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/api/screen.go

@@ -0,0 +1,163 @@
+package api
+
+import (
+	"encoding/json"
+	"net/http"
+	"sort"
+	"strings"
+
+	"flowsight/internal/model"
+)
+
+// ScreenRequest is POST /api/screen body.
+type ScreenRequest struct {
+	Where         string `json:"where"`
+	Q             string `json:"q"`
+	Institutional *struct {
+		BrokerScoreMin float64 `json:"broker_score_min"`
+		ForeignTrend   string  `json:"foreign_trend"`
+		InsiderBuying  bool    `json:"insider_buying"`
+		VolumeAnomaly  bool    `json:"volume_anomaly"`
+	} `json:"institutional"`
+	Limit int `json:"limit"`
+}
+
+// ScreenRow is one ranked result with per-row signal breakdown.
+type ScreenRow struct {
+	Symbol    string           `json:"symbol"`
+	Name      string           `json:"name"`
+	Composite float64          `json:"composite"`
+	Breakdown map[string]any   `json:"breakdown"`
+	Citations []model.Citation `json:"citations"`
+}
+
+// Screen serves POST /api/screen: companies/ base filter enriched with
+// broker score + foreign trend + insider flag, ranked composite.
+func (s *Server) Screen(w http.ResponseWriter, r *http.Request) {
+	var req ScreenRequest
+	if err := json.NewDecoder(r.Body).Decode(&req); err != nil {
+		writeErr(w, http.StatusBadRequest, "invalid JSON body")
+		return
+	}
+	limit := req.Limit
+	if limit <= 0 || limit > 100 {
+		limit = 20
+	}
+	// Base universe: live screener when keyed, else stored watchlist.
+	var universe []string
+	if s.Cfg.HasSectorsKey() && (req.Where != "" || req.Q != "") {
+		if rows, err := s.Sectors.Screen(r.Context(), req.Where, req.Q, limit*2, 0); err == nil {
+			for _, row := range rows {
+				universe = append(universe, strings.ToUpper(strings.TrimSuffix(row.Symbol, ".JK")))
+			}
+		}
+	}
+	if len(universe) == 0 {
+		universe, _ = s.DB.Watchlist(s.userKey(r))
+		if len(universe) == 0 {
+			universe = s.Cfg.Watchlist
+		}
+	}
+	var rows []ScreenRow
+	for _, tk := range universe {
+		row := s.scoreTicker(tk)
+		if req.Institutional != nil {
+			inst := req.Institutional
+			if b, _ := row.Breakdown["broker_score"].(float64); b < inst.BrokerScoreMin {
+				continue
+			}
+			if inst.ForeignTrend != "" {
+				if t, _ := row.Breakdown["foreign_trend"].(string); t != inst.ForeignTrend {
+					continue
+				}
+			}
+			if inst.InsiderBuying {
+				if b, _ := row.Breakdown["insider_buying"].(bool); !b {
+					continue
+				}
+			}
+			if inst.VolumeAnomaly {
+				if b, _ := row.Breakdown["volume_anomaly"].(bool); !b {
+					continue
+				}
+			}
+		}
+		rows = append(rows, row)
+	}
+	sort.Slice(rows, func(i, j int) bool { return rows[i].Composite > rows[j].Composite })
+	if len(rows) > limit {
+		rows = rows[:limit]
+	}
+	writeJSON(w, http.StatusOK, map[string]any{"rows": rows, "count": len(rows)})
+}
+
+// scoreTicker computes the composite (broker 40 + foreign 25 + insider 15 + volume 20).
+func (s *Server) scoreTicker(tk string) ScreenRow {
+	tk = strings.ToUpper(tk)
+	row := ScreenRow{Symbol: tk, Name: tk, Breakdown: map[string]any{}}
+	// Broker score from 5d net imbalance.
+	brokerScore := 0.0
+	if nets, err := s.DB.NetBuySum5d(tk); err == nil && len(nets) > 0 {
+		pos, neg := 0.0, 0.0
+		for _, v := range nets {
+			if v > 0 {
+				pos += v
+			} else {
+				neg -= v
+			}
+		}
+		if tot := pos + neg; tot > 0 {
+			brokerScore = (pos - neg) / tot * 100
+		}
+		row.Citations = append(row.Citations, model.Cite("v2/broker-summary/"+tk+"/top/", tk, "stored"))
+	}
+	// Foreign trend from last-6 series.
+	foreignScore, trend := 0.0, "flat"
+	if dates, nets, err := s.DB.ForeignLast6(tk); err == nil && len(nets) > 0 {
+		last := nets[len(nets)-1]
+		if last > 0 {
+			foreignScore, trend = 50, "inflow"
+		} else if last < 0 {
+			foreignScore, trend = -50, "outflow"
+		}
+		row.Citations = append(row.Citations, model.Cite("v2/foreign-flow/"+tk+"/", tk, dates[len(dates)-1]))
+	}
+	// Insider flag from filings average.
+	insider := s.DB.FilingAvg30(tk) > 0
+	// Volume anomaly from stored daily bars.
+	volAnom, volMult := false, 0.0
+	if vols, _, err := s.DB.DailyVolumes(tk, 21); err == nil && len(vols) >= 2 {
+		n := len(vols)
+		if a := avgF(vols[:n-1]); a > 0 {
+			volMult = vols[n-1] / a
+			volAnom = volMult > 2
+		}
+		row.Citations = append(row.Citations, model.Cite("v2/daily/"+tk+"/", tk, "stored"))
+	}
+	volScore := 0.0
+	if volAnom {
+		volScore = 50
+	}
+	row.Composite = brokerScore*0.4 + foreignScore*0.25 + volScore*0.2
+	if insider {
+		row.Composite += 7.5
+	}
+	row.Breakdown = map[string]any{
+		"broker": brokerScore, "broker_score": brokerScore,
+		"foreign": foreignScore, "foreign_trend": trend,
+		"insider": insider, "insider_buying": insider,
+		"volume_mult": volMult, "volume_anomaly": volAnom,
+	}
+	return row
+}
+
+func avgF(xs []float64) float64 {
+	if len(xs) == 0 {
+		return 0
+	}
+	sum := 0.0
+	for _, x := range xs {
+		sum += x
+	}
+	return sum / float64(len(xs))
+}