// Advanvced Part 3 about a really dumb investment strategy//==========================================================object CW6c {//two test portfoliosval blchip_portfolio = List("GOOG", "AAPL", "MSFT", "IBM", "FB", "AMZN", "BIDU", "FOOBAR")val rstate_portfolio = List("PLD", "PSA", "AMT", "AIV", "AVB", "BXP", "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.Sourceimport scala.util._def get_january_data(symbol: String, year: Int) : List[String] = Source.fromFile(symbol ++ ".csv")("ISO-8859-1").getLines.toList.filter(_.startsWith(year.toString))def get_first_price(symbol: String, year: Int) : Option[Double] = { val data = Try(Some(get_january_data(symbol, year).head)) getOrElse None data.map(_.split(",").toList(1).toDouble)}get_first_price("GOOG", 1980)get_first_price("GOOG", 2010)get_first_price("FB", 2014)// Complete the function below that obtains all first prices// for the stock symbols from a portfolio for the given// range of yearsdef 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)// test caseval p_fb = get_prices(List("FB"), 2012 to 2014)val p = get_prices(List("GOOG", "AAPL"), 2010 to 2012)val tt = get_prices(List("BIDU"), 2004 to 2008)// (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) case _ => None }}def get_deltas(data: List[List[Option[Double]]]): List[List[Option[Double]]] = 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 aboveval d = get_deltas(p)val ttd = get_deltas(tt)// (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 if (somes_length == 0) balance else { val portion: Double = balance.toDouble / somes_length.toDouble balance + (for (x <- somes) yield (x * portion)).sum.toLong }}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) compound_yield(data, new_balance, year + 1) }}yearly_yield(d, 100, 0)compound_yield(d.take(6), 100, 0)//test caseyearly_yield(d, 100, 0)yearly_yield(d, 225, 1)yearly_yield(d, 246, 2)yearly_yield(d, 466, 3)yearly_yield(d, 218, 4)yearly_yield(d, 100, 0)yearly_yield(d, 125, 1)def investment(portfolio: List[String], years: Range, start_balance: Long): Long = { compound_yield(get_deltas(get_prices(portfolio, years)), start_balance, 0)}val one = get_deltas(get_prices(rstate_portfolio, 1978 to 1984))val two = get_deltas(get_prices(blchip_portfolio, 1978 to 1984))val one_full = get_deltas(get_prices(rstate_portfolio, 1978 to 2017))val two_full = get_deltas(get_prices(blchip_portfolio, 1978 to 2017))one_full.map(_.flatten).map(_.sum).sumtwo_full.map(_.flatten).map(_.sum).sum//test cases for the two portfolios given aboveprintln("Real data: " + investment(rstate_portfolio, 1978 to 1981, 100))println("Blue data: " + investment(blchip_portfolio, 1978 to 1981, 100))for (i <- 1978 to 2017) { println("Year " + i) println("Real data: " + investment(rstate_portfolio, 1978 to i, 100)) println("Blue data: " + investment(blchip_portfolio, 1978 to i, 100))}//1984//1992}