| 421 |      1 | // Main Part 1 about a really dumb investment strategy
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| 460 |      2 | //===================================================
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| 388 
Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |      3 | 
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| 460 |      4 | object M1 {
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| 388 
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 | import io.Source
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     13 | import scala.util._
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     14 | 
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| 460 |     15 | // ADD YOUR CODE BELOW
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|  |     16 | //======================
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| 388 
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 | 
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| 460 |     19 | // (1) 
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|  |     20 | def get_january_data(symbol: String, year: Int) : List[String] = {
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|  |     21 |   Try(Source.fromFile(s"${symbol}.csv").getLines.toList.filter(_.startsWith(year.toString))).getOrElse(Nil)
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|  |     22 | }
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|  |     23 | // (2) 
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| 388 
Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     24 | def get_first_price(symbol: String, year: Int) : Option[Double] = {
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| 460 |     25 |   val list = get_january_data(symbol, year)
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|  |     26 |   if (list == Nil) None else {
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|  |     27 |     Some(list.head.split(",").toList(1).toDouble)
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|  |     28 |   }
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| 388 
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 | 
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| 460 |     32 | // (3) 
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|  |     33 | def get_prices(portfolio: List[String], years: Range) : List[List[Option[Double]]] = {
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|  |     34 |   for (n <- years.toList) yield{
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|  |     35 |     for (m <- portfolio) yield{
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|  |     36 |       get_first_price(m, n)
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|  |     37 |     }
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| 388 
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 | 
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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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| 460 |     43 | // (4) 
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|  |     44 | def get_delta(price_old: Option[Double], price_new: Option[Double]) : Option[Double] = {
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|  |     45 |   if (price_old != None && price_new != None) Some((price_new.get - price_old.get) / price_old.get) else None
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| 388 
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 | 
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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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| 460 |     50 | // (5) 
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|  |     51 | def get_deltas(data: List[List[Option[Double]]]) :  List[List[Option[Double]]] = {
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|  |     52 |   for (n <- data.tail) yield{
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|  |     53 |     for (m <- n) yield{
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|  |     54 |       get_delta(data(data.tail.indexOf(n))(n.indexOf(m)),m)
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|  |     55 |     }
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|  |     56 |   }
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|  |     57 | }
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|  |     58 | 
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|  |     59 | // (6) 
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|  |     60 | def yearly_yield(data: List[List[Option[Double]]], balance: Long, index: Int) : Long = {
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|  |     61 |   if(data.length == 0) balance else{
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|  |     62 |     val equal = balance / data(index).flatten.length
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|  |     63 |     val list = for(n <- data(index).flatten) yield n * equal
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|  |     64 |     (balance + list.sum).toLong
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|  |     65 |   }
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|  |     66 | }
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| 388 
Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     67 | 
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| 460 |     68 | // (7) 
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|  |     69 | def compound_yield(data: List[List[Option[Double]]], balance: Long, index: Int) : Long = {
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|  |     70 |   val deltas = get_deltas(data)
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|  |     71 |   if (deltas.length == 0) balance else{
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|  |     72 |       if(deltas.length - 1 == index) yearly_yield(deltas, balance, index) else compound_yield(data, yearly_yield(deltas, balance, index), index + 1)
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|  |     73 |   }
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|  |     74 | }
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|  |     75 | 
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|  |     76 | def investment(portfolio: List[String], years: Range, start_balance: Long) : Long = {
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|  |     77 |   val list = get_prices(portfolio, years)
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|  |     78 |   compound_yield(list, start_balance, 0)
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|  |     79 | }
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|  |     80 | 
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|  |     81 | 
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|  |     82 | 
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|  |     83 | 
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|  |     84 | //Test cases for the two portfolios given above
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|  |     85 | 
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|  |     86 | //println("Real data: " + investment(rstate_portfolio, 1978 to 2019, 100))
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|  |     87 | //println("Blue data: " + investment(blchip_portfolio, 1978 to 2019, 100))
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| 421 |     88 | 
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| 388 
Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     89 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     90 | }
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     91 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     92 | 
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Christian Urban <christian.urban@kcl.ac.uk> parents: diff
changeset |     93 | 
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| 421 |     94 | 
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| 460 |     95 | // This template code is subject to copyright 
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|  |     96 | // by King's College London, 2022. Do not 
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|  |     97 | // make the template code public in any shape 
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|  |     98 | // or form, and do not exchange it with other 
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|  |     99 | // students under any circumstance.
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