finrb 0.1.9 → 0.1.11

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

@@ -1,5 +1,15 @@
 # finrb changelog
 
+## 0.1.11
+
+- fix activesupport configurable deprecation (thanks to @schinery)
+- bump gem versions
+
+## 0.1.10
+
+- bump gem versions
+- sanitize Float/BigDecimal return from Utils model, assert Flt::DecNum return type across.
+
 ## 0.1.9
 
 - bump gem versions
@@ -21,7 +31,7 @@
 
 ## 0.1.4
 
-- transactions rails fix
+- transactions rails fix (thanks to @MattHall)
 - rm ruby 3.0 support
 
 ## 0.1.2

data/lib/finrb/cashflows.rb

@@ -100,12 +100,7 @@ module Finrb
     def xirr(guess = nil)
       # Make sure we have a valid sequence of cash flows.
       positives, negatives = partition { |t| t.amount >= 0 }
-      if positives.empty? || negatives.empty?
-        raise(
-          ArgumentError,
-          'Calculation does not converge. Cashflow needs to have a least one positive and one negative value.'
-        )
-      end
+      raise(ArgumentError, 'Calculation does not converge. Cashflow needs to have a least one positive and one negative value.') if positives.empty? || negatives.empty?
 
       func = Function.new(self, :xnpv)
       rate = [valid(guess)]

data/lib/finrb/config.rb

@@ -1,11 +1,14 @@
 # frozen_string_literal: true
 
 module Finrb
-  include ActiveSupport::Configurable
+  Config = Struct.new(:eps, :guess, :business_days, :periodic_compound)
+  private_constant :Config
 
-  default_values = { eps: '1.0e-16', guess: 1.0, business_days: false, periodic_compound: false }
+  def self.config
+    @config ||= Config.new(eps: '1.0e-16', guess: 1.0, business_days: false, periodic_compound: false)
+  end
 
-  default_values.each do |key, value|
-    config.__send__(:"#{key.to_sym}=", value)
+  def self.configure
+    yield(config)
   end
 end

data/lib/finrb/rates.rb

@@ -8,6 +8,7 @@ module Finrb
   # @api public
   class Rate
     include Comparable
+
     # Accepted rate types
     TYPES = { apr: 'effective', apy: 'effective', effective: 'effective', nominal: 'nominal' }.freeze
     public_constant :TYPES

data/lib/finrb/utils.rb

@@ -1,5 +1,6 @@
 # frozen_string_literal: true
 
+require 'active_support'
 require 'active_support/core_ext/array/wrap'
 require_relative 'decimal'
 require 'bigdecimal'
@@ -220,7 +221,7 @@ module Finrb
 
       raise(FinrbError, 't should be larger than 1') if t < 2
 
-      ddb = [0] * t
+      ddb = [Flt::DecNum(0)] * t
       ddb[0] = cost * 2 / t
       if cost - ddb.first <= rv
         ddb[0] = cost - rv
@@ -319,7 +320,7 @@ module Finrb
 
       root = [BigDecimal(((upper - lower) / 2).to_s)]
       nlsolve(nlfunc, root)
-      root.first
+      Flt::DecNum(root.first)
     end
 
     # Convert stated annual rate to the effective annual rate
@@ -360,7 +361,7 @@ module Finrb
     def self.ear2bey(ear:)
       ear = Flt::DecNum(ear.to_s)
 
-      ((((ear + 1)**0.5) - 1) * 2)
+      (((ear + 1).sqrt - 1) * 2)
     end
 
     # Computing HPR, the holding period return
@@ -500,7 +501,6 @@ module Finrb
         raise(FinrbError, 'Error: type should be 0 or 1!')
       else
         (pmt / r * (((r + 1)**n) - 1)) * ((r + 1)**type) * -1
-
       end
     end
 
@@ -550,7 +550,7 @@ module Finrb
       r = Array.wrap(r).map { |value| Flt::DecNum(value.to_s) }
 
       rs = r.map { |value| value + 1 }
-      ((rs.reduce(:*)**(1.to_f / rs.size)) - 1)
+      ((rs.reduce(:*)**(Flt::DecNum(1) / rs.size)) - 1)
     end
 
     # gross profit margin -- Evaluate a company's financial performance
@@ -573,7 +573,7 @@ module Finrb
     def self.harmonic_mean(p:)
       p = Array.wrap(p).map { |value| Flt::DecNum(value.to_s) }
 
-      (1.to_f / (p.sum { |val| 1.to_f / val } / p.size))
+      (Flt::DecNum(1) / (p.sum { |val| Flt::DecNum(1) / val } / p.size))
     end
 
     # Computing HPR, the holding period return
@@ -647,7 +647,7 @@ module Finrb
 
       root = [0]
       nlsolve(nlfunc, root)
-      root.first
+      Flt::DecNum(root.first)
     end
 
     # calculate the net increase in common shares from the potential exercise of stock options or warrants
@@ -717,8 +717,7 @@ module Finrb
       if type != 0 && type != 1
         raise(FinrbError, 'Error: type should be 0 or 1!')
       else
-        (((fv * r) - (pmt * ((r + 1)**type))) * -1 / ((pv * r) + (pmt * ((r + 1)**type)))).to_dec.log / (r + 1).to_dec.log
-
+        (((fv * r) - (pmt * ((r + 1)**type))) * Flt::DecNum(-1) / ((pv * r) + (pmt * ((r + 1)**type)))).to_dec.log / (r + 1).to_dec.log
       end
     end
 
@@ -774,7 +773,7 @@ module Finrb
       if type != 0 && type != 1
         raise(FinrbError, 'Error: type should be 0 or 1!')
       else
-        (pv + (fv / ((r + 1)**n))) * r / (1 - (1.to_f / ((r + 1)**n))) * -1 * ((r + 1)**(type * -1))
+        (pv + (fv / ((r + 1)**n))) * r / (1 - (Flt::DecNum(1) / ((r + 1)**n))) * -1 * ((r + 1)**(type * -1))
       end
     end
 
@@ -801,7 +800,6 @@ module Finrb
         raise(FinrbError, 'Error: type should be 0 or 1!')
       else
         Finrb::Utils.pv_simple(r:, n:, fv:) + Finrb::Utils.pv_annuity(r:, n:, pmt:, type:)
-
       end
     end
 
@@ -825,8 +823,7 @@ module Finrb
       if type != 0 && type != 1
         raise(FinrbError, 'Error: type should be 0 or 1!')
       else
-        (pmt / r * (1 - (1.to_f / ((r + 1)**n)))) * ((r + 1)**type) * -1
-
+        (pmt / r * (1 - (Flt::DecNum(1) / ((r + 1)**n)))) * ((r + 1)**type) * -1
       end
     end
 
@@ -856,7 +853,6 @@ module Finrb
         raise(FinrbError, 'Error: g is not smaller than r!')
       else
         (pmt / (r - g)) * ((r + 1)**type) * -1
-
       end
     end
 
@@ -952,7 +948,7 @@ module Finrb
       pmt = Flt::DecNum(pmt.to_s)
       pv = Flt::DecNum(pv.to_s)
 
-      (pmt * -1 / pv)
+      (pmt * Flt::DecNum(-1) / pv)
     end
 
     # Computing Sampling error
@@ -1041,14 +1037,14 @@ module Finrb
       r = ev.size
       s = bv.size
       t = cfr.size
-      wr = 1
+      wr = Flt::DecNum(1)
       if r != s || r != t || s != t
         raise(FinrbError, 'Different number of values!')
       else
         (0...r).each do |i|
           wr *= (Finrb::Utils.hpr(ev: ev[i], bv: bv[i], cfr: cfr[i]) + 1)
         end
-        ((wr**(1.to_f / r)) - 1)
+        ((wr**(Flt::DecNum(1) / r)) - 1)
       end
     end
 

data/lib/finrb.rb

@@ -1,6 +1,6 @@
 # frozen_string_literal: true
 
-require 'active_support/configurable'
+require 'active_support'
 require 'finrb/cashflows'
 require 'finrb/config'
 require 'finrb/decimal'

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: finrb
 version: !ruby/object:Gem::Version
-  version: 0.1.9
+  version: 0.1.11
 platform: ruby
 authors:
 - Nadir Cohen
@@ -65,6 +65,34 @@ dependencies:
     - - ">="
       - !ruby/object:Gem::Version
         version: '0'
+- !ruby/object:Gem::Dependency
+  name: amazing_print
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: ostruct
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
 - !ruby/object:Gem::Dependency
   name: pry
   requirement: !ruby/object:Gem::Requirement
@@ -235,7 +263,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.6.9
+rubygems_version: 4.0.8
 specification_version: 4
 summary: Ruby gem for financial calculations/modeling
 test_files: []