diff -r fde9223a5301 -r bb8c3dd8c75c progs/drumb_sol.scala --- a/progs/drumb_sol.scala Thu Nov 10 01:30:15 2016 +0000 +++ b/progs/drumb_sol.scala Thu Nov 10 01:30:45 2016 +0000 @@ -1,5 +1,5 @@ -// Advanvced Part 3 about Mr T. Drumb investing into stocks -//========================================================== +// Advanvced Part 3 about really dump investing strategy +//======================================================= //two test portfolios @@ -7,6 +7,12 @@ val rstate_portfolio = List("PLD", "PSA", "AMT", "AIV", "AVB", "BXP", "CBG", "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. import io.Source import scala.util._ @@ -25,13 +31,24 @@ data.map(_.last.split(",").toList(6).toDouble) } + +// 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) -get_prices(List("GOOG", "AAPL"), 2010 to 2012) + +// test case +//val p = get_prices(List("GOOG", "AAPL"), 2010 to 2012) +// (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). + 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) @@ -43,6 +60,19 @@ 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)) + +// test case using the prices calculated above +//val d = get_deltas(p) + + +// (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. + + def yearly_yield(data: List[List[Option[Double]]], balance: Long, year: Int): Long = { val somes = data(year).flatten val somes_length = somes.length @@ -53,6 +83,9 @@ } } +//test case +//yearly_yield(d, 100, 0) + 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) @@ -60,15 +93,13 @@ } } -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) } +//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))