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.
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package alerts
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import (
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"context"
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"encoding/json"
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"time"
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"flowsight/internal/model"
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"flowsight/internal/store"
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)
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// Evaluate runs all 6 rules over stored snapshots for the watchlist and
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// records + delivers hits. First-fire only per (rule, ticker, date): rows
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// already present in alert_events for today are skipped. Delivery fans out to
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// the alert owner's enabled destinations (server env is fallback). Prefer
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// EvaluateFor; this wrapper keeps owner empty (server fallback only).
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func Evaluate(ctx context.Context, db *store.DB, n *Notifier, alertID int64, ruleJSON string, tickers []string) []Finding {
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owner := ""
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_ = db.QueryRow(`SELECT user_key FROM alerts WHERE id=?`, alertID).Scan(&owner)
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return EvaluateFor(ctx, db, n, alertID, owner, ruleJSON, tickers)
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}
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// EvaluateFor is Evaluate scoped to an explicit owner: history rows and
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// delivery both use owner (no cross-user leakage via alert_id reuse).
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func EvaluateFor(ctx context.Context, db *store.DB, n *Notifier, alertID int64, owner, ruleJSON string, tickers []string) []Finding {
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today := time.Now().Format("2006-01-02")
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var out []Finding
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for _, t := range tickers {
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cands := candidates(db, t, today)
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for _, f := range cands {
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if !MatchRule(ruleJSON, f) {
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continue
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}
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if firedToday(db, f.Rule, t, today) {
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continue
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}
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cites, _ := json.Marshal(f.Citations)
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ctxJSON, _ := json.Marshal(f.Context)
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if _, err := db.InsertAlertEvent(alertID, t, today, f.Message, string(ctxJSON), string(cites), owner); err != nil {
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continue
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}
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_ = n.SendTo(ctx, owner, f, string(cites))
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_ = db.MarkAlertFired(alertID)
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out = append(out, f)
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}
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}
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return out
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}
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// candidates runs every rule against one ticker's stored state. Every
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// finding carries real citations (no "derived" placeholder).
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func candidates(db *store.DB, ticker, today string) []Finding {
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var out []Finding
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brokerDate := today
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if nets, err := db.NetBuySum5d(ticker); err == nil && len(nets) > 0 {
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volMult := 0.0
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volDate := today
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if vols, dates, err := db.DailyVolumes(ticker, 21); err == nil && len(vols) >= 2 {
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n := len(vols)
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if a := avg(vols[:n-1]); a > 0 {
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volMult = vols[n-1] / a
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}
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volDate = lastOf(dates)
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}
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if _, d, err := db.LatestSnapshot(ticker, "broker-summary-top"); err == nil {
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brokerDate = d
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}
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if f, ok := Accumulation(ticker, nets, volMult); ok {
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f.Citations = []model.Citation{
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model.Cite("v2/broker-summary/"+ticker+"/top/", ticker, brokerDate),
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model.Cite("v2/daily/"+ticker+"/", ticker, volDate),
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}
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out = append(out, f)
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}
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}
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if dates, nets, err := db.ForeignLast6(ticker); err == nil && len(nets) == 6 {
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if f, ok := ForeignReversal(ticker, nets); ok {
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f.Citations = []model.Citation{
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model.Cite("v2/foreign-flow/"+ticker+"/", ticker, dates[5]),
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}
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out = append(out, f)
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}
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}
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// Insider spike: real 2x-volume path (latest buy vs 30d avg) plus the
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// distinct-insider cluster path, both over stored filings.
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if avg30 := db.FilingAvg30(ticker); avg30 > 0 {
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if f, ok := InsiderSpike(ticker, db.LatestBuyVolume(ticker), avg30, db.DistinctInsiders7d(ticker)); ok {
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f.Citations = []model.Citation{model.Cite("v2/filings/", ticker, today)}
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out = append(out, f)
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}
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}
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if vols, dates, err := db.DailyVolumes(ticker, 21); err == nil && len(vols) >= 2 {
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n := len(vols)
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if a := avg(vols[:n-1]); a > 0 {
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if f, ok := UnusualVolume(ticker, lastOf(dates), vols[n-1]/a, isEarningsDate(db, ticker, lastOf(dates))); ok {
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f.Citations = []model.Citation{
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model.Cite("v2/daily/"+ticker+"/", ticker, lastOf(dates)),
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}
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out = append(out, f)
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}
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}
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}
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// Sector rotation from the stored sector-flow snapshot.
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var flow struct {
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Current map[string]float64 `json:"current"`
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Previous map[string]float64 `json:"previous"`
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}
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if raw, d, err := db.LatestSnapshot("IDX", "sector-flow"); err == nil {
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_ = json.Unmarshal([]byte(raw), &flow)
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for sector, cur := range flow.Current {
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if f, ok := SectorRotation(sector, flow.Previous[sector], cur); ok {
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f.Citations = []model.Citation{model.Cite("v2/subsector/report/", sector, d)}
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out = append(out, f)
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}
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}
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}
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// Suspension: fire only on notices dated today or later (new-notice diff).
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if raw, d, err := db.LatestSnapshot(ticker, "suspensions"); err == nil && raw != "" {
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var notices struct {
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Results []struct {
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Symbol string `json:"symbol"`
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SuspensionDate string `json:"suspension_date"`
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Reason string `json:"reason"`
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} `json:"results"`
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}
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if json.Unmarshal([]byte(raw), ¬ices) == nil {
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for _, sn := range notices.Results {
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if sn.SuspensionDate >= today {
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if f, ok := SuspensionWatch(ticker, sn.SuspensionDate, sn.Reason, true); ok {
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f.Citations = []model.Citation{
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model.Cite("v2/suspensions/", ticker, sn.SuspensionDate),
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}
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_ = d
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out = append(out, f)
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}
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}
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}
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}
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}
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return out
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}
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// isEarningsDate reports whether date falls within 1d of a stored quarterly
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// report date (rule-4 exclusion for unusual volume).
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func isEarningsDate(db *store.DB, ticker, date string) bool {
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var qdates []struct {
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ReportDate string `json:"report_date"`
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Date string `json:"date"`
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}
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raw, _, err := db.LatestSnapshot(ticker, "quarterly-dates")
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if err != nil {
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return false
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}
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if json.Unmarshal([]byte(raw), &qdates) != nil {
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return false
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}
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for _, q := range qdates {
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for _, d := range []string{q.ReportDate, q.Date} {
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if len(d) >= 10 && len(date) >= 10 && daysBetween(d[:10], date[:10]) <= 1 {
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return true
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}
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}
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}
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return false
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}
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func daysBetween(a, b string) int {
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pa, ea := parseDay(a)
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pb, eb := parseDay(b)
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if ea != nil || eb != nil {
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return 999
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}
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h := pa.Sub(pb).Hours() / 24
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if h < 0 {
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h = -h
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}
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return int(h + 0.5)
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}
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func parseDay(s string) (t time.Time, err error) {
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return time.Parse("2006-01-02", s)
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}
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// firedToday enforces first-fire-only per (rule, ticker, date) for every
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// rule: any event for the same rule+ticker+date suppresses re-fire.
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func firedToday(db *store.DB, rule, ticker, today string) bool {
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evts, err := db.AlertEventsSince(today, ticker, 50)
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if err != nil {
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return false
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}
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for _, e := range evts {
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msg, _ := e["message"].(string)
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if e["ticker"] == ticker && e["date"] == today && contains(msg, ruleHints(rule)) {
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return true
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}
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}
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return false
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}
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// ruleHints maps a rule id to the message fragment its findings carry.
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func ruleHints(rule string) string {
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switch rule {
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case RuleAccumulation:
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return "accumulation"
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case RuleForeignRev:
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return "reversal"
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case RuleInsiderSpike:
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return "insider"
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case RuleUnusualVolume:
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return "unusual volume"
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case RuleRotation:
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return "rotation"
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case RuleSuspension:
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return "suspend"
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default:
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return rule
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}
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}
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func avg(xs []float64) float64 {
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if len(xs) == 0 {
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return 0
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}
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s := 0.0
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for _, x := range xs {
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s += x
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}
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return s / float64(len(xs))
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}
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func lastOf(xs []string) string {
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if len(xs) == 0 {
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return ""
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}
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return xs[len(xs)-1]
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}
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func contains(s, sub string) bool {
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return len(s) >= len(sub) && (s == sub || len(sub) == 0 ||
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func() bool {
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for i := 0; i+len(sub) <= len(s); i++ {
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if s[i:i+len(sub)] == sub {
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return true
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}
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}
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return false
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}())
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}
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