diff -r 6e93040e3378 -r cdfa6a293453 main_templates1/drumb.scala --- a/main_templates1/drumb.scala Sat Oct 08 00:30:51 2022 +0100 +++ b/main_templates1/drumb.scala Tue Nov 01 15:03:48 2022 +0000 @@ -9,66 +9,39 @@ val rstate_portfolio = List("PLD", "PSA", "AMT", "AIV", "AVB", "BXP", "CCI", "DLR", "EQIX", "EQR", "ESS", "EXR", "FRT", "HCP") - -// (1) The function below takes a stock symbol and a year as arguments. -// It should read the corresponding CSV-file and then extract the January -// data from the given year. The data should be collected in a list of -// strings (one entry for each line in the CSV-file). - import io.Source import scala.util._ +// ADD YOUR CODE BELOW +//====================== + + +// (1) def get_january_data(symbol: String, year: Int) : List[String] = ??? -// (2) 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 with type Option[Double]. If no line -// is generated by get_january_data then the result is None; and Some if -// there is a price. - - +// (2) def get_first_price(symbol: String, year: Int) : Option[Double] = ??? -// (3) 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. - - +// (3) def get_prices(portfolio: List[String], years: Range) : List[List[Option[Double]]] = ??? -// (4) The function below calculates the change factor (delta) between -// a price in year n and a price in year n + 1. - +// (4) def get_delta(price_old: Option[Double], price_new: Option[Double]) : Option[Double] = ??? -// (5) The next 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. - +// (5) def get_deltas(data: List[List[Option[Double]]]) : List[List[Option[Double]]] = ??? - - -// (6) Write a function that given change factors, a starting balance and an index, -// calculates the yearly yield, i.e. new balance, according to our dumb investment -// strategy. Index points to a year in the data list. - +// (6) def yearly_yield(data: List[List[Option[Double]]], balance: Long, index: Int) : Long = ??? -// (7) Write a function compound_yield that calculates the overall balance for a -// range of years where in each year the yearly profit is compounded to the new -// balances and then re-invested into our portfolio. For this use the function and -// results generated under (6). The function investment calls compound_yield -// with the appropriate deltas and the first index. - +// (7) def compound_yield(data: List[List[Option[Double]]], balance: Long, index: Int) : Long = ??? def investment(portfolio: List[String], years: Range, start_balance: Long) : Long = ???