Friday Challenge - maximising profit

[TorQ Guru]

So I'm a day trader on the stock market; I want to buy low and sell high, making the biggest gain possible.  For this challenge you have a list of prices for the stock you're trading, and I want you to make a single buy, followed by a single sell to make the max profit.  The return of the function should be the price you bought at, followed by the sell price.  Obviously you can't buy in the future or sell in the past, so the buy price must come first

For example if the list is:

19.35 19.30 18.88 18.93 18.95 19.03 19.00 18.97 18.97 18.98

The answer is:

18.88 19.03

Try it with this list:

7.67 6.74 6.72 7.27 7.09 6.95 6.39 7.34 6.9 7.4 6.47 6.78 6.91 7.95 6.72 7.85 6.62 6.21 7.68 7.41 6.19 6.23 6.15 7.97 6.5 7.97 6.13 7.88 7.31 6.92 6.76 6.14 7.09 7.59 6.37 6.63 6.24 6.66 6.43 7.64 6.15 7.64 7.32 7.92 7.16 7.41 6.77 6.93 6.57 8 6.52 7.52 6.26 6.55 6.13 7.53 6.24 7.01 6.06 6.52 6.28 7.62 7.65 6.92 7.01 7.06 7.83 6.5 6.04 6.74 7.8 7.4 6.93 6.87 6.35 6.22 6.09 6.59 6.29 7.25 6.49 7.77 7.21 7.63 6.23 7.63 6.6 6.14 6.18 7.2 7.92 7.76 7.24 7.37 6.46 6.09 6.62 7.63 6.92 6.02

As usual, points for style, conciseness and speed

[Mark Lefevre]

This is far too verbose, but assuming we have our list of values in a.

{idx:where d=max d:x-y;(y[idx],x[idx])}[|\[last a;reverse a];a]

6.02 8

This assumes we have all the data a-priori and can run the time series backwards. You will need a different solution for a streaming dataset.

Mark Lefevre

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[Sridhar Eaturu]

maxprofit:{

    t: {max(0,x+y)}\[0f,1_deltas x];

    ex: 1+t?max t;

    en: last where 0=ex#t;

    x (en;ex-1)};

Answer: 6.04 7.92

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[Simon Tsang]

 

q) maxspread:{$[((x@1)-x@2)<(y@1)-y@2;y;x]}

q) findmax:{?[x>y;x;y]}

q) findmin:{?[x<y;x;y]}

q) reverse 1_maxspread/[3#0;{{{(z;min x; max y)}[findmax\[a@x;reverse a];findmin\[a@y-x+1;a];x]}[x;count a]}each til floor 0.5*count a]

6.09 7.97

 

Simon Tsang | Programmer Anaylst Advisory | Application Development – Fixed Income

Scotiabank | Global Wholesale and Wealth Technology
320 Bay St, 13^th floor, Toronto, Ontario, Canada   M5H 4A6

T  1.416.860-1764

simon...@scotiabank.com

www.scotiabank.com

Scotiabank is a business name used by The Bank of Nova Scotia

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[Jonathon McMurray]

getbest:{[l]

 d:l!max each {[l;x]n:l[x+til (count l)-x]; n where n > l[x]}[l] each til count l;

 t:(value d) - key d;

 ((key d) i),(value d) i:where t = max t

 }

q)getbest n

6.04 7.92

[Ryan McCarron]

{(c;x)[;b?max b:x-c:mins x]}

returns: 6.04 7.92

[Simon Tsang]

Sorry, forgot the handle the case so that we are not buying in the future.

 

Here’s the query:

 

q) maxspread:{$[(0f<y@1) and (0f<y@2) and ((x@1)-x@2)>(y@1)-y@2;y;x]}

q) findmax:{?[x>y;x;y]}

q) findmin:{?[x<y;x;y]}

q) 1_maxspread/[3#0;{{{buy:min x; sell:max y where y>buy;(z;buy;sell)}[findmax\[a@x;reverse a];findmin\[a@y-x+1;a];x]}[x;count a]}each til floor 0.5*count a]

6.43 7.62

 

Regards,

Simon Tsang | Programmer Anaylst Advisory | Application Development – Fixed Income

Scotiabank | Global Wholesale and Wealth Technology
320 Bay St, 13^th floor, Toronto, Ontario, Canada   M5H 4A6

T  1.416.860-1764

simon...@scotiabank.com

www.scotiabank.com

Scotiabank is a business name used by The Bank of Nova Scotia

 

To view this discussion on the web, visit https://groups.google.com/d/msgid/kdbtorq/A3A26B73B6B60C44B8CFF2B710E8986F37E3AB2B%40SCTORMAIL204.scglobal.ad.scotiacapital.com.

[Ben McElderry]

f:{[l] value exec from ([]l;a:reverse(maxs(reverse l))) where (a-l)=max(a-l)}

Gives an answer of 6.04 7.92

On Friday, November 4, 2016 at 10:51:11 AM UTC, TorQ Guru wrote:

[Simon Tsang]

Hi all,

 

I should also consider the case by finding the best buy from the sell, and the best sell from the buy:

 

q) maxspread:{$[(0f<y@1) and (0f<y@2) and ((x@1)-x@2)>(y@1)-y@2;y;x]}

q) findmax:{?[x>y;x;y]}

q) findmin:{?[x<y;x;y]}

q) 1_maxspread/[3#0;raze{{{buy:min x where x<last y;sell:max y where y>first x;((z;buy;first y);(z;first x;sell))}[findmin\[a@x;a];findmax\[a@y-x+1;a];x]}[x;count a]}each til floor 0.5*count a]

q) 6.02 7.92

To view this discussion on the web, visit https://groups.google.com/d/msgid/kdbtorq/A3A26B73B6B60C44B8CFF2B710E8986F37E3AB7D%40SCTORMAIL204.scglobal.ad.scotiacapital.com.

[Simon Tsang]

Still haven’t seen a right answer.

 

Anyway, here’s another shot:

 

q) 1_{$[((-). 1_x)>(-). 1_y;y;x]}/[3#0;{{{(z;x;max y where y>x)}[a@x;|\[a@y-x+1;a];x]}[x;count a]}each til floor 0.5*count a]

6.13 8

 

Regards,

Simon Tsang | Programmer Anaylst Advisory | Application Development – Fixed Income

Scotiabank | Global Wholesale and Wealth Technology
320 Bay St, 13^th floor, Toronto, Ontario, Canada   M5H 4A6

T  1.416.860-1764

simon...@scotiabank.com

www.scotiabank.com

Scotiabank is a business name used by The Bank of Nova Scotia

 

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[Jack Andrews]

simple approach. partitions x at all possible (til count x) points and finds the difference between extremes in partitions.  

//see x defined below

q)m d?min d:(-).'m:(min;max)@'/:(0,'til count x)_\:x

6.04 7.92

q)0N!`gain,7.92-6.04;           //check there's a gain

(`gain;1.88)

q)(x?6.04;last where x=7.92)    //check the trades aren't short

68 90

q)x:7.67 6.74 6.72 7.27 7.09 6.95 6.39 7.34 6.9 7.4 6.47 6.78 6.91 7.95 6.72 7.85 6.62 6.21 7.68 7.41 6.19 6.23 6.15 7.97 6.5 7.97 6.13 7.88 7.31 6.92 6.76 6.14 7.09 7.59 6.37 6.63 6.24 6.66 6.43 7.64 6.15 7.64 7.32 7.92 7.16 7.41 6.77 6.93 6.57 8 6.52 7.52 6.26 6.55 6.13 7.53 6.24 7.01 6.06 6.52 6.28 7.62 7.65 6.92 7.01 7.06 7.83 6.5 6.04 6.74 7.8 7.4 6.93 6.87 6.35 6.22 6.09 6.59 6.29 7.25 6.49 7.77 7.21 7.63 6.23 7.63 6.6 6.14 6.18 7.2 7.92 7.76 7.24 7.37 6.46 6.09 6.62 7.63 6.92 6.02

-

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[Jack Andrews]

nice

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[Ravi Raninga]

l:7.67 6.74 6.72 7.27 7.09 6.95 6.39 7.34 6.9 7.4 6.47 6.78 6.91 7.95 6.72 7.85 6.62 6.21 7.68 7.41 6.19 6.23 6.15 7.97 6.5 7.97 6.13 7.88 7.31 6.92 6.76 6.14 7.09 7.59 6.37 6.63 6.24 6.66 6.43 7.64 6.15 7.64 7.32 7.92 7.16 7.41 6.77 6.93 6.57 8 6.52 7.52 6.26 6.55 6.13 7.53 6.24 7.01 6.06 6.52 6.28 7.62 7.65 6.92 7.01 7.06 7.83 6.5 6.04 6.74 7.8 7.4 6.93 6.87 6.35 6.22 6.09 6.59 6.29 7.25 6.49 7.77 7.21 7.63 6.23 7.63 6.6 6.14 6.18 7.2 7.92 7.76 7.24 7.37 6.46 6.09 6.62 7.63 6.92 6.02;

d:()!();
{ls:l[til x];rs:l[x+til neg[x]+count l];d[max[rs]-min[ls]]:(max[rs];min[ls])} each til count l;
d max key d;

On Mon, Nov 7, 2016 at 2:20 PM, Ravi Raninga <ravi.r...@gmail.com> wrote:

l:7.67 6.74 6.72 7.27 7.09 6.95 6.39 7.34 6.9 7.4 6.47 6.78 6.91 7.95 6.72 7.85 6.62 6.21 7.68 7.41 6.19 6.23 6.15 7.97 6.5 7.97 6.13 7.88 7.31 6.92 6.76 6.14 7.09 7.59 6.37 6.63 6.24 6.66 6.43 7.64 6.15 7.64 7.32 7.92 7.16 7.41 6.77 6.93 6.57 8 6.52 7.52 6.26 6.55 6.13 7.53 6.24 7.01 6.06 6.52 6.28 7.62 7.65 6.92 7.01 7.06 7.83 6.5 6.04 6.74 7.8 7.4 6.93 6.87 6.35 6.22 6.09 6.59 6.29 7.25 6.49 7.77 7.21 7.63 6.23 7.63 6.6 6.14 6.18 7.2 7.92 7.76 7.24 7.37 6.46 6.09 6.62 7.63 6.92 6.02;

d:()!();
{ls:l[til x];rs:l[x+til neg[x]+count l];d[max[rs]-min[ls]]:(max[rs];min[ls])} each til count l;
d max key d;

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[AquaQMatt]

testlist:list

do[(count testlist)-1;diflist,:((max testlist) - testlist[0]);testlist:1_testlist]

sellp:max diflist + buyp:list[diflist?(max diflist)]

Probably not the fastest implementation. 

Ans: 6.04, 7.92