Files
investor-flow/app
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
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