testing1/drumb_test3.scala
author Christian Urban <urbanc@in.tum.de>
Thu, 23 Nov 2017 10:56:47 +0000
changeset 153 316f9c6cc2ff
parent 144 41a2b4f2c30c
child 166 284a0f869e48
permissions -rw-r--r--
updated
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
130
d272307e6c02 updated
Christian Urban <urbanc@in.tum.de>
parents:
diff changeset
     1
d272307e6c02 updated
Christian Urban <urbanc@in.tum.de>
parents:
diff changeset
     2
val urban_prices = List(List(Some(311.349976), Some(27.505054)), 
d272307e6c02 updated
Christian Urban <urbanc@in.tum.de>
parents:
diff changeset
     3
			List(Some(300.222351), Some(42.357094)), 
d272307e6c02 updated
Christian Urban <urbanc@in.tum.de>
parents:
diff changeset
     4
			List(Some(330.555054), Some(52.852215)))
d272307e6c02 updated
Christian Urban <urbanc@in.tum.de>
parents:
diff changeset
     5
d272307e6c02 updated
Christian Urban <urbanc@in.tum.de>
parents:
diff changeset
     6
d272307e6c02 updated
Christian Urban <urbanc@in.tum.de>
parents:
diff changeset
     7
assert(CW6c.yearly_yield(CW6c.get_deltas(urban_prices), 100, 0) == 125)
135
e59aebee9770 updated
Christian Urban <urbanc@in.tum.de>
parents: 130
diff changeset
     8
e59aebee9770 updated
Christian Urban <urbanc@in.tum.de>
parents: 130
diff changeset
     9
137
7e0335924cfa updated
Christian Urban <urbanc@in.tum.de>
parents: 135
diff changeset
    10
val urban_blchip_portfolio = List("GOOG", "AAPL", "MSFT", "IBM", "FB", "AMZN", "BIDU")
7e0335924cfa updated
Christian Urban <urbanc@in.tum.de>
parents: 135
diff changeset
    11
val urban_rstate_portfolio = List("PLD", "PSA", "AMT", "AIV", "AVB", "BXP", "CCI", 
7e0335924cfa updated
Christian Urban <urbanc@in.tum.de>
parents: 135
diff changeset
    12
                                  "DLR", "EQIX", "EQR", "ESS", "EXR", "FRT", "GGP", "HCP") 
135
e59aebee9770 updated
Christian Urban <urbanc@in.tum.de>
parents: 130
diff changeset
    13
138
dc7aee946bf2 updated
Christian Urban <urbanc@in.tum.de>
parents: 137
diff changeset
    14
val urban_rstate_res = CW6c.investment(urban_rstate_portfolio, 1978 to 2017, 100)
dc7aee946bf2 updated
Christian Urban <urbanc@in.tum.de>
parents: 137
diff changeset
    15
val urban_blchip_res = CW6c.investment(urban_blchip_portfolio, 1978 to 2017, 100)
135
e59aebee9770 updated
Christian Urban <urbanc@in.tum.de>
parents: 130
diff changeset
    16
138
dc7aee946bf2 updated
Christian Urban <urbanc@in.tum.de>
parents: 137
diff changeset
    17
// the rstate value is 30895 because of a faulty ESS.cvs file
dc7aee946bf2 updated
Christian Urban <urbanc@in.tum.de>
parents: 137
diff changeset
    18
dc7aee946bf2 updated
Christian Urban <urbanc@in.tum.de>
parents: 137
diff changeset
    19
assert(urban_rstate_res > 30885 && urban_rstate_res < 30905)
dc7aee946bf2 updated
Christian Urban <urbanc@in.tum.de>
parents: 137
diff changeset
    20
assert(urban_blchip_res > 349587 && urban_blchip_res < 349607)