// Advanvced 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) 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.Source
import scala.util._
def get_january_data(symbol: String, year: Int) : List[String] =
Source.fromFile(symbol ++ ".csv").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 years
def 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 case
val 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 above
val 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 case
//yearly_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 q1 = get_deltas(get_prices(List("GOOG", "AAPL", "BIDU"), 2000 to 2017))
yearly_yield(q1, 100, 0)
yearly_yield(q1, 100, 1)
yearly_yield(q1, 100, 2)
yearly_yield(q1, 100, 3)
yearly_yield(q1, 100, 4)
yearly_yield(q1, 100, 5)
yearly_yield(q1, 100, 6)
investment(List("GOOG", "AAPL", "BIDU"), 2004 to 2017, 100)
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).sum
two_full.map(_.flatten).map(_.sum).sum
//test cases for the two portfolios given above
//println("Real data: " + investment(rstate_portfolio, 1978 to 2017, 100))
//println("Blue data: " + investment(blchip_portfolio, 1978 to 2017, 100))
for (i <- 2000 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))
println("test: " + investment(List("GOOG", "AAPL", "BIDU"), 2000 to i, 100))
}
*/
//1984
//1992
}