feat: add Citations and WatchlistChat components, integrate with API

- Implemented Citations component to display citation data.
- Created WatchlistDrawer and ChatSidebar components for managing watchlists and AI chat functionality.
- Integrated API calls for watchlist management and chat interactions.
- Updated index.tsx to include new components in the main application layout.
- Added API client in lib/api.ts for structured API interactions.
- Developed Alerts, Dashboard, Portfolio, Routines, Screener, and Report pages with relevant data fetching and UI components.
- Introduced styles in tokens.css for consistent theming across the application.
- Configured TypeScript and Vite for project setup and development.

backend/internal/agents/broker_intel.go

@@ -0,0 +1,132 @@
+package agents
+
+import (
+	"context"
+	"fmt"
+	"sort"
+	"strings"
+
+	"flowsight/internal/model"
+	"flowsight/internal/sectors"
+)
+
+// AnalyzeBrokerIntel (A2) classifies broker behavior and emits sector
+// rotation on week-over-week sign flips with evidence rows.
+func AnalyzeBrokerIntel(ctx context.Context, d Deps, ticker string) model.AgentResult {
+	_ = ctx
+	ticker = strings.ToUpper(ticker)
+	res := model.AgentResult{Summary: "no broker snapshots available"}
+
+	var registry []sectors.BrokerRegistryRow
+	regDate, regOK := payload(d.DB, "IDX", "brokers-registry", &registry)
+	var top struct {
+		Date    string                 `json:"date"`
+		Results []sectors.TopBrokerRow `json:"results"`
+	}
+	topDate, topOK := payload(d.DB, "IDX", "brokers-top", &top)
+	if !regOK && !topOK {
+		return res
+	}
+	if regOK {
+		res.Citations = append(res.Citations, model.Cite("v2/brokers/", "IDX", regDate))
+	}
+	if topOK {
+		res.Citations = append(res.Citations, model.Cite("v2/brokers/top/", "IDX", topDate))
+	}
+
+	byCode := map[string]sectors.BrokerRegistryRow{}
+	for _, r := range registry {
+		byCode[r.Code] = r
+	}
+	accum, distrib := 0, 0
+	var lines []string
+	for _, b := range top.Results {
+		row := byCode[b.BrokerCode]
+		origin := "domestic"
+		cohort := "unknown"
+		if row.IsForeign {
+			origin = "foreign"
+		}
+		if row.Cohort != nil && *row.Cohort != "" {
+			cohort = *row.Cohort
+		}
+		class := "neutral"
+		switch {
+		case b.Net > 0:
+			class, accum = "accumulating", accum+1
+		case b.Net < 0:
+			class, distrib = "distributing", distrib+1
+		}
+		if len(lines) < 5 {
+			lines = append(lines, fmt.Sprintf("%s (%s/%s) %s %s",
+				b.BrokerCode, origin, cohort, class, fmtIDR(float64(b.Net))))
+		}
+	}
+	total := accum + distrib
+	score := 0.0
+	if total > 0 {
+		score = float64(accum-distrib) / float64(total) * 100
+	}
+	res.Score = clampScore(score, -100, 100)
+
+	// Rotation: week-over-week sign flip on stored sector nets.
+	var flow struct {
+		Week     string             `json:"week"`
+		Current  map[string]float64 `json:"current"`
+		Previous map[string]float64 `json:"previous"`
+	}
+	flowDate, flowOK := payload(d.DB, "IDX", "sector-flow", &flow)
+	rotFrom, rotTo, rotDelta := "", "", 0.0
+	if flowOK {
+		res.Citations = append(res.Citations, model.Cite("v2/subsector/report/", "IDX", flowDate))
+		type flip struct {
+			sector string
+			delta  float64
+		}
+		var flips []flip
+		for s, cur := range flow.Current {
+			prev := flow.Previous[s]
+			if prev < 0 && cur > 0 {
+				flips = append(flips, flip{s, cur - prev})
+			}
+		}
+		var outflows []flip
+		for s, cur := range flow.Current {
+			prev := flow.Previous[s]
+			if prev > 0 && cur < 0 {
+				outflows = append(outflows, flip{s, prev - cur})
+			}
+		}
+		sort.Slice(flips, func(i, j int) bool { return flips[i].delta > flips[j].delta })
+		sort.Slice(outflows, func(i, j int) bool { return outflows[i].delta > outflows[j].delta })
+		if len(flips) > 0 && len(outflows) > 0 {
+			rotFrom, rotTo, rotDelta = outflows[0].sector, flips[0].sector, flips[0].delta
+			res.Flags = append(res.Flags, "sector-rotation")
+		}
+	}
+
+	res.Values = []model.Value{{
+		Label:     "broker behavior",
+		Display:   fmt.Sprintf("%d accumulating vs %d distributing", accum, distrib),
+		Citations: res.Citations,
+	}, {
+		Label:     "top brokers",
+		Display:   strings.Join(lines, "; "),
+		Citations: res.Citations,
+	}}
+	if rotFrom != "" {
+		res.Values = append(res.Values, model.Value{
+			Label:     "sector rotation",
+			Display:   fmt.Sprintf("%s -> %s (%s swing)", rotFrom, rotTo, fmtIDR(rotDelta)),
+			Citations: res.Citations,
+		})
+		res.Summary = fmt.Sprintf("rotation %s -> %s; score %+.0f", rotFrom, rotTo, score)
+	} else {
+		res.Summary = fmt.Sprintf("no rotation flip; score %+.0f (%d vs %d)", score, accum, distrib)
+	}
+	res.Extra = map[string]any{
+		"accumulating": accum, "distributing": distrib,
+		"rotation_from": rotFrom, "rotation_to": rotTo, "rotation_delta": rotDelta,
+	}
+	return res
+}