#!/usr/bin/env -S deno run --allow-net

// ------------------------------------------------------------
// Utility: simple linear regression
// ------------------------------------------------------------
function linearRegression(xs: number[], ys: number[]) {
  const n = xs.length;
  const meanX = xs.reduce((a, b) => a + b, 0) / n;
  const meanY = ys.reduce((a, b) => a + b, 0) / n;

  let num = 0;
  let den = 0;

  for (let i = 0; i < n; i++) {
    num += (xs[i] - meanX) * (ys[i] - meanY);
    den += (xs[i] - meanX) ** 2;
  }

  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 };
}

// ------------------------------------------------------------
// Fetch S&P 500 constituents
// ------------------------------------------------------------
async function fetchSP500Tickers(): Promise<string[]> {
  const url =
    "https://datahub.io/core/s-and-p-500-companies/_r/-/data/constituents.csv";

  const res = await fetch(url);
  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

  const tickers: string[] = [];

  for (const line of lines) {
    const [symbol] = line.split(",");
    tickers.push(symbol);
  }

  return tickers;
}

// ------------------------------------------------------------
// Fetch last 30 days of closes for a ticker
// ------------------------------------------------------------
async function fetchLast30Closes(ticker: string): Promise<number[]> {
  const now = Math.floor(Date.now() / 1000);
  const thirtyDaysAgo = now - 30 * 24 * 60 * 60;

  const url =
    `https://query1.finance.yahoo.com/v8/finance/chart/${ticker}?period1=${thirtyDaysAgo}&period2=${now}&interval=1d`;

  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;

  if (!closes) return [];
  return closes.filter((x: number | null) => x != null);
}

// ------------------------------------------------------------
// Main
// ------------------------------------------------------------
const tickers = await fetchSP500Tickers();

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) {
      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);

    console.log(
      `${ticker}: slope=${slope.toFixed(4)}, intercept=${intercept.toFixed(
        2,
      )}, r2=${r2.toFixed(3)}`,
    );
  } catch (err) {
    console.log(`${ticker}: error (${err.message})`);
  }
}