// Advanvced Part 3 about really dumb investing strategy

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

//two test portfolios

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

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

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

// (1) The function below should obtain the first trading price

// for a stock symbol by using the query

//

//    http://ichart.yahoo.com/table.csv?s=<<symbol>>&a=0&b=1&c=<<year>>&d=1&e=1&f=<<year>> 

// 

// and extracting the first January Adjusted Close price in a year.

import io.Source

import scala.util._

def get_yahoo_page(url: String): Option[List[String]] = {

  Try(Some(Source.fromURL(url)("ISO-8859-1").getLines.toList)).

    getOrElse { None }

}

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

  //println(s"download..${symbol} at ${year}")

  val year_string = year.toString

  val date_string = s"&a=0&b=1&c=${year_string}&d=1&e=1&f=${year_string}"

  val url = """http://ichart.yahoo.com/table.csv?s=""" + symbol + date_string

  val data = get_yahoo_page(url)

  data.map(_.last.split(",").toList(6).toDouble)

}

// Complete the function below that obtains all first prices

// for the stock symbols from a portfolio for the given

// range of years

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

  for (year <- years.toList) yield

    for (symbol <- portfolio) yield get_first_price(symbol, year)

// test case

val p_fb = get_prices(List("FB"), 2012 to 2014)

val p = get_prices(List("GOOG", "AAPL"), 2005 to 2012)

// (2) The first function below calculates the change factor (delta) between

// a price in year n and a price in year n+1. The second function calculates

// all change factors for all prices (from a portfolio).

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

  (price_old, price_new) match {

    case (Some(x), Some(y)) => Some((y - x) / x)

    case _ => None

  }

}

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

  for (i <- (0 until (data.length - 1)).toList) yield 

    for (j <- (0 until (data(0).length)).toList) yield get_delta(data(i)(j), data(i + 1)(j))

// test case using the prices calculated above

val d = get_deltas(p)

// (3) Write a function that given change factors, a starting balance and a year

// calculates the yearly yield, i.e. new balanace, according to our dump investment 

// strategy. Another function calculates given the same data calculates the

// compound yield up to a given year. Finally a function combines all 

// calculations by taking a portfolio, a range of years and a start balance

// as arguments.

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

  val somes = data(year).flatten

  val somes_length = somes.length

  if (somes_length == 0) balance

  else {

    val portion: Double = balance.toDouble / somes_length.toDouble

    balance + (for (x <- somes) yield (x * portion)).sum.toLong

  }

}

//test case

yearly_yield(d, 100, 0)

yearly_yield(d, 225, 1)

yearly_yield(d, 246, 2)

yearly_yield(d, 466, 3)

yearly_yield(d, 218, 4)

yearly_yield(d, 469, 5)

yearly_yield(d, 587, 6)

//yearly_yield(d, 100, 0)

//yearly_yield(d, 125, 1)

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

  if (year >= data.length) balance else {

    val new_balance = yearly_yield(data, balance, year)

    compound_yield(data, new_balance, year + 1)

  }

}

compound_yield(d.take(6), 100, 0)

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

  compound_yield(get_deltas(get_prices(portfolio, years)), start_balance, 0)

}

investment(List("GOOG", "AAPL"), 2005 to 2009, 100)

//test cases for the two portfolios given above

println("Real data: " + investment(rstate_portfolio, 1978 to 2016, 100))

println("Blue data: " + investment(blchip_portfolio, 1978 to 2016, 100))

val p_fb = get_prices(List("FB"), 2011 to 2016)

// prices 2011 - 2016

//    

List(List(None), List(None), List(Some(28.0)), 

     List(Some(54.709999)), List(Some(78.449997)), 

     List(Some(102.220001)))

// deltas 2011 - 2016

val d_fb = get_deltas(p_fb)

List(List(None), List(None), List(Some(0.9539285357142858)), 

     List(Some(0.4339242996513305)), List(Some(0.30299560113431234)))

yearly_yield(d_fb, 100, 0)   //2011  => 100

yearly_yield(d_fb, 100, 1)   //2012  => 100

yearly_yield(d_fb, 100, 2)   //2013  => 195

yearly_yield(d_fb, 195, 3)   //2014  => 279   

yearly_yield(d_fb, 279, 4)   //2015  => 363

investment(List("FB"), 2011 to 2012, 100)  // => 100

investment(List("FB"), 2011 to 2013, 100)  // => 100

investment(List("FB"), 2011 to 2014, 100)  // => 195

investment(List("FB"), 2011 to 2015, 100)  // => 279

investment(List("FB"), 2011 to 2016, 100)  // => 363