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1 // Advanvced Part 3 about a really dumb investment strategy |
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2 //========================================================== |
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3 |
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4 object CW6c { |
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5 |
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6 |
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7 //two test portfolios |
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8 |
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9 val blchip_portfolio = List("GOOG", "AAPL", "MSFT", "IBM", "FB", "AMZN", "BIDU") |
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10 val rstate_portfolio = List("PLD", "PSA", "AMT", "AIV", "AVB", "BXP", "CCI", |
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11 "DLR", "EQIX", "EQR", "ESS", "EXR", "FRT", "GGP", "HCP") |
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12 |
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13 import io.Source |
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14 import scala.util._ |
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15 |
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16 def get_january_data(symbol: String, year: Int) : List[String] = |
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17 Source.fromFile(symbol ++ ".csv")("ISO-8859-1").getLines.toList.filter(_.startsWith(year.toString)) |
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18 |
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19 |
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20 def get_first_price(symbol: String, year: Int) : Option[Double] = { |
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21 val data = Try(Some(get_january_data(symbol, year).head)) getOrElse None |
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22 data.map(_.split(",").toList(1).toDouble) |
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23 } |
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24 |
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25 get_first_price("GOOG", 1980) |
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26 get_first_price("GOOG", 2010) |
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27 get_first_price("FB", 2014) |
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28 |
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29 |
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30 def get_prices(portfolio: List[String], years: Range): List[List[Option[Double]]] = |
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31 for (year <- years.toList) yield |
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32 for (symbol <- portfolio) yield get_first_price(symbol, year) |
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33 |
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34 |
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35 // test case |
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36 val p_fb = get_prices(List("FB"), 2012 to 2014) |
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37 val p = get_prices(List("GOOG", "AAPL"), 2010 to 2012) |
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38 |
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39 val tt = get_prices(List("BIDU"), 2004 to 2008) |
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40 |
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41 |
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42 def get_delta(price_old: Option[Double], price_new: Option[Double]) : Option[Double] = { |
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43 (price_old, price_new) match { |
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44 case (Some(x), Some(y)) => Some((y - x) / x) |
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45 case _ => None |
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46 } |
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47 } |
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48 |
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49 def get_deltas(data: List[List[Option[Double]]]): List[List[Option[Double]]] = |
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50 for (i <- (0 until (data.length - 1)).toList) yield |
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51 for (j <- (0 until (data(0).length)).toList) yield get_delta(data(i)(j), data(i + 1)(j)) |
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52 |
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53 |
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54 // test case using the prices calculated above |
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55 val d = get_deltas(p) |
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56 val ttd = get_deltas(tt) |
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57 |
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58 |
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59 def yearly_yield(data: List[List[Option[Double]]], balance: Long, year: Int): Long = { |
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60 val somes = data(year).flatten |
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61 val somes_length = somes.length |
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62 if (somes_length == 0) balance |
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63 else { |
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64 val portion: Double = balance.toDouble / somes_length.toDouble |
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65 balance + (for (x <- somes) yield (x * portion)).sum.toLong |
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66 } |
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67 } |
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68 |
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69 def compound_yield(data: List[List[Option[Double]]], balance: Long, year: Int): Long = { |
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70 if (year >= data.length) balance else { |
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71 val new_balance = yearly_yield(data, balance, year) |
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72 compound_yield(data, new_balance, year + 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 compound_yield(get_deltas(get_prices(portfolio, years)), start_balance, 0) |
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78 } |
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79 |
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80 |
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81 |
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82 //test cases for the two portfolios given above |
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83 |
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84 println("Real data: " + investment(rstate_portfolio, 1978 to 2017, 100)) |
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85 println("Blue data: " + investment(blchip_portfolio, 1978 to 2017, 100)) |
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86 |
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87 |
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88 } |