1 // Part 2 and 3 about a really dumb investment strategy |
1 // Main Part about a really dumb investment strategy |
2 //====================================================== |
2 //====================================================== |
3 |
3 |
4 //object CW6b { // for purposes of generating a jar |
4 object CW6b { |
5 |
5 |
6 |
6 |
7 //two test portfolios |
7 //two test portfolios |
8 |
8 |
9 val blchip_portfolio = List("GOOG", "AAPL", "MSFT", "IBM", "FB", "AMZN", "BIDU") |
9 val blchip_portfolio = List("GOOG", "AAPL", "MSFT", "IBM", "FB", "AMZN", "BIDU") |
71 for (year <- years.toList) yield |
71 for (year <- years.toList) yield |
72 for (symbol <- portfolio) yield get_first_price(symbol, year) |
72 for (symbol <- portfolio) yield get_first_price(symbol, year) |
73 |
73 |
74 |
74 |
75 //test cases |
75 //test cases |
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76 |
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77 //println("Task 3 data from Google and Apple in 2010 to 2012") |
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78 //val goog_aapl_prices = get_prices(List("GOOG", "AAPL"), 2010 to 2012) |
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79 //println(goog_aapl_prices.toString ++ "\n") |
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80 |
76 //val p_fb = get_prices(List("FB"), 2012 to 2014) |
81 //val p_fb = get_prices(List("FB"), 2012 to 2014) |
77 //val p = get_prices(List("GOOG", "AAPL"), 2010 to 2012) |
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78 |
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79 //val tt = get_prices(List("BIDU"), 2004 to 2008) |
82 //val tt = get_prices(List("BIDU"), 2004 to 2008) |
80 |
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81 |
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82 //============================================== |
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83 // Do not change anything below, unless you want |
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84 // to submit the file for the advanced part 3! |
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85 //============================================== |
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86 |
83 |
87 |
84 |
88 // (4) The function below calculates the change factor (delta) between |
85 // (4) The function below calculates the change factor (delta) between |
89 // a price in year n and a price in year n + 1. |
86 // a price in year n and a price in year n + 1. |
90 |
87 |
103 def get_deltas(data: List[List[Option[Double]]]): List[List[Option[Double]]] = |
100 def get_deltas(data: List[List[Option[Double]]]): List[List[Option[Double]]] = |
104 for (i <- (0 until (data.length - 1)).toList) yield |
101 for (i <- (0 until (data.length - 1)).toList) yield |
105 for (j <- (0 until (data(0).length)).toList) yield get_delta(data(i)(j), data(i + 1)(j)) |
102 for (j <- (0 until (data(0).length)).toList) yield get_delta(data(i)(j), data(i + 1)(j)) |
106 |
103 |
107 |
104 |
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105 |
108 // test case using the prices calculated above |
106 // test case using the prices calculated above |
109 //val d = get_deltas(p) |
107 |
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108 //println("Task 5 change prices from Google and Apple in 2010 and 2011") |
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109 //val goog_aapl_deltas = get_deltas(goog_aapl_prices) |
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110 //println(goog_aapl_deltas.toString ++ "\n") |
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111 |
110 //val ttd = get_deltas(tt) |
112 //val ttd = get_deltas(tt) |
111 |
113 |
112 |
114 |
113 // (6) Write a function that given change factors, a starting balance and an index, |
115 // (6) Write a function that given change factors, a starting balance and an index, |
114 // calculates the yearly yield, i.e. new balance, according to our dumb investment |
116 // calculates the yearly yield, i.e. new balance, according to our dumb investment |
121 else { |
123 else { |
122 val portion: Double = balance.toDouble / somes_length.toDouble |
124 val portion: Double = balance.toDouble / somes_length.toDouble |
123 balance + (for (x <- somes) yield (x * portion)).sum.toLong |
125 balance + (for (x <- somes) yield (x * portion)).sum.toLong |
124 } |
126 } |
125 } |
127 } |
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128 |
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129 // test case using the deltas calculated above |
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130 //println("Task 6 yield from Google and Apple in 2010 with balance 100") |
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131 |
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132 //val d0 = goog_aapl_deltas(0)(0) |
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133 //val d1 = goog_aapl_deltas(0)(1) |
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134 //println(s"50 * ${d0.get} + 50 * ${d1.get} = ${50.toDouble * d0.get + 50.toDouble * d1.get}") |
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135 |
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136 |
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137 //val goog_aapl_yield = yearly_yield(goog_aapl_deltas, 100, 0) |
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138 //println("Rounded yield: " ++ goog_aapl_yield.toString ++ "\n") |
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139 |
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140 |
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141 //yearly_yield(get_prices(rstate_portfolio, 2016 to 2018), 100, 2) |
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142 //get_prices(rstate_portfolio, 2016 to 2018)(2).flatten.sum |
126 |
143 |
127 |
144 |
128 // (7) Write a function compound_yield that calculates the overall balance for a |
145 // (7) Write a function compound_yield that calculates the overall balance for a |
129 // range of years where in each year the yearly profit is compounded to the new |
146 // range of years where in each year the yearly profit is compounded to the new |
130 // balances and then re-invested into our portfolio. For this use the function and |
147 // balances and then re-invested into our portfolio. For this use the function and |
145 |
162 |
146 |
163 |
147 |
164 |
148 //test cases for the two portfolios given above |
165 //test cases for the two portfolios given above |
149 |
166 |
150 //println("Real data: " + investment(rstate_portfolio, 1978 to 2018, 100)) |
167 //println("Real data: " + investment(rstate_portfolio, 1978 to 2019, 100)) |
151 //println("Blue data: " + investment(blchip_portfolio, 1978 to 2018, 100)) |
168 //println("Blue data: " + investment(blchip_portfolio, 1978 to 2019, 100)) |
152 |
169 |
153 //} |
170 } |
154 |
171 |
155 |
172 |
156 //val ds = get_deltas(get_prices(List("GOOG", "AAPL"), 2010 to 2012)) |
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157 //yearly_yield(ds, 100, 0) => 125 |
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158 //yearly_yield(ds, 100, 1) => 117 |
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159 |
173 |
160 //investment(List("GOOG", "AAPL", "BIDU"), 2000 to 2000, 100) // => 100 |
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161 //investment(List("GOOG", "AAPL", "BIDU"), 2000 to 2001, 100) // => 27 |
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162 //investment(List("GOOG", "AAPL", "BIDU"), 2000 to 2002, 100) // => 42 |
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163 //investment(List("GOOG", "AAPL", "BIDU"), 2000 to 2003, 100) // => 27 |
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164 //investment(List("GOOG", "AAPL", "BIDU"), 2000 to 2004, 100) // => 38 |
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165 //investment(List("GOOG", "AAPL", "BIDU"), 2000 to 2005, 100) // => 113 |
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166 //investment(List("GOOG", "AAPL", "BIDU"), 2000 to 2006, 100) // => 254 |
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167 //investment(List("GOOG", "AAPL", "BIDU"), 2000 to 2007, 100) // => 349 |
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