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].
