//================================================================C
//  2株式のリスク、リターン及び相関係数の計算
//    Input File:  P-code.txt  : プログラムと同じディレクトリ
//                 株価コード(20件以内)を記載
//    Output File: P2-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 MCorrelation
{ 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, code;
     String[] Ary, Wk;
     int i, j, k, n, NO, sno;
     int start, end;
     String scode[] = new String[20];
     double ret[][] = new double[20][300];
     double myu[]  = new double[20];
     double sigm[] = new double[20];
     double rr[][] = new double[20][20];
//  Input stock-code
      FileInputStream fic = new FileInputStream("P-code.txt");
      InputStreamReader inc = new InputStreamReader(fic);
      BufferedReader bc = new BufferedReader(inc);
//  Output File
     FileOutputStream fo = new FileOutputStream("P2-out.txt");
     PrintWriter q = new PrintWriter(fo,true);
//  Main loop
     sno = 0;  n = 0;
     for (k=0; k<20; k++)
      { String incode = bc.readLine();
        if ( incode== null ) { break; }
        Wk = incode.split(" ");
        Ary = Wk[0].split("　");
        code = Ary[0];
        scode[k] = code;
//  Stock file 
        FileInputStream fi = new FileInputStream("M-"+code+".txt");
        InputStreamReader in = new InputStreamReader(fi);
        BufferedReader b = new BufferedReader(in);
        int nn = 0;
//  file read and 月別リターン(ret)の計算
        while ( (s = b.readLine()) != null)
         { StringTokenizer st = new StringTokenizer(s);
           NO = 0;
           start = end = 0;
           while (st.hasMoreTokens())
            { std = st.nextToken();
              if(NO==1) { start = Integer.parseInt(std); }
              if(NO==4) { end   = Integer.parseInt(std); }
              NO++; 
            }
           ret[k][nn] = (double)(end - start) / (double)start;
           nn++;
         }
        sno++;
        n = nn;
      }
//  各株のリターンの計算
     for (k=0; k<sno; k++)
       { myu[k] = 0.0;
         for (i=0; i<n; i++)
          { myu[k] += ret[k][i]; }
         myu[k] /= (double)n;
       }
//  各株のリスクの計算
     for (k=0; k<sno; k++)
      { sigm[k] = 0.0;
        for (i=0; i<n; i++)
         { double val = (ret[k][i] - myu[k]);
           sigm[k] += val*val;
         }
      }
//  相関係数の計算
     for (k=0; k<sno; k++)
      { for (j=0; j<=k; j++)
         { double r = 0.0;
           for (i=0; i<n; i++)
            { double v1 = (ret[k][i] - myu[k]);
              double v2 = (ret[j][i] - myu[j]);
              r += v1*v2;
            }
           rr[k][j] = r / Math.sqrt(sigm[k]*sigm[j]);
         }
      }
     for (k=0; k<sno; k++)
      { sigm[k] = Math.sqrt(sigm[k] / (double)(n-1) ); }
//  Output
     q.println("コード リターン(%) リスク(%)");
     for (k=0; k<sno; k++)
      { myu[k] = marume(myu[k], 10000, 1);
        sigm[k] = marume(sigm[k], 10000, 1);
        q.println("  "+scode[k]+"    "+myu[k]+"    "+sigm[k]);
      } 
     q.println("相関係数");
     q.print("コード");
     for (i=0; i<sno; i++)
      { q.print("  "+scode[i]); }
     q.println();
     for (k=0; k<sno; k++)
      { q.print("  "+scode[k]);
        for (i=0; i<=k; i++)
         { double rw = marume(rr[k][i], 1000, 0);
           q.print("  "+rw);
         }
        q.println();
      }
   }
}