I heard a story today on NPR - Black Friday was a term in the 1950s - when factory managers called it "black friday" because so many people called in "sick" that day, they compared it to the "black death" - a.k.a. the bubonic plague. Then in the 1960s, it was adopted by the Philadelphia police as you mentioned, the 1970s it became the financial meaning I mentioned, and in the 1980s it transformed into the shopping event it is now, and was adopted by retailers as a positive connotation and name for sales.
So we were both wrong as to how it originated, and both right in a way, we just didn't know about the first usage!
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