zfin/TODO.md

Future Work

No work here is blocking — we're in a good state. Items below are ordered roughly by priority within each section. Priority labels (HIGH / MEDIUM / LOW) mark items that deserve explicit ranking; unlabeled items are "someday, if the mood strikes."

Projections: future enhancements

• Configurable benchmark symbols — priority MEDIUM. Currently hardcoded SPY + AGG. Route through projections.srf as a type::config,benchmark::SYMBOL record (or similar). Low effort.
• Configurable return cap per position — priority MEDIUM. Default: none; cap outliers like NVDA. Should route through projections.srf cleanly.
• Accumulation-mode SWR rate column is misleading — priority LOW. When retirement_age/retirement_at is configured, the "Safe Withdrawal" table's % column divides the SWR amount by the CURRENT portfolio value, not the post-accumulation portfolio value. The dollar amount is correct (it's the safe spending in retirement, given the projected accumulation), but the % rate comes out absurdly high (e.g., 22% of today's portfolio). The Accumulation phase block already shows the median portfolio at retirement, so the user can compute the real rate themselves — but the SWR table's rate column should ideally divide by the median post-accumulation value, or be suppressed when accumulation is active. Decide which.
• Chart vertical line at retirement boundary — priority LOW. The accumulation-phase spec called this "mandatory" but it was explicitly deferred during implementation. The chart currently shows the full accumulation_years + horizon span without a visual marker for where accumulation ends and distribution begins. Easier to add to the kitty-graphics chart than the braille one.
• Goal-seek over distribution horizon for W1 — priority LOW. Today the W1 ("set spending, find date") workflow reports the earliest retirement at each user-configured (horizon, confidence) cell. The philosophically correct version asks "when have I accumulated enough wealth that the projection shows a 95% probability of success withdrawing X per year from retirement until age-of-death?" — i.e. goal-seek across both accumulation_years AND distribution_years simultaneously, anchored to a configured age-of-death. NP-shaped search; not worth optimizing until someone wants it.
• Per-person retirement_age — priority LOW. V1 of the accumulation-phase spec chose Option A: a single household retirement boundary derived from the oldest configured birthdate. Households where one earner retires significantly earlier than the other would benefit from per-person retirement_age fields on each type::birthdate record, with contributions stopped per-person.
• Configurable max_accumulation_years — priority LOW. Hardcoded at 50 years. Route through projections.srf if anyone hits the cap.
• Configurable MIN period selection (currently 3Y/5Y/10Y, exclude 1Y)
• Multiple spending models: flat (current), decreasing (1-2% real annual decrease, Blanchett "spending smile"). Late-life healthcare better modeled as a life event.
• Unclassified position handling in allocation split (warn user)
• Historical projection overlay follow-ups. The base --overlay-actuals overlay shipped (CLI tip + TUI primary surface). Open enhancements:
  • Historical metadata.srf / projections.srf for back-dated runs. Today the overlay re-runs against current classifications and assumptions; for historically faithful what-the-model-said-then output we'd check out the git-tracked versions of those files at the as-of commit and load those instead. Edge case until classifications materially drift.
  • Contribution-attribution overlay. Today's actuals line includes contributions implicitly; the bands assume modeled contributions that may or may not match reality. A "decompose actuals into market return vs contributions" annotation would clarify how much of the trajectory was the model being right vs new money arriving on schedule.
  • Mosaic mode: overlay multiple as-of starting points on one chart ("show me 1Y, 3Y, 5Y, 10Y projections all at once") so the user can see how the projection envelope tightened as data came in.
  • Better composition basis for imported-only as-of. Today the imported-only path uses today's allocations scaled by imported_liquid / today_total_liquid. That's the simplest thing that could work, but it's "today's mix back-dated" — it ignores everything we know about the historical context. Specifically: imported_values.srf already carries an expected_return field per row that the user captured at that date in their source spreadsheet. We could:
    • Use the imported expected_return as a sanity check against the simulation's per-position weighted return (warn or clamp if they diverge wildly — the spreadsheet's number reflects what the user actually saw at the time).
    • Use the imported expected_return to bias the stock/bond split inference: a higher expected return implies a higher historical equity weighting than today's mix probably reflects.
    • Reach further: derive a synthetic stock/bond split from the imported expected_return directly, treating it as a weighted average of SPY and AGG returns at that date and solving for the weights. That gives a per-imported- row composition that's locally faithful instead of one-mix-fits-all. None of these are urgent — the current "today's mix scaled" approximation is documented as such and the bands still render meaningfully — but each would tighten the historical faithfulness one notch. Pick whichever has the highest payoff vs. complexity when this gets revisited.
  • Chart zoom for short-history overlays. With a 50-year projection horizon and only ~10 years of imported actuals, the actuals line is squashed into the first 20% of the chart and the comparison-against-bands story is hard to read. Two design directions:
    • Auto-zoom: when the overlay is on, the chart's x-axis defaults to [as_of, today + N years] (where N is small, e.g. 2x the actuals span) instead of [as_of, as_of + horizon]. The bands beyond `today
      • N` are still computed but clipped from view. The tradeoff: the user loses the long-tail terminal-value context unless they toggle back out.
    • Toggle: a separate keybind (e.g. z for zoom) flips between full-horizon and zoomed views. Default off so the bands tell their full story; user opts in when they want overlay legibility. Auto-zoom is more invasive (changes the default chart semantics for everyone running with overlay-on) but better matches what the user actually wants when they toggle the overlay. Toggle is safer but requires the user to know the feature exists. Probably do auto-zoom but expose a toggle to escape it ("show full horizon").

Export chart as PNG (--export-chart <path>) — priority MEDIUM

z2d already supports PNG export natively. Today the chart-bearing commands (quote, history, projections, plus the equivalent TUI tabs) render to braille (CLI) or Kitty graphics (TUI). Adding a --export-chart <path> flag would land just the chart (not the surrounding text output) as a PNG file at the given path, at full fidelity, regardless of which surface invoked it.

Driver: when reviewing a back-dated projection or a notable price move, capturing the chart as an image (e.g. for a write-up, an email to the household, or a wiki page) is currently a screenshot-and-crop chore. PNG export makes it a one-shot CLI invocation.

Sketch:

• zfin quote AAPL --export-chart aapl.png → just the price+ Bollinger chart as a PNG, no other output.
• zfin projections --as-of 1Y --overlay-actuals --export-chart projection.png → the projection-bands chart plus overlay, no other output.
• The chart code already produces RGB pixel buffers via z2d; replace the transmitPreEncodedImage call (TUI) or the braille text path (CLI) with a Surface.write_png call when the flag is present.

Plumbing: a thin "chart-only render" entry point in each chart module (projection_chart.zig, chart.zig for symbols), called from the relevant command's run() when --export-chart is set. Exits before the rest of the text output renders.

Out of scope for V1: file-format alternatives (SVG, PDF), themed color overrides for export (always uses the active terminal theme), non-chart command output as PNG.

CLI architecture overhaul — priority MEDIUM

The CLI surface has grown to 21 top-level commands and the dispatch machinery in src/main.zig is starting to bloat. Three related gaps, all best addressed together because they share the same refactor vehicle:

1. No per-command --help. zfin help shows a wall of every command and every flag. There's no way to ask "what does projections accept?" without grepping the top-level usage. Every command should support zfin <command> --help printing just that command's synopsis, flags, and a few examples.
2. usage text is roughly chronological-by-feature. Re-group it into workflow sections so users can scan for what they need:
   • Per-symbol lookups: perf, quote, history (symbol mode), divs, splits, options, earnings, etf
   • Portfolio analysis: portfolio, analysis, history (portfolio mode), projections, milestones
   • Time-series & journaling: snapshot, compare, contributions
   • Data hygiene: audit, enrich, lookup
   • Infra: cache, version, interactive
3. Per-command flag parsing lives inline in runCli. It's ~500 lines now. The projections, contributions, and compare branches each carry ~50 lines of inline flag parsing plus their own conflict-detection. Each command module should own its own parseArgs(); runCli should be pure dispatch.

The natural mechanism for all three is a command registry table mirroring the tab_modules registry in src/tui.zig:

// src/main.zig
const command_registry = .{
    .perf = @import("commands/perf.zig"),
    .quote = @import("commands/quote.zig"),
    // ...
};

// each command module exposes:
//   pub const meta = .{
//       .help = "perf <SYMBOL>  Show trailing returns ...",
//       .group = .symbol_lookup,
//       .takes_symbol = true,
//       .needs_portfolio_path = false,
//   };
//   pub fn parseArgs(allocator, args, today) !ParsedArgs
//   pub fn run(io, allocator, *DataService, parsed, today, color, *Writer) !void

A comptime walk over the registry produces:

• The grouped usage text (sort by meta.group, render section headers).
• Per-command help dispatch (zfin <cmd> --help prints meta.help plus the parsed flag descriptors).
• The dispatch chain itself (replace the giant if-else if).
• The "does this command take a symbol?" / "does it need a portfolio path?" decisions currently scattered across runCli.

Driver: the per-command --help is the loudest user-facing gap; the registry refactor is the cleanest way to land it without scattering help text across more files. Also unblocks zfin doctor (below) and the unified time-range parser (below) by giving them a clean module shape to plug into.

Open question for when this is picked up: how to handle the history command's two modes (symbol vs portfolio) under a single registry entry. Probably one entry with a parser that branches on args[0], same as today — but the registry shape should accommodate that without ceremony.

zfin doctor health-check command — priority LOW

Front-door command for the file constellation and environment. Answers "is my zfin setup sane?" without making any changes.

The configuration surface has grown organically and only the README explains the file layout:

• portfolio.srf — lots
• metadata.srf — classifications
• accounts.srf — tax types
• projections.srf — retirement config
• transaction_log.srf — internal transfers
• imported_values.srf — back-history
• history/*-portfolio.srf — snapshots
• ~/.config/zfin/keys.srf — keybinds
• ~/.config/zfin/theme.srf — colors

Plus 5 API keys, a cache directory, and an optional ZFIN_SERVER.

v1 scope (full health check)

• File inventory + parse check. For each of the files above: does it exist, where was it resolved from (cwd vs ZFIN_HOME vs ~/.config/zfin), and does it parse cleanly. No fixes.
• Cross-reference checks. Every account in portfolio.srf has an accounts.srf entry. Every held symbol has a metadata.srf entry (or is opted out). Every snapshot file parses as a portfolio. transaction_log.srf records reference real account names.
• Environment audit. Which API keys are set (presence only, never the value). Cache size + symbol count. ZFIN_SERVER reachability if set (HEAD/OPTIONS, low timeout). Staleness of hand-maintained data files (T-bill rates, Shiller ie_data.csv) — same registry as data/staleness.zig.
• Output shape. Sectioned, color-coded. Every check is OK / WARN / FAIL with a one-line context. Exit code 0 on all-OK or warnings only; non-zero only on FAIL. Suitable for CI / cron / pre-commit.

Driver

The file constellation has grown to nine files in three locations, plus five API keys, plus the cache, plus the optional server. Today only the README explains the structure. A doctor command surfaces it, catches regressions, and is the obvious place to point new users (or to point future-self after a long break).

Open question for when this is picked up

Does this replace the portfolio-hygiene portion of audit, or live alongside it? Probably alongside — audit is reconciliation against external broker exports, doctor is internal-state validation. But worth confirming the boundary before implementing to avoid duplicated checks.

TUI tab re-order — priority LOW

Current tab order interleaves the two natural categories:

Portfolio  Quote  Performance  Options  Earnings  Analysis  History  Projections
    P       S         S          S         S          P         P         P

That's P S S S S P P P — the per-portfolio tabs (P) are split across the bar (slot 1, then slots 6-8). Reflects history of feature additions rather than current shape.

Suggested re-order to consider

Portfolio  Analysis  History  Projections  |  Quote  Performance  Options  Earnings

"Your money" tabs first (1-4), "research a symbol" tabs second (5-8). Categorical split is clean; the 4↔5 boundary is a natural divider in the tab bar.

Alternative orderings worth weighing

• Portfolio Analysis Projections History | Quote Performance Earnings Options — within each category, ordered by frequency of use rather than by category cohesion.
• Status quo with just Analysis moved up next to Portfolio (minimum churn).

Mechanics

The tab_modules registry in src/tui.zig makes the actual reorder a one-edit change (reorder fields in the registry literal). Cost is in retraining muscle memory and updating the README's keybinding table + screenshots.

Doc drift to fix while we're there

README still says "six tabs," actual count is eight (Portfolio, Quote, Performance, Options, Earnings, Analysis, History, Projections).

Unified time-range flag parser — priority LOW

compare, contributions, projections --vs, and projections --as-of all accept overlapping but slightly different time-range inputs. Today there are two helpers in src/commands/common.zig (parseAsOfDate, parseCommitSpec) and the conflict-detection logic (since != null and before_spec != null, etc.) is duplicated across each command's flag-parsing block in main.zig.

Sketch

// src/commands/common.zig
pub const TimeRange = struct {
    before: Endpoint,
    after: Endpoint,
    pub const Endpoint = union(enum) {
        date: Date,
        commit_spec: CommitSpec,
        live,
        head,
    };
};
pub fn parseTimeRange(args: ...) !TimeRange { ... }

Each command consumes a TimeRange and decides which endpoint combinations make sense:

• compare rejects live-on-both-sides.
• contributions rejects live entirely (no meaningful "live contributions diff").
• projections --vs accepts live on either side.

Naturally folds into the CLI architecture overhaul

Once each command has its own parseArgs() (per the CLI overhaul entry above), the time-range parser becomes a shared utility those parsers call. Could either land standalone or be pulled in as part of the overhaul. If the overhaul lands first, this is one of its follow-ups; if this lands first, the overhaul inherits it for free.

Split audit.zig into per-broker reconcilers — priority LOW

src/commands/audit.zig is 3438 lines — the largest command file by ~2x. It bundles four logically distinct responsibilities:

• Portfolio hygiene check (no-flag mode)
• Fidelity positions CSV reconciler (--fidelity)
• Schwab per-account positions CSV reconciler (--schwab)
• Schwab account-summary stdin parser (--schwab-summary)

Sketch

src/commands/audit/
  mod.zig          ← thin dispatcher; current public `run()` lives here
  hygiene.zig      ← portfolio hygiene check (no-flag mode)
  fidelity.zig     ← --fidelity CSV reconciler
  schwab.zig       ← --schwab CSV + --schwab-summary stdin reconciler
  common.zig       ← shared types (Discrepancy, ReconcileResult), formatters

Adding a new broker (Vanguard, Robinhood, etc.) becomes a one-file add against a documented contract. The hygiene check can be referenced from zfin doctor (above) without pulling in CSV-parser baggage.

Driver

Maintenance friction. The next person adding a broker reconciler — likely future-you — has to navigate 3438 lines to find the pattern. The split also makes the audit-bug investigations already in this TODO file (phantom discrepancy on freshly-added lots) easier to localize.

Pure internal refactor; no user-visible change.

Refactor: trim src/format.zig once Money / Date have absorbed their helpers — priority LOW

src/format.zig is still a ~1700-line grab-bag, but the money- and date-shaped helpers that used to live there have been moved out: money formatting now lives in src/Money.zig (with {f} / whole() / trim() / signed() / padRight(N) / padLeft(N)), and date formatting lives in src/Date.zig (with {f} / padRight(N) / padLeft(N)). What's left in format.zig is the genuinely-format-domain stuff: braille charts, return formatters, allocation notes, signed-percent rendering.

If the file ever grows enough to be annoying again, consider renaming to src/render.zig to better describe what's left, or splitting the braille chart out (it's ~600 lines on its own). Not blocking — file it as cleanup if and when it bites.

Bug: braille charts use raw close, not adj_close — cliff at splits

Reproduction: zfin quote SOXX (or the TUI quote tab). The braille chart drops sharply on 2024-03-07, which is the iShares Semiconductor ETF's 3-for-1 split date:

• 2024-03-06 close: $689.60
• 2024-03-07 close: $237.75 (≈ $689.60 / 2.9)

The adj_close column in ~/.cache/zfin/SOXX/candles_daily.srf tracks correctly through the split (~$226 → ~$234), so the provider data is fine. The bug is purely cosmetic: the chart renders the unadjusted close price.

Root cause: computeBrailleChart in src/format.zig:888 indexes data[i].close instead of data[i].adj_close. Lines 901, 902, 904, 905, 935 all use .close.

Independent confirmation: zfin splits SOXX returns 2024-03-07 3:1 from Polygon. So the split data exists in the provider layer (and gets cached as splits.srf once requested), but the charting code path doesn't consult it.

Fix candidates:

A. Switch computeBrailleChart to consume adj_close directly. Simplest. Affects every chart caller (quote, history, projections median band, TUI quote/projections tabs). Cosmetic only — no computation depends on it. The price-axis labels would render adjusted prices, which may surprise users used to seeing the raw last-close. Mitigate with a comment in the chart's right-edge label region or a header note.

B. Pass a flag to computeBrailleChart selecting close vs adj_close. Default to adjusted; let the quote tab show raw. More flexible, marginally more code.

C. Add a chart_close accessor to Candle that returns adj_close if non-zero, else close. Same effect as (A) with a defensive fallback.

D. Apply split adjustments at chart-data prep time using splits.srf. Walk the candle slice with the split history and pre-multiply pre-split closes by the cumulative ratio. More work, but produces a chart-axis dollar value the user expects ("today's last close was $X, the chart starts at $Y from N years ago"). This is what most charting libraries do. Requires plumbing DataService.getSplits into the chart-prep path on every chart caller, OR doing the adjustment once in the service layer alongside candle fetching. Not all callers have a DataService reference today (e.g., runProjection's synthetic median-band candles).

Recommendation: Start with (A) or (C) — single-line fix, gets the cliff out of all charts immediately. (D) is the "correct" fix but a bigger refactor; file as a follow-up if (A)/(C) lands first.

Other affected symbols: Any held position with a split in the last 10 years will have the same artifact. Check NVDA (10:1 split on 2024-06-10) for a louder example.

Priority: LOW. Cosmetic only — analytics already use adj_close correctly via the per-position trailing-returns path. But it's confusing when scanning a chart and seeing a 50% drop that isn't real.

Audit: manual-check accounts mechanism — priority HIGH

Some accounts/positions can't be reconciled from broker CSVs and need a human-in-the-loop reminder at the audit step. Two recurring shapes:

• No-CSV-export accounts (e.g. some insurance / annuity products) where values only live in periodic statements. Git can't detect a "change" because nothing changes locally; the user has to log in to see the new value.
• Payroll-deduction-then-purchase accounts (e.g. ESPP) where payroll-deducted cash doesn't appear in the broker positions CSV until the purchase date hits (typically every 6 months). Between purchases the cash is a real contribution that zfin audit can't see.

The existing update_cadence::weekly|monthly|quarterly|none field already sort-of covers this, but has two gaps:

1. It fires off the last git-detected change, not the last human review. For statement-only accounts, the value sometimes hasn't changed in months — so git never fires, cadence never trips.
2. Payroll-deduction accounts need weekly-ish attention while accumulating cash between purchases, but the accrued balance is invisible to the CSV audit.

Drift symptom seen in practice: several accounts on update_cadence::weekly in accounts.srf weren't flagged as overdue despite no changes in two weeks, because the cadence reads git-detected change time rather than human-review time. The cadence values themselves may also be wrong for these accounts — revisit whether weekly is the right cadence vs. monthly/quarterly given how rarely they actually change.

Options

A. New update_cadence::manual variant — always fires every audit run until silenced. Blunt but zero design work.

B. last_refreshed::YYYY-MM-DD field on accounts.srf — explicit human-review timestamp, decoupled from git-detected changes. Audit compares today - last_refreshed against the cadence. User bumps the field when they check the statement. Probably the most correct fit for statement-only accounts.

C. Sticky TODO list — a todos.srf or todo:: field on accounts that audit always surfaces until cleared. General-purpose; also covers "remember to rebalance on 5/15".

ESPP-style accrual follow-through

Payroll-deduction accounts are also a contribution-attribution blind spot. If a paystub deducts $X/week but the cash lot doesn't reach portfolio.srf until the purchase date, the attribution math is under-counting contributions and over-counting the purchase-week gain. Possible fixes are discussed in the "Contributions diff" TODO below — option C there (per-account cash_is_contribution) would make manually-entered ESPP-style cash additions count correctly.

Investigate: detailed 401(k) contributions data source

Found a more detailed contributions screen on at least one employer-sponsored 401(k) provider portal — distinct from the standard positions/holdings view we already pull from. Worth investigating whether this unlocks better attribution than what we get from the positions CSV alone, and whether other 401(k) providers expose similar screens.

Open questions to answer when picking this up:

• Which screen specifically (path / URL within the portal)? Is there an export option, or is it view-only / scrape territory?
• What fields does it expose (employee pre-tax, employer match, after-tax / mega-backdoor, by-pay-period dates, per-fund allocations)?
• Refresh cadence — per-paycheck, daily, on-demand?
• Can it be auto-discovered like the existing audit CSVs, or is it manual-entry territory?

If the export is structured and recurring, this could feed a 401(k)-specific contributions classifier that bypasses the lot-diff heuristic for that account, similar to how cash_is_contribution opts ESPP/HSA accounts into cash-based attribution.

Related: ESPP-style accrual blind spot in the "Audit: manual-check accounts mechanism" section above.

In-kind transfer support (type::in_kind) — priority MEDIUM

transaction_log.srf parses type::in_kind records but the contributions matcher always rejects them with "in-kind transfers not yet supported in v1." In-kind movements need per-symbol matching across accounts: an in-kind transfer of 100 VTI shares from Acct A to Acct B shows up as lot_removed on A + new_stock on B (or a rollup_delta share increase if B already had a VTI lot), neither of which can be matched by the current amount-based cash matcher.

Proposed: a second pass in matchTransfers that iterates type::in_kind records and looks for same-symbol matches across lot_removed on from + new_stock/rollup_delta on to within the window. Gated on share-count and open_price sanity so a partial transfer doesn't false-positive against an unrelated edit.

Driver: when the user starts moving positions between accounts directly (e.g. Roth conversion of already-held shares, 401k → rollover IRA in-kind) rather than liquidating and re-buying.

Torn SRF files from server sync (root cause unknown)

Status: Root cause still unidentified. We have mitigations and diagnostics in place that keep torn responses from corrupting the cache, but we don't yet know why responses arrive torn. Until we have a root cause, this is not resolved — it's mitigated.

Mitigations landed so far:

• syncFromServer (src/service.zig) validates responses via cache.Store.looksCompleteSrf before writeRaw. Torn HTTP bodies (empty, missing #!srfv1 header, or no trailing newline) are rejected with a warn-level log and NOT written to cache.
• HTTP responses are checked for an ETag sha256 header; on mismatch we retry the request once before giving up and falling back to the provider.
• Read-path self-heal: on SRF parse failure during read, the cache entry is invalidated so a subsequent refresh can repair without user intervention.
• Diagnostics: richer error capture around the sync path. So far, HTTP transit is the dominant source of torn responses — but that's an observation, not a root cause.

Remaining work:

• Identify root cause. Candidates to investigate: proxy/load-balancer behavior, HTTP keepalive reuse, partial reads on the server side, client-side buffer handling. The etag retry tells us whether the problem is per-request or persistent; dig into the diagnostics output when the next occurrence is captured.
• Once root cause is known, decide whether the current mitigations are sufficient or whether a targeted fix is needed. The mitigations may end up being the whole answer, but we can't conclude that without understanding the underlying cause.

(Content-Length validation was considered and rejected: once the server starts compressing response bodies, Content-Length reflects the compressed byte count, not the decoded payload, so it's not a reliable integrity check.)

Market-aware cache TTL for daily candles

Daily candle TTL is currently 23h45m, but candle data only becomes meaningful after the market close. Investigate keying the cache freshness to ~4:30 PM Eastern rather than a rolling window. This would avoid unnecessary refetches during the trading day and ensure a fetch shortly after close gets fresh data. Probably alleviated by the cron job approach.

On-demand server-side fetch for new symbols

Currently the server's SRF endpoints (/candles, /dividends, etc.) are pure cache reads — they 404 if the data isn't already on disk. New symbols only get populated when added to the portfolio and picked up by the next cron refresh.

Consider: on a cache miss, instead of blocking the HTTP response with a multi-second provider fetch, kick off an async background fetch (or just auto-add the symbol to the portfolio) and return 404 as usual. The next request — or the next cron run — would then have the data. This gives "instant-ish gratification" for new symbols without the downsides of synchronous fetch-on-miss (latency, rate limit contention, unbounded cache growth from arbitrary tickers).

Note that this process doesn't do anything to eliminate all the API keys that are necessary for a fully functioning system. A more aggressive view would be to treat ZFIN_SERVER as a 100% source of record, but that would introduce some opacity to the process as we wait for candles (for example) to populate. This could be solved on the server by spawning a thread to fetch the data, then returning 202 Accepted, which could then be polled client side. Maybe this is a better long term approach?

Audit: em-dash sentinel usage across all tables — priority LOW

The codebase uses — (em-dash) as the canonical "no data" sentinel in several table cells, but the rendering rules and alignment choices are inconsistent. AGENTS.md now warns against em-dash overuse generally; this audit is the second half — pick a consistent treatment and apply it everywhere.

Known em-dash sites:

• src/views/projections.zig (back-test): hard-coded dash_cell literal in 10-col cells — pre-shaped at compile time so no helper is involved. Numeric cells use Zig's {s:>10} byte- padding (safe since they're pure ASCII).
• src/commands/history.zig / src/tui/history_tab.zig: centered via fmt.centerDash in 31-col cells (illiquid totals on imported-only history rows).
• src/commands/milestones.zig: right-padded via fmt.padRightToCols in the "days since prev" cell. Mixes with ASCII cells like "42 days".
• src/commands/perf.zig / src/tui/performance_tab.zig: emitted via {s:>13} byte-padding — under-padded by 2 cols per em-dash. Either hard-code a dash_cell literal (cell width is static) or migrate to fmt.centerDash / fmt.padRightToCols.

Decisions to make:

1. Centered vs right-aligned in numeric columns. Back-test centers; perf right-aligns (or would, if it weren't broken). Centering reads as a more deliberate sentinel; right-aligning keeps the visual right-edge of the column smooth. Pick one.
2. Should some tables drop the em-dash entirely in favor of ASCII -? Rule of thumb: if the column header makes the meaning unambiguous AND no rows contain bare - for other reasons (signed values use -2.21% which is multi-char, so a lone - is unambiguous), - is fine. If the column also carries dates or strings where a stray - could read as part of the value, keep —.
3. Helper vs literal. When the cell width is fixed and the dash position is static, a hard-coded literal const string (like back-test's dash_cell) is simpler than calling a helper at runtime. Use helpers when width or position varies.

Once decisions are made, sweep all four sites + add a regression alignment test per table that mixes a fully-populated row with an em-dash-heavy row and verifies displayCols matches.

Low-priority items

The following items are acknowledged but not prioritized. Listed here so they don't get lost; pick up opportunistically.

UX

• CLI options command UX. The options command auto-expands only the nearest monthly expiration and lists others collapsed. Reconsider the interaction model — e.g. allow specifying an expiration date, showing all monthlies expanded by default, or filtering by strategy (covered calls, spreads).
• TUI: toggle to last symbol keybind. A single-key toggle that flips between the current symbol and the previously selected one (like cd - in bash or Ctrl+^ in vim). Store last_symbol on App; on symbol change, stash the previous. Useful for eyeball-comparing performance/risk data between two symbols.

Data quality

• Fix enrich command for international funds. deriveMetadata in src/commands/enrich.zig misclassifies international ETFs:

  1. geo uses Alpha Vantage's Country field, which is the fund issuer's domicile (USA for all US-listed ETFs), not the fund's investment geography. Every US-domiciled international fund gets geo::US.
  2. asset_class short-circuits to "ETF" when asset_type == "ETF", or falls through to a US-market-cap heuristic that always produces "US Large Cap" / "US Mid Cap" / "US Small Cap".

  Known misclassified tickers (all came back as geo::US, asset_class::US Large Cap):

  • FRDM — Freedom 100 Emerging Markets ETF → should be geo::Emerging Markets, asset_class::Emerging Markets
  • HFXI — NYLI FTSE International Equity Currency Neutral ETF → should be geo::International Developed, asset_class::International Developed
  • IDMO — Invesco S&P International Developed Momentum ETF → should be geo::International Developed, asset_class::International Developed
  • IVLU — iShares MSCI International Developed Value Factor ETF → should be geo::International Developed, asset_class::International Developed

  The Alpha Vantage OVERVIEW endpoint doesn't provide fund geography data. Options: use the ETF_PROFILE holdings/country data to infer geography, parse the fund name for keywords ("International", "Emerging", "ex-US"), or accept that enrich is a scaffold and emit a # TODO comment for ETFs instead of silently misclassifying.

Options / valuation

• Per-account covered call adjustment. adjustForCoveredCalls in valuation.zig operates on portfolio-wide aggregated allocations. It matches sold calls against total underlying shares across all accounts. This is wrong — calls in one account can only cover shares in that same account. Fixing means restructuring portfolioSummary, since Allocation is currently account-agnostic. Low priority — naked calls are rare, and calls are typically in the same account as the underlying.
• Covered call adjustment O(N*M) loop. adjustForCoveredCalls has a nested loop — for each allocation, it iterates all lots to find matching option contracts. Fine for personal portfolios (<1000 lots). Pre-indexing options by underlying would help if someone had a very large options-heavy portfolio.

Analysis / correctness

• Analysis account/asset-class total mismatch. The "By Account" and "By Tax Type" sections in the analysis command sum to slightly more than "Asset Class" (~0.6% error). Likely a discrepancy between how the lot-level account loop values cash, CDs, or options vs how the asset-class section computes them via portfolio.totalCash() / totalCdFaceValue(). Per-account values themselves are correct after the price_ratio fix.

Audit

• Audit large-lot threshold tuning. src/commands/audit.zig uses audit_large_lot_threshold: f64 = 10_000.0 as the cutoff for "surface this new lot for confirmation." Revisit if $10k proves too aggressive (ESPP accruals spam the report) or too permissive (large DRIP confirmations slip past). If runtime tuning becomes necessary, a --large-lot <amount> flag or a global audit_large_lot_threshold field on accounts.srf would be reasonable extensions.

Infra / performance

• HTTP connection pooling. Parallel server sync in loadAllPrices spawns up to 8 threads, each with its own HTTP connection. Could reuse connections to reduce TCP handshake overhead. Only matters with very large portfolios (100+ symbols) hitting ZFIN_SERVER.
• Streaming cache deserialization. Cache store reads entire files into memory (readFileAlloc with 50MB limit). For portfolios with 10+ years of daily candles, this could use significant memory. Keep current approach unless memory becomes a real problem.