sorted csv
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27
scraper.ts
27
scraper.ts
@ -1,5 +1,8 @@
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#!/usr/bin/env -S deno run --allow-net --allow-write
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//?apikey=1zIRD8Xy8WLOOcTEjT94JnyHBeXDOTcS
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// ------------------------------------------------------------
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// Linear Regression
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// ------------------------------------------------------------
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@ -121,17 +124,14 @@ async function throttle<T>(
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// ------------------------------------------------------------
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async function Dump() {
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const spx = await ComputeTicker("^GSPC");
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if (!spx) {
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console.error("Could not get S&P Index data");
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return;
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}
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const rows: string[] = ["ticker,slope,intercept,r2,growth"];
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const results: { ticker: string; model: ReturnType<typeof linearRegression> }[] = [];
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const addRow = (ticker: string, model: ReturnType<typeof linearRegression>) => {
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rows.push(
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`${ticker},${model.slope.toFixed(6)},${model.intercept.toFixed(6)},${model.r2.toFixed(6)},${model?.growth.toFixed(2)}`,
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);
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results.push({ ticker, model });
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};
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addRow("SPX", spx);
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@ -142,8 +142,7 @@ async function Dump() {
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`Finding stocks with slope better than the S&P Index slope (${spx.slope.toFixed(6)})...`,
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);
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// Throttle to avoid Yahoo soft throttling
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const limit = 5; // adjust as needed
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const limit = 5;
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await throttle(tickers, limit, async (ticker) => {
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try {
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@ -152,14 +151,22 @@ async function Dump() {
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addRow(ticker, model);
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console.log(`${ticker}`);
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}
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else{
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//console.log("bad: ", ticker, model?.slope)
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}
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} catch (e) {
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console.log(`Skipping "${ticker}" because: ${e}`);
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}
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});
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// Sort by growth descending
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results.sort((a, b) => b.model.growth - a.model.growth);
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// Serialize CSV
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const rows = ["ticker,slope,intercept,r2,growth"];
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for (const { ticker, model } of results) {
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rows.push(
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`${ticker},${model.growth.toFixed(2)}`
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);
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}
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await Deno.writeTextFile("sp500_regression.csv", rows.join("\n"));
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console.log("Dumped output to sp500_regression.csv");
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}
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