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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", "YHOO", "AMZN", "BIDU") |
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10 val rstate_portfolio = List("PLD", "PSA", "AMT", "AIV", "AVB", "BXP", "CBG", "CCI", |
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11 "DLR", "EQIX", "EQR", "ESS", "EXR", "FRT", "GGP", "HCP") |
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12 |
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13 |
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14 // (1) The function below should obtain the first trading price |
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15 // for a stock symbol by using the query |
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16 // |
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17 // http://ichart.yahoo.com/table.csv?s=<<symbol>>&a=0&b=1&c=<<year>>&d=1&e=1&f=<<year>> |
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18 // |
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19 // and extracting the first January Adjusted Close price in a year. |
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20 |
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21 //def get_january_data(symbol: String, year: Int) : List[String] = ... |
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22 |
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23 //def get_first_price(symbol: String, year: Int) : Option[Double] = ... |
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24 |
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25 |
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26 // Complete the function below that obtains all first prices |
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27 // for the stock symbols from a portfolio for the given |
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28 // range of years |
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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 |
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32 // test case |
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33 //val p = get_prices(List("GOOG", "AAPL"), 2010 to 2012) |
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34 |
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35 |
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36 // (2) The first function below calculates the change factor (delta) between |
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37 // a price in year n and a price in year n+1. The second function calculates |
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38 // all change factors for all prices (from a portfolio). |
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39 |
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40 //def get_delta(price_old: Option[Double], price_new: Option[Double]): Option[Double] = ... |
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41 |
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42 //def get_deltas(data: List[List[Option[Double]]]): List[List[Option[Double]]] = ... |
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43 |
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44 // test case using the prices calculated above |
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45 //val d = get_deltas(p) |
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46 |
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47 |
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48 // (3) Write a function that given change factors, a starting balance and a year |
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49 // calculates the yearly yield, i.e. new balanace, according to our dump investment |
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50 // strategy. Another function calculates given the same data calculates the |
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51 // compound yield up to a given year. Finally a function combines all |
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52 // calculations by taking a portfolio, a range of years and a start balance |
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53 // as arguments. |
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54 |
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55 //def yearly_yield(data: List[List[Option[Double]]], balance: Long, year: Int): Long = ... |
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56 |
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57 //test case |
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58 //yearly_yield(d, 100, 0) |
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59 |
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60 //def compound_yield(data: List[List[Option[Double]]], balance: Long, year: Int): Long = ... |
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61 |
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62 //def investment(portfolio: List[String], years: Range, start_balance: Long): Long = ... |
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63 |
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64 //test cases for the two portfolios given above |
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65 |
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66 //investment(rstate_portfolio, 1978 to 2016, 100) |
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67 //investment(blchip_portfolio, 1978 to 2016, 100) |
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68 |
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69 } |