diff -r 863feeb5c760 -r 6ea450e999e2 testing1/drumb.scala --- a/testing1/drumb.scala Wed Nov 29 21:22:29 2017 +0000 +++ b/testing1/drumb.scala Sun Dec 03 21:11:49 2017 +0000 @@ -1,4 +1,4 @@ -// Advanvced Part 3 about a really dumb investment strategy +// Advanced Part 3 about a really dumb investment strategy //========================================================== object CW6c { @@ -7,131 +7,110 @@ //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") +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=<>&a=0&b=1&c=<>&d=1&e=1&f=<> -// -// and extracting the first January Adjusted Close price in a year. - +// (1.a) The function below takes a stock symbol and a year as arguments. +// It should read the corresponding CSV-file and read the January +// data from the given year. The data should be collected in a list of +// strings for each line in the CSV-file. 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_january_data(symbol: String, year: Int) : List[String] = { + val file = symbol + ".csv" + val list = scala.io.Source.fromFile(file).mkString.split("\n").toList + val rx = (year.toString + ".*") + (for(n <- 1 to list.length -1 if(list(n) matches rx)) yield list(n)).toList +} + + +// (1.b) 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 as Option[Double]. If no line is +// generated by get_january_data then the result is None 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) + val first_line = get_january_data(symbol, year) + + if(first_line.length == 0 ){ + None + } else { + Option((first_line(0).split(",")(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) +// (1.c) 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. -// test case -val p_fb = get_prices(List("FB"), 2012 to 2014) -val p = get_prices(List("GOOG", "AAPL"), 2010 to 2012) +def get_prices(portfolio: List[String], years: Range) : List[List[Option[Double]]] ={ + (for(y <- years) yield (for(n <- 0 to portfolio.length-1) yield get_first_price(portfolio(n), y)).toList).toList +} + -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). +// (2) The first function below calculates the change factor (dta) 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). The input to this +// function are the nested lists created by get_prices above. 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 - } + for( x <- price_old; y <- price_new) yield (y-x)/x } -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)) +def get_deltas(data: List[List[Option[Double]]]) : List[List[Option[Double]]] = { + (for( n <- 1 to data.length-1) yield (for(i <- 0 to data(n).length-1) yield get_delta(data(n-1)(i), data(n)(i))).toList).toList +} -// 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. +// calculates the yearly yield, i.e. new balance, 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) - } +def yearly_yield(data: List[List[Option[Double]]], balance: Long, year: Int) : Long = { + val increments = (for(n <- 0 to data(year).length-1 if(!(data(year)(n) == None))) yield (data(year)(n).getOrElse(0.0))).toList + val sumi = (increments.sum).toDouble + if(increments.length == 0){ + balance + }else{ + val il = (increments.length).toDouble + val averag = sumi/il + val i = (balance + (balance*averag)) + i.toLong + } } -//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) +def compound_yield(data: List[List[Option[Double]]], balance: Long, ye: Int) : Long = {//if(year == 0) yearly_yield(data, balance, 0) else compound_yield(data, yearly_yield(data, balance, year), year-1) + val increments_py = (for(year <- 0 to ye) yield { + val increments = (for(n <- 0 to data(year).length-1 if(!(data(year)(n) == None))) yield (data(year)(n).getOrElse(0.0))).toList + val sum_of = (increments.sum).toDouble + val number_of = (increments.length).toDouble + sum_of/number_of + 1.0 + }).toList + val mul_factor = increments_py.reduceLeft(_*_) + (balance*mul_factor).toLong +} +def investment(portfolio: List[String], years: Range, start_balance: Long) : Long = { + val p = get_prices(portfolio, years) + val d = get_deltas(p) + compound_yield(d, start_balance, d.length-1) } -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 1981, 100)) -//println("Blue data: " + investment(blchip_portfolio, 1978 to 1981, 100)) +investment(rstate_portfolio, 1978 to 2017, 100) +investment(blchip_portfolio, 1978 to 2017, 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 }