--- a/cws/cw01.tex Tue Nov 07 14:17:21 2017 +0000
+++ b/cws/cw01.tex Wed Nov 08 02:06:54 2017 +0000
@@ -138,7 +138,7 @@
This part is about web-scraping and list-processing in Scala. It uses
online data about the per-capita alcohol consumption for each country
-(per year?), and a file with the data about the population size of
+(per year?), and a file containing the data about the population size of
each country. From this data you are supposed to estimate how many
litres of pure alcohol are consumed worldwide.\bigskip
@@ -156,7 +156,8 @@
\noindent Your function should take a string (the URL) as input, and
produce a list of strings as output, where each string is one line in
-the corresponding CSV-list. This list should contain 194 lines.\medskip
+the corresponding CSV-list. This list from the URL above should
+contain 194 lines.\medskip
\noindent
Write another function that can read the file \texttt{population.csv}
@@ -193,7 +194,7 @@
Write another function that processes the population size list. This
is already of the form country name and population size.\footnote{Your
friendly lecturer already did the messy processing for you from the
- Worldbank database, see \url{https://github.com/datasets/population/tree/master/data}.} Again, split the
+ Worldbank database, see \url{https://github.com/datasets/population/tree/master/data} for the original.} Again, split the
strings according to the commas. However, this time generate a
\texttt{Map} from country names to population sizes.\hfill[1 Mark]
@@ -202,8 +203,8 @@
country. From this generate next a sorted(!) list of the overall
alcohol consumption for each country. The list should be sorted from
highest alcohol consumption to lowest. The difficulty is that the
- data is scrapped off from ``random'' sources on the Internet and
- annoyingly the spelling of some country names does not always agree in the
+ data is scraped off from ``random'' sources on the Internet and
+ annoyingly the spelling of some country names does not always agree in both
lists. For example the alcohol list contains
\texttt{Bosnia-Herzegovina}, while the population writes this country as
\texttt{Bosnia and Herzegovina}. In your sorted
@@ -211,20 +212,21 @@
exact country name is also in the population size list. This means
you can ignore countries like Bosnia-Herzegovina from the overall
alcohol consumption. There are 177 countries where the names
- agree. The UK is ranked 10th on this list with
+ agree. The UK is ranked 10th on this list by
consuming 671,976,864 Litres of pure alcohol each year.\medskip
\noindent
Finally, write another function that takes an integer, say
\texttt{n}, as argument. You can assume this integer is between 0
- and 177. The function should use the sorted list from above. It returns
- a triple, where the first component is the sum of the alcohol
- consumption in all countries (on the list); the second component is
- the sum of the \texttt{n}-highest alcohol consumers on the list; and
- the third component is the percentage the \texttt{n}-highest alcohol
- consumers feast on with respect to the the world consumption. You will
- see that according to our data, 164 countries (out of 177) gobble up 100\%
- of the world alcohol consumption.\hfill\mbox{[1 Mark]}
+ and 177 (the number of countries in the sorted list above). The
+ function should return a triple, where the first component is the
+ sum of the alcohol consumption in all countries (on the list); the
+ second component is the sum of the \texttt{n}-highest alcohol
+ consumers on the list; and the third component is the percentage the
+ \texttt{n}-highest alcohol consumers drink with respect to the
+ the world consumption. You will see that according to our data, 164
+ countries (out of 177) gobble up 100\% of the World alcohol
+ consumption.\hfill\mbox{[1 Mark]}
\end{itemize}
\noindent
@@ -240,7 +242,7 @@
\newpage
-\subsection*{Advanced Part 3 (3 Marks)}
+\subsection*{Advanced Part 3 (4 Marks)}
A purely fictional character named Mr T.~Drumb inherited in 1978
approximately 200 Million Dollar from his father. Mr Drumb prides
@@ -265,53 +267,57 @@
everything, and re-invest our (hopefully) increased money in again
the stocks from our portfolio (there might be more stocks available,
if companies from our portfolio got listed in that year, or less if
- some companies went bust or de-listed).
-\item We do this for 38 years until January 2017 and check what would
+ some companies went bust or were de-listed).
+\item We do this for 39 years until January 2017 and check what would
have become out of our \$100.
\end{itemize}
-
-\medskip
+\noindent
+Until Yahoo was bought by Altaba this summer, historical stock market
+data was available online for free, but nowadays this kind of data is
+difficult to obtain unless you are prepared to pay extortionate prices
+or be severely rate-limited. Therefore this coursework comes with a
+number of files containing CSV-lists about stock prices of
+various companies. Use these files for the following tasks.\bigskip
\noindent
\textbf{Tasks (file drumb.scala):}
\begin{itemize}
-\item[(1.a)] Write a function that queries the Yahoo financial data
- service and obtains the first trade (adjusted close price) of a
- stock symbol and a year. A problem is that normally a stock exchange
- is not open on 1st of January, but depending on the day of the week
- on a later day (maybe 3rd or 4th). The easiest way to solve this
- problem is to obtain the whole January data for a stock symbol as
- CSV-list and then select the earliest entry in this list. For this
- you can specify a date range with the Yahoo service. For example if
- you want to obtain all January data for Google in 2000, you can form
- the query:\mbox{}\\[-8mm]
+\item[(1.a)] Write a function \texttt{get\_january\_data} that takes a
+ stock symbol and a year as argument. The function reads the
+ corresponding CSV-file and returns the list of strings that start
+ with the given year (each line in the CSV-list is of the form
+ \texttt{year-01-someday,someprice}.
- \begin{center}\small
- \mbox{\url{http://ichart.yahoo.com/table.csv?s=GOOG&a=0&b=1&c=2000&d=1&e=1&f=2000}}
- \end{center}
-
- For other companies and years, you need to change the stock symbol
- (\texttt{GOOG}) and the year \texttt{2000} (in the \texttt{c} and
- \texttt{f} argument of the query). Such a request might fail, if the
- company does not exist during this period. For example, if you query
- for Google in January of 1980, then clearly Google did not exists yet.
- Therefore you are asked to return a trade price as
+\item[(1.b)] Write a function \texttt{get\_first\_price} that takes
+ again stock symbol and a year as arguments. It should return the
+ first January price for the stock symbol in the year. For this it
+ obtains the list of strings generated by
+ \texttt{get\_january\_data}. A problem is that normally a stock
+ exchange is not open on 1st of January, but depending on the day of
+ the week on a later day (maybe 3rd or 4th). The easiest way to solve
+ this problem is to obtain the whole January data for a stock symbol
+ and then select the earliest entry in this list. This entry should
+ be converted into a double. Such a price might not exist, if the
+ company does not exist in the given year. For example, if you query
+ for Google in January of 1980, then clearly Google did not exists
+ yet. Therefore you are asked to return a trade price as
\texttt{Option[Double]}.
-\item[(1.b)] Write a function that takes a portfolio (a list of stock symbols),
- a years range and gets all the first trading prices for each year. You should
- organise this as a list of lists of \texttt{Option[Double]}'s. The inner lists
- are for all stock symbols from the portfolio and the outer list for the years.
- For example for Google and Apple in years 2010 (first line), 2011
- (second line) and 2012 (third line) you obtain:
+\item[(1.c)] Write a function \texttt{get\_prices} that takes a
+ portfolio (a list of stock symbols), a years range and gets all the
+ first trading prices for each year. You should organise this as a
+ list of lists of \texttt{Option[Double]}'s. The inner lists are for
+ all stock symbols from the portfolio and the outer list for the
+ years. For example for Google and Apple in years 2010 (first line),
+ 2011 (second line) and 2012 (third line) you obtain:
\begin{verbatim}
- List(List(Some(313.062468), Some(27.847252)),
- List(Some(301.873641), Some(42.884065)),
- List(Some(332.373186), Some(53.509768)))
-\end{verbatim}\hfill[1 Mark]
+ List(List(Some(311.349976), Some(27.505054)),
+ List(Some(300.222351), Some(42.357094)),
+ List(Some(330.555054), Some(52.852215)))
+\end{verbatim}\hfill[2 Marks]
\item[(2.a)] Write a function that calculates the \emph{change factor} (delta)
for how a stock price has changed from one year to the next. This is
@@ -329,8 +335,8 @@
obtain 4 change factors:
\begin{verbatim}
- List(List(Some(-0.03573991820699504), Some(0.5399747522663995))
- List(Some(0.10103414428290529), Some(0.24777742035415723)))
+ List(List(Some(-0.03573992567129673), Some(0.5399749442411563))
+ List(Some(0.10103412653643493), Some(0.2477771728154912)))
\end{verbatim}
That means Google did a bit badly in 2010, while Apple did very well.
@@ -346,8 +352,8 @@
received in our running example
\begin{verbatim}
- $50 * -0.03573991820699504 + $50 * 0.5399747522663995
- = $25.211741702970222
+ $50 * -0.03573992567129673 + $50 * 0.5399749442411563
+ = $25.21175092849298
\end{verbatim}
as profit for that year, and our new balance for 2011 is \$125 when
@@ -361,10 +367,13 @@
\noindent
\textbf{Test Data:} File \texttt{drumb.scala} contains two portfolios
collected from the S\&P 500, one for blue-chip companies, including
-Facebook, Amazon and Baidu; and another for listed real-estate companies, whose
-names I have never heard of. Following the dumb investment strategy
-from 1978 until 2016 would have turned a starting balance of \$100
-into \$23,794 for real estate and a whopping \$524,609 for blue chips.\medskip
+Facebook, Amazon and Baidu; and another for listed real-estate
+companies, whose names I have never heard of. Following the dumb
+investment strategy from 1978 until 2017 would have turned a starting
+balance of \$100 into roughly \$30,895 for real estate and a whopping
+\$188,172 for blue chips. Note when comparing these results with your
+own results: there might be some small rounding errors, which when
+compounded, lead to moderately different values.\medskip
\noindent
\textbf{Moral:} Reflecting on our assumptions, we are over-estimating
@@ -374,7 +383,10 @@
of companies that went bust or were de-listed over the years.
So where does this leave our fictional character Mr T.~Drumb? Well, given
his inheritance, a really dumb investment strategy would have done
-equally well, if not much better.
+equally well, if not much better.\medskip
+
+\noindent
+\textbf{Hints:}
\end{document}
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