def METHOD_NAME(stocks):
    # reg for price
    xy = numpy.array([[s.timestamp, s.current_price] for s in stocks])
    slope, intercept, r_value, p_value, std_err = stats.linregress(xy[:, 0], xy[:, 1])
    a = slope * 3600  # $ / s * s / hours
    b = intercept
    # reg for market cap
    xy = numpy.array([[s.timestamp, s.market_cap] for s in stocks])
    slope, intercept, r_value, p_value, std_err = stats.linregress(xy[:, 0], xy[:, 1])
    c = slope * 3600  # $ / s * s / hours
    d = intercept
    return a, b, c, d