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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |      1 | // Main Part 1 about a really dumb investment strategy
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |      2 | //===================================================
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |      3 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |      4 | object M1 {
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |      5 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |      6 | //two test portfolios
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |      7 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |      8 | val blchip_portfolio = List("GOOG", "AAPL", "MSFT", "IBM", "FB", "AMZN", "BIDU")
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |      9 | val rstate_portfolio = List("PLD", "PSA", "AMT", "AIV", "AVB", "BXP", "CCI", 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     10 |                             "DLR", "EQIX", "EQR", "ESS", "EXR", "FRT", "HCP") 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     11 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     12 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     13 | // (1) The function below takes a stock symbol and a year as arguments.
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     14 | //     It should read the corresponding CSV-file and then extract the January 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     15 | //     data from the given year. The data should be collected in a list of
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     16 | //     strings (one entry for each line in the CSV-file).
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     17 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     18 | import io.Source
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     19 | import scala.util._
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     20 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     21 | def get_january_data(symbol: String, year: Int) : List[String] = ???
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     22 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     23 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     24 | // (2) From the output of the get_january_data function, the next function 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     25 | //     should extract the first line (if it exists) and the corresponding
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     26 | //     first trading price in that year with type Option[Double]. If no line 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     27 | //     is generated by get_january_data then the result is None; and Some if 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     28 | //     there is a price.
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     29 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     30 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     31 | def get_first_price(symbol: String, year: Int) : Option[Double] = ???
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     32 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     33 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     34 | // (3) Complete the function below that obtains all first prices
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     35 | //     for the stock symbols from a portfolio (list of strings) and 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     36 | //     for the given range of years. The inner lists are for the
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     37 | //     stock symbols and the outer list for the years.
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     38 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     39 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     40 | def get_prices(portfolio: List[String], years: Range) : List[List[Option[Double]]] = ???
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     41 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     42 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     43 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     44 | // (4) The function below calculates the change factor (delta) between
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     45 | //     a price in year n and a price in year n + 1. 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     46 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     47 | def get_delta(price_old: Option[Double], price_new: Option[Double]) : Option[Double] = ???
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     48 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     49 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     50 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     51 | // (5) The next function calculates all change factors for all prices (from a 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     52 | //     portfolio). The input to this function are the nested lists created by 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     53 | //     get_prices above.
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     54 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     55 | def get_deltas(data: List[List[Option[Double]]]) :  List[List[Option[Double]]] = ???
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     56 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     57 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     58 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     59 | // (6) Write a function that given change factors, a starting balance and an index,
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     60 | //     calculates the yearly yield, i.e. new balance, according to our dumb investment 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     61 | //     strategy. Index points to a year in the data list.
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     62 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     63 | def yearly_yield(data: List[List[Option[Double]]], balance: Long, index: Int) : Long = ???
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     64 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     65 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     66 | // (7) Write a function compound_yield that calculates the overall balance for a 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     67 | //     range of years where in each year the yearly profit is compounded to the new 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     68 | //     balances and then re-invested into our portfolio. For this use the function and 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     69 | //     results generated under (6). The function investment calls compound_yield
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     70 | //     with the appropriate deltas and the first index.
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     71 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     72 | def compound_yield(data: List[List[Option[Double]]], balance: Long, index: Int) : Long = ???
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     73 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     74 | def investment(portfolio: List[String], years: Range, start_balance: Long) : Long = ???
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     75 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     76 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     77 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     78 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     79 | //Test cases for the two portfolios given above
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     80 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     81 | //println("Real data: " + investment(rstate_portfolio, 1978 to 2019, 100))
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     82 | //println("Blue data: " + investment(blchip_portfolio, 1978 to 2019, 100))
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     83 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     84 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     85 | }
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