// Main Part 1 about a really dumb investment strategy
//===================================================
object M1 {
//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")
import io.Source
import scala.util._
// ADD YOUR CODE BELOW
//======================
// (1)
def get_january_data(symbol: String, year: Int) : List[String] = {
Try(Source.fromFile(s"${symbol}.csv").getLines.toList.filter(_.startsWith(year.toString))).getOrElse(Nil)
}
// (2)
def get_first_price(symbol: String, year: Int) : Option[Double] = {
val list = get_january_data(symbol, year)
if (list == Nil) None else {
Some(list.head.split(",").toList(1).toDouble)
}
}
// (3)
def get_prices(portfolio: List[String], years: Range) : List[List[Option[Double]]] = {
for (n <- years.toList) yield{
for (m <- portfolio) yield{
get_first_price(m, n)
}
}
}
// (4)
def get_delta(price_old: Option[Double], price_new: Option[Double]) : Option[Double] = {
if (price_old != None && price_new != None) Some((price_new.get - price_old.get) / price_old.get) else None
}
// (5)
def get_deltas(data: List[List[Option[Double]]]) : List[List[Option[Double]]] = {
for (n <- data.tail) yield{
for (m <- n) yield{
get_delta(data(data.tail.indexOf(n))(n.indexOf(m)),m)
}
}
}
// (6)
def yearly_yield(data: List[List[Option[Double]]], balance: Long, index: Int) : Long = {
if(data.length == 0) balance else{
val equal = balance / data(index).flatten.length
val list = for(n <- data(index).flatten) yield n * equal
(balance + list.sum).toLong
}
}
// (7)
def compound_yield(data: List[List[Option[Double]]], balance: Long, index: Int) : Long = {
val deltas = get_deltas(data)
if (deltas.length == 0) balance else{
if(deltas.length - 1 == index) yearly_yield(deltas, balance, index) else compound_yield(data, yearly_yield(deltas, balance, index), index + 1)
}
}
def investment(portfolio: List[String], years: Range, start_balance: Long) : Long = {
val list = get_prices(portfolio, years)
compound_yield(list, start_balance, 0)
}
//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))
}
// This template code is subject to copyright
// by King's College London, 2022. Do not
// make the template code public in any shape
// or form, and do not exchange it with other
// students under any circumstance.