// Advanvced Part 3 about really dumb investing strategy//=======================================================//two test portfoliosval 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.import io.Sourceimport scala.util._def get_yahoo_page(url: String): Option[List[String]] = { Try(Some(Source.fromURL(url)("ISO-8859-1").getLines.toList)). getOrElse { None }}def get_first_price(symbol: String, year: Int): Option[Double] = { //println(s"download..${symbol} at ${year}") val year_string = year.toString val date_string = s"&a=0&b=1&c=${year_string}&d=1&e=1&f=${year_string}" val url = """http://ichart.yahoo.com/table.csv?s=""" + symbol + date_string val data = get_yahoo_page(url) data.map(_.last.split(",").toList(6).toDouble)}// 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"), 2005 to 2012)val tt = get_prices(List("IBM", "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 }}yearly_yield(ttd, 100, 0)yearly_yield(ttd, 100, 1)yearly_yield(ttd, 100, 2)yearly_yield(ttd, 100, 3) assert((yearly_yield(ttd, 100, 0) - 107).abs <= 2) assert((yearly_yield(ttd, 100, 1) - 85).abs <= 2) assert((yearly_yield(ttd, 100, 2) - 156).abs <= 2) assert((yearly_yield(ttd, 100, 3) - 210).abs <= 2)//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, 469, 5)yearly_yield(d, 587, 6)//yearly_yield(d, 100, 0)//yearly_yield(d, 125, 1)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) }}compound_yield(d.take(6), 100, 0)def investment(portfolio: List[String], years: Range, start_balance: Long): Long = { compound_yield(get_deltas(get_prices(portfolio, years)), start_balance, 0)}investment(List("GOOG", "AAPL"), 2005 to 2009, 100)//test cases for the two portfolios given aboveprintln("Real data: " + investment(rstate_portfolio, 1978 to 2016, 100))println("Blue data: " + investment(blchip_portfolio, 1978 to 2016, 100))investment(List("IBM", "BIDU"), 2004 to 2008, 100)val p_fb = get_prices(List("FB"), 2011 to 2016)// prices 2011 - 2016// List(List(None), List(None), List(Some(28.0)), List(Some(54.709999)), List(Some(78.449997)), List(Some(102.220001)))// deltas 2011 - 2016val d_fb = get_deltas(p_fb)List(List(None), List(None), List(Some(0.9539285357142858)), List(Some(0.4339242996513305)), List(Some(0.30299560113431234)))yearly_yield(d_fb, 100, 0) //2011 => 100yearly_yield(d_fb, 100, 1) //2012 => 100yearly_yield(d_fb, 100, 2) //2013 => 195yearly_yield(d_fb, 195, 3) //2014 => 279 yearly_yield(d_fb, 279, 4) //2015 => 363investment(List("FB"), 2011 to 2012, 100) // => 100investment(List("FB"), 2011 to 2013, 100) // => 100investment(List("FB"), 2011 to 2014, 100) // => 195investment(List("FB"), 2011 to 2015, 100) // => 279investment(List("FB"), 2011 to 2016, 100) // => 363val rs_p = get_prices(rstate_portfolio, 1978 to 2016)val bl_p = get_prices(blchip_portfolio, 1978 to 2016)val rs_d = get_deltas(rs_p)val bl_d = get_deltas(bl_p)rs_p(0) <-rs_p(1) <- rs_p(2) <- rs_p(3)rs_d(0)rs_d(1)rs_d(2)yearly_yield(rs_d, 100, 0)yearly_yield(rs_d, 96, 1)yearly_yield(rs_d, 95, 2)yearly_yield(rs_d, 134, 3)yearly_yield(rs_d, 126, 4)yearly_yield(rs_d, 169, 5)