diff -r 663c2a9108d1 -r 4de31fdc0d67 templates1/drumb.scala
--- a/templates1/drumb.scala	Sun Nov 01 01:21:31 2020 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,85 +0,0 @@
-// Core Part about a really dumb investment strategy
-//===================================================
-
-object CW6b {
-
-//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", "HCP") 
-
-
-// (1) The function below takes a stock symbol and a year as arguments.
-//     It should read the corresponding CSV-file and then extract the January 
-//     data from the given year. The data should be collected in a list of
-//     strings (one entry for each line in the CSV-file).
-
-import io.Source
-import scala.util._
-
-//def get_january_data(symbol: String, year: Int) : List[String] = ...
-
-
-// (2) 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 with type Option[Double]. If no line 
-//     is generated by get_january_data then the result is None; and Some if 
-//     there is a price.
-
-
-//def get_first_price(symbol: String, year: Int) : Option[Double] = ...
-
-
-// (3) 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]]] = ...
-
-
-
-// (4) The function below calculates the change factor (delta) between
-//     a price in year n and a price in year n + 1. 
-
-//def get_delta(price_old: Option[Double], price_new: Option[Double]) : Option[Double] = ...
-
-
-
-// (5) The next 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_deltas(data: List[List[Option[Double]]]) :  List[List[Option[Double]]] = ...
-
-
-
-// (6) Write a function that given change factors, a starting balance and an index,
-//     calculates the yearly yield, i.e. new balance, according to our dumb investment 
-//     strategy. Index points to a year in the data list.
-
-//def yearly_yield(data: List[List[Option[Double]]], balance: Long, index: Int) : Long = ... 
-
-
-// (7) Write a function compound_yield that calculates the overall balance for a 
-//     range of years where in each year the yearly profit is compounded to the new 
-//     balances and then re-invested into our portfolio. For this use the function and 
-//     results generated under (6). The function investment calls compound_yield
-//     with the appropriate deltas and the first index.
-
-//def compound_yield(data: List[List[Option[Double]]], balance: Long, index: Int) : Long = ... 
-
-//def investment(portfolio: List[String], years: Range, start_balance: Long) : Long = ...
-
-
-
-
-//Test cases for the two portfolios given above
-
-//println("Real data: " + investment(rstate_portfolio, 1978 to 2019, 100))
-//println("Blue data: " + investment(blchip_portfolio, 1978 to 2019, 100))
-
-
-}