diff -r ecf83084e41d -r 87e55eb309ed progs/drumb.scala --- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/progs/drumb.scala Wed Nov 09 00:52:08 2016 +0000 @@ -0,0 +1,74 @@ +// Advanvced Part 3 about Mr T. Drumb investing into stocks +//========================================================== + +//two test portfolios + +val blchip_portfolio = List("GOOG", "AAPL", "MSFT", "IBM", "FB", "YHOO", "AMZN", "BIDU") +val rstate_portfolio = List("PLD", "PSA", "AMT", "AIV", "AVB", "BXP", "CBG", "CCI", + "DLR", "EQIX", "EQR", "ESS", "EXR", "FRT", "GGP", "HCP") + + +import io.Source +import scala.util._ + +def get_yahoo_page(url: String): Option[List[String]] = { + Try(Some(Source.fromURL(url)("ISO-8859-1").getLines.toList)). + getOrElse { None } +} + +def get_first_price(symbol: String, year: Int): Option[Double] = { + //println(s"download..${symbol} at ${year}") + val year_string = year.toString + val date_string = s"&a=0&b=1&c=${year_string}&d=1&e=1&f=${year_string}" + val url = """http://ichart.yahoo.com/table.csv?s=""" + symbol + date_string + val data = get_yahoo_page(url) + data.map(_.last.split(",").toList(6).toDouble) +} + +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) + +get_prices(List("GOOG", "AAPL"), 2010 to 2012) + + +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)) + +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 / somes_length + 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) + } +} + +val p = get_prices(List("GOOG", "AAPL"), 2010 to 2012) +val d = get_deltas(p) +yearly_yield(d, 100, 0) + +def investment(portfolio: List[String], years: Range, start_balance: Long): Long = { + compound_yield(get_deltas(get_prices(portfolio, years)), start_balance, 0) +} + + +println("Real data: " + investment(rstate_portfolio, 1978 to 2016, 100)) +println("Blue data: " + investment(blchip_portfolio, 1978 to 2016, 100)) +