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

crates/idx-core/src/flow/mod.rs

@@ -184,10 +184,11 @@ fn flow_day(row: &StockDay) -> ForeignFlowDay {
         foreign_sell: row.foreign_sell,
         foreign_net,
         foreign_net_value,
+        // `value` is the regular board only; the share is of all trading.
         non_regular_bps: row
             .non_regular_value
             .zip(row.value)
-            .and_then(|(part, whole)| bps(part, whole)),
+            .and_then(|(part, regular)| bps(part, part.checked_add(regular)?)),
     }
 }
 
@@ -255,7 +256,8 @@ mod tests {
         );
         // 400 shares at 1,100 (value over volume).
         assert_eq!(first.foreign_net_value, Some(440_000));
-        assert_eq!(first.non_regular_bps, Some(1000));
+        // 110,000 of 1,100,000 regular plus 110,000 non-regular.
+        assert_eq!(first.non_regular_bps, Some(909));
         assert_eq!(flow.days[1].change_bps, Some(-500));
         assert_eq!(
             (flow.foreign_net, flow.foreign_net_value),
@@ -278,6 +280,17 @@ mod tests {
         assert!(foreign_flow("TEST.JK", &[]).is_none());
     }
 
+    #[test]
+    fn test_non_regular_share_is_of_all_trading() {
+        let raw = include_str!("../../tests/fixtures/idx_stocksummary_20261014.json");
+        let date = NaiveDate::from_ymd_opt(2026, 10, 14).unwrap();
+        let rows = crate::api::idx::parse_stock_summary(raw, date).unwrap();
+        let bbri: Vec<StockDay> = rows.into_iter().filter(|row| row.code == "BBRI").collect();
+        let flow = foreign_flow("BBRI.JK", &bbri).unwrap();
+        // 172.3B non-regular against 338.5B regular: 33.74%, not 50.91%.
+        assert_eq!(flow.days[0].non_regular_bps, Some(3374));
+    }
+
     #[test]
     fn test_check_range_bounds() {
         let day = |d| NaiveDate::from_ymd_opt(2026, 10, d).unwrap();

crates/idx-core/src/flow/types.rs

@@ -10,7 +10,10 @@ use crate::error::IdxError;
 pub const DEFAULT_SESSIONS: usize = 10;
 
 /// One stock's trading summary for one session, as IDX publishes it.
-/// Prices are whole IDR, volumes are shares.
+/// Prices are whole IDR, volumes are shares. Volume, value and the foreign
+/// figures cover the regular board only (across a week of every stock, no
+/// foreign figure exceeded regular volume, even where non-regular volume was
+/// more than twice it); the non-regular figures cover the rest.
 #[derive(Debug, Clone, PartialEq, Eq, Serialize, Deserialize)]
 pub struct StockDay {
     /// Bare IDX code, e.g. `BBCA`.
@@ -21,7 +24,7 @@ pub struct StockDay {
     pub low: Option<i64>,
     pub close: Option<i64>,
     pub volume: Option<i64>,
-    /// Value traded, whole IDR, all boards.
+    /// Value traded on the regular board, whole IDR.
     pub value: Option<i64>,
     pub frequency: Option<i64>,
     /// Shares bought by foreign investors.
@@ -80,11 +83,11 @@ pub struct ForeignFlowDay {
     pub close: Option<i64>,
     /// Close against the previous close, basis points.
     pub change_bps: Option<i64>,
-    /// Shares traded.
+    /// Shares traded on the regular board.
     pub volume: Option<i64>,
-    /// Value traded, whole IDR.
+    /// Value traded on the regular board, whole IDR.
     pub value: Option<i64>,
-    /// Shares foreign investors bought.
+    /// Shares foreign investors bought (regular board).
     pub foreign_buy: Option<i64>,
     /// Shares foreign investors sold.
     pub foreign_sell: Option<i64>,
@@ -94,7 +97,7 @@ pub struct ForeignFlowDay {
     /// whole IDR: an estimate.
     pub foreign_net_value: Option<i64>,
     /// Value traded outside the regular board (negotiated and cash), basis
-    /// points of the session's value.
+    /// points of all value traded (regular plus non-regular).
     pub non_regular_bps: Option<i64>,
 }
 
@@ -112,6 +115,6 @@ pub struct ForeignFlow {
     /// Sum of the sessions' estimated net values, whole IDR.
     pub foreign_net_value: Option<i64>,
     /// Foreign buys and sells over twice the volume: foreign investors'
-    /// share of trading, basis points.
+    /// share of regular-board trading, basis points.
     pub foreign_share_bps: Option<i64>,
 }