//================================================================C
//  2株式のリスク、リターン及び相関係数の計算
//    Input File:  M-6501.txt & M-9613 : プログラムと同じディレクトリ
//    Output File: P1-out.txt    : プログラムと同じディレクトリ
//----------------------------------------------------------------C
//    javac Correlation.java  : classファイルの作成
//    java Correlation        : 実行
//----------------------------------------------------------------C
//    Written by Yasunori Ushiro (後　保範),  2011/11/09
//        ( Waseda University, 早稲田大学 ) 
//================================================================C
import java.io.*;
import java.util.*;
public class Correlation
{ static String code1="6501", code2="9613";
  public static double marume(double x, int n, int id)
   { double y, nd, s;
     nd = n;
//  id=1 --> % value (y=100*x)
     if (id == 1) { nd = n/100; }
     s = 0.5;
     if (x < 0.0) { s = -0.5; }
     y = (double)( (int)(x*n + s) ) / nd;
     return y;
   }
  public static void main (String[] args) throws Exception  
   { String s, std;
     int i, k, n, n12, NO;
     int input1[][] = new int[2][300];
     int input2[][] = new int[2][300];
     int data1[][]  = new int[2][300];
     int data2[][]  = new int[2][300];
     double ret[][] = new double[2][300];
     double myu[]   = new double[2];
     double sigm[]  = new double[2];
     double r, r1;
//  Input File
     FileInputStream fi1 = new FileInputStream("M-"+code1+".txt");
     InputStreamReader in1 = new InputStreamReader(fi1);
     BufferedReader b1 = new BufferedReader(in1);
     FileInputStream fi2 = new FileInputStream("M-"+code2+".txt");
     InputStreamReader in2 = new InputStreamReader(fi2);
     BufferedReader b2 = new BufferedReader(in2);
//  Output File
     FileOutputStream fo = new FileOutputStream("P1-out.txt");
     PrintWriter q = new PrintWriter(fo,true);
//  File-1 Read
     n = 0; 
     while ( (s = b1.readLine()) != null)
      {	StringTokenizer st1 = new StringTokenizer(s);
        NO = 0;
        while (st1.hasMoreTokens())
         { std = st1.nextToken();
           if(NO==1) { input1[0][n] = Integer.parseInt(std); }
           if(NO==4) { input1[1][n] = Integer.parseInt(std); }
           NO++; 
         }
        n++;
      }
//  File-2 Read
     n = 0; 
     while ( (s = b2.readLine()) != null)
      {	StringTokenizer st2 = new StringTokenizer(s);
        NO = 0;
        while (st2.hasMoreTokens())
         { std = st2.nextToken();
           if(NO==1) { input2[0][n] = Integer.parseInt(std); }
           if(NO==4) { input2[1][n] = Integer.parseInt(std); }
           NO++;
         }
        n++;
      }
//  データを日付の昇順にし、月別リターンとリターン(平均)を計算
     myu[0] = 0.0;  myu[1] = 0.0;
     for (i=0; i<n; i++)
      { data1[0][n-i-1] = input1[0][i];
        data1[1][n-i-1] = input1[1][i];
        data2[0][n-i-1] = input2[0][i];
        data2[1][n-i-1] = input2[1][i];
        ret[0][i] = (double)(input1[1][i] - input1[0][i])
                          / (double)input1[0][i]; 
        ret[1][i] = (double)(input2[1][i] - input2[0][i])
                          / (double)input2[0][i];
        myu[0]   += ret[0][i];
        myu[1]   += ret[1][i];
      }
     myu[0] /= (double)n;
     myu[1] /= (double)n;
//　リスク（標準偏差）、相関係数の計算
     sigm[0] = 0.0;  sigm[1] = 0.0; 
     r1 = 0.0;
     for (i=0; i<n; i++)
      { sigm[0] += (ret[0][i] - myu[0])*(ret[0][i] - myu[0]);
        sigm[1] += (ret[1][i] - myu[1])*(ret[1][i] - myu[1]);
        r1      += (ret[0][i] - myu[0])*(ret[1][i] - myu[1]);
      }
     r = r1 / Math.sqrt(sigm[0]*sigm[1]);
     sigm[0] = Math.sqrt(sigm[0] / (double)(n-1) );
     sigm[1] = Math.sqrt(sigm[1] / (double)(n-1) );
//  Output
     myu[0] = marume(myu[0], 10000, 1);
     myu[1] = marume(myu[1], 10000, 1);
     sigm[0] = marume(sigm[0], 10000, 1);  
     sigm[1] = marume(sigm[1], 10000, 1);
     r = marume(r, 1000, 0);
     q.println("株価コード; "+code1+" "+code2);
     q.println("リターン(%): "+myu[0]+" "+myu[1]);
     q.println("リスク(%): "+sigm[0]+" "+sigm[1]);
     q.println("　相関係数: "+r);
   }
}