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1 // Advanvced Part 3 about Mr T. Drumb investing into stocks |
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2 //========================================================== |
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3 |
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4 //two test portfolios |
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5 |
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6 val blchip_portfolio = List("GOOG", "AAPL", "MSFT", "IBM", "FB", "YHOO", "AMZN", "BIDU") |
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7 val rstate_portfolio = List("PLD", "PSA", "AMT", "AIV", "AVB", "BXP", "CBG", "CCI", |
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8 "DLR", "EQIX", "EQR", "ESS", "EXR", "FRT", "GGP", "HCP") |
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9 |
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10 |
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11 import io.Source |
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12 import scala.util._ |
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13 |
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14 def get_yahoo_page(url: String): Option[List[String]] = { |
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15 Try(Some(Source.fromURL(url)("ISO-8859-1").getLines.toList)). |
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16 getOrElse { None } |
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17 } |
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18 |
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19 def get_first_price(symbol: String, year: Int): Option[Double] = { |
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20 //println(s"download..${symbol} at ${year}") |
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21 val year_string = year.toString |
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22 val date_string = s"&a=0&b=1&c=${year_string}&d=1&e=1&f=${year_string}" |
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23 val url = """http://ichart.yahoo.com/table.csv?s=""" + symbol + date_string |
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24 val data = get_yahoo_page(url) |
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25 data.map(_.last.split(",").toList(6).toDouble) |
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26 } |
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27 |
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28 def get_prices(portfolio: List[String], years: Range): List[List[Option[Double]]] = |
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29 for (year <- years.toList) yield |
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30 for (symbol <- portfolio) yield get_first_price(symbol, year) |
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31 |
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32 get_prices(List("GOOG", "AAPL"), 2010 to 2012) |
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33 |
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34 |
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35 def get_delta(price_old: Option[Double], price_new: Option[Double]): Option[Double] = { |
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36 (price_old, price_new) match { |
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37 case (Some(x), Some(y)) => Some((y - x) / x) |
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38 case _ => None |
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39 } |
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40 } |
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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 for (i <- (0 until (data.length - 1)).toList) yield |
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44 for (j <- (0 until (data(0).length)).toList) yield get_delta(data(i)(j), data(i + 1)(j)) |
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45 |
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46 def yearly_yield(data: List[List[Option[Double]]], balance: Long, year: Int): Long = { |
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47 val somes = data(year).flatten |
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48 val somes_length = somes.length |
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49 if (somes_length == 0) balance |
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50 else { |
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51 val portion: Double = balance / somes_length |
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52 balance + (for (x <- somes) yield (x * portion)).sum.toLong |
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53 } |
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54 } |
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55 |
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56 def compound_yield(data: List[List[Option[Double]]], balance: Long, year: Int): Long = { |
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57 if (year >= data.length) balance else { |
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58 val new_balance = yearly_yield(data, balance, year) |
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59 compound_yield(data, new_balance, year + 1) |
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60 } |
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61 } |
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62 |
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63 val p = get_prices(List("GOOG", "AAPL"), 2010 to 2012) |
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64 val d = get_deltas(p) |
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65 yearly_yield(d, 100, 0) |
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66 |
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67 def investment(portfolio: List[String], years: Range, start_balance: Long): Long = { |
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68 compound_yield(get_deltas(get_prices(portfolio, years)), start_balance, 0) |
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69 } |
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70 |
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71 |
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72 println("Real data: " + investment(rstate_portfolio, 1978 to 2016, 100)) |
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73 println("Blue data: " + investment(blchip_portfolio, 1978 to 2016, 100)) |
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74 |