diff -r 166bb9b6b20a -r b1a51285de7e progs/drumb_sol.scala --- a/progs/drumb_sol.scala Tue Nov 07 14:17:21 2017 +0000 +++ b/progs/drumb_sol.scala Wed Nov 08 02:06:54 2017 +0000 @@ -1,10 +1,13 @@ -// Advanvced Part 3 about really dumb investing strategy -//======================================================= +// Advanvced Part 3 about a really dumb investment strategy +//========================================================== + +object CW6c { + //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", +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") // (1) The function below should obtain the first trading price @@ -14,22 +17,25 @@ // // and extracting the first January Adjusted Close price in a year. + 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_january_data(symbol: String, year: Int) : List[String] = + Source.fromFile(symbol ++ ".csv")("ISO-8859-1").getLines.toList.filter(_.startsWith(year.toString)) + + +get_trading_data("FB", 2015) +get_trading_data("GOOG", 2010).head + +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) } -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) -} +get_first_price("GOOG", 1980) +get_first_price("GOOG", 2010) +get_first_price("FB", 2014) // Complete the function below that obtains all first prices @@ -43,7 +49,7 @@ // test case val p_fb = get_prices(List("FB"), 2012 to 2014) -val p = get_prices(List("GOOG", "AAPL"), 2005 to 2012) +val p = get_prices(List("GOOG", "AAPL"), 2010 to 2012) val tt = get_prices(List("IBM", "BIDU"), 2004 to 2008) @@ -51,7 +57,7 @@ // 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). -def get_delta(price_old: Option[Double], price_new: Option[Double]): Option[Double] = { +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 @@ -85,13 +91,15 @@ } } -yearly_yield(ttd, 100, 0) +yearly_yield(d, 100, 0) yearly_yield(ttd, 100, 1) yearly_yield(ttd, 100, 2) -yearly_yield(ttd, 100, 3) assert((yearly_yield(ttd, 100, 0) - 107).abs <= 2) - assert((yearly_yield(ttd, 100, 1) - 85).abs <= 2) - assert((yearly_yield(ttd, 100, 2) - 156).abs <= 2) - assert((yearly_yield(ttd, 100, 3) - 210).abs <= 2) +yearly_yield(ttd, 100, 3) + +assert((yearly_yield(ttd, 100, 0) - 107).abs <= 2) +assert((yearly_yield(ttd, 100, 1) - 85).abs <= 2) +assert((yearly_yield(ttd, 100, 2) - 156).abs <= 2) +assert((yearly_yield(ttd, 100, 3) - 210).abs <= 2) @@ -123,8 +131,8 @@ //test cases for the two portfolios given above -println("Real data: " + investment(rstate_portfolio, 1978 to 2016, 100)) -println("Blue data: " + investment(blchip_portfolio, 1978 to 2016, 100)) +println("Real data: " + investment(rstate_portfolio, 1978 to 2017, 100)) +println("Blue data: " + investment(blchip_portfolio, 1978 to 2017, 100)) investment(List("IBM", "BIDU"), 2004 to 2008, 100) @@ -181,3 +189,4 @@ yearly_yield(rs_d, 126, 4) yearly_yield(rs_d, 169, 5) +}