diff -r 716042628398 -r d306102fd33b templates/drumb.scala
--- a/templates/drumb.scala	Tue Nov 14 13:14:47 2017 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,76 +0,0 @@
-// Advanced Part 3 about a really dumb investment strategy
-//==========================================================
-
-object CW6c {
-
-
-//two test portfolios
-
-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.a) The function below takes a stock symbol and a year as arguments.
-//       It should read the corresponding CSV-file and read the January 
-//       data from the given year. The data should be collected in a list of
-//       strings for each line in the CSV-file.
-
-import io.Source
-import scala.util._
-
-//def get_january_data(symbol: String, year: Int) : List[String] = ...
-
-
-// (1.b) 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 as Option[Double]. If no line is 
-//       generated by get_january_data then the result is None
-
-
-//def get_first_price(symbol: String, year: Int) : Option[Double] = ...
-
-
-// (1.c) 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.
-
-
-//def get_prices(portfolio: List[String], years: Range) : List[List[Option[Double]]] = ...
-
-
-
-// (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). The input to this
-//     function are the nested lists created by get_prices above.
-
-//def get_delta(price_old: Option[Double], price_new: Option[Double]) : Option[Double] = ...
-
-//def get_deltas(data: List[List[Option[Double]]]) :  List[List[Option[Double]]] = ...
-
-
-
-// (3) Write a function that given change factors, a starting balance and a year
-//     calculates the yearly yield, i.e. new balance, 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 = ... 
-
-//def compound_yield(data: List[List[Option[Double]]], balance: Long, year: Int) : Long = ... 
-
-//def investment(portfolio: List[String], years: Range, start_balance: Long) : Long = ...
-
-
-
-//test cases for the two portfolios given above
-
-//investment(rstate_portfolio, 1978 to 2017, 100)
-//investment(blchip_portfolio, 1978 to 2017, 100)
-
-}