| 135 |      1 | // Advanced Part 3 about a really dumb investment strategy
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| 129 |      2 | //==========================================================
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|  |      3 | 
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|  |      4 | object CW6c {
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|  |      5 | 
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|  |      6 | 
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|  |      7 | //two test portfolios
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|  |      8 | 
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|  |      9 | val blchip_portfolio = List("GOOG", "AAPL", "MSFT", "IBM", "FB", "YHOO", "AMZN", "BIDU")
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|  |     10 | val rstate_portfolio = List("PLD", "PSA", "AMT", "AIV", "AVB", "BXP", "CBG", "CCI", 
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|  |     11 |                             "DLR", "EQIX", "EQR", "ESS", "EXR", "FRT", "GGP", "HCP") 
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|  |     12 | 
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|  |     13 | 
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| 135 |     14 | // (1.a) The function below takes a stock symbol and a year as arguments.
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|  |     15 | //       It should read the corresponding CSV-file and read the January 
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|  |     16 | //       data from the given year. The data should be collected in a list of
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|  |     17 | //       strings for each line in the CSV-file.
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|  |     18 | 
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|  |     19 | import io.Source
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|  |     20 | import scala.util._
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| 132 |     21 | 
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|  |     22 | //def get_january_data(symbol: String, year: Int) : List[String] = ...
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|  |     23 | 
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| 135 |     24 | 
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| 132 |     25 | // (1.b) From the output of the get_january_data function, the next function 
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|  |     26 | //       should extract the first line (if it exists) and the corresponding
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|  |     27 | //       first trading price in that year as Option[Double]. If no line is 
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| 135 |     28 | //       generated by get_january_data then the result is None
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|  |     29 | 
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| 129 |     30 | 
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|  |     31 | //def get_first_price(symbol: String, year: Int) : Option[Double] = ...
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|  |     32 | 
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|  |     33 | 
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| 135 |     34 | // (1.c) Complete the function below that obtains all first prices
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|  |     35 | //       for the stock symbols from a portfolio (list of strings) and 
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|  |     36 | //       for the given range of years. The inner lists are for the
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|  |     37 | //       stock symbols and the outer list for the years.
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| 129 |     38 | 
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|  |     39 | 
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| 135 |     40 | //def get_prices(portfolio: List[String], years: Range) : List[List[Option[Double]]] = ...
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|  |     41 | 
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| 129 |     42 | 
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|  |     43 | 
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|  |     44 | // (2) The first function below calculates the change factor (delta) between
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| 135 |     45 | //     a price in year n and a price in year n + 1. The second function calculates
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|  |     46 | //     all change factors for all prices (from a portfolio). The input to this
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|  |     47 | //     function are the nested lists created by get_prices above.
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| 129 |     48 | 
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| 135 |     49 | //def get_delta(price_old: Option[Double], price_new: Option[Double]) : Option[Double] = ...
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| 129 |     50 | 
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| 135 |     51 | //def get_deltas(data: List[List[Option[Double]]]) :  List[List[Option[Double]]] = ...
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|  |     52 | 
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| 129 |     53 | 
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|  |     54 | 
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|  |     55 | // (3) Write a function that given change factors, a starting balance and a year
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| 135 |     56 | //     calculates the yearly yield, i.e. new balance, according to our dump investment 
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|  |     57 | //     strategy. Another function calculates given the same data calculates the
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|  |     58 | //     compound yield up to a given year. Finally a function combines all 
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|  |     59 | //     calculations by taking a portfolio, a range of years and a start balance
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|  |     60 | //     as arguments.
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|  |     61 | 
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| 129 |     62 | 
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| 135 |     63 | //def yearly_yield(data: List[List[Option[Double]]], balance: Long, year: Int) : Long = ... 
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|  |     64 | 
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|  |     65 | //def compound_yield(data: List[List[Option[Double]]], balance: Long, year: Int) : Long = ... 
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| 129 |     66 | 
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| 135 |     67 | //def investment(portfolio: List[String], years: Range, start_balance: Long) : Long = ...
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| 129 |     68 | 
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|  |     69 | 
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|  |     70 | 
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|  |     71 | //test cases for the two portfolios given above
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|  |     72 | 
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| 135 |     73 | //investment(rstate_portfolio, 1978 to 2017, 100)
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|  |     74 | //investment(blchip_portfolio, 1978 to 2017, 100)
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| 129 |     75 | 
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|  |     76 | }
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