xirr 0.2.9 → 0.3.0

checksums.yaml

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

@@ -1,3 +1,7 @@
+## Version 0.3.0
+
+* Moved XNPV function to C.
+
 ## Version 0.2.9
 
 * Cashflow validation excludes zeros

data/lib/xirr/base.rb

@@ -3,6 +3,7 @@ module Xirr
   #  Base module for XIRR calculation Methods
   module Base
     extend ActiveSupport::Concern
+    require 'inline'
     attr_reader :cf
 
     # @param cf [Cashflow]
@@ -22,9 +23,18 @@ module Xirr
     # @param rate [BigDecimal]
     def xnpv(rate)
       cf.inject(0) do |sum, t|
-        sum += t.amount / (1 + rate) ** t_in_days(t.date)
+        # sum += t.amount / (1 + rate) ** t_in_days(t.date)
+        sum += xnpv_c rate, t.amount, t_in_days(t.date)
       end
     end
 
+    inline do |builder|
+      builder.include "<math.h>"
+      builder.c "
+        double xnpv_c(double rate, double amount, double days) {
+          return amount / pow(1 + rate, days);
+        }"
+    end
+
   end
 end

data/lib/xirr/bisection.rb

@@ -8,7 +8,8 @@ module Xirr
     # @return [BigDecimal]
     # @param midpoint [Float]
     # An initial guess rate will override the {Cashflow#irr_guess}
-    def xirr(midpoint = nil)
+    def xirr(midpoint = nil, c_method = :normal)
+      @c_method = c_method
 
       # Initial values
       left = [BigDecimal.new(-0.99, Xirr::PRECISION), cf.irr_guess].min

data/lib/xirr/newton_method.rb

@@ -49,6 +49,5 @@ module Xirr
       nlsolve(func, rate)
       rate[0].round Xirr::PRECISION
     end
-
   end
-end
+end

data/lib/xirr/version.rb

@@ -1,4 +1,4 @@
 module Xirr
   # Version of the Gem
-  VERSION = "0.2.9"
+  VERSION = "0.3.0"
 end

data/test/test_helper.rb

@@ -25,7 +25,14 @@ require_relative 'lib/xirr/newton_method.rb'
 require_relative 'lib/xirr/cashflow.rb'
 require_relative 'lib/xirr/transaction.rb'
 include Xirr
-  cf = Cashflow.new
+  @x = Cashflow.new
+      @x << Transaction.new(-10000.0, :date => Date.new(2014,4,15))
+      @x << Transaction.new(-10000.0, :date => Date.new(2014,04,16))
+      @x << Transaction.new(305.6, :date => Date.new(2014,05,16))
+      @x << Transaction.new(9800.07, :date => Date.new(2014,06,15))
+      @x << Transaction.new(5052.645, :date => Date.new(2014,06,15))
+@x.xirr
+
   cf << Transaction.new(1000000, date: Date.today - 180)
   cf << Transaction.new(-2200000, date: Date.today - 60)
   cf << Transaction.new(-800000, date: Date.today - 30)

data/xirr.gemspec

@@ -23,6 +23,7 @@ Gem::Specification.new do |spec|
 
   spec.required_ruby_version = '>=2.0'
   spec.add_dependency 'activesupport', '~> 4.0'
+  spec.add_dependency 'RubyInline', '> 3'
   spec.add_development_dependency 'minitest', '~> 5.4'
   spec.add_development_dependency 'coveralls', '~> 0'
 

metadata

@@ -1,83 +1,97 @@
 --- !ruby/object:Gem::Specification
 name: xirr
 version: !ruby/object:Gem::Version
-  version: 0.2.9
+  version: 0.3.0
 platform: ruby
 authors:
 - tubedude
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2014-08-21 00:00:00.000000000 Z
+date: 2014-11-10 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: bundler
   requirement: !ruby/object:Gem::Requirement
     requirements:
-    - - ~>
+    - - "~>"
       - !ruby/object:Gem::Version
         version: '1.6'
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
-    - - ~>
+    - - "~>"
       - !ruby/object:Gem::Version
         version: '1.6'
 - !ruby/object:Gem::Dependency
   name: rake
   requirement: !ruby/object:Gem::Requirement
     requirements:
-    - - ~>
+    - - "~>"
       - !ruby/object:Gem::Version
         version: '10'
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
-    - - ~>
+    - - "~>"
       - !ruby/object:Gem::Version
         version: '10'
 - !ruby/object:Gem::Dependency
   name: activesupport
   requirement: !ruby/object:Gem::Requirement
     requirements:
-    - - ~>
+    - - "~>"
       - !ruby/object:Gem::Version
         version: '4.0'
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
-    - - ~>
+    - - "~>"
       - !ruby/object:Gem::Version
         version: '4.0'
+- !ruby/object:Gem::Dependency
+  name: RubyInline
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">"
+      - !ruby/object:Gem::Version
+        version: '3'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">"
+      - !ruby/object:Gem::Version
+        version: '3'
 - !ruby/object:Gem::Dependency
   name: minitest
   requirement: !ruby/object:Gem::Requirement
     requirements:
-    - - ~>
+    - - "~>"
       - !ruby/object:Gem::Version
         version: '5.4'
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
-    - - ~>
+    - - "~>"
       - !ruby/object:Gem::Version
         version: '5.4'
 - !ruby/object:Gem::Dependency
   name: coveralls
   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'
 description: Calculates IRR of a Cashflow, simillar to Excels, XIRR formula, but using
@@ -88,9 +102,9 @@ executables: []
 extensions: []
 extra_rdoc_files: []
 files:
-- .coveralls.yml
-- .gitignore
-- .travis.yml
+- ".coveralls.yml"
+- ".gitignore"
+- ".travis.yml"
 - CHANGE_LOG.md
 - Gemfile
 - LICENSE.txt
@@ -118,17 +132,17 @@ require_paths:
 - lib
 required_ruby_version: !ruby/object:Gem::Requirement
   requirements:
-  - - '>='
+  - - ">="
     - !ruby/object:Gem::Version
       version: '2.0'
 required_rubygems_version: !ruby/object:Gem::Requirement
   requirements:
-  - - '>='
+  - - ">="
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
 rubyforge_project: 
-rubygems_version: 2.0.14
+rubygems_version: 2.2.2
 signing_key: 
 specification_version: 4
 summary: Calculates XIRR (Bisection and Newton method) of a cashflow