import { restClient } from "@polygon.io/client-js";
import { client } from "./clickhouse.js";
import PQueue from "p-queue";
import dotenv from "dotenv";
import { Env } from "@humanwhocodes/env";

dotenv.config();

const env = new Env();
const POLYGON_API_KEY = env.require("POLYGON_API_KEY");
const CONCURRENCY = Number.parseInt(env.get("CONCURRENCY", "6"));
const STOCK_QUOTES_TABLE = env.get("STOCK_QUOTES_TABLE", "stock_aggregates");
const START_DATE = env.get("START_DATE", "2022-03-07");
const END_DATE = env.get("END_DATE", "2022-12-31");

const polygon = restClient(POLYGON_API_KEY, "https://api.polygon.io", {
  pagination: true,
});

const queue = new PQueue({ concurrency: CONCURRENCY });

function* dateRange(
  startDateStr: string,
  endDateStr: string
): Generator<string, void, unknown> {
  // Convert the start and end date strings to Date objects
  const startDate = new Date(startDateStr);
  const endDate = new Date(endDateStr);

  // Loop from the start date to the end date
  for (
    let currentDate = startDate;
    currentDate <= endDate;
    currentDate.setDate(currentDate.getDate() + 1)
  ) {
    // Format the current date as YYYY-MM-DD
    const formattedDate = currentDate.toISOString().split("T")[0];

    // Yield the formatted date
    yield formattedDate;
  }
}

for (const date of dateRange(START_DATE, END_DATE)) {
  for (let hour = 13; hour <= 21; hour++) {
    await client.command({
      query: `
        INSERT INTO calendar_stats
        SELECT
          date,
          dte,
          span,
          moniness,
          calendar_midpoint as price,
          count(*) as number_of_quotes
        FROM (
          SELECT
            toDate('${date}') as date,
            date_diff('days', toDate(front.ts), front.expiration_date) as dte,
            date_diff('days', front.expiration_date, back.expiration_date) as span,
            floor((stock.price - strike) / stock.price, 2) as moniness,
            back.bid - front.bid as calendar_bid,
            back.ask - front.ask as calendar_ask,
            floor((calendar_bid + calendar_ask) / 2, 2) as calendar_midpoint
          FROM option_quotes_filled AS front
          INNER JOIN option_quotes_filled AS back
            ON front.option_type = back.option_type
            AND front.symbol = back.symbol
            AND front.strike = back.strike
            AND front.expiration_date < back.expiration_date
            AND front.ts = back.ts
          INNER JOIN stock_aggregates_filled AS stock
            ON front.symbol = stock.symbol
            AND front.ts = stock.ts
          WHERE front.ts >= '${date} ${hour}:00:00'
            AND front.ts < '${date} ${hour + 1}:00:00'
        )
        GROUP BY date, dte, span, moniness, price
        ORDER BY date, dte, span, moniness, price
        SETTINGS allow_experimental_join_condition = 1
        ;
      `,
      // clickhouse_settings: {
      //   http_receive_timeout: 9999,
      //   receive_timeout: 9999,
      //   stream_poll_timeout_ms: 9999000,
      //   receive_data_timeout_ms: 9999000,
      // },
    });
    console.log("finished", date, hour);
  }
}

// const data = await polygon.options.quotes(
//   "O:SPY241220P00600000",
//   {
//     "timestamp.gte": "2024-12-15",
//     "timestamp.lte": "2024-12-16",
//     sort: "timestamp",
//     order: "asc",
//     limit: 50000,
//   },
//   { pagination: true }
// );

// console.log(data.status);
// console.log(data.results?.length);