testing1/drumb.scala
changeset 161 6ea450e999e2
parent 160 863feeb5c760
child 166 780c40aaad27
--- a/testing1/drumb.scala	Wed Nov 29 21:22:29 2017 +0000
+++ b/testing1/drumb.scala	Sun Dec 03 21:11:49 2017 +0000
@@ -1,4 +1,4 @@
-// Advanvced Part 3 about a really dumb investment strategy
+// Advanced Part 3 about a really dumb investment strategy
 //==========================================================
 
 object CW6c {
@@ -7,131 +7,110 @@
 //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") 
+val rstate_portfolio = List("PLD", "PSA", "AMT", "AIV", "AVB", "BXP", "CCI","DLR", "EQIX", "EQR", "ESS", "EXR", "FRT", "GGP", "HCP") 
 
-// (1) The function below should obtain the first trading price
-// for a stock symbol by using the query
-//
-//    http://ichart.yahoo.com/table.csv?s=<<symbol>>&a=0&b=1&c=<<year>>&d=1&e=1&f=<<year>> 
-// 
-// and extracting the first January Adjusted Close price in a year.
-
+// (1.a) The function below takes a stock symbol and a year as arguments.
+//       It should read the corresponding CSV-file and read the January 
+//       data from the given year. The data should be collected in a list of
+//       strings for each line in the CSV-file.
 
 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_january_data(symbol: String, year: Int) : List[String] = {
+	val file = symbol + ".csv"
+	val list = scala.io.Source.fromFile(file).mkString.split("\n").toList
+	val rx = (year.toString + ".*")
+	(for(n <- 1 to list.length -1 if(list(n) matches rx)) yield list(n)).toList
+}
+
+
+// (1.b) 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 as Option[Double]. If no line is 
+//       generated by get_january_data then the result is None
 
 
 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 first_line = get_january_data(symbol, year)
+
+	if(first_line.length == 0 ){
+		None
+	} else {
+	Option((first_line(0).split(",")(1)).toDouble)
+	}
 }
 
-get_first_price("GOOG", 1980)
-get_first_price("GOOG", 2010)
-get_first_price("FB", 2014)
 
-
-// Complete the function below that obtains all first prices
-// for the stock symbols from a portfolio for the given
-// range of 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)
+// (1.c) 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.
 
 
-// test case
-val p_fb = get_prices(List("FB"), 2012 to 2014)
-val p = get_prices(List("GOOG", "AAPL"), 2010 to 2012)
+def get_prices(portfolio: List[String], years: Range) : List[List[Option[Double]]] ={
+	(for(y <- years) yield (for(n <- 0 to portfolio.length-1) yield get_first_price(portfolio(n), y)).toList).toList
+}
+
 
-val tt = get_prices(List("BIDU"), 2004 to 2008)
 
-// (2) The first function below calculates the change factor (delta) between
-// a price in year n and a price in year n+1. The second function calculates
-// all change factors for all prices (from a portfolio).
+// (2) The first function below calculates the change factor (dta) between
+//     a price in year n and a price in year n + 1. The second 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_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
-  }
+	for( x <- price_old; y <- price_new) yield (y-x)/x
 }
 
-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))
+def get_deltas(data: List[List[Option[Double]]]) :  List[List[Option[Double]]] = {
+	(for( n <- 1 to data.length-1) yield (for(i <- 0 to data(n).length-1) yield  get_delta(data(n-1)(i), data(n)(i))).toList).toList
+}
 
 
-// test case using the prices calculated above
-val d = get_deltas(p)
-val ttd = get_deltas(tt)
 
 // (3) Write a function that given change factors, a starting balance and a year
-// calculates the yearly yield, i.e. new balanace, according to our dump investment 
-// strategy. Another function calculates given the same data calculates the
-// compound yield up to a given year. Finally a function combines all 
-// calculations by taking a portfolio, a range of years and a start balance
-// as arguments.
+//     calculates the yearly yield, i.e. new balance, according to our dump investment 
+//     strategy. Another function calculates given the same data calculates the
+//     compound yield up to a given year. Finally a function combines all 
+//     calculations by taking a portfolio, a range of years and a start balance
+//     as arguments.
 
 
-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 yearly_yield(data: List[List[Option[Double]]], balance: Long, year: Int) : Long = {
+	val increments = (for(n <- 0 to data(year).length-1 if(!(data(year)(n) == None))) yield (data(year)(n).getOrElse(0.0))).toList
+	val sumi = (increments.sum).toDouble
+	if(increments.length == 0){
+		balance
+	}else{
+		val il = (increments.length).toDouble
+		val averag = sumi/il
+		val i = (balance + (balance*averag))
+		i.toLong
+	}
 }
 
-//yearly_yield(d, 100, 0)
-//compound_yield(d.take(6), 100, 0)
-
-//test case
-//yearly_yield(d, 100, 0)
-//yearly_yield(d, 225, 1)
-//yearly_yield(d, 246, 2)
-//yearly_yield(d, 466, 3)
-//yearly_yield(d, 218, 4)
-
-//yearly_yield(d, 100, 0)
-//yearly_yield(d, 125, 1)
-
-def investment(portfolio: List[String], years: Range, start_balance: Long): Long = {
-  compound_yield(get_deltas(get_prices(portfolio, years)), start_balance, 0)
+def compound_yield(data: List[List[Option[Double]]], balance: Long, ye: Int) : Long = {//if(year == 0) yearly_yield(data, balance, 0) else compound_yield(data, yearly_yield(data, balance, year), year-1)
+	val increments_py = (for(year <- 0 to ye) yield {
+		val increments = (for(n <- 0 to data(year).length-1 if(!(data(year)(n) == None))) yield (data(year)(n).getOrElse(0.0))).toList
+		val sum_of = (increments.sum).toDouble
+		val number_of = (increments.length).toDouble
+		sum_of/number_of + 1.0
+	}).toList
+	val mul_factor = increments_py.reduceLeft(_*_)
+	(balance*mul_factor).toLong
+}
+def investment(portfolio: List[String], years: Range, start_balance: Long) : Long = {
+	val p = get_prices(portfolio, years)
+	val d = get_deltas(p)
+	compound_yield(d, start_balance, d.length-1)
 }
 
-val one = get_deltas(get_prices(rstate_portfolio, 1978 to 1984))
-val two = get_deltas(get_prices(blchip_portfolio, 1978 to 1984))
 
-val one_full = get_deltas(get_prices(rstate_portfolio, 1978 to 2017))
-val two_full = get_deltas(get_prices(blchip_portfolio, 1978 to 2017))
-
-one_full.map(_.flatten).map(_.sum).sum
-two_full.map(_.flatten).map(_.sum).sum
 
 //test cases for the two portfolios given above
 
-//println("Real data: " + investment(rstate_portfolio, 1978 to 1981, 100))
-//println("Blue data: " + investment(blchip_portfolio, 1978 to 1981, 100))
+investment(rstate_portfolio, 1978 to 2017, 100)
+investment(blchip_portfolio, 1978 to 2017, 100)
 
-//for (i <- 1978 to 2017) {
-//  println("Year " + i)
-//  println("Real data: " + investment(rstate_portfolio, 1978 to i, 100))
-//  println("Blue data: " + investment(blchip_portfolio, 1978 to i, 100))
-//}
-
-//1984
-//1992
 }