Commit Graph
8 Commits
Author SHA1 Message Date
Investor Flow Build ac94acf9e3 feat: dealer flow, mirror portfolio (M21), options convexity, FINRA short interest, alert producers, vendor gate
CI / Test & Type-Check (push) Canceled after 0s
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
Investor Flow Build 48872b7805 fix: correct FINRA URL, filename format, parser column order, and default base URL
- Fix default base URL: https://cdn.finra.org/equity/regsho/daily (was www.finra.org/sites/default/files)
- Fix filename pattern: CNMSshvol{YYYYMMDD}.txt (was CAshvol with year/month subdir)
- Fix parser: actual file columns are Date|Symbol|ShortVolume|ShortExemptVolume|TotalVolume|Market
  (was incorrectly expecting Market|Symbol|... — first col is Date, last col is Market)
- Dedupe by symbol (volume is total across all listed exchanges, not per-exchange)
- Store combined market codes (e.g. 'B,Q,N') as exchange string
- Use BEGIN/COMMIT instead of db.transaction() (node:sqlite DatabaseSync doesn't have transaction())
- Update finra_config defaults in schema.sql + migration + admin fallback
2026-07-25 13:14:05 -04:00
Investor Flow Build 8a00363dd0 feat: admin-configurable FINRA download URL
- Add finra_config singleton table (base_url + updated_at)
- Add getFinraBaseUrl() and setFinraBaseUrl() to admin.ts
  Resolution order: DB config > env FINRA_BASE_URL > built-in default
- Add finraConfig query + finraConfigUpdate mutation to admin tRPC router
- Update FinraIngestService.downloadAndIngestFinra to accept optional baseUrl
  param; falls back to getFinraBaseUrl(db) when omitted
- FinraBulkAdapter resolves URL implicitly via the service (no adapter change)
- Add migration #10 for existing DBs
2026-07-25 13:11:50 -04:00
Investor Flow Build 3fa6b32916 feat: Phase 3 FINRA bulk adapter + Phase 4 three-way merge with discrepancy flagging
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
2026-07-25 13:03:49 -04:00
Investor Flow Build 351c104eba fix: analyst ratings timeout + add accession column to institution_filings
- Add 6s server-side timeout to Yahoo Finance quoteSummary (Promise.race) so the backend responds with stale data instead of hanging indefinitely. Stale cache is served on error (router.ts:1895-1898), matching ADR-0009.
- Hoist YahooFinance to a module-level singleton (getYf()) so the crumb/cookie is fetched once, not per call. Matches YFinanceAdapter pattern.
- Add suppressNotices for yahooSurvey to reduce log noise.
- Add accession column to institution_filings (schema.sql + migration in client.ts) and thread it through both secDataFetcher.ts INSERT paths (13D/G and 13F-HR). Fixes recurring `no such column: accession` error in new13daProducer alert tick.
- new13daProducer.ts needs no changes - its SELECT accession query now works.
2026-07-25 11:52:48 -04:00
Investor Flow Build 5b9f770aa4 Phase 5: alert subscriptions UI + multiple watchlists + queue fixes
CI / Test & Type-Check (push) Canceled after 0s
UI:
- /alerts page: event history with acknowledge, subscription create/manage with toggle
- /admin/smtp: SMTP config form (host, port, auth, test)
- Watchlist sidebar: dropdown selector for multiple watchlists, create/delete
- Sidebar: alerts count badge, SMTP link under admin
- Mobile tab nav: alerts tab added
- Client trpc.ts: all new API methods + types

Backend:
- watchlists.listByWatchlist procedure + listSymbolsByWatchlist repo fn
- yfinance min-interval 1500->2000ms to reduce Edge 429s
- Fixed e.date.slice error in yfinance-adjustments with typeof guard
- Removed defunct BITF from watchlist+queue
- Cleared 83 failed + 12 backoff queue jobs

Docs:
- FUNCTIONAL_DESIGN.md: alerts + multiple watchlists + SMTP documented
- TECH_DESIGN.md: new modules, tRPC procs, routes updated
2026-07-23 20:51:47 -04:00
Investor Flow Build e262187c3c fix: backfill symbol_demand for sidebar-added symbols + analyst ratings schema fix
- Add await ctx.cache.subscribe() to addSymbol mutation so symbols
  added via the sidebar get registered in symbol_demand and yfinance
  jobs are queued immediately
- Backfill PEP, WYNN, STZ, CELH into symbol_demand + adapter_queue
- Upgrade yahoo-finance2 3.15.3 -> 3.15.4 and pass validateResult:false
  to quoteSummary() to handle Yahoo schema drift
- Add error detail logging for analyst ratings schema failures
- Update .gitignore with common ignores
2026-07-23 18:02:24 -04:00
Investor Flow Build 55f07e6b42 fix: wire data adapters, fix OptionsAdapter v3, build Research pages
- Fix OptionsAdapter for yahoo-finance2 v3 API ({ date: expiry } instead of positional arg)
- Fix institutional.flow and insiderStream endpoints to query correct DB tables
- Fix anonymous user INSERT (pw_hash column, not password_hash)
- Create secDataFetcher module for 13F/Form 4 data population
- Add institutional and marketOutlook endpoints to frontend trpc client
- Build out Chart Lab, Institutional, Market Outlook pages with real components
- Add focus-visible rings, aria-labels, hex tokens, shape icons across all panels
- Integrate EmotionLogger, MobileTabNav, useKeyboardShortcuts
- Add localStorage persistence for emotion logs
- Normalize spacing, type scale, hover effects across all components
2026-07-05 08:50:12 -04:00