--- /dev/null Thu Jan 01 00:00:00 1970 +0000
+++ b/Attic/drumb_sol.scala Sat Mar 11 23:22:05 2023 +0000
@@ -0,0 +1,88 @@
+// Advanvced Part 3 about a really dumb investment strategy
+//==========================================================
+
+object CW6c {
+
+
+//two test portfolios
+
+val blchip_portfolio = List("GOOG", "AAPL", "MSFT", "IBM", "FB", "AMZN", "BIDU")
+val rstate_portfolio = List("PLD", "PSA", "AMT", "AIV", "AVB", "BXP", "CCI",
+ "DLR", "EQIX", "EQR", "ESS", "EXR", "FRT", "GGP", "HCP")
+
+import io.Source
+import scala.util._
+
+def get_january_data(symbol: String, year: Int) : List[String] =
+ Source.fromFile(symbol ++ ".csv")("ISO-8859-1").getLines.toList.filter(_.startsWith(year.toString))
+
+
+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)
+}
+
+get_first_price("GOOG", 1980)
+get_first_price("GOOG", 2010)
+get_first_price("FB", 2014)
+
+
+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 case
+val p_fb = get_prices(List("FB"), 2012 to 2014)
+val p = get_prices(List("GOOG", "AAPL"), 2010 to 2012)
+
+val tt = get_prices(List("BIDU"), 2004 to 2008)
+
+
+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
+ }
+}
+
+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
+val d = get_deltas(p)
+val ttd = get_deltas(tt)
+
+
+def yearly_yield(data: List[List[Option[Double]]], balance: Long, year: Int): Long = {
+ val somes = data(year).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
+ }
+}
+
+def compound_yield(data: List[List[Option[Double]]], balance: Long, year: Int): Long = {
+ if (year >= data.length) balance else {
+ val new_balance = yearly_yield(data, balance, year)
+ compound_yield(data, new_balance, year + 1)
+ }
+}
+
+def investment(portfolio: List[String], years: Range, start_balance: Long): Long = {
+ compound_yield(get_deltas(get_prices(portfolio, years)), start_balance, 0)
+}
+
+
+
+//test cases for the two portfolios given above
+
+println("Real data: " + investment(rstate_portfolio, 1978 to 2017, 100))
+println("Blue data: " + investment(blchip_portfolio, 1978 to 2017, 100))
+
+
+}