Investor Flow Build
3fa6b32916
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