--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/main_templates1/drumb.scala	Mon Nov 02 02:31:44 2020 +0000
@@ -0,0 +1,85 @@
+// Core Part about a really dumb investment strategy
+//===================================================
+
+object CW6b {
+
+//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", "HCP") 
+
+
+// (1) The function below takes a stock symbol and a year as arguments.
+//     It should read the corresponding CSV-file and then extract the January 
+//     data from the given year. The data should be collected in a list of
+//     strings (one entry for each line in the CSV-file).
+
+import io.Source
+import scala.util._
+
+def get_january_data(symbol: String, year: Int) : List[String] = ???
+
+
+// (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; and Some if 
+//     there is a price.
+
+
+def get_first_price(symbol: String, year: Int) : Option[Double] = ???
+
+
+// (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]]] = ???
+
+
+
+// (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] = ???
+
+
+
+// (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]]] = ???
+
+
+
+// (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 = ???
+
+
+// (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 = ???
+
+def investment(portfolio: List[String], years: Range, start_balance: Long) : Long = ???
+
+
+
+
+//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))
+
+
+}