import React from 'react';
import { Settings, X } from 'lucide-react';
import 'katex/dist/katex.min.css';
import { BlockMath, InlineMath } from 'react-katex';

interface EconometricsBlueprintModalProps {
  isOpen: boolean;
  onClose: () => void;
}

export default function EconometricsBlueprintModal({ isOpen, onClose }: EconometricsBlueprintModalProps) {
  React.useEffect(() => {
    const handleKeyDown = (e: KeyboardEvent) => {
      if (e.key === 'Escape') {
        onClose();
      }
    };
    if (isOpen) {
      window.addEventListener('keydown', handleKeyDown);
    }
    return () => {
      window.removeEventListener('keydown', handleKeyDown);
    };
  }, [isOpen, onClose]);

  if (!isOpen) return null;

  return (
    <div className="fixed inset-0 z-50 flex items-center justify-center bg-slate-900/85 backdrop-blur-md p-4 sm:p-6 md:p-8 animate-fade-in">
      <div className="bg-slate-900 border border-slate-800/80 rounded-3xl w-full max-w-5xl h-[85vh] flex flex-col overflow-hidden shadow-2xl relative text-slate-355">
        
        {/* Modal Header */}
        <div className="flex justify-between items-center px-6 py-4 bg-slate-950/45 border-b border-slate-800/60">
          <div>
            <h2 className="text-base font-bold bg-gradient-to-r from-indigo-400 to-purple-400 bg-clip-text text-transparent flex items-center gap-2">
              <Settings className="w-5 h-5 text-indigo-400" /> Econometric Events - Operational Blueprint
            </h2>
            <p className="text-[10px] text-slate-500 font-mono">System User Manual &amp; Interface Mechanics</p>
          </div>
          <button
            onClick={onClose}
            className="text-slate-400 hover:text-slate-200 bg-slate-950/50 border border-slate-800 hover:border-slate-700 p-2 rounded-xl transition-all cursor-pointer flex items-center justify-center"
            aria-label="Close modal"
          >
            <X className="w-4 h-4" />
          </button>
        </div>

        {/* Modal Body */}
        <div className="flex-1 overflow-y-auto p-6 sm:p-8 space-y-8 text-slate-355 scrollbar-thin">
          
          <div className="border-b border-slate-800/80 pb-3">
            <h3 className="text-base font-bold text-slate-200">Event Studies &amp; Models</h3>
            <p className="text-xs text-slate-400 mt-1">Operational details of the econometric event study solver, timeline configuration, and abnormal returns calculations.</p>
          </div>

          {/* Core Mechanics */}
          <div className="grid grid-cols-1 md:grid-cols-3 gap-6">
            <div className="p-5 rounded-2xl border border-slate-800/60 bg-slate-950/40 space-y-3 flex flex-col">
              <h4 className="text-xs font-bold text-indigo-400 uppercase tracking-wider font-mono">1. Event Window Configuration</h4>
              <div className="text-xs text-slate-400 leading-relaxed font-sans space-y-2 flex-1">
                <p>
                  Allows defining the timeline partitions for analysis. The **120-day Estimation Window** serves to isolate market beta (<InlineMath math="\beta_i" />) and baseline alpha (<InlineMath math="\alpha_i" />) from standard market returns using OLS estimation:
                </p>
                <BlockMath math="R_{it} = \alpha_i + \beta_i R_{mt} + \epsilon_{it}" />
                <p>
                  The **10-day Gap Window** acts as a strict mathematical **Isolation Shield** to prevent information leakage, pre-event front-running, or insider-related abnormal volatility from contaminating the baseline parameters.
                </p>
              </div>
            </div>
            
            <div className="p-5 rounded-2xl border border-slate-800/60 bg-slate-950/40 space-y-3 flex flex-col">
              <h4 className="text-xs font-bold text-indigo-400 uppercase tracking-wider font-mono">2. Abnormal Returns (AR)</h4>
              <div className="text-xs text-slate-400 leading-relaxed font-sans space-y-2 flex-1">
                <p>
                  Computes daily differences between the actual stock return (<InlineMath math="R_{it}" />) and its expected normal return:
                </p>
                <BlockMath math="AR_{it} = R_{it} - (\hat{\alpha}_i + \hat{\beta}_i R_{mt})" />
                <p>
                  where <InlineMath math="\hat{\alpha}_i" /> and <InlineMath math="\hat{\beta}_i" /> are the OLS parameters estimated over the estimation window, and <InlineMath math="R_{mt}" /> represents the actual market benchmark index return on day <InlineMath math="t" />. This isolates the asset's idiosyncratic reaction to event-specific shocks.
                </p>
              </div>
            </div>

            <div className="p-5 rounded-2xl border border-slate-800/60 bg-slate-950/40 space-y-3 flex flex-col">
              <h4 className="text-xs font-bold text-indigo-400 uppercase tracking-wider font-mono">3. Cumulative Abnormal Returns (CAR)</h4>
              <div className="text-xs text-slate-400 leading-relaxed font-sans space-y-2 flex-1">
                <p>
                  Integrates and sums the daily abnormal returns across the specified event window to track the cumulative market shocks:
                </p>
                <BlockMath math="CAR_i(t_1, t_2) = \sum_{t=t_1}^{t_2} AR_{it}" />
                <p>
                  where <InlineMath math="t_1" /> and <InlineMath math="t_2" /> define the bounds of the event window. This determines whether an event (e.g. earnings release, regulatory fine, supply-chain shock) created statistically significant excess wealth changes.
                </p>
              </div>
            </div>
          </div>

          {/* Interface Specifications */}
          <div className="space-y-3">
            <h3 className="text-sm font-bold text-slate-200 border-b border-slate-800 pb-2">Interface Actions &amp; Chart Displays</h3>
            <div className="text-xs text-slate-400 space-y-3 leading-relaxed">
              <p>
                <strong className="text-indigo-400 font-semibold">Event Parameters Input Mask:</strong> Edit estimation days, gap days, event horizons, and click **"Run Event Study Solver"**. Initiates server-side calculations.
              </p>
              <p>
                <strong className="text-indigo-400 font-semibold">CAR Event Charts:</strong> Renders a Recharts line chart illustrating the trajectory of Cumulative Abnormal Returns (<InlineMath math="CAR" />) across the event window. A significant deviation from zero indicates market inefficiency or corporate information shocks.
              </p>
            </div>
          </div>

        </div>
      </div>
    </div>
  );
}