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1147

answers:

2

I am learning Scala and exploring some of the functional aspects of the language.

Starting with a list of objects containing two parameters notional and currency, how can I aggregate the total notional per currency?

//sample data
val t1 = new Trade("T150310", 10000000, "GBP");
val t2 = new Trade("T150311", 10000000, "JPY");
val t3 = new Trade("T150312", 10000000, "USD");
val t4 = new Trade("T150313", 100, "JPY");
val t5 = new Trade("T150314", 1000, "GBP");
val t6 = new Trade("T150315", 10000, "USD");

val trades = List(t1, t2, t3, t4, t5, t6);
+1  A: 

I wrote a simple group-by operation (actually a Groupable trait with an implicit conversion from an Iterable) which would allow you to group your trades by their currency:

trait Groupable[V] extends Iterable[V] {
  def groupBy(f: V => K): MultiMap[K, V] = {
    val m = new mutable.HashMap[K, Set[V]] with mutable.MultiMap[K, V]
    foreach { v => m add (f(v), v) } //add is defined in MultiMap
    m
  }
}
implicit def it2groupable(it: Iterable[V]): Groupable[V] = new Groupable[V] {
  def elements = it.elements
}

So Groupable is simply providing a way to extract a key from each item in an Iterable and then grouping all such items which have the same key. So, in your case:

//mm is a MultiMap[Currency, Trade]
val mm = trades groupBy { _.currency }

You can now do a quite simple mapElements (mm is a Map) and a foldLeft (or /: - well worth understanding the foldLeft operator as it enables extremely concise aggregations over collections) to get the sum:

val sums: Map[Currency, Int] = mm mapElements { ts => 
    (0 /: ts) { (sum,t) => sum + t.notional } 
}

Apologies if I've made some mistakes in that last line. ts are the values of mm, which are (of course) Iterable[Trade].

oxbow_lakes
Sorry, for some reason I read "Trade" but heard "Tuple" in my original answer. I've edited it now!
oxbow_lakes
+5  A: 

If you use trunk the machinery is already there. groupBy is defined on Traversable and sum can be applied directly to the list, you don't have to write a fold.

scala> trades groupBy (_.currency) map { case (k,v) => k -> (v map (_.amount) sum) }
res1: Iterable[(String, Int)] = List((GBP,10001000), (JPY,10000100), (USD,10010000))
extempore
Is that coming in 2.8?
oxbow_lakes
And can you explain where the sum function is coming from?
oxbow_lakes
Yes, what is trunk now is what 2.8 will be. The sum method is defined on NumericTraversableOps - which is not a class you need to know anything about - but it basically adds methods to Traversable by way of implicit based on the presence of a Numeric[T], which itself defines "add" so sum can be generically defined.
extempore
The last comment is a bit out of date, as `sum` is now defined on ` TraversableTemplate`.
Daniel