growth

deno.json

@@ -1,6 +1,6 @@
 {
   "tasks": {
-    "scrape": "deno run --watch scraper.ts"
+    "scrape": "deno run -A scraper.ts"
   },
   "imports": {
     "@std/assert": "jsr:@std/assert@1"

scraper.ts

@@ -1,7 +1,7 @@
-#!/usr/bin/env -S deno run --allow-net
+#!/usr/bin/env -S deno run --allow-net --allow-write
 
 // ------------------------------------------------------------
-// Utility: simple linear regression
+// Linear Regression
 // ------------------------------------------------------------
 function linearRegression(xs: number[], ys: number[]) {
   const n = xs.length;
@@ -16,24 +16,31 @@ function linearRegression(xs: number[], ys: number[]) {
     den += (xs[i] - meanX) ** 2;
   }
 
+  if (den === 0) return null; // flat line → no regression possible
+
   const slope = num / den;
   const intercept = meanY - slope * meanX;
 
-  // Compute R²
   let ssTot = 0;
   let ssRes = 0;
+
   for (let i = 0; i < n; i++) {
     const yPred = slope * xs[i] + intercept;
     ssTot += (ys[i] - meanY) ** 2;
     ssRes += (ys[i] - yPred) ** 2;
   }
-  const r2 = 1 - ssRes / ssTot;
 
-  return { slope, intercept, r2 };
+  const r2 = ssTot === 0 ? 0 : 1 - ssRes / ssTot;
+
+  const start = intercept;
+  const end = start + slope*xs.length;
+  const growth = (end/start) - 1;
+
+  return { slope, intercept, r2,  growth};
 }
 
 // ------------------------------------------------------------
-// Fetch S&P 500 constituents
+// Fetch S&P 500 tickers
 // ------------------------------------------------------------
 async function fetchSP500Tickers(): Promise<string[]> {
   const url =
@@ -43,69 +50,119 @@ async function fetchSP500Tickers(): Promise<string[]> {
   if (!res.ok) throw new Error("Failed to fetch S&P 500 CSV");
 
   const csv = await res.text();
-
-  // Simple CSV parsing
   const lines = csv.trim().split("\n");
-  const header = lines.shift(); // remove header row
+  lines.shift(); // header
 
-  const tickers: string[] = [];
+  return lines.map((line) => line.split(",")[0]);
-
-  for (const line of lines) {
-    const [symbol] = line.split(",");
-    tickers.push(symbol);
-  }
-
-  return tickers;
 }
 
 // ------------------------------------------------------------
-// Fetch last 30 days of closes for a ticker
+// Yahoo Finance fetch
 // ------------------------------------------------------------
+const now = Math.floor(Date.now() / 1000);
+const thirtyDaysAgo = now - 30 * 24 * 60 * 60;
+const args = `?period1=${thirtyDaysAgo}&period2=${now}&interval=1d`;
+const closingEndpoint =(ticker:string)=>`https://query1.finance.yahoo.com/v8/finance/chart/${ticker}${args}`;
+
 async function fetchLast30Closes(ticker: string): Promise<number[]> {
-  const now = Math.floor(Date.now() / 1000);
-  const thirtyDaysAgo = now - 30 * 24 * 60 * 60;
 
-  const url =
+  const res = await fetch(closingEndpoint(ticker));
-    `https://query1.finance.yahoo.com/v8/finance/chart/${ticker}?period1=${thirtyDaysAgo}&period2=${now}&interval=1d`;
+  if (!res.ok) return [];
-
-  const res = await fetch(url);
-  if (!res.ok) throw new Error(`Failed to fetch data for ${ticker}`);
 
   const json = await res.json();
-  const closes = json.chart.result?.[0]?.indicators?.quote?.[0]?.close;
+  const result = json.chart?.result?.[0];
+  if (!result) return [];
 
-  if (!closes) return [];
+  const closes = result.indicators?.quote?.[0]?.close;
-  return closes.filter((x: number | null) => x != null);
+  return closes?.filter((x: number | null) => x != null) ?? [];
 }
 
 // ------------------------------------------------------------
-// Main
+// Compute regression for a ticker
 // ------------------------------------------------------------
-const tickers = await fetchSP500Tickers();
+async function ComputeTicker(ticker: string) {
-
-console.log(`Loaded ${tickers.length} S&P 500 tickers\n`);
-
-for (const ticker of tickers) {
-  try {
   const closes = await fetchLast30Closes(ticker);
+  if (closes.length < 5) return null;
 
-    if (closes.length < 5) {
+  const xs = closes.map( (_, index) => index );
-      console.log(`${ticker}: insufficient data`);
-      continue;
-    }
-
-    // xs = 0..n-1
-    const xs = closes.map((_, i) => i);
   const ys = closes;
 
-    const { slope, intercept, r2 } = linearRegression(xs, ys);
+  return linearRegression(xs, ys);
-
-    console.log(
-      `${ticker}: slope=${slope.toFixed(4)}, intercept=${intercept.toFixed(
-        2,
-      )}, r2=${r2.toFixed(3)}`,
-    );
-  } catch (err) {
-    console.log(`${ticker}: error (${err.message})`);
-  }
 }
+
+// ------------------------------------------------------------
+// Concurrency Throttler
+// ------------------------------------------------------------
+async function throttle<T>(
+  items: T[],
+  limit: number,
+  fn: (item: T) => Promise<void>,
+) {
+  const queue: Promise<void>[] = [];
+
+  for (const item of items) {
+    const p = fn(item);
+    queue.push(p);
+
+    if (queue.length >= limit) {
+      await Promise.race(queue);
+      // Remove settled promises
+      for (let i = queue.length - 1; i >= 0; i--) {
+        if (queue[i].catch(() => {}) && true) queue.splice(i, 1);
+      }
+    }
+  }
+
+  await Promise.all(queue);
+}
+
+// ------------------------------------------------------------
+// Main Dump
+// ------------------------------------------------------------
+async function Dump() {
+  const spx = await ComputeTicker("^GSPC");
+
+  if (!spx) {
+    console.error("Could not get S&P Index data");
+    return;
+  }
+
+  const rows: string[] = ["ticker,slope,intercept,r2,growth"];
+  const addRow = (ticker: string, model: ReturnType<typeof linearRegression>) => {
+    rows.push(
+      `${ticker},${model.slope.toFixed(6)},${model.intercept.toFixed(6)},${model.r2.toFixed(6)},${model?.growth.toFixed(2)}`,
+    );
+  };
+
+  addRow("SPX", spx);
+
+  const tickers = await fetchSP500Tickers();
+  console.log(`${tickers.length} S&P 500 stocks found...`);
+  console.log(
+    `Finding stocks with slope better than the S&P Index slope (${spx.slope.toFixed(6)})...`,
+  );
+
+  // Throttle to avoid Yahoo soft throttling
+  const limit = 5; // adjust as needed
+
+  await throttle(tickers, limit, async (ticker) => {
+    try {
+      const model = await ComputeTicker(ticker);
+      if (model && model.growth > spx.growth) {
+        addRow(ticker, model);
+        console.log(`${ticker}`);
+      }
+      else{
+        //console.log("bad: ", ticker, model?.slope)
+      }
+    } catch (e) {
+      console.log(`Skipping "${ticker}" because: ${e}`);
+    }
+  });
+
+  await Deno.writeTextFile("sp500_regression.csv", rows.join("\n"));
+  console.log("Dumped output to sp500_regression.csv");
+}
+
+Dump();
+//console.log(closingEndpoint("^GSPC"))