--- a/cws/cw01.tex Thu Nov 10 01:30:15 2016 +0000
+++ b/cws/cw01.tex Thu Nov 10 01:30:45 2016 +0000
@@ -83,7 +83,7 @@
\item[(2)] Write a second function that takes an upper bound as
argument and calculates the steps for all numbers in the range from
1 up to this bound. It returns the maximum number of steps and the
- corresponding number that needs that many steps. More precisely
+ corresponding number that needs that many steps. More precisely,
it returns a pair where the first
component is the number of steps and the second is the
corresponding number. \hfill\mbox{[1 Mark]}
@@ -125,7 +125,7 @@
to buy and when to sell this commodity. In the example above it should
return the pair $\texttt{(1, 3)}$ because at index $1$ the price is lowest and
then at index $3$ the price is highest. Note the prices are given as
-lists of \texttt{Float}s.\newline \mbox{} \hfill[1 Mark]
+lists of \texttt{Double}s.\newline \mbox{} \hfill[1 Mark]
\item[(2)] Write a function that requests a comma-separated value (CSV) list
from the Yahoo websevice that provides historical data for stock
@@ -186,13 +186,13 @@
\subsection*{Advanced Part 3 (3 Marks)}
-A purely fictional character named Mr T.~Drump inherited in 1978
-approximately 200 Million Dollar from his father. Mr Drump prides
+A purely fictional character named Mr T.~Drumb inherited in 1978
+approximately 200 Million Dollar from his father. Mr Drumb prides
himself to be a brilliant business man because nowadays it is
estimated he is 3 Billion Dollar worth (one is not sure, of course,
-because Mr Drump refuses to make his tax records public).
+because Mr Drumb refuses to make his tax records public).
-Since the question about Mr Drump's business acumen remains, let's do a
+Since the question about Mr Drumb's business acumen remains open, let's do a
quick back-of-the-envelope calculation in Scala whether his claim has
any merit. Let's suppose we are given \$100 in 1978 and we follow a
really dump investment strategy, namely:
@@ -215,7 +215,7 @@
\end{itemize}\medskip
\noindent
-\textbf{Tasks (file drump.scala):}
+\textbf{Tasks (file drumb.scala):}
\begin{itemize}
\item[(1.a)] Write a function that queries the Yahoo financial data
@@ -313,7 +313,7 @@
turn out to be a blue chip company. Also, since the portfolios are
chosen from the current S\&P 500, they do not include the myriad
of companies that went bust or were de-listed over the years.
-So where does this leave our fictional character Mr T.~Drump? Well, given
+So where does this leave our fictional character Mr T.~Drumb? Well, given
his inheritance, a really dumb investment strategy would have done
equally well, if not much better.
\end{document}
--- a/progs/drumb.scala Thu Nov 10 01:30:15 2016 +0000
+++ b/progs/drumb.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
@@ -8,34 +8,55 @@
"DLR", "EQIX", "EQR", "ESS", "EXR", "FRT", "GGP", "HCP")
-def get_yahoo_page(url: String): Option[List[String]] = ...
+// (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=<<symbol>>&a=0&b=1&c=<<year>>&d=1&e=1&f=<<year>>
+//
+// and extracting the first January Adjusted Close price in a year.
def get_first_price(symbol: String, year: Int): Option[Double] = ...
+// 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]]] = ...
+// test case
+//val p = get_prices(List("GOOG", "AAPL"), 2010 to 2012)
+
-//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] = ...
def get_deltas(data: List[List[Option[Double]]]): List[List[Option[Double]]] = ...
+// 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 = ...
+//test case
//yearly_yield(d, 100, 0)
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 2016, 100)
//investment(blchip_portfolio, 1978 to 2016, 100)
--- 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=<<symbol>>&a=0&b=1&c=<<year>>&d=1&e=1&f=<<year>>
+//
+// 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))
--- a/progs/lecture1.scala Thu Nov 10 01:30:15 2016 +0000
+++ b/progs/lecture1.scala Thu Nov 10 01:30:45 2016 +0000
@@ -1,16 +1,16 @@
// Lecture 1
-//==========
+//===========
-//**Assignments (values)**
-//(variable names should be lower case)
-//=====================================
+// Value assignments
+// (variable names should be lower case)
+//======================================
val x = 42
val y = 3 + 4
-//**Collections**
-//===============
+// Collections
+//=============
List(1,2,3,1)
Set(1,2,3,1)
@@ -26,13 +26,13 @@
1::2::3::Nil
List(1, 2, 3) ::: List(4, 5, 6)
-//**Printing/Strings**
-//====================
+// Printing/Strings
+//==================
println("test")
-val tst = "This is a " + "test"
+val tst = "This is a " ++ "test\n"
println(tst)
val lst = List(1,2,3,1)
@@ -43,26 +43,39 @@
// some methods take more than one argument
println(lst.mkString("[", ",", "]"))
-//**Conversion methods**
-//======================
+// Conversion methods
+//====================
List(1,2,3,1).toString
List(1,2,3,1).toSet
"hello".toList
1.toDouble
-//**Types**
-//=========
+
+List(1,2,3,4).reverse
+
+// Types
+//=======
+
+/* Scala is a strongly typed language
+
+ * Base types
-// Int, Long, BigInt, Float, Double
-// String, Char
-// List[Int], Set[Double]
-// Pairs: (Int, String)
-// List[(BigInt, String)]
+ Int, Long, BigInt, Float, Double
+ String, Char
+ Boolean
+
+ * Compound types
+ List[Int],
+ Set[Double]
+ Pairs: (Int, String)
+ List[(BigInt, String)]
+*/
-//**Smart Strings**
-//=================
+// Smart Strings
+//===============
+
println(">\n<")
println(""">\n<""")
@@ -81,8 +94,8 @@
println(lyrics)
-//**Pairs/Tuples**
-//================
+// Pairs/Tuples
+//==============
val p = (1, "one")
p._1
@@ -91,52 +104,100 @@
val t = (4,1,2,3)
t._4
-//**Function Definitions**
-//========================
+// Hello World
+//=============
+
+// show an example of a stand-alone scala file
+// remind that in the course work you are asked a
+// plain scala "work-sheet"
+
+
+
+// Function Definitions
+//======================
def square(x: Int): Int = x * x
-
+square(6)
-//**Ifs control structures**
-//==========================
+// If control structure
+//======================
def fact(n: Int): Int =
if (n == 0) 1 else n * fact(n - 1)
-
-
+/* boolean operators
+
+ == equals
+ ! not
+ && || and, or
+*/
def fact2(n: BigInt): BigInt =
if (n == 0) 1 else n * fact2(n - 1)
+fact2(150)
+
+
def fib(n: Int): Int =
if (n == 0) 1 else
- if (n == 1) 1 else fib(n - 1) + f(n - 2)
+ if (n == 1) 1 else fib(n - 1) + fib(n - 2)
+
+
+//gcd - Euclid's algorithm
+
+def gcd(a: Int, b: Int): Int =
+ if (b == 0) a else gcd(b, a % b)
+
+gcd(48, 18)
-//a recursive function
-def gcd(x: Int, y: Int): Int = 2 //???
+// String Interpolations
+//=======================
-//**String Interpolations**
-//=========================
+val n = 3
+println("The square of " + n + " is " + square(n) + ".")
+
+println(s"The square of ${n} is ${square(n)}.")
+
-//**Assert/Testing**
-====================
+def gcd_db(a: Int, b: Int): Int = {
+ println(s"Function called with ${a} and ${b}.")
+ if (b == 0) a else gcd_db(b, a % b)
+}
+
+gcd_db(48, 18)
-//**For-Maps (not For-Loops)**
-//============================
+
+// Assert/Testing
+//================
+
+// For-Comprehensions (not For-Loops)
+//====================================
for (n <- (1 to 10).toList) yield square(n)
-for (n <- (1 to 10).toList; m <- (1 to 10).toList) yield m * n
+for (n <- (1 to 10).toList;
+ m <- (1 to 10).toList) yield m * n
+
-val mtable = for (n <- (1 to 10).toList; m <- (1 to 10).toList) yield m * n
+val mult_table =
+ for (n <- (1 to 10).toList;
+ m <- (1 to 10).toList) yield m * n
-mtable.sliding(10,10).toList.mkString(
+mult_table.sliding(10,10).mkString("\n")
-// webpages
+// with patterns
+
+for ((m, n) <- List((1, 4), (2, 3), (3, 2), (4, 1))) yield m + n
+
+for (p <- List((1, 4), (2, 3), (3, 2), (4, 1))) yield p._1 + p._2
+
+
+
+// Webpages
+//==========
Binary file slides/slides01.pdf has changed
--- a/slides/slides01.tex Thu Nov 10 01:30:15 2016 +0000
+++ b/slides/slides01.tex Thu Nov 10 01:30:45 2016 +0000
@@ -100,7 +100,8 @@
\textcolor{codegreen}{\texttt{Float}},
\textcolor{codegreen}{\texttt{Double}}\\
\textcolor{codegreen}{\texttt{String}},
- \textcolor{codegreen}{\texttt{Char}}
+ \textcolor{codegreen}{\texttt{Char}}\\
+ \textcolor{codegreen}{\texttt{Boolean}}
\end{tabular}
\end{center}
@@ -114,7 +115,7 @@
\textcolor{codegreen}{\texttt{List[(BigInt, String)]}} &
lists of BigInt-String\\
& pairs\\
- \textcolor{codegreen}{\texttt{List[List[Int]]}} \\
+ \textcolor{codegreen}{\texttt{List[List[Int]]}} & list of lists of Int's\\
\end{tabular}
\end{center}
--- /dev/null Thu Jan 01 00:00:00 1970 +0000
+++ b/style.sty Thu Nov 10 01:30:45 2016 +0000
@@ -0,0 +1,23 @@
+\usepackage{xcolor}
+\usepackage[sc]{mathpazo}
+\usepackage{fontspec}
+\setmainfont[Ligatures=TeX]{Palatino Linotype}
+\usepackage{amssymb}
+\usepackage{amsmath}
+\usepackage{menukeys}
+\definecolor{darkblue}{rgb}{0,0,0.6}
+\usepackage[colorlinks=true,urlcolor=darkblue,linkcolor=darkblue]{hyperref}
+
+%%% for trees
+%% http://anorien.csc.warwick.ac.uk/mirrors/CTAN/graphics/pgf/contrib/forest/forest.pdf
+
+\newcommand{\dn}{\stackrel{\mbox{\scriptsize def}}{=}}
+\newcommand{\defn}[1]{\textit{\textbf{#1}}}
+\newcommand{\dq}[1]{\mbox{\tt{"}}#1\mbox{\tt{"}}}
+
+\definecolor{codegray}{gray}{0.9}
+
+\makeatletter
+\def\fnote{\gdef\@thefnmark{}\@footnotetext}
+\makeatother
+