// Part 2 and 3 about a really dumb investment strategy

//======================================================

                            "DLR", "EQIX", "EQR", "ESS", "EXR", "FRT", "HCP") 

// (1) The function below takes a stock symbol and a year as arguments.

//     It should read the corresponding CSV-file and reads the January 

//     data from the given year. The data should be collected in a list of

//     strings for each line in the CSV-file.

// (2) From the output of the get_january_data function, the next function 

//     should extract the first line (if it exists) and the corresponding

//     first trading price in that year with type Option[Double]. If no line 

//     is generated by get_january_data then the result is None; Some if 

//     there is a price.

// (3) Complete the function below that obtains all first prices

//     for the stock symbols from a portfolio (list of strings) and 

//     for the given range of years. The inner lists are for the

//     stock symbols and the outer list for the years.

//==============================================

// Do not change anything below, unless you want 

// to submit the file for the advanced part 3!

//==============================================

// (4) The function below calculates the change factor (delta) between

//     a price in year n and a price in year n + 1. 

// (5) The next function calculates all change factors for all prices (from a 

//     portfolio). The input to this function are the nested lists created by 

//     get_prices above.

// (6) Write a function that given change factors, a starting balance and an index,

//     calculates the yearly yield, i.e. new balance, according to our dumb investment 

//     strategy. Index points to a year in the data list.

//def yearly_yield(data: List[List[Option[Double]]], balance: Long, index: Int) : Long = ... 

// (7) Write a function compound_yield that calculates the overall balance for a 

//     range of years where in each year the yearly profit is compounded to the new 

//     balances and then re-invested into our portfolio. For this use the function and 

//     results generated under (6). The function investment calls compound_yield

//     with the appropriate deltas and the first index.

//def compound_yield(data: List[List[Option[Double]]], balance: Long, index: Int) : Long = ... 

//Test cases for the two portfolios given above

//println("Real data: " + investment(rstate_portfolio, 1978 to 2018, 100))

//println("Blue data: " + investment(blchip_portfolio, 1978 to 2018, 100))