Normalized Advance/Decline Line: Cumulative (A-D)/(A+D) Breadth

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/** Causal mover-normalized cumulative Advance/Decline Line. */

export type EvidenceState = "resolved" | "incomplete" | "ambiguous" | "unsupported";
export type EventType = "upsert" | "cancel";

export interface BreadthRecord {
  event_id: string;
  revision: number;
  supersedes_revision: number | null;
  event_type: EventType;
  session_sequence: number;
  session_date: string;
  effective_at: string;
  available_at: string;
  venue_id: string;
  universe_id: string;
  calendar_id: string;
  session: string;
  comparison_basis: string;
  corporate_action_policy: string;
  stable_id_scheme: string;
  methodology_id: string;
  denominator_policy: string;
  seed: number;
  scale: number;
  roster_complete?: boolean;
  classification_complete?: boolean;
  advances?: number;
  declines?: number;
  unchanged?: number;
  excluded?: number;
  unclassified?: number;
  universe_size?: number;
}

export interface CalculationOptions {
  cutoff: string;
  expectedStartSequence: number;
  expectedEndSequence: number;
  initialValue?: number;
  scale?: number;
  minimumCoverage?: number;
  maxAbsLine?: number;
}

export interface NormalizedADLinePoint {
  session_sequence: number;
  session_date: string;
  effective_at: string;
  available_at: string;
  event_id: string;
  revision: number;
  net_advances: number;
  mover_count: number;
  normalized_breadth: number;
  scaled_contribution: number;
  normalized_line: number;
  coverage_ratio: number;
  daily_direction: "advancing" | "declining" | "balanced";
  metric: "mover_normalized_advance_decline_line";
}

export interface CalculationResult {
  state: EvidenceState;
  reason_codes: string[];
  points: NormalizedADLinePoint[];
  ignored_future_revisions: number;
  denominator_policy: "movers";
  initial_value: number;
  scale: number;
  minimum_coverage: number;
  cutoff: string;
}

export class NormalizedADLineValidationError extends Error {
  constructor(message: string) {
    super(message);
    this.name = "NormalizedADLineValidationError";
  }
}

const MAX_SAFE = Number.MAX_SAFE_INTEGER;
const countFields = ["advances", "declines", "unchanged", "excluded", "unclassified"] as const;
const identityFields = [
  "venue_id", "universe_id", "calendar_id", "session", "comparison_basis",
  "corporate_action_policy", "stable_id_scheme", "methodology_id",
] as const;

function finite(value: unknown, name: string): number {
  if (typeof value !== "number" || !Number.isFinite(value)) {
    throw new NormalizedADLineValidationError(`${name} must be a finite number.`);
  }
  return value;
}

function timestamp(value: unknown, name: string): number {
  if (typeof value !== "string" || !value.endsWith("Z")) {
    throw new NormalizedADLineValidationError(`${name} must be an RFC 3339 UTC timestamp.`);
  }
  const parsed = Date.parse(value);
  if (Number.isNaN(parsed)) {
    throw new NormalizedADLineValidationError(`${name} must be an RFC 3339 UTC timestamp.`);
  }
  return parsed;
}

function nonempty(record: BreadthRecord, field: keyof BreadthRecord): string {
  const value = record[field];
  if (typeof value !== "string" || value.trim() === "") {
    throw new NormalizedADLineValidationError(`${String(field)} must be a non-empty string.`);
  }
  return value;
}

function result(
  state: EvidenceState,
  reasons: string[],
  future: number,
  seed: number,
  scale: number,
  minimumCoverage: number,
  cutoff: string,
  points: NormalizedADLinePoint[] = [],
): CalculationResult {
  return {
    state,
    reason_codes: [...new Set(reasons)].sort(),
    points: state === "resolved" ? points : [],
    ignored_future_revisions: future,
    denominator_policy: "movers",
    initial_value: seed,
    scale,
    minimum_coverage: minimumCoverage,
    cutoff,
  };
}

export function calculateNormalizedAdLine(
  records: readonly BreadthRecord[],
  options: CalculationOptions,
): CalculationResult {
  if (!Array.isArray(records)) {
    throw new NormalizedADLineValidationError("records must be an array.");
  }
  const seed = finite(options.initialValue ?? 0, "initialValue");
  const scale = finite(options.scale ?? 100, "scale");
  const minimumCoverage = finite(options.minimumCoverage ?? 0.95, "minimumCoverage");
  const maxAbsLine = finite(options.maxAbsLine ?? MAX_SAFE, "maxAbsLine");
  const cutoffTime = timestamp(options.cutoff, "cutoff");
  if (scale <= 0) throw new NormalizedADLineValidationError("scale must be positive.");
  if (minimumCoverage < 0 || minimumCoverage > 1) {
    throw new NormalizedADLineValidationError("minimumCoverage must be in [0, 1].");
  }
  if (maxAbsLine <= 0) throw new NormalizedADLineValidationError("maxAbsLine must be positive.");
  if (!Number.isInteger(options.expectedStartSequence)
    || !Number.isInteger(options.expectedEndSequence)
    || options.expectedStartSequence <= 0
    || options.expectedEndSequence < options.expectedStartSequence) {
    throw new NormalizedADLineValidationError("expected sequence bounds are invalid.");
  }

  const availableRecords: BreadthRecord[] = [];
  let future = 0;
  let previousAvailable = -Infinity;
  for (const record of records) {
    const available = timestamp(record.available_at, "available_at");
    if (available > cutoffTime) {
      future += 1;
      continue;
    }
    const effective = timestamp(record.effective_at, "effective_at");
    if (available < effective) {
      throw new NormalizedADLineValidationError("available_at cannot precede effective_at.");
    }
    if (available < previousAvailable) {
      throw new NormalizedADLineValidationError(
        "records must be ordered by non-decreasing available_at; input is never silently sorted.",
      );
    }
    previousAvailable = available;
    nonempty(record, "event_id");
    nonempty(record, "session_date");
    for (const field of identityFields) nonempty(record, field);
    if (record.event_type !== "upsert" && record.event_type !== "cancel") {
      throw new NormalizedADLineValidationError("event_type must be upsert or cancel.");
    }
    if (!Number.isInteger(record.revision) || record.revision < 1
      || !Number.isInteger(record.session_sequence) || record.session_sequence < 1) {
      throw new NormalizedADLineValidationError("revision and session_sequence must be positive integers.");
    }
    const expectedSupersedes = record.revision === 1 ? null : record.revision - 1;
    if (record.supersedes_revision !== expectedSupersedes) {
      throw new NormalizedADLineValidationError(
        "supersedes_revision must be null for revision 1 and revision-1 thereafter.",
      );
    }
    if (record.denominator_policy !== "movers") {
      return result("unsupported", ["denominator_policy_drift"], future, seed, scale, minimumCoverage, options.cutoff);
    }
    if (record.seed !== seed || record.scale !== scale) {
      return result("unsupported", ["seed_or_scale_drift"], future, seed, scale, minimumCoverage, options.cutoff);
    }
    availableRecords.push({...record});
  }

  const grouped = new Map<string, BreadthRecord[]>();
  for (const record of availableRecords) {
    grouped.set(record.event_id, [...(grouped.get(record.event_id) ?? []), record]);
  }
  const heads: BreadthRecord[] = [];
  const ambiguous: string[] = [];
  for (const versions of grouped.values()) {
    const byRevision = new Map<number, BreadthRecord[]>();
    for (const version of versions) {
      byRevision.set(version.revision, [...(byRevision.get(version.revision) ?? []), version]);
    }
    const revisions = [...byRevision.keys()].sort((a, b) => a - b);
    if (revisions.some((revision, index) => revision !== index + 1)) {
      ambiguous.push("revision_gap");
      continue;
    }
    if ([...byRevision.values()].some((items) => items.length !== 1)) {
      ambiguous.push("revision_conflict");
      continue;
    }
    const head = byRevision.get(revisions.at(-1)!)![0];
    if (versions.some((version) => version.session_sequence !== head.session_sequence
      || version.session_date !== head.session_date)) {
      ambiguous.push("revision_identity_conflict");
      continue;
    }
    heads.push(head);
  }
  if (ambiguous.length) return result("ambiguous", ambiguous, future, seed, scale, minimumCoverage, options.cutoff);

  const bySequence = new Map<number, BreadthRecord[]>();
  for (const head of heads) {
    bySequence.set(head.session_sequence, [...(bySequence.get(head.session_sequence) ?? []), head]);
  }
  const expected = Array.from(
    {length: options.expectedEndSequence - options.expectedStartSequence + 1},
    (_, index) => options.expectedStartSequence + index,
  );
  if ([...bySequence.values()].some((items) => items.length !== 1)) {
    return result("ambiguous", ["multiple_events_for_session"], future, seed, scale, minimumCoverage, options.cutoff);
  }
  if (expected.some((sequence) => !bySequence.has(sequence))) {
    return result("incomplete", ["missing_session"], future, seed, scale, minimumCoverage, options.cutoff);
  }
  if ([...bySequence.keys()].some((sequence) => !expected.includes(sequence))) {
    return result("unsupported", ["unexpected_session_sequence"], future, seed, scale, minimumCoverage, options.cutoff);
  }

  const ordered = expected.map((sequence) => bySequence.get(sequence)![0]);
  let identity: string | null = null;
  let previousDate = "";
  const blocking: string[] = [];
  for (const record of ordered) {
    const currentIdentity = JSON.stringify(identityFields.map((field) => record[field]));
    if (identity === null) identity = currentIdentity;
    else if (identity !== currentIdentity) {
      return result("unsupported", ["series_break"], future, seed, scale, minimumCoverage, options.cutoff);
    }
    if (!/^\d{4}-\d{2}-\d{2}$/.test(record.session_date)
      || Number.isNaN(Date.parse(`${record.session_date}T00:00:00Z`))) {
      throw new NormalizedADLineValidationError("session_date must be a valid YYYY-MM-DD date.");
    }
    if (previousDate && record.session_date <= previousDate) {
      return result("unsupported", ["calendar_sequence_date_conflict"], future, seed, scale, minimumCoverage, options.cutoff);
    }
    previousDate = record.session_date;
    if (record.event_type === "cancel") {
      blocking.push("cancelled_session");
      continue;
    }
    if (record.roster_complete !== true) blocking.push("roster_incomplete");
    if (record.classification_complete !== true) blocking.push("classification_incomplete");
    const values = {} as Record<(typeof countFields)[number] | "universe_size", number>;
    for (const field of [...countFields, "universe_size"] as const) {
      const value = record[field];
      if (!Number.isSafeInteger(value) || (value as number) < 0) {
        throw new NormalizedADLineValidationError(`${field} must be a non-negative safe integer for upserts.`);
      }
      values[field] = value as number;
    }
    const partitionTotal = countFields.reduce((sum, field) => sum + values[field], 0);
    if (!Number.isSafeInteger(partitionTotal)) {
      throw new NormalizedADLineValidationError("the count partition total must be a safe integer.");
    }
    if (partitionTotal !== values.universe_size) {
      blocking.push("count_partition_incomplete");
      continue;
    }
    if (values.universe_size === 0) {
      blocking.push("empty_universe");
      continue;
    }
    if (values.unclassified > 0) blocking.push("unclassified_issues");
    const coverage = (values.advances + values.declines + values.unchanged) / values.universe_size;
    if (coverage < minimumCoverage) blocking.push("low_coverage");
    if (values.advances + values.declines === 0) blocking.push("zero_movers");
  }
  if (blocking.length) return result("incomplete", blocking, future, seed, scale, minimumCoverage, options.cutoff);

  let line = seed;
  const points: NormalizedADLinePoint[] = [];
  for (const record of ordered) {
    const advances = record.advances!;
    const declines = record.declines!;
    const movers = advances + declines;
    const net = advances - declines;
    const ratio = net / movers;
    const contribution = scale * ratio;
    const candidate = line + contribution;
    if (!Number.isFinite(candidate) || Math.abs(candidate) > maxAbsLine) {
      return result("unsupported", ["line_overflow"], future, seed, scale, minimumCoverage, options.cutoff);
    }
    line = candidate;
    points.push({
      session_sequence: record.session_sequence,
      session_date: record.session_date,
      effective_at: record.effective_at,
      available_at: record.available_at,
      event_id: record.event_id,
      revision: record.revision,
      net_advances: net,
      mover_count: movers,
      normalized_breadth: ratio,
      scaled_contribution: contribution,
      normalized_line: line,
      coverage_ratio: (advances + declines + record.unchanged!) / record.universe_size!,
      daily_direction: net > 0 ? "advancing" : net < 0 ? "declining" : "balanced",
      metric: "mover_normalized_advance_decline_line",
    });
  }
  return result("resolved", [], future, seed, scale, minimumCoverage, options.cutoff, points);
}