: '+638K' },
+  34: { v: -1_402_300, label: '-1.40M' },
+};
+
+console.log('\n=== LIVE rebuild vs HS 0DTE (HS @40.41 ~3:45pm ET) ===');
+console.log('OUR spot', m.spot, 'asOf', m.asOf, 'status', result.status);
+console.log(
+  'strike'.padStart(6),
+  'HS'.padStart(12),
+  'OUR_0DTE'.padStart(12),
+  'ratio'.padStart(8),
+  'sign',
+);
+let ok = 0;
+let flip = 0;
+for (const s of Object.keys(hs0)
+  .map(Number)
+  .sort((a, b) => b - a)) {
+  const cell = m.cells.find((c) => c.strike === s && c.expiry === '2026-08-07');
+  const our = cell?.gex ?? null;
+  const hs = hs0[s];
+  let ratio = '—';
+  let sign = '—';
+  if (our != null && Math.abs(hs.v) > 0) {
+    ratio = (our / hs.v).toFixed(2);
+    if ((our < 0) === (hs.v < 0)) ok += 1;
+    else flip += 1;
+    sign = (our < 0) === (hs.v < 0) ? 'OK' : 'FLIP';
+  }
+  console.log(
+    String(s).padStart(6),
+    hs.label.padStart(12),
+    (our == null ? 'miss' : fmt(our)).padStart(12),
+    ratio.padStart(8),
+    sign,
+  );
+}
+console.log(`\nsign match ${ok} / flip ${flip}`);
+console.log('king', m.levels?.king);
+console.log('flip/walls', { flip: m.levels?.flip, callWall: m.levels?.callWall, putWall: m.levels?.putWall });
+console.log('quality', m.quality);
+const c35 = m.cells.find((c) => c.strike === 35 && c.expiry === '2026-08-21');
+const c34 = m.cells.find((c) => c.strike === 34 && c.expiry === '2026-08-21');
+console.log('Aug21 35', c35 ? fmt(c35.gex) : 'miss', 'HS~+3.3M');
+console.log('Aug21 34', c34 ? fmt(c34.gex) : 'miss', 'HS~+2.9M');
+console.log('\nDone.');
+process.exit(0);