// Main Part 1 about a really dumb investment strategy

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

object M1 {

  //two test portfolios

  val blchip_portfolio = List("GOOG", "AAPL", "MSFT", "IBM", "FB", "AMZN", "BIDU")

  val rstate_portfolio = List("PLD", "PSA", "AMT", "AIV", "AVB", "BXP", "CCI",

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

  import io.Source

  import java.time.LocalDate

  // ADD YOUR CODE BELOW

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

    def main(args: Array[String]): Unit = {

      val data = get_january_data("GOOG", 2010)

  //    val ppp = get_prices(List("GOOG", "FB"), (2005 to 2007))

  //    val rrr = get_first_price("GOOG", 2007)

      println(get_january_data("GOOG", 1980) == List())

      println(get_january_data("GOOG", 2010).head == "2010-01-04,312.204773")

      val sss = ""

    }

  def get_stock_data(symbol: String): List[(LocalDate, String)] = {

    val content = Source.fromFile(symbol + ".csv").mkString

    val dtf = java.time.format.DateTimeFormatter.ofPattern("yyyy-MM-dd")

    content

      .split("\r\n")

      .filter(!_.toLowerCase.startsWith("date")) // Ignore first row (headers)

      .map(p => (LocalDate.parse(p.substring(0, p.indexOf(",")), dtf), p.substring(p.indexOf(",") + 1, p.length)))

      .toList

  }

  // (1)

  def get_january_data(symbol: String, year: Int): List[String] = {

    get_stock_data(symbol).filter(_._1.getYear == year).map(p => p._1.toString + "," + p._2)

  }

  // (2)

  def get_first_price(symbol: String, year: Int): Option[Double] = {

    val data = get_stock_data(symbol).filter(_._1.getYear == year)

    if (data.nonEmpty) {

      data

        .minBy(_._1)

        ._2

        .toDoubleOption

    }

    else {

      None

    }

  }

  // (3)

  def get_prices(portfolio: List[String], years: Range): List[List[Option[Double]]] = {

    portfolio

      .map(symbol => years.map(year => get_first_price(symbol, year)).toList)

  }

  // (4)

  def get_delta(price_old: Option[Double], price_new: Option[Double]): Option[Double] = ???

  // (5)

  def get_deltas(data: List[List[Option[Double]]]): List[List[Option[Double]]] = ???

  // (6)

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

  // (7)

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

  def investment(portfolio: List[String], years: Range, start_balance: Long): Long = ???

  //Test cases for the two portfolios given above

  //println("Real data: " + investment(rstate_portfolio, 1978 to 2019, 100))

  //println("Blue data: " + investment(blchip_portfolio, 1978 to 2019, 100))

}

// This template code is subject to copyright 

// by King's College London, 2022. Do not 

// make the template code public in any shape 

// or form, and do not exchange it with other 

// students under any circumstance.