--- a/progs/drumb_sol.scala Wed Nov 09 15:07:23 2016 +0000
+++ b/progs/drumb_sol.scala Thu Nov 10 00:15:14 2016 +0000
@@ -1,5 +1,5 @@
-// Advanvced Part 3 about Mr T. Drumb investing into stocks
-//==========================================================
+// Advanvced Part 3 about really dump investing strategy
+//=======================================================
//two test portfolios
@@ -7,6 +7,12 @@
val rstate_portfolio = List("PLD", "PSA", "AMT", "AIV", "AVB", "BXP", "CBG", "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.
import io.Source
import scala.util._
@@ -25,13 +31,24 @@
data.map(_.last.split(",").toList(6).toDouble)
}
+
+// 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)
-get_prices(List("GOOG", "AAPL"), 2010 to 2012)
+
+// test case
+//val p = get_prices(List("GOOG", "AAPL"), 2010 to 2012)
+// (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).
+
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)
@@ -43,6 +60,19 @@
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)
+
+
+// (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.
+
+
def yearly_yield(data: List[List[Option[Double]]], balance: Long, year: Int): Long = {
val somes = data(year).flatten
val somes_length = somes.length
@@ -53,6 +83,9 @@
}
}
+//test case
+//yearly_yield(d, 100, 0)
+
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)
@@ -60,15 +93,13 @@
}
}
-val p = get_prices(List("GOOG", "AAPL"), 2010 to 2012)
-val d = get_deltas(p)
-yearly_yield(d, 100, 0)
-
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 2016, 100))
println("Blue data: " + investment(blchip_portfolio, 1978 to 2016, 100))