fix(core): non-regular share is of all trading

IDX's Value is regular-board turnover, so NonRegularValue / Value gave
non-regular over regular (BBRI 2026-10-14: 50.91%) instead of the share of
all trading (33.74%). non_regular_bps now divides by regular plus
non-regular value, with a regression test on that fixture. The docs now say
volume, value and the foreign figures are the regular board: IPOT's
regular total matches Value, and in a week of every stock no foreign figure
exceeded regular volume, even with non-regular volume above twice it.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01V3syn2fN2LNo5pvTSqc6eh
This commit is contained in:
hermes 2026-10-18 05:41:55 +00:00
commit 83783684cb
13 changed files with 50 additions and 27 deletions

View file

@ -1,4 +1,4 @@
exit: 0
--- stdout
{"symbol":"TLKM.JK","from":"2026-10-14","to":"2026-10-16","days":[{"date":"2026-10-14","close":2250,"change_bps":45,"volume":87159900,"value":197725738000,"foreign_buy":63030200,"foreign_sell":60811200,"foreign_net":2219000,"foreign_net_value":5033890729,"non_regular_bps":1085},{"date":"2026-10-15","close":2230,"change_bps":-89,"volume":150485300,"value":333287991000,"foreign_buy":97385100,"foreign_sell":105521800,"foreign_net":-8136700,"foreign_net_value":-18020792704,"non_regular_bps":78},{"date":"2026-10-16","close":1900,"change_bps":-1480,"volume":963614200,"value":1855341292500,"foreign_buy":679004400,"foreign_sell":727289800,"foreign_net":-48285400,"foreign_net_value":-92968634589,"non_regular_bps":1744}],"foreign_net":-54203100,"foreign_net_value":-105955536564,"foreign_share_bps":7213}
{"symbol":"TLKM.JK","from":"2026-10-14","to":"2026-10-16","days":[{"date":"2026-10-14","close":2250,"change_bps":45,"volume":87159900,"value":197725738000,"foreign_buy":63030200,"foreign_sell":60811200,"foreign_net":2219000,"foreign_net_value":5033890729,"non_regular_bps":979},{"date":"2026-10-15","close":2230,"change_bps":-89,"volume":150485300,"value":333287991000,"foreign_buy":97385100,"foreign_sell":105521800,"foreign_net":-8136700,"foreign_net_value":-18020792704,"non_regular_bps":78},{"date":"2026-10-16","close":1900,"change_bps":-1480,"volume":963614200,"value":1855341292500,"foreign_buy":679004400,"foreign_sell":727289800,"foreign_net":-48285400,"foreign_net_value":-92968634589,"non_regular_bps":1485}],"foreign_net":-54203100,"foreign_net_value":-105955536564,"foreign_share_bps":7213}
--- stderr

View file

@ -4,12 +4,12 @@ Foreign flow for TLKM.JK, 2026-10-14 to 2026-10-16 (3 sessions)
┌────────────┬───────┬────────┬────────┬─────────────┬──────────────┬─────────────┬───────────┬─────────┐
│ DATE ┆ CLOSE ┆ CHG% ┆ VALUE ┆ FOREIGN BUY ┆ FOREIGN SELL ┆ FOREIGN NET ┆ NET VALUE ┆ NON-REG │
╞════════════╪═══════╪════════╪════════╪═════════════╪══════════════╪═════════════╪═══════════╪═════════╡
│ 2026-10-14 ┆ 2,250 ┆ +0.5% ┆ 197.7B ┆ 63.0M ┆ 60.8M ┆ +2.2M ┆ +5.0B ┆ 10.8% │
│ 2026-10-14 ┆ 2,250 ┆ +0.5% ┆ 197.7B ┆ 63.0M ┆ 60.8M ┆ +2.2M ┆ +5.0B ┆ 9.8% │
├╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌┤
│ 2026-10-15 ┆ 2,230 ┆ -0.9% ┆ 333.3B ┆ 97.4M ┆ 105.5M ┆ -8.1M ┆ -18.0B ┆ 0.8% │
├╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌┤
│ 2026-10-16 ┆ 1,900 ┆ -14.8% ┆ 1.9T ┆ 679.0M ┆ 727.3M ┆ -48.3M ┆ -93.0B ┆ 17.4% │
│ 2026-10-16 ┆ 1,900 ┆ -14.8% ┆ 1.9T ┆ 679.0M ┆ 727.3M ┆ -48.3M ┆ -93.0B ┆ 14.8% │
└────────────┴───────┴────────┴────────┴─────────────┴──────────────┴─────────────┴───────────┴─────────┘
Net foreign: -54.2M shares, about -106.0B IDR; foreign investors made up 72.1% of trading.
Volumes are shares. Net value is estimated at each session's average price; NON-REG is the share of value traded outside the regular board (negotiated and cash).
Volume, value and foreign figures are the regular board, volumes in shares. Net value is estimated at each session's average price; NON-REG is the share of all value traded outside the regular board (negotiated and cash).
--- stderr

View file

@ -1,4 +1,4 @@
exit: 0
--- stdout
{"symbol":"BBCA.JK","from":"2026-10-12","to":"2026-10-16","days":[{"date":"2026-10-12","close":5950,"change_bps":-165,"volume":97965100,"value":586491892500,"foreign_buy":51499200,"foreign_sell":60883100,"foreign_net":-9383900,"foreign_net_value":-56178999154,"non_regular_bps":14},{"date":"2026-10-13","close":5950,"change_bps":0,"volume":122716900,"value":726575115000,"foreign_buy":88772100,"foreign_sell":83738900,"foreign_net":5033200,"foreign_net_value":29800279088,"non_regular_bps":162},{"date":"2026-10-14","close":6125,"change_bps":294,"volume":136303100,"value":828862772500,"foreign_buy":119876900,"foreign_sell":84298000,"foreign_net":35578900,"foreign_net_value":216356236186,"non_regular_bps":3178},{"date":"2026-10-15","close":6075,"change_bps":-82,"volume":134763200,"value":816554920000,"foreign_buy":120850000,"foreign_sell":73638900,"foreign_net":47211100,"foreign_net_value":286060704877,"non_regular_bps":1168},{"date":"2026-10-16","close":5175,"change_bps":-1481,"volume":1241098200,"value":6474934315000,"foreign_buy":309392800,"foreign_sell":757227900,"foreign_net":-447835100,"foreign_net_value":-2336400823441,"non_regular_bps":155}],"foreign_net":-369395800,"foreign_net_value":-1860362602444,"foreign_share_bps":5050}
{"symbol":"BBCA.JK","from":"2026-10-12","to":"2026-10-16","days":[{"date":"2026-10-12","close":5950,"change_bps":-165,"volume":97965100,"value":586491892500,"foreign_buy":51499200,"foreign_sell":60883100,"foreign_net":-9383900,"foreign_net_value":-56178999154,"non_regular_bps":14},{"date":"2026-10-13","close":5950,"change_bps":0,"volume":122716900,"value":726575115000,"foreign_buy":88772100,"foreign_sell":83738900,"foreign_net":5033200,"foreign_net_value":29800279088,"non_regular_bps":159},{"date":"2026-10-14","close":6125,"change_bps":294,"volume":136303100,"value":828862772500,"foreign_buy":119876900,"foreign_sell":84298000,"foreign_net":35578900,"foreign_net_value":216356236186,"non_regular_bps":2412},{"date":"2026-10-15","close":6075,"change_bps":-82,"volume":134763200,"value":816554920000,"foreign_buy":120850000,"foreign_sell":73638900,"foreign_net":47211100,"foreign_net_value":286060704877,"non_regular_bps":1046},{"date":"2026-10-16","close":5175,"change_bps":-1481,"volume":1241098200,"value":6474934315000,"foreign_buy":309392800,"foreign_sell":757227900,"foreign_net":-447835100,"foreign_net_value":-2336400823441,"non_regular_bps":152}],"foreign_net":-369395800,"foreign_net_value":-1860362602444,"foreign_share_bps":5050}
--- stderr

View file

@ -1,4 +1,4 @@
exit: 0
--- stdout
{"symbol":"BBCA.JK","from":"2026-10-12","to":"2026-10-16","days":[{"date":"2026-10-12","close":5950,"change_bps":-165,"volume":97965100,"value":586491892500,"foreign_buy":51499200,"foreign_sell":60883100,"foreign_net":-9383900,"foreign_net_value":-56178999154,"non_regular_bps":14},{"date":"2026-10-13","close":5950,"change_bps":0,"volume":122716900,"value":726575115000,"foreign_buy":88772100,"foreign_sell":83738900,"foreign_net":5033200,"foreign_net_value":29800279088,"non_regular_bps":162},{"date":"2026-10-14","close":6125,"change_bps":294,"volume":136303100,"value":828862772500,"foreign_buy":119876900,"foreign_sell":84298000,"foreign_net":35578900,"foreign_net_value":216356236186,"non_regular_bps":3178},{"date":"2026-10-15","close":6075,"change_bps":-82,"volume":134763200,"value":816554920000,"foreign_buy":120850000,"foreign_sell":73638900,"foreign_net":47211100,"foreign_net_value":286060704877,"non_regular_bps":1168},{"date":"2026-10-16","close":5175,"change_bps":-1481,"volume":1241098200,"value":6474934315000,"foreign_buy":309392800,"foreign_sell":757227900,"foreign_net":-447835100,"foreign_net_value":-2336400823441,"non_regular_bps":155}],"foreign_net":-369395800,"foreign_net_value":-1860362602444,"foreign_share_bps":5050}
{"symbol":"BBCA.JK","from":"2026-10-12","to":"2026-10-16","days":[{"date":"2026-10-12","close":5950,"change_bps":-165,"volume":97965100,"value":586491892500,"foreign_buy":51499200,"foreign_sell":60883100,"foreign_net":-9383900,"foreign_net_value":-56178999154,"non_regular_bps":14},{"date":"2026-10-13","close":5950,"change_bps":0,"volume":122716900,"value":726575115000,"foreign_buy":88772100,"foreign_sell":83738900,"foreign_net":5033200,"foreign_net_value":29800279088,"non_regular_bps":159},{"date":"2026-10-14","close":6125,"change_bps":294,"volume":136303100,"value":828862772500,"foreign_buy":119876900,"foreign_sell":84298000,"foreign_net":35578900,"foreign_net_value":216356236186,"non_regular_bps":2412},{"date":"2026-10-15","close":6075,"change_bps":-82,"volume":134763200,"value":816554920000,"foreign_buy":120850000,"foreign_sell":73638900,"foreign_net":47211100,"foreign_net_value":286060704877,"non_regular_bps":1046},{"date":"2026-10-16","close":5175,"change_bps":-1481,"volume":1241098200,"value":6474934315000,"foreign_buy":309392800,"foreign_sell":757227900,"foreign_net":-447835100,"foreign_net_value":-2336400823441,"non_regular_bps":152}],"foreign_net":-369395800,"foreign_net_value":-1860362602444,"foreign_share_bps":5050}
--- stderr

View file

@ -8,12 +8,12 @@ Foreign flow for BBCA.JK, 2026-10-12 to 2026-10-16 (5 sessions)
├╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌┤
│ 2026-10-13 ┆ 5,950 ┆ +0.0% ┆ 726.6B ┆ 88.8M ┆ 83.7M ┆ +5.0M ┆ +29.8B ┆ 1.6% │
├╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌┤
│ 2026-10-14 ┆ 6,125 ┆ +2.9% ┆ 828.9B ┆ 119.9M ┆ 84.3M ┆ +35.6M ┆ +216.4B ┆ 31.8% │
│ 2026-10-14 ┆ 6,125 ┆ +2.9% ┆ 828.9B ┆ 119.9M ┆ 84.3M ┆ +35.6M ┆ +216.4B ┆ 24.1% │
├╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌┤
│ 2026-10-15 ┆ 6,075 ┆ -0.8% ┆ 816.6B ┆ 120.8M ┆ 73.6M ┆ +47.2M ┆ +286.1B ┆ 11.7% │
│ 2026-10-15 ┆ 6,075 ┆ -0.8% ┆ 816.6B ┆ 120.8M ┆ 73.6M ┆ +47.2M ┆ +286.1B ┆ 10.5% │
├╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌╌╌┼╌╌╌╌╌╌╌╌╌┤
│ 2026-10-16 ┆ 5,175 ┆ -14.8% ┆ 6.5T ┆ 309.4M ┆ 757.2M ┆ -447.8M ┆ -2.3T ┆ 1.6% │
│ 2026-10-16 ┆ 5,175 ┆ -14.8% ┆ 6.5T ┆ 309.4M ┆ 757.2M ┆ -447.8M ┆ -2.3T ┆ 1.5% │
└────────────┴───────┴────────┴────────┴─────────────┴──────────────┴─────────────┴───────────┴─────────┘
Net foreign: -369.4M shares, about -1.9T IDR; foreign investors made up 50.5% of trading.
Volumes are shares. Net value is estimated at each session's average price; NON-REG is the share of value traded outside the regular board (negotiated and cash).
Volume, value and foreign figures are the regular board, volumes in shares. Net value is estimated at each session's average price; NON-REG is the share of all value traded outside the regular board (negotiated and cash).
--- stderr