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") |
10 val rstate_portfolio = List("PLD", "PSA", "AMT", "AIV", "AVB", "BXP", "CCI", |
10 val rstate_portfolio = List("PLD", "PSA", "AMT", "AIV", "AVB", "BXP", "CCI", |
11 "DLR", "EQIX", "EQR", "ESS", "EXR", "FRT", "GGP", "HCP") |
11 "DLR", "EQIX", "EQR", "ESS", "EXR", "FRT", "GGP", "HCP") |
12 |
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13 // (1) The function below should obtain the first trading price |
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14 // for a stock symbol by using the query |
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15 // |
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16 // http://ichart.yahoo.com/table.csv?s=<<symbol>>&a=0&b=1&c=<<year>>&d=1&e=1&f=<<year>> |
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17 // |
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18 // and extracting the first January Adjusted Close price in a year. |
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19 |
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20 |
12 |
21 import io.Source |
13 import io.Source |
22 import scala.util._ |
14 import scala.util._ |
23 |
15 |
24 def get_january_data(symbol: String, year: Int) : List[String] = |
16 def get_january_data(symbol: String, year: Int) : List[String] = |
33 get_first_price("GOOG", 1980) |
25 get_first_price("GOOG", 1980) |
34 get_first_price("GOOG", 2010) |
26 get_first_price("GOOG", 2010) |
35 get_first_price("FB", 2014) |
27 get_first_price("FB", 2014) |
36 |
28 |
37 |
29 |
38 // Complete the function below that obtains all first prices |
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39 // for the stock symbols from a portfolio for the given |
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40 // range of years |
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41 |
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42 def get_prices(portfolio: List[String], years: Range): List[List[Option[Double]]] = |
30 def get_prices(portfolio: List[String], years: Range): List[List[Option[Double]]] = |
43 for (year <- years.toList) yield |
31 for (year <- years.toList) yield |
44 for (symbol <- portfolio) yield get_first_price(symbol, year) |
32 for (symbol <- portfolio) yield get_first_price(symbol, year) |
45 |
33 |
46 |
34 |
48 val p_fb = get_prices(List("FB"), 2012 to 2014) |
36 val p_fb = get_prices(List("FB"), 2012 to 2014) |
49 val p = get_prices(List("GOOG", "AAPL"), 2010 to 2012) |
37 val p = get_prices(List("GOOG", "AAPL"), 2010 to 2012) |
50 |
38 |
51 val tt = get_prices(List("BIDU"), 2004 to 2008) |
39 val tt = get_prices(List("BIDU"), 2004 to 2008) |
52 |
40 |
53 // (2) The first function below calculates the change factor (delta) between |
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54 // a price in year n and a price in year n+1. The second function calculates |
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55 // all change factors for all prices (from a portfolio). |
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56 |
41 |
57 def get_delta(price_old: Option[Double], price_new: Option[Double]) : Option[Double] = { |
42 def get_delta(price_old: Option[Double], price_new: Option[Double]) : Option[Double] = { |
58 (price_old, price_new) match { |
43 (price_old, price_new) match { |
59 case (Some(x), Some(y)) => Some((y - x) / x) |
44 case (Some(x), Some(y)) => Some((y - x) / x) |
60 case _ => None |
45 case _ => None |
67 |
52 |
68 |
53 |
69 // test case using the prices calculated above |
54 // test case using the prices calculated above |
70 val d = get_deltas(p) |
55 val d = get_deltas(p) |
71 val ttd = get_deltas(tt) |
56 val ttd = get_deltas(tt) |
72 |
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73 // (3) Write a function that given change factors, a starting balance and a year |
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74 // calculates the yearly yield, i.e. new balanace, according to our dump investment |
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75 // strategy. Another function calculates given the same data calculates the |
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76 // compound yield up to a given year. Finally a function combines all |
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77 // calculations by taking a portfolio, a range of years and a start balance |
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78 // as arguments. |
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79 |
57 |
80 |
58 |
81 def yearly_yield(data: List[List[Option[Double]]], balance: Long, year: Int): Long = { |
59 def yearly_yield(data: List[List[Option[Double]]], balance: Long, year: Int): Long = { |
82 val somes = data(year).flatten |
60 val somes = data(year).flatten |
83 val somes_length = somes.length |
61 val somes_length = somes.length |
93 val new_balance = yearly_yield(data, balance, year) |
71 val new_balance = yearly_yield(data, balance, year) |
94 compound_yield(data, new_balance, year + 1) |
72 compound_yield(data, new_balance, year + 1) |
95 } |
73 } |
96 } |
74 } |
97 |
75 |
98 yearly_yield(d, 100, 0) |
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99 //compound_yield(d.take(6), 100, 0) |
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100 |
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101 def investment(portfolio: List[String], years: Range, start_balance: Long): Long = { |
76 def investment(portfolio: List[String], years: Range, start_balance: Long): Long = { |
102 compound_yield(get_deltas(get_prices(portfolio, years)), start_balance, 0) |
77 compound_yield(get_deltas(get_prices(portfolio, years)), start_balance, 0) |
103 } |
78 } |
104 |
79 |
105 |
80 |
106 |
81 |
107 //test cases for the two portfolios given above |
82 //test cases for the two portfolios given above |
108 |
83 |
109 //println("Real data: " + investment(rstate_portfolio, 1978 to 2017, 100)) |
84 println("Real data: " + investment(rstate_portfolio, 1978 to 2017, 100)) |
110 //println("Blue data: " + investment(blchip_portfolio, 1978 to 2017, 100)) |
85 println("Blue data: " + investment(blchip_portfolio, 1978 to 2017, 100)) |
111 |
86 |
112 |
87 |
113 } |
88 } |