diff -r 9b5165b8a762 -r 0587ef444547 Attic/drumb_sol.scala --- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/Attic/drumb_sol.scala Sat Mar 11 23:22:05 2023 +0000 @@ -0,0 +1,88 @@ +// 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") + +import io.Source +import 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) + + +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) + + +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) + + +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) + } +} + +def investment(portfolio: List[String], years: Range, start_balance: Long): Long = { + compound_yield(get_deltas(get_prices(portfolio, years)), start_balance, 0) +} + + + +//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)) + + +}