--- a/main_marking1/drumb.scala Sun Jan 15 10:58:13 2023 +0000
+++ b/main_marking1/drumb.scala Sat Mar 11 22:01:53 2023 +0000
@@ -1,13 +1,7 @@
// Main Part 1 about a really dumb investment strategy
-//=====================================================
-
+//===================================================
-// generate jar with
-// > scala -d drumb.jar drumb.scala
-
-
-object M1 {
-
+object M1 {
//two test portfolios
@@ -18,159 +12,79 @@
import io.Source
import scala.util._
-// (1) The function below takes a stock symbol and a year as arguments.
-// It should read the corresponding CSV-file and reads the January
-// data from the given year. The data should be collected in a list of
-// strings for each line in the CSV-file.
-
-def get_january_data(symbol: String, year: Int) : List[String] =
- Source.fromFile(symbol ++ ".csv")("ISO-8859-1").getLines().toList.filter(_.startsWith(year.toString))
+// ADD YOUR CODE BELOW
+//======================
-//test cases
-//blchip_portfolio.map(get_january_data(_, 2018))
-//rstate_portfolio.map(get_january_data(_, 2018))
-
-//get_january_data("GOOG", 1980)
-//get_january_data("GOOG", 2010)
-//get_january_data("FB", 2014)
-
-//get_january_data("PLD", 1980)
-//get_january_data("EQIX", 2010)
-//get_january_data("ESS", 2014)
-
-
-// (2) From the output of the get_january_data function, the next function
-// should extract the first line (if it exists) and the corresponding
-// first trading price in that year with type Option[Double]. If no line
-// is generated by get_january_data then the result is None; Some if
-// there is a price.
-
+// (1)
+def get_january_data(symbol: String, year: Int) : List[String] = {
+ Try(Source.fromFile(s"${symbol}.csv").getLines.toList.filter(_.startsWith(year.toString))).getOrElse(Nil)
+}
+// (2)
def get_first_price(symbol: String, year: Int) : Option[Double] = {
- val data = Try(Some(get_january_data(symbol, year).head)) getOrElse None
- data.map(_.split(",").toList(1).toDouble)
+ val list = get_january_data(symbol, year)
+ if (list == Nil) None else {
+ Some(list.head.split(",").toList(1).toDouble)
+ }
}
-//test cases
-//get_first_price("GOOG", 1980)
-//get_first_price("GOOG", 2010)
-//get_first_price("FB", 2014)
-/*
-for (i <- 1978 to 2018) {
- println(blchip_portfolio.map(get_first_price(_, i)))
-}
-
-for (i <- 1978 to 2018) {
- println(rstate_portfolio.map(get_first_price(_, i)))
-}
-*/
-
-
-// (3) Complete the function below that obtains all first prices
-// for the stock symbols from a portfolio (list of strings) and
-// for the given range of years. The inner lists are for the
-// stock symbols and the outer list for the years.
-
-def get_prices(portfolio: List[String], years: Range): List[List[Option[Double]]] =
- for (year <- years.toList) yield
- for (symbol <- portfolio) yield get_first_price(symbol, year)
-
-
-//test cases
-
-//println("Task 3 data from Google and Apple in 2010 to 2012")
-//val goog_aapl_prices = get_prices(List("GOOG", "AAPL"), 2010 to 2012)
-//println(goog_aapl_prices.toString ++ "\n")
-
-//val p_fb = get_prices(List("FB"), 2012 to 2014)
-//val tt = get_prices(List("BIDU"), 2004 to 2008)
-
-
-// (4) The function below calculates the change factor (delta) between
-// a price in year n and a price in year n + 1.
-
-def get_delta(price_old: Option[Double], price_new: Option[Double]) : Option[Double] = {
- (price_old, price_new) match {
- case (Some(x), Some(y)) => Some((y - x) / x)
- case _ => None
+// (3)
+def get_prices(portfolio: List[String], years: Range) : List[List[Option[Double]]] = {
+ for (n <- years.toList) yield{
+ for (m <- portfolio) yield{
+ get_first_price(m, n)
+ }
}
}
-// (5) The next function calculates all change factors for all prices (from a
-// portfolio). The input to this function are the nested lists created by
-// get_prices above.
-def get_deltas(data: List[List[Option[Double]]]): List[List[Option[Double]]] =
- for (i <- (0 until (data.length - 1)).toList) yield
- for (j <- (0 until (data(0).length)).toList) yield get_delta(data(i)(j), data(i + 1)(j))
-
-
-
-// test case using the prices calculated above
-
-//println("Task 5 change prices from Google and Apple in 2010 and 2011")
-//val goog_aapl_deltas = get_deltas(goog_aapl_prices)
-//println(goog_aapl_deltas.toString ++ "\n")
-
-//val ttd = get_deltas(tt)
-
-
-// (6) Write a function that given change factors, a starting balance and an index,
-// calculates the yearly yield, i.e. new balance, according to our dumb investment
-// strategy. Index points to a year in the data list.
-
-def yearly_yield(data: List[List[Option[Double]]], balance: Long, index: Int): Long = {
- val somes = data(index).flatten
- val somes_length = somes.length
- if (somes_length == 0) balance
- else {
- val portion: Double = balance.toDouble / somes_length.toDouble
- balance + (for (x <- somes) yield (x * portion)).sum.toLong
- }
-}
-
-// test case using the deltas calculated above
-//println("Task 6 yield from Google and Apple in 2010 with balance 100")
-
-//val d0 = goog_aapl_deltas(0)(0)
-//val d1 = goog_aapl_deltas(0)(1)
-//println(s"50 * ${d0.get} + 50 * ${d1.get} = ${50.toDouble * d0.get + 50.toDouble * d1.get}")
-
-
-//val goog_aapl_yield = yearly_yield(goog_aapl_deltas, 100, 0)
-//println("Rounded yield: " ++ goog_aapl_yield.toString ++ "\n")
-
-
-//yearly_yield(get_prices(rstate_portfolio, 2016 to 2018), 100, 2)
-//get_prices(rstate_portfolio, 2016 to 2018)(2).flatten.sum
-
-
-// (7) Write a function compound_yield that calculates the overall balance for a
-// range of years where in each year the yearly profit is compounded to the new
-// balances and then re-invested into our portfolio. For this use the function and
-// results generated under (6). The function investment calls compound_yield
-// with the appropriate deltas and the first index.
-
-
-def compound_yield(data: List[List[Option[Double]]], balance: Long, index: Int): Long = {
- if (index >= data.length) balance else {
- val new_balance = yearly_yield(data, balance, index)
- compound_yield(data, new_balance, index + 1)
- }
-}
-
-def investment(portfolio: List[String], years: Range, start_balance: Long): Long = {
- compound_yield(get_deltas(get_prices(portfolio, years)), start_balance, 0)
+// (4)
+def get_delta(price_old: Option[Double], price_new: Option[Double]) : Option[Double] = {
+ if (price_old != None && price_new != None) Some((price_new.get - price_old.get) / price_old.get) else None
}
-//test cases for the two portfolios given above
+// (5)
+def get_deltas(data: List[List[Option[Double]]]) : List[List[Option[Double]]] = {
+ for (n <- data.tail) yield{
+ for (m <- n) yield{
+ get_delta(data(data.tail.indexOf(n))(n.indexOf(m)),m)
+ }
+ }
+}
+
+// (6)
+def yearly_yield(data: List[List[Option[Double]]], balance: Long, index: Int) : Long = {
+ if(data.length == 0) balance else{
+ val equal = balance / data(index).flatten.length
+ val list = for(n <- data(index).flatten) yield n * equal
+ (balance + list.sum).toLong
+ }
+}
- println("Real data: " + investment(rstate_portfolio, 1978 to 2019, 100))
- println("Blue data: " + investment(blchip_portfolio, 1978 to 2019, 100))
+// (7)
+def compound_yield(data: List[List[Option[Double]]], balance: Long, index: Int) : Long = {
+ val deltas = get_deltas(data)
+ if (deltas.length == 0) balance else{
+ if(deltas.length - 1 == index) yearly_yield(deltas, balance, index) else compound_yield(data, yearly_yield(deltas, balance, index), index + 1)
+ }
+}
+
+def investment(portfolio: List[String], years: Range, start_balance: Long) : Long = {
+ val list = get_prices(portfolio, years)
+ compound_yield(list, start_balance, 0)
+}
+
+
+
+
+//Test cases for the two portfolios given above
+
+//println("Real data: " + investment(rstate_portfolio, 1978 to 2019, 100))
+//println("Blue data: " + investment(blchip_portfolio, 1978 to 2019, 100))
}
@@ -178,19 +92,8 @@
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+// This template code is subject to copyright
+// by King's College London, 2022. Do not
+// make the template code public in any shape
+// or form, and do not exchange it with other
+// students under any circumstance.