fast_xirr 1.0.0 → 1.0.2

checksums.yaml

@@ -1,7 +1,7 @@
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data/README.md

@@ -107,12 +107,12 @@ To build the gem from the source code, follow these steps:
     gem build fast_xirr.gemspec
     ```
 
-    This will create a `.gem` file in the directory, such as `fast_xirr-1.0.0.gem`.
+    This will create a `.gem` file in the directory, such as `fast_xirr-1.x.x.gem`.
 
 3. **Install the Gem Locally**:
 
     ```bash
-    gem install ./fast_xirr-1.0.0.gem
+    gem install ./fast_xirr*.gem
     ```
 
 ### Testing the Gem

data/ext/fast_xirr/bisection.c

@@ -20,6 +20,11 @@
 double bisection_method(CashFlow *cashflows, long long count, double tol, long long max_iter, double low, double high) {
     double mid, f_low, f_mid, f_high;
 
+    //If cashflows are empty, return 0
+    if (count == 0) {
+        return 0.0;
+    }
+
     // Calculate the NPV at the boundaries of the interval
     f_low = npv(low, cashflows, count, cashflows[0].date);
     f_high = npv(high, cashflows, count, cashflows[0].date);

data/ext/fast_xirr/brent.c

@@ -18,6 +18,11 @@
  * @return The estimated root (XIRR) or NAN if it fails to converge.
  */
 double brent_method(CashFlow *cashflows, long long count, double tol, long long max_iter, double low, double high) {
+    //If cashflows are empty, return 0
+    if (count == 0) {
+        return 0.0;
+    }
+
     // Calculate the NPV at the boundaries of the interval
     double fa = npv(low, cashflows, count, cashflows[0].date);
     double fb = npv(high, cashflows, count, cashflows[0].date);

data/ext/fast_xirr/common.c

@@ -66,13 +66,12 @@ int find_bracketing_interval(CashFlow *cashflows, long long count, double *low,
     }
 
     // Extend the search range if no interval is found within the initial range
-    step = 10.0;
-    for (double rate = max_rate + step; rate <= 10000.0; rate += step) {
+    for (double rate = max_rate; rate <= 1e300; rate *= 1.5) {
         double npv_rate = npv(rate, cashflows, count, min_date);
 
         // Check if the function values at consecutive rates have opposite signs
         if (npv_min_rate * npv_rate < 0) {
-            *low = rate - step;
+            *low = rate / 1.5;
             *high = rate;
             return 1;
         }

data/lib/fast_xirr/version.rb

@@ -1,4 +1,4 @@
 module FastXirr
-  VERSION = "1.0.0"
+  VERSION = "1.0.2"
 end
 

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: fast_xirr
 version: !ruby/object:Gem::Version
-  version: 1.0.0
+  version: 1.0.2
 platform: ruby
 authors:
 - Matias Martini
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2024-07-03 00:00:00.000000000 Z
+date: 2024-08-21 00:00:00.000000000 Z
 dependencies: []
 description: A gem to calculate the XIRR using a C extension for performance.
 email: