updated
authorChristian Urban <urbanc@in.tum.de>
Wed, 09 Nov 2016 01:02:41 +0000
changeset 19 fa18976cf4cf
parent 18 87e55eb309ed
child 20 07860dd35c2b
updated
progs/drumb.scala
--- a/progs/drumb.scala	Wed Nov 09 00:52:08 2016 +0000
+++ b/progs/drumb.scala	Wed Nov 09 01:02:41 2016 +0000
@@ -8,67 +8,34 @@
                             "DLR", "EQIX", "EQR", "ESS", "EXR", "FRT", "GGP", "HCP") 
 
 
-import io.Source
-import scala.util._
+def get_yahoo_page(url: String): Option[List[String]] = ...
 
-def get_yahoo_page(url: String): Option[List[String]] = {
-  Try(Some(Source.fromURL(url)("ISO-8859-1").getLines.toList)).
-    getOrElse { None }
-}
+def get_first_price(symbol: String, year: Int): Option[Double] = ...
 
-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)
-}
+def get_prices(portfolio: List[String], years: Range): List[List[Option[Double]]] = ...
 
-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)
+//val p = get_prices(List("GOOG", "AAPL"), 2010 to 2012)
 
 
-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
-  }
-}
-
-def get_deltas(data: List[List[Option[Double]]]):  List[List[Option[Double]]] =
-  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))
+def get_delta(price_old: Option[Double], price_new: Option[Double]): Option[Double] = ...
 
-def yearly_yield(data: List[List[Option[Double]]], balance: Long, year: Int): Long = {
-  val somes = data(year).flatten
-  val somes_length = somes.length
-  if (somes_length == 0) balance
-  else {
-    val portion: Double = balance / somes_length
-    balance + (for (x <- somes) yield (x * portion)).sum.toLong
-  }
-}
+def get_deltas(data: List[List[Option[Double]]]):  List[List[Option[Double]]] = ...
 
-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)
-    compound_yield(data, new_balance, year + 1)
-  }
-}
+//val d = get_deltas(p)
 
-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)
-}
 
 
-println("Real data: " + investment(rstate_portfolio, 1978 to 2016, 100))
-println("Blue data: " + investment(blchip_portfolio, 1978 to 2016, 100))
+def yearly_yield(data: List[List[Option[Double]]], balance: Long, year: Int): Long = ... 
+
+//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 = ...
+
+
+//investment(rstate_portfolio, 1978 to 2016, 100)
+//investment(blchip_portfolio, 1978 to 2016, 100)
+