answer-1.r

# Load dataset
load("HW1_data.rData")

View(BTC.charts)

# normalize date
BTC.charts$date <- as.Date(BTC.charts$date, format= "%Y-%m-%d")
DASH.charts$date <- as.Date(DASH.charts$date, format= "%Y-%m-%d")
ETH.charts$date <- as.Date(ETH.charts$date, format= "%Y-%m-%d")
LTC.charts$date <- as.Date(LTC.charts$date, format= "%Y-%m-%d")
PPC.charts$date <- as.Date(PPC.charts$date, format= "%Y-%m-%d")
XLM.charts$date <- as.Date(XLM.charts$date, format= "%Y-%m-%d")
XRP.charts$date <- as.Date(XRP.charts$date, format= "%Y-%m-%d")


# Quiz 1

ROI.BTC <- round( (( subset(BTC.charts, date> "2021-08-31" & date < "2021-09-02")$close -
              subset(BTC.charts, date> "2016-01-09" & date < "2016-01-11")$close ) /
              subset(BTC.charts, date> "2016-01-09" & date < "2016-01-11")$close) , digits = 0 ) * 100

ROI.DASH <- round( (( subset(DASH.charts, date> "2021-08-31" & date < "2021-09-02")$close -
                       subset(DASH.charts, date> "2016-01-09" & date < "2016-01-11")$close ) /
                     subset(DASH.charts, date> "2016-01-09" & date < "2016-01-11")$close) , digits = 0 ) * 100

ROI.ETH <- round( (( subset(ETH.charts, date> "2021-08-31" & date < "2021-09-02")$close -
                       subset(ETH.charts, date> "2016-01-09" & date < "2016-01-11")$close ) /
                     subset(ETH.charts, date> "2016-01-09" & date < "2016-01-11")$close) , digits = 0 ) * 100

ROI.LTC <- round( (( subset(LTC.charts, date> "2021-08-31" & date < "2021-09-02")$close -
                       subset(LTC.charts, date> "2016-01-09" & date < "2016-01-11")$close ) /
                     subset(LTC.charts, date> "2016-01-09" & date < "2016-01-11")$close) , digits = 0 ) * 100

ROI.PPC <- round( (( subset(PPC.charts, date> "2021-08-31" & date < "2021-09-02")$close -
                       subset(PPC.charts, date> "2016-01-09" & date < "2016-01-11")$close ) /
                     subset(PPC.charts, date> "2016-01-09" & date < "2016-01-11")$close) , digits = 0 ) * 100

ROI.XLM <- round( (( subset(XLM.charts, date> "2021-08-31" & date < "2021-09-02")$close -
                       subset(XLM.charts, date> "2016-01-09" & date < "2016-01-11")$close ) /
                     subset(XLM.charts, date> "2016-01-09" & date < "2016-01-11")$close) , digits = 0 ) * 100

ROI.XRP <- round( (( subset(XRP.charts, date> "2021-08-31" & date < "2021-09-02")$close -
                       subset(XRP.charts, date> "2016-01-09" & date < "2016-01-11")$close ) /
                     subset(XRP.charts, date> "2016-01-09" & date < "2016-01-11")$close) , digits = 0 ) * 100



#### HW

# 1a

ROIBase <- function(sub1, sub2) {
  result <- (( sub1 -
                 sub2 ) / sub2 )
  return(result)
}

ROI <- function(ds, start, end){
  start1 = start - 1
  start2 = start + 1
  end1 = end - 1
  end2 = end + 1
  
  sub1 <- subset(ds, date> end1 & date < end2)$close
  sub2 <- subset(ds, date> start1 & date < start2 )$close
  
  result <- ROIBase(sub1, sub2)
  return(result)
}

ROI.BTC <- ROI(BTC.charts, as.Date("2016-01-10"), as.Date("2021-09-01"))
ROI.DASH <- ROI(DASH.charts, as.Date("2016-01-10"), as.Date("2021-09-01"))
ROI.ETH <- ROI(ETH.charts, as.Date("2016-01-10"), as.Date("2021-09-01"))
ROI.LTC <- ROI(LTC.charts, as.Date("2016-01-10"), as.Date("2021-09-01"))
ROI.PPC <- ROI(PPC.charts, as.Date("2016-01-10"), as.Date("2021-09-01"))
ROI.XLM <- ROI(XLM.charts, as.Date("2016-01-10"), as.Date("2021-09-01"))
ROI.XRP <- ROI(XRP.charts, as.Date("2016-01-10"), as.Date("2021-09-01"))

# 1b
dailyroi <- function( charts, day) {
  day <- as.Date(day)
  mean <- ROI(charts, day , day + 1)
}

updatemean <- function(ds) {
  ds$mean <- 0
  i <- 1
  
  while (i < length(ds$date)) {
    if( i < 2) {
      i <- i + 1
      next
    }
    j <- i -1
    meanex <- ROIBase(ds[i-1, 1:5]$close, ds[i, 1:5]$close)
    ds[i, 1:6]$mean <- meanex
    i <- i + 1
  }
  
  return(ds)
}

BTC.charts <- updatemean(BTC.charts) 
max(BTC.charts$mean)
mean(BTC.charts$mean)

DASH.charts <- updatemean(DASH.charts) 
max(DASH.charts$mean)

ETH.charts <- updatemean(ETH.charts) 
max(ETH.charts$mean)

LTC.charts <- updatemean(LTC.charts) 
max(LTC.charts$mean)

PPC.charts <- updatemean(PPC.charts) 
max(PPC.charts$mean)

XLM.charts <- updatemean(XLM.charts) 
max(XLM.charts$mean)

XPR.charts <- updatemean(XPR.charts) 
max(XPR.charts$mean)

# 1c
sd(BTC.charts$mean)
sd(DASH.charts$mean)
sd(ETH.charts$mean)
sd(LTC.charts$mean)
sd(PPC.charts$mean)
sd(XLM.charts$mean)
sd(XPR.charts$mean)

# 2a

newvalue <- function(usd, init.value, current.value) {
  print(init.value)
  print(current.value)
  p <- (current.value / init.value) * usd
}

btc_jan16 <- 5000
xpr_jan16 <- 2500
ltc_jan16 <- 2500
eth_jan16 <- 1250
dash_jan16 <-1250
ppc_jan16 <- 1250
xlm_jan16 <- 1250

portfo1 <- list(btc_jan16)
portfo2 <- list(xpr_jan16, ltc_jan16)
portfo3 <- list(eth_jan16, dash_jan16, ppc_jan16, xlm_jan16)

btc_newvalue <- newvalue(btc_jan16, subset(BTC.charts, date> "2016-01-09" & date < "2016-01-11")$close, subset(BTC.charts, date> "2021-08-31" & date < "2021-09-02")$close )
xpr_newvalue <- newvalue(xpr_jan16, subset(XPR.charts, date> "2016-01-09" & date < "2016-01-11")$close, subset(XPR.charts, date> "2021-08-31" & date < "2021-09-02")$close )
ltc_newvalue <- newvalue(ltc_jan16, subset(LTC.charts, date> "2016-01-09" & date < "2016-01-11")$close, subset(LTC.charts, date> "2021-08-31" & date < "2021-09-02")$close )
eth_newvalue <- newvalue(eth_jan16, subset(ETH.charts, date> "2016-01-09" & date < "2016-01-11")$close, subset(ETH.charts, date> "2021-08-31" & date < "2021-09-02")$close )
dash_newvalue <- newvalue(dash_jan16, subset(DASH.charts, date> "2016-01-09" & date < "2016-01-11")$close, subset(DASH.charts, date> "2021-08-31" & date < "2021-09-02")$close )
ppc_newvalue <- newvalue(ppc_jan16, subset(PPC.charts, date> "2016-01-09" & date < "2016-01-11")$close, subset(PPC.charts, date> "2021-08-31" & date < "2021-09-02")$close )
xlm_newvalue <- newvalue(btc_jan16, subset(XLM.charts, date> "2016-01-09" & date < "2016-01-11")$close, subset(XLM.charts, date> "2021-08-31" & date < "2021-09-02")$close )

portfo1_value <- btc_newvalue
portfo2_value <- xpr_newvalue + ltc_newvalue
portfo3_value <- eth_newvalue + dash_newvalue + ppc_newvalue + xlm_newvalue