Lag Autocorrelation

import { type ChartPoint, defineChart, dot, first, lineY, rollingWindow } from "@tanstack/charts";
import { motion } from "@tanstack/charts/motion";
import { tooltip } from "@tanstack/charts/tooltip";
import { Chart } from "@tanstack/react-charts/core";
import { useMemo } from "react";

import { scaleLinear } from "d3-scale";
import { Activity } from "lucide-react";

import { Card, CardContent, CardDescription, CardFooter, CardHeader, CardTitle } from "@/components/ui/card";

interface StockDatum {
    Date: Date;
    Close: number;
}

interface LagRow {
    Date: Date;
    Close: number;
    PreviousClose: number;
}

const motionRenderer = motion({
    initial: "always",
    transition: { type: "spring", stiffness: 170, damping: 18, mass: 1 },
});

function generateDemoData(): StockDatum[] {
    const results: StockDatum[] = [];
    let price = 150;

    for (let i = 0; i < 90; i++) {
        const date = new Date(Date.UTC(2024, 0, 1 + i));
        price += (Math.random() - 0.48) * 3;
        price = Math.max(130, Math.min(200, price));
        results.push({ Date: date, Close: Number(price.toFixed(2)) });
    }
    return results;
}

function shadcnTooltipContent<TDatum>(points: readonly ChartPoint<TDatum>[]) {
    if (points.length === 0) return { title: "", rows: [] };
    const d = points[0].datum as LagRow;
    if (!d || d.PreviousClose === undefined) return { title: "", rows: [] };
    return {
        title: d.Date.toLocaleDateString("en-US", { month: "short", day: "numeric", timeZone: "UTC" }),
        rows: [
            { label: "Previous Close (t-1)", value: `$${d.PreviousClose.toFixed(2)}`, color: "var(--chart-2)" },
            { label: "Current Close (t)", value: `$${d.Close.toFixed(2)}`, color: "var(--chart-1)" },
        ],
    };
}

export function LagAutocorrelation() {
    const rawData = useMemo(() => generateDemoData(), []);

    const lagRows = useMemo(() => {
        return rollingWindow(rawData, {
            size: 2,
            orderBy: "Date",
            partial: false,
            outputs: { PreviousClose: { value: "Close", reduce: first } },
        }) as unknown as LagRow[];
    }, [rawData]);

    const identityLine = useMemo(
        () => [
            { PreviousClose: 130, Close: 130 },
            { PreviousClose: 200, Close: 200 },
        ],
        [],
    );

    const definition = useMemo(
        () =>
            defineChart(
                {
                    renderer: motionRenderer,
                    marks: [
                        lineY(identityLine, {
                            x: "PreviousClose",
                            y: "Close",
                            stroke: "var(--muted-foreground)",
                            strokeDasharray: "5,4",
                        }),
                        dot(lagRows, {
                            x: "PreviousClose",
                            y: "Close",
                            fill: "var(--chart-1)",
                            fillOpacity: 0.8,
                            r: 4,
                        }),
                    ],
                    scales: {
                        x: {
                            scale: scaleLinear().domain([130, 200]),
                            grid: true,
                            axis: { label: "Previous Close $ (t-1)" },
                        },
                        y: {
                            scale: scaleLinear().domain([130, 200]),
                            grid: true,
                            axis: { label: "Current Close $ (t)" },
                        },
                    },
                    margin: { top: 24, right: 24, bottom: 32, left: 45 },
                    theme: {
                        foreground: "var(--muted-foreground)",
                        grid: "var(--border)",
                        background: "transparent",
                    },
                },
                {
                    keyboard: true,
                    tooltip: {
                        use: tooltip,
                        className:
                            "font-sans shadow-none rounded-md bg-popover text-popover-foreground border p-2 text-xs",
                        anchor: "pointer",
                        placement: "auto",
                        content: (points) => shadcnTooltipContent(points),
                    },
                },
            ),
        [lagRows, identityLine],
    );

    return (
        <Card className="w-full max-w-xl">
            <CardHeader>
                <CardTitle>Lag-One Autocorrelation Scatter</CardTitle>
                <CardDescription>Scatter plot comparing current value t against previous timestep t-1</CardDescription>
            </CardHeader>
            <CardContent>
                <div className="h-[250px] w-full">
                    <Chart
                        definition={definition}
                        renderer={motionRenderer}
                        height={250}
                        ariaLabel="Lag-One Autocorrelation Scatter Chart"
                    />
                </div>
            </CardContent>
            <CardFooter className="flex-col items-start gap-2 text-sm">
                <div className="flex items-center gap-2 leading-none font-medium">
                    Strong linear clustering along identity 45° line <Activity className="h-4 w-4 text-emerald-500" />
                </div>
                <div className="text-muted-foreground leading-none">
                    High lag-1 autocorrelation confirms persistent daily stock price inertia
                </div>
            </CardFooter>
        </Card>
    );
}

export default LagAutocorrelation;