// Advanced Part 3 about a really dumb investment strategy
//==========================================================
object CW6c {
//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")
// (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] = {
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 first_line = get_january_data(symbol, year)
if(first_line.length == 0 ){
None
} else {
Option((first_line(0).split(",")(1)).toDouble)
}
}
// (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.
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
}
// (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] = {
for( x <- price_old; y <- price_new) yield (y-x)/x
}
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
}
// (3) Write a function that given change factors, a starting balance and a year
// 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 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
}
}
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)
}
//test cases for the two portfolios given above
investment(rstate_portfolio, 1978 to 2017, 100)
investment(blchip_portfolio, 1978 to 2017, 100)
}