1 // Advanced Part 3 about a really dumb investment strategy |
1 // Part 2 and 3 about a really dumb investment strategy |
2 //========================================================== |
2 //====================================================== |
3 |
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4 object CW6c { |
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6 |
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7 //two test portfolios |
5 //two test portfolios |
8 |
6 |
9 val blchip_portfolio = List("GOOG", "AAPL", "MSFT", "IBM", "FB", "AMZN", "BIDU") |
7 val blchip_portfolio = List("GOOG", "AAPL", "MSFT", "IBM", "FB", "AMZN", "BIDU") |
10 val rstate_portfolio = List("PLD", "PSA", "AMT", "AIV", "AVB", "BXP", "CCI", |
8 val rstate_portfolio = List("PLD", "PSA", "AMT", "AIV", "AVB", "BXP", "CCI", |
11 "DLR", "EQIX", "EQR", "ESS", "EXR", "FRT", "GGP", "HCP") |
9 "DLR", "EQIX", "EQR", "ESS", "EXR", "FRT", "HCP") |
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14 // (1.a) The function below takes a stock symbol and a year as arguments. |
12 // (1) The function below takes a stock symbol and a year as arguments. |
15 // It should read the corresponding CSV-file and read the January |
13 // It should read the corresponding CSV-file and reads the January |
16 // data from the given year. The data should be collected in a list of |
14 // data from the given year. The data should be collected in a list of |
17 // strings for each line in the CSV-file. |
15 // strings for each line in the CSV-file. |
18 |
16 |
19 import io.Source |
17 import io.Source |
20 import scala.util._ |
18 import scala.util._ |
21 |
19 |
22 //def get_january_data(symbol: String, year: Int) : List[String] = ... |
20 //def get_january_data(symbol: String, year: Int) : List[String] = ... |
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25 // (1.b) From the output of the get_january_data function, the next function |
23 // (2) From the output of the get_january_data function, the next function |
26 // should extract the first line (if it exists) and the corresponding |
24 // should extract the first line (if it exists) and the corresponding |
27 // first trading price in that year as Option[Double]. If no line is |
25 // first trading price in that year with type Option[Double]. If no line |
28 // generated by get_january_data then the result is None |
26 // is generated by get_january_data then the result is None; Some if |
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27 // there is a price. |
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28 |
30 |
29 |
31 //def get_first_price(symbol: String, year: Int) : Option[Double] = ... |
30 //def get_first_price(symbol: String, year: Int) : Option[Double] = ... |
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31 |
33 |
32 |
34 // (1.c) Complete the function below that obtains all first prices |
33 // (3) Complete the function below that obtains all first prices |
35 // for the stock symbols from a portfolio (list of strings) and |
34 // for the stock symbols from a portfolio (list of strings) and |
36 // for the given range of years. The inner lists are for the |
35 // for the given range of years. The inner lists are for the |
37 // stock symbols and the outer list for the years. |
36 // stock symbols and the outer list for the years. |
38 |
37 |
39 |
38 |
40 //def get_prices(portfolio: List[String], years: Range) : List[List[Option[Double]]] = ... |
39 //def get_prices(portfolio: List[String], years: Range) : List[List[Option[Double]]] = ... |
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43 |
42 |
44 // (2) The first function below calculates the change factor (delta) between |
43 |
45 // a price in year n and a price in year n + 1. The second function calculates |
44 //============================================== |
46 // all change factors for all prices (from a portfolio). The input to this |
45 // Do not change anything below, unless you want |
47 // function are the nested lists created by get_prices above. |
46 // to submit the file for the advanced part 3! |
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47 //============================================== |
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48 |
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49 |
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50 // (4) The function below calculates the change factor (delta) between |
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51 // a price in year n and a price in year n + 1. |
48 |
52 |
49 //def get_delta(price_old: Option[Double], price_new: Option[Double]) : Option[Double] = ... |
53 //def get_delta(price_old: Option[Double], price_new: Option[Double]) : Option[Double] = ... |
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55 |
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56 |
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57 // (5) The next function calculates all change factors for all prices (from a |
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58 // portfolio). The input to this function are the nested lists created by |
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59 // get_prices above. |
50 |
60 |
51 //def get_deltas(data: List[List[Option[Double]]]) : List[List[Option[Double]]] = ... |
61 //def get_deltas(data: List[List[Option[Double]]]) : List[List[Option[Double]]] = ... |
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64 |
55 // (3) Write a function that given change factors, a starting balance and a year |
65 // (6) Write a function that given change factors, a starting balance and an index, |
56 // calculates the yearly yield, i.e. new balance, according to our dump investment |
66 // calculates the yearly yield, i.e. new balance, according to our dumb investment |
57 // strategy. Another function calculates given the same data calculates the |
67 // strategy. Index points to a year in the data list. |
58 // compound yield up to a given year. Finally a function combines all |
68 |
59 // calculations by taking a portfolio, a range of years and a start balance |
69 //def yearly_yield(data: List[List[Option[Double]]], balance: Long, index: Int) : Long = ... |
60 // as arguments. |
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63 //def yearly_yield(data: List[List[Option[Double]]], balance: Long, year: Int) : Long = ... |
72 // (7) Write a function compound_yield that calculates the overall balance for a |
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73 // range of years where in each year the yearly profit is compounded to the new |
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74 // balances and then re-invested into our portfolio. For this use the function and |
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75 // results generated under (6). The function investment calls compound_yield |
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76 // with the appropriate deltas and the first index. |
64 |
77 |
65 //def compound_yield(data: List[List[Option[Double]]], balance: Long, year: Int) : Long = ... |
78 //def compound_yield(data: List[List[Option[Double]]], balance: Long, index: Int) : Long = ... |
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79 |
67 //def investment(portfolio: List[String], years: Range, start_balance: Long) : Long = ... |
80 //def investment(portfolio: List[String], years: Range, start_balance: Long) : Long = ... |
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70 |
83 |
71 //test cases for the two portfolios given above |
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84 |
73 //investment(rstate_portfolio, 1978 to 2017, 100) |
85 //Test cases for the two portfolios given above |
74 //investment(blchip_portfolio, 1978 to 2017, 100) |
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75 |
86 |
76 } |
87 //println("Real data: " + investment(rstate_portfolio, 1978 to 2018, 100)) |
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88 //println("Blue data: " + investment(blchip_portfolio, 1978 to 2018, 100)) |
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