progs/drumb.scala
author Christian Urban <urbanc@in.tum.de>
Wed, 30 Oct 2019 12:37:18 +0000
changeset 286 5c57c407e27b
parent 133 7c3ca6005af1
permissions -rw-r--r--
updated

// Advanvced Part 3 about really dumb investing strategy
//=======================================================

//two test portfolios

val blchip_portfolio = List("GOOG", "AAPL", "MSFT", "IBM", "FB", "YHOO", "AMZN", "BIDU")
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.

def get_first_price(symbol: String, year: Int): Option[Double] = ...

// 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]]] = ...

// 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] = ...

def get_deltas(data: List[List[Option[Double]]]):  List[List[Option[Double]]] = ...

// 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 = ... 

//test case
//yearly_yield(d, 100, 0)

def compound_yield(data: List[List[Option[Double]]], balance: Long, year: Int): Long = ... 

def investment(portfolio: List[String], years: Range, start_balance: Long): Long = ...


//test cases for the two portfolios given above
//investment(rstate_portfolio, 1978 to 2016, 100)
//investment(blchip_portfolio, 1978 to 2016, 100)