diff -r 92c31cbb1952 -r 863feeb5c760 testing1/drumb.scala --- a/testing1/drumb.scala Tue Nov 28 20:37:57 2017 +0000 +++ b/testing1/drumb.scala Wed Nov 29 21:22:29 2017 +0000 @@ -6,7 +6,7 @@ //two test portfolios -val blchip_portfolio = List("GOOG", "AAPL", "MSFT", "IBM", "FB", "AMZN", "BIDU", "FOOBAR") +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") @@ -95,18 +95,18 @@ } } -yearly_yield(d, 100, 0) -compound_yield(d.take(6), 100, 0) +//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, 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) +//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) @@ -123,14 +123,15 @@ //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)) +//println("Real data: " + investment(rstate_portfolio, 1978 to 1981, 100)) +//println("Blue data: " + investment(blchip_portfolio, 1978 to 1981, 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)) -} +//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 }