Position example (using monoid)

imperial-position.scala

object Positions {
  trait Investment
  trait Position {
    def investment: Investment
    def tradingPnL: Option[Double]
    def inventoryPnL: Option[Double]
    final def totalPnL = inventoryPnL → tradingPnL
  }

  import Monoid._
  import Monoid.Syntax._
  class TraversableW[A](cc: Traversable[A]) {
    def msum(implicit m: Monoid[A]): A = (m.identity /: cc)(m.mplus)
  }
  implicit def Traversable_Is_TraversableW[A](cc: Traversable[A]) = new TraversableW[A](cc)

  case class Position0(investment: Investment, tradingPnL: Option[Double] = None, inventoryPnL: Option[Double] = None) extends Position

  def main(args: Array[String]) {
    object Vod extends Investment
    object Msft extends Investment
    object Ibm extends Investment
    val posns = Position0(Vod, tradingPnL = Some(123)) :: Position0(Msft, inventoryPnL = Some(234)) :: Position0(Ibm, tradingPnL = Some(456), inventoryPnL = Some(567)) :: Nil
    println( (posns map (_.totalPnL)).msum )

    val petesBook = ((Position0(Vod, tradingPnL = Some(123)) :: Position0(Msft, inventoryPnL = Some(234)) :: Nil) map (p => p.investment -> p)).toMap
    val davesBook = ((Position0(Ibm, tradingPnL = Some(567)) :: Position0(Msft, inventoryPnL = Some(234), tradingPnL = Some(876)) :: Nil) map (p => p.investment -> p)).toMap

    println( petesBook mapValues (_.totalPnL) mplus (davesBook mapValues (_.totalPnL)) )
  }

}