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/alerts/rules.go

@@ -0,0 +1,161 @@
+// Package alerts evaluates 6 detection rules (docs/PLAN.md §11) over stored
+// snapshots. Rules are pure functions over typed inputs so fixture tests can
+// prove each fires (or stays silent) deterministically.
+package alerts
+
+import (
+	"strings"
+
+	"flowsight/internal/model"
+)
+
+// Rule IDs for the 6 v1 detectors.
+const (
+	RuleAccumulation  = "accumulation"
+	RuleForeignRev    = "foreign-reversal"
+	RuleInsiderSpike  = "insider-spike"
+	RuleUnusualVolume = "unusual-volume"
+	RuleRotation      = "sector-rotation"
+	RuleSuspension    = "suspension-watch"
+)
+
+// Finding is one rule hit with human text + evidence + real citations.
+type Finding struct {
+	Rule      string
+	Ticker    string
+	Message   string
+	Context   map[string]any
+	Citations []model.Citation
+}
+
+// Accumulation fires on >=3 brokers net-buy 5d + volume > 1.5x 20d avg.
+func Accumulation(ticker string, netByBroker map[string]float64, volMult float64) (Finding, bool) {
+	n := 0
+	sum := 0.0
+	for _, v := range netByBroker {
+		if v > 0 {
+			n++
+			sum += v
+		}
+	}
+	if n >= 3 && volMult > 1.5 {
+		return Finding{Rule: RuleAccumulation, Ticker: ticker,
+			Message: ticker + " accumulation: " + itoa(n) + " brokers net-buy, volume spike",
+			Context: map[string]any{"brokers": n, "net_sum": sum, "vol_mult": volMult}}, true
+	}
+	return Finding{}, false
+}
+
+// ForeignReversal fires on 5d cumulative outflow then 1d inflow with the last
+// day magnitude > 2x trailing 5d daily average (or the mirror).
+func ForeignReversal(ticker string, last6 []float64) (Finding, bool) {
+	if len(last6) < 6 {
+		return Finding{}, false
+	}
+	prev5, last := last6[:5], last6[5]
+	sum5 := 0.0
+	absAvg := 0.0
+	for _, v := range prev5 {
+		sum5 += v
+		absAvg += abs(v)
+	}
+	absAvg /= 5
+	if absAvg == 0 {
+		return Finding{}, false
+	}
+	if sum5 < 0 && last > 0 && last > 2*absAvg {
+		return Finding{Rule: RuleForeignRev, Ticker: ticker,
+			Message: ticker + " foreign reversal: outflow flipped to inflow",
+			Context: map[string]any{"sum5": sum5, "last": last}}, true
+	}
+	if sum5 > 0 && last < 0 && -last > 2*absAvg {
+		return Finding{Rule: RuleForeignRev, Ticker: ticker,
+			Message: ticker + " foreign reversal: inflow flipped to outflow",
+			Context: map[string]any{"sum5": sum5, "last": last}}, true
+	}
+	return Finding{}, false
+}
+
+// InsiderSpike fires on director/major buy volume > 2x 30d avg, or >=3
+// distinct insiders buying in 7d.
+func InsiderSpike(ticker string, buyVol, avg30 float64, distinct7d int) (Finding, bool) {
+	if avg30 > 0 && buyVol > 2*avg30 {
+		return Finding{Rule: RuleInsiderSpike, Ticker: ticker,
+			Message: ticker + " insider spike: buy volume above 2x 30d avg",
+			Context: map[string]any{"volume": buyVol, "avg30": avg30, "mult": buyVol / avg30}}, true
+	}
+	if distinct7d >= 3 {
+		return Finding{Rule: RuleInsiderSpike, Ticker: ticker,
+			Message: ticker + " insider cluster: 3+ insiders buying in 7d",
+			Context: map[string]any{"distinct": distinct7d}}, true
+	}
+	return Finding{}, false
+}
+
+// UnusualVolume fires on >3x 20d avg when the date is not an earnings date.
+func UnusualVolume(ticker, date string, mult float64, isEarningsDate bool) (Finding, bool) {
+	if mult > 3 && !isEarningsDate {
+		return Finding{Rule: RuleUnusualVolume, Ticker: ticker,
+			Message: ticker + " unusual volume on " + date,
+			Context: map[string]any{"mult": mult, "date": date}}, true
+	}
+	return Finding{}, false
+}
+
+// SectorRotation fires when a subsector net flow flips sign week-over-week.
+func SectorRotation(sector string, prev, cur float64) (Finding, bool) {
+	if (prev < 0 && cur > 0) || (prev > 0 && cur < 0) {
+		dir := "inflow"
+		if cur < 0 {
+			dir = "outflow"
+		}
+		return Finding{Rule: RuleRotation, Ticker: sector,
+			Message: "rotation: " + sector + " flipped to " + dir,
+			Context: map[string]any{"prev": prev, "cur": cur}}, true
+	}
+	return Finding{}, false
+}
+
+// SuspensionWatch fires on any new suspension notice for a watchlist ticker.
+func SuspensionWatch(ticker, date, reason string, onWatchlist bool) (Finding, bool) {
+	if reason == "" && date == "" {
+		return Finding{}, false
+	}
+	if onWatchlist {
+		return Finding{Rule: RuleSuspension, Ticker: ticker,
+			Message: ticker + " suspended: " + reason,
+			Context: map[string]any{"date": date, "reason": reason}}, true
+	}
+	return Finding{}, false
+}
+
+func abs(v float64) float64 {
+	if v < 0 {
+		return -v
+	}
+	return v
+}
+
+func itoa(n int) string {
+	if n == 0 {
+		return "0"
+	}
+	s := ""
+	for n > 0 {
+		s = string(rune('0'+n%10)) + s
+		n /= 10
+	}
+	return s
+}
+
+// MatchRule reports whether a user rule JSON targets a finding (simple
+// substring match on rule id or ticker; empty rule matches all).
+func MatchRule(ruleJSON string, f Finding) bool {
+	if ruleJSON == "" || ruleJSON == "{}" {
+		return true
+	}
+	r := strings.ToLower(ruleJSON)
+	return strings.Contains(r, strings.ToLower(f.Rule)) ||
+		strings.Contains(r, strings.ToLower(f.Ticker)) ||
+		strings.Contains(r, `"all"`)
+}