cash_flow_analysis 0.1.0 → 0.2.0

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data/README.md

@@ -1,5 +1,7 @@
 # CashFlowAnalysis
 
+[![Build Status](https://travis-ci.org/hightower/cash_flow_analysis.svg?branch=master)](https://travis-ci.org/hightower/cash_flow_analysis)
+
 Ruby implementation of various financial analysis functions.
 
 ## Installation
@@ -40,21 +42,6 @@ CashFlowAnalysis::Calculator::Payment.calculate(10000, 60, 0.025)
 # 323.5339590005929
 ```
 
-### XIRR
-
-Calculates the [XIRR](http://en.wikipedia.org/wiki/Internal_rate_of_return), assuming irregularly timed cash flows.
-
-```
-items = []
-items << OpenStruct.new(date: Date.new(2008, 1, 1), amount: -10000)
-items << OpenStruct.new(date: Date.new(2008, 3, 1), amount: 2750)
-items << OpenStruct.new(date: Date.new(2008, 10, 30), amount: 4250)
-items << OpenStruct.new(date: Date.new(2009, 2, 15), amount: 3250)
-items << OpenStruct.new(date: Date.new(2009, 4, 1), amount: 2750)
-CashFlowAnalysis::Calculator::Xirr.calculate(items)
-# 0.373362533517793504136316860945228...
-```
-
 ### XNPV
 
 Calculates the [XNPV](http://en.wikipedia.org/wiki/Net_present_value), assuming irregularly timed cash flows.

data/Rakefile

@@ -1,2 +1,13 @@
 require "bundler/gem_tasks"
+require "rspec/core/rake_task"
 
+desc "Run all specs in spec/"
+task :spec do
+  RSpec::Core::RakeTask.new(:spec) do |t|
+    t.fail_on_error = true
+    t.pattern = "./spec/**/*_spec.rb"
+    t.rspec_opts = %w[--color]
+  end
+end
+
+task default: [:spec]

data/cash_flow_analysis.gemspec

@@ -18,7 +18,7 @@ Gem::Specification.new do |spec|
   spec.executables   = spec.files.grep(%r{^exe/}) { |f| File.basename(f) }
   spec.require_paths = ["lib"]
 
-  spec.add_development_dependency "bundler", "~> 1.8"
+  spec.add_development_dependency "bundler", ">= 1.7"
   spec.add_development_dependency "pry", "~> 0"
   spec.add_development_dependency "rake", "~> 10.0"
   spec.add_development_dependency "rspec", "~> 3.2"

data/lib/cash_flow_analysis.rb

@@ -1,7 +1,4 @@
 require "cash_flow_analysis/version"
-require "cash_flow_analysis/calculation_error"
 require "cash_flow_analysis/calculator/cagr"
 require "cash_flow_analysis/calculator/payment"
-require "cash_flow_analysis/calculator/xirr"
 require "cash_flow_analysis/calculator/xnpv"
-require "cash_flow_analysis/util/objective_function"

data/lib/cash_flow_analysis/version.rb

@@ -1,3 +1,3 @@
 module CashFlowAnalysis
-  VERSION = "0.1.0"
+  VERSION = "0.2.0"
 end

metadata

@@ -1,29 +1,29 @@
 --- !ruby/object:Gem::Specification
 name: cash_flow_analysis
 version: !ruby/object:Gem::Version
-  version: 0.1.0
+  version: 0.2.0
 platform: ruby
 authors:
 - Hightower
 autorequire: 
 bindir: exe
 cert_chain: []
-date: 2015-03-06 00:00:00.000000000 Z
+date: 2015-03-09 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: bundler
   requirement: !ruby/object:Gem::Requirement
     requirements:
-    - - "~>"
+    - - ">="
       - !ruby/object:Gem::Version
-        version: '1.8'
+        version: '1.7'
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
-    - - "~>"
+    - - ">="
       - !ruby/object:Gem::Version
-        version: '1.8'
+        version: '1.7'
 - !ruby/object:Gem::Dependency
   name: pry
   requirement: !ruby/object:Gem::Requirement
@@ -85,12 +85,9 @@ files:
 - bin/setup
 - cash_flow_analysis.gemspec
 - lib/cash_flow_analysis.rb
-- lib/cash_flow_analysis/calculation_error.rb
 - lib/cash_flow_analysis/calculator/cagr.rb
 - lib/cash_flow_analysis/calculator/payment.rb
-- lib/cash_flow_analysis/calculator/xirr.rb
 - lib/cash_flow_analysis/calculator/xnpv.rb
-- lib/cash_flow_analysis/util/objective_function.rb
 - lib/cash_flow_analysis/version.rb
 homepage: https://github.com/hightower/cash_flow_analysis
 licenses:

data/lib/cash_flow_analysis/calculation_error.rb

@@ -1,8 +0,0 @@
-module CashFlowAnalysis
-  class CalculationError < StandardError
-    def initializer(error)
-      @cause = cause
-      super "An error occurred performing the calculation. See the cause property for further information"
-    end
-  end
-end

data/lib/cash_flow_analysis/calculator/xirr.rb

@@ -1,29 +0,0 @@
-require "bigdecimal/newton"
-
-module CashFlowAnalysis
-  module Calculator
-    module Xirr
-      extend Newton
-
-      # Calculates the {http://en.wikipedia.org/wiki/Internal_rate_of_return XIRR}, assuming irregularly timed cash flows.
-      #
-      # @param cash_flow_items [Array] items which have `#date` ([Date]) and `#amount` ([Numeric]) properties
-      # @return [Numeric] the XIRR for the cash flow
-      def self.calculate(cash_flow_items)
-        return nil if cash_flow_items.map(&:amount).none? { |amount| amount >= 0 }
-        return nil if cash_flow_items.map(&:amount).none? { |amount| amount < 0 }
-
-        objective_function = Util::ObjectiveFunction.new(Xnpv, cash_flow_items)
-        discount_rate_vector = [objective_function.one]
-
-        begin
-          nlsolve(objective_function, discount_rate_vector)
-        rescue RuntimeError => ex
-          raise CalculationError.new(ex)
-        end
-
-        discount_rate_vector.first
-      end
-    end
-  end
-end

data/lib/cash_flow_analysis/util/objective_function.rb

@@ -1,39 +0,0 @@
-module CashFlowAnalysis
-  module Util
-    class ObjectiveFunction
-      def eps
-        BigDecimal.new("1.0e-16")
-      end
-
-      def zero
-        BigDecimal.new("0.0")
-      end
-
-      def one
-        BigDecimal.new("1.0")
-      end
-
-      def two
-        BigDecimal.new("2.0")
-      end
-
-      def ten
-        BigDecimal.new("10.0")
-      end
-
-      def initialize(calculator, cash_flow_items)
-        @calculator = calculator
-        @cash_flow_items = cash_flow_items
-      end
-
-      def values(discount_rates)
-        [calculator.calculate(discount_rates.first.round(15), cash_flow_items)]
-      end
-
-      private
-
-      attr_reader :calculator
-      attr_reader :cash_flow_items
-    end
-  end
-end