How to use weightedSum(..) in Scalding to perform elementary Portfolio Mgmt

weightedSum

How many ways can you invest $1000 in facebook, microsoft, hp ?

https://github.com/krishnanraman/scalding/blob/develop/src/main/scala/com/twitter/scalding/mathematics/Combinatorics.scala
Using the Combinatorics package in a Scalding job, its absolutely trivial.

------ACTUAL CODE --------
val cash = 1000
val error = 5 // max error $5, so its ok if we cannot invest the last $5 or less
val (FB, MSFT, HP) = (23,27,51) // share prices
val stocks = IndexedSeq( FB,MSFT,HP )
val (minShares,maxShares) = (1,1000/23) // about 50 shares max, since min stock price = 23, 23*50 > 1000

weightedSum( (minShares,maxShares), stocks, cash, error).write( Tsv("invest.txt"))
------

Results: Exactly 70 ways
------
FB     MSFT     HP
2	22	7
14	8	9
9	18	6
21	4	8
6	11	11
1	21	8
13	7	10
27	12	1
8	17	7
20	3	9
5	10	12
12	6	11
26	11	2
33	7	1
4	9	13
6	28	2
18	14	4
11	5	12
13	24	1
25	10	3
32	6	2
3	8	14
5	27	3
17	13	5
12	23	2
24	9	4
9	16	7
21	2	9
2	7	15
4	26	4
16	12	6
11	22	3
23	8	5
8	15	8
20	1	10
3	25	5
15	11	7
12	4	12
7	14	9
33	5	2
2	24	6
14	10	8
40	1	1
11	3	13
6	13	10
20	18	1
32	4	3
3	6	15
10	2	14
12	21	3
24	7	5
5	12	11
19	17	2
31	3	4
26	13	1
2	5	16
9	1	15
11	20	4
23	6	6
6	30	1
18	16	3
30	2	5
1	4	17
3	23	6
15	9	8
10	19	5
22	5	7
5	29	2
17	15	4
29	1	6
---------