xirr 0.3.0 → 0.3.1

checksums.yaml

@@ -1,7 +1,7 @@
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data/.travis.yml

@@ -1,6 +1,6 @@
 language: ruby
 rvm:
-  - '2.1.2'
+  - '2.1.5'
   - '2.0.0'
 #  - '1.9.3'
 script:

data/CHANGE_LOG.md

@@ -1,3 +1,7 @@
+## Version 0.3.1
+
+* Added fallback to secondary calculation method.
+
 ## Version 0.3.0
 
 * Moved XNPV function to C.

data/lib/xirr/base.rb

@@ -19,8 +19,9 @@ module Xirr
       (date - cf.min_date) / Xirr::DAYS_IN_YEAR
     end
 
-    # Net Present Value funtion that will be used to reduce the cashflow
+    # Net Present Value function that will be used to reduce the cashflow
     # @param rate [BigDecimal]
+    # @return [BigDecimal]
     def xnpv(rate)
       cf.inject(0) do |sum, t|
         # sum += t.amount / (1 + rate) ** t_in_days(t.date)
@@ -28,13 +29,13 @@ module Xirr
       end
     end
 
-    inline do |builder|
-      builder.include "<math.h>"
-      builder.c "
+    inline { |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

@@ -32,7 +32,8 @@ module Xirr
 
       # If enabled, will retry XIRR with NewtonMethod
       if Xirr::FALLBACK && right_limit_reached?(midpoint)
-        return NewtonMethod.new(cf).xirr
+        # return NewtonMethod.new(cf).xirr
+        return nil
       end
 
       return midpoint.round Xirr::PRECISION

data/lib/xirr/cashflow.rb

@@ -49,10 +49,10 @@ module Xirr
     # @param guess [Float]
     # @param method [Symbol]
     # @return [Float]
-    # Finds the XIRR according to the method provided. Default to Bisection
+    # Finds the XIRR according to the method provided.
     def xirr_with_exception(guess = nil, method = Xirr.config.default_method)
       if valid?
-        choose_(method).send :xirr, guess
+        choose_(method).send(:xirr, guess) || choose_(method == :newton_method ? :bisection : :newton_method).send(:xirr, guess)
       else
         raise ArgumentError, invalid_message
       end
@@ -103,7 +103,7 @@ module Xirr
     # @api private
     # Sorts the {Cashflow} by date ascending
     #   and finds the signal of the first transaction.
-    # This implies the first transaction is a disembursement
+    # This implies the first transaction is a disbursement
     # @return [Integer]
     def first_transaction_direction
       self.sort! { |x, y| x.date <=> y.date }
@@ -130,29 +130,17 @@ module Xirr
     # @api private
     # @return [Array]
     # @see #negatives
-    # @see #split_transactions
-    # Finds all transactions income from Cashflow
+    # Selects all positives transactions from Cashflow
     def positives
-      split_transactions
-      @positives
+      @positives ||= self.select { |x| x.amount < 0 }
     end
 
     # @api private
     # @return [Array]
     # @see #positives
-    # @see #split_transactions
-    # Finds all transactions investments from Cashflow
+    # Selects all negatives transactions from Cashflow
     def negatives
-      split_transactions
-      @negatives
-    end
-
-    # @api private
-    # @see #positives
-    # @see #negatives
-    # Uses partition to separate the investment transactions Negatives and the income transactions (Positives)
-    def split_transactions
-      @negatives, @positives = self.partition { |x| x.amount > 0 } # Inverted as negative amount is good
+      @negatives ||= self.select { |x| x.amount > 0 }
     end
 
   end

data/lib/xirr/config.rb

@@ -7,13 +7,14 @@ module Xirr
       days_in_year: 365,
       iteration_limit: 50,
       precision: 6,
-      default_method: :bisection,
+      # default_method: :bisection,
+      default_method: :newton_method,
       fallback: true
   }
 
-  # Iterates trhough default values and sets in config
+  # Iterates though default values and sets in config
   default_values.each do |key, value|
     self.config.send("#{key.to_sym}=", value)
     const_set key.to_s.upcase.to_sym, value
   end
-end
+end

data/lib/xirr/newton_method.rb

@@ -11,10 +11,10 @@ module Xirr
     class Function
       values = {
           eps: Xirr::EPS,
-          one: "1.0",
-          two: "2.0",
-          ten: "10.0",
-          zero: "0.0"
+          one:  '1.0',
+          two:  '2.0',
+          ten:  '10.0',
+          zero: '0.0'
       }
 
       # define default values
@@ -46,8 +46,12 @@ module Xirr
     def xirr(guess=nil)
       func = Function.new(self, :xnpv)
       rate = [guess || cf.irr_guess.to_f]
-      nlsolve(func, rate)
-      rate[0].round Xirr::PRECISION
+      begin
+        nlsolve(func, rate)
+        rate[0].round Xirr::PRECISION
+      rescue
+        nil
+      end
     end
   end
 end

data/lib/xirr/version.rb

@@ -1,4 +1,4 @@
 module Xirr
   # Version of the Gem
-  VERSION = "0.3.0"
+  VERSION = '0.3.1'
 end

data/test/test_cashflow.rb

@@ -2,7 +2,7 @@ require_relative 'test_helper'
 
 describe 'Cashflows' do
 
-  describe 'of a ok investment' do
+  describe 'of an ok investment' do
     before(:all) do
       @cf = Cashflow.new
       @cf << Transaction.new(1000, date: '1985-01-01'.to_date)
@@ -10,6 +10,10 @@ describe 'Cashflows' do
       @cf << Transaction.new(-6000, date: '1995-01-01'.to_date)
     end
 
+    it 'has a sum of its transactions' do
+      assert_equal '-5600'.to_f, @cf.sum
+    end
+
     it 'with a wrong method is invalid' do
       assert_raises(ArgumentError) { @cf.xirr(nil, :no_method) }
     end
@@ -18,12 +22,12 @@ describe 'Cashflows' do
       assert_equal '0.225683'.to_f, @cf.xirr
     end
 
-    it 'has an Internal Rate of Return on default Method' do
+    it 'has an Internal Rate of Return on Bisection Method' do
       assert_equal '0.225683'.to_f, @cf.xirr(nil, :bisection)
     end
 
     it 'has an Internal Rate of Return on Bisection Method using a Guess' do
-      assert_in_delta 0.225683, @cf.xirr(0.15).to_f, 0.000002
+      assert_in_delta '0.225683'.to_f, @cf.xirr(0.15).to_f, 0.000002
     end
 
     it 'has an Internal Rate of Return on Newton Method' do
@@ -49,11 +53,11 @@ describe 'Cashflows' do
     end
 
     it 'has an Internal Rate of Return on Bisection Method' do
-      assert_equal '0.225683'.to_f, @cf.xirr
+      assert_equal '0.225683'.to_f, @cf.xirr(nil, :bisection)
     end
 
     it 'has an Internal Rate of Return on Bisection Method using a Guess' do
-      assert_in_delta 0.225683, @cf.xirr(0.15).to_f, 0.000002
+      assert_in_delta '0.225683'.to_f, @cf.xirr(0.15).to_f, 0.000002
     end
 
     it 'has an Internal Rate of Return on Newton Method' do
@@ -74,7 +78,7 @@ describe 'Cashflows' do
     end
 
     it 'has an Internal Rate of Return on Bisection Method' do
-      assert_equal '22.352206  '.to_f, @cf.xirr
+      assert_equal '22.352206  '.to_f, @cf.xirr(nil, :bisection)
     end
 
     it 'has a sum of its transactions' do
@@ -98,11 +102,11 @@ describe 'Cashflows' do
     end
 
     it 'has an Internal Rate of Return on Bisection Method' do
-      assert_equal '1.0597572345993451e+284'.to_f, @cf.xirr
+      assert_equal '1.0597572345993451e+284'.to_f, @cf.xirr(nil, :bisection)
     end
 
     it 'has an Internal Rate of Return on Bisection Method using a bad Guess' do
-      assert_raises(ArgumentError) { @cf.xirr(0.15) }
+      assert_raises(ArgumentError) { @cf.xirr(0.15, :bisection) }
     end
 
     it 'has an Internal Rate of Return on Newton Method' do
@@ -155,11 +159,11 @@ describe 'Cashflows' do
       assert true, !@cf.valid?
     end
 
-    it 'raises error when xirr is called' do
+    it 'raises error when #xirr is called' do
       assert_raises(ArgumentError) { @cf.xirr_with_exception }
     end
 
-    it 'raises error when xirr is called' do
+    it 'is invalid when #irr_guess is called' do
       assert true, !@cf.irr_guess
     end
   end
@@ -195,7 +199,7 @@ describe 'Cashflows' do
     end
 
     it 'has an Internal Rate of Return on Bisection Method' do
-      assert_equal '0.112339'.to_f, @cf.xirr
+      assert_equal '0.112339'.to_f, @cf.xirr(nil, :bisection)
     end
 
     it 'has an Internal Rate of Return on Newton Method' do
@@ -208,4 +212,49 @@ describe 'Cashflows' do
 
   end
 
+  describe 'of a real case' do
+    before(:all) do
+      @cf = Cashflow.new
+      @cf << Transaction.new(105187.06, date: '2011-12-07'.to_date)
+      @cf << Transaction.new(816709.66, date: '2011-12-07'.to_date)
+      @cf << Transaction.new(479069.684, date: '2011-12-07'.to_date)
+      @cf << Transaction.new(937309.708, date: '2012-01-18'.to_date)
+      @cf << Transaction.new(88622.661, date: '2012-07-03'.to_date)
+      @cf << Transaction.new(100000.0, date: '2012-07-03'.to_date)
+      @cf << Transaction.new(80000.0, date: '2012-07-19'.to_date)
+      @cf << Transaction.new(403627.95, date: '2012-07-23'.to_date)
+      @cf << Transaction.new(508117.9, date: '2012-07-23'.to_date)
+      @cf << Transaction.new(789706.87, date: '2012-07-23'.to_date)
+      @cf << Transaction.new(-88622.661, date: '2012-09-11'.to_date)
+      @cf << Transaction.new(-789706.871, date: '2012-09-11'.to_date)
+      @cf << Transaction.new(-688117.9, date: '2012-09-11'.to_date)
+      @cf << Transaction.new(-403627.95, date: '2012-09-11'.to_date)
+      @cf << Transaction.new(403627.95, date: '2012-09-12'.to_date)
+      @cf << Transaction.new(789706.871, date: '2012-09-12'.to_date)
+      @cf << Transaction.new(88622.661, date: '2012-09-12'.to_date)
+      @cf << Transaction.new(688117.9, date: '2012-09-12'.to_date)
+      @cf << Transaction.new(45129.14, date: '2013-03-11'.to_date)
+      @cf << Transaction.new(26472.08, date: '2013-03-11'.to_date)
+      @cf << Transaction.new(51793.2, date: '2013-03-11'.to_date)
+      @cf << Transaction.new(126605.59, date: '2013-03-11'.to_date)
+      @cf << Transaction.new(278532.29, date: '2013-03-28'.to_date)
+      @cf << Transaction.new(99284.1, date: '2013-03-28'.to_date)
+      @cf << Transaction.new(58238.57, date: '2013-03-28'.to_date)
+      @cf << Transaction.new(113945.03, date: '2013-03-28'.to_date)
+      @cf << Transaction.new(405137.88, date: '2013-05-21'.to_date)
+      @cf << Transaction.new(-405137.88, date: '2013-05-21'.to_date)
+      @cf << Transaction.new(165738.23, date: '2013-05-21'.to_date)
+      @cf << Transaction.new(-165738.23, date: '2013-05-21'.to_date)
+      @cf << Transaction.new(144413.24, date: '2013-05-21'.to_date)
+      @cf << Transaction.new(84710.65, date: '2013-05-21'.to_date)
+      @cf << Transaction.new(-84710.65, date: '2013-05-21'.to_date)
+      @cf << Transaction.new(-144413.24, date: '2013-05-21'.to_date)
+    end
+
+    it 'has an Internal Rate of Return on Newton Method HERE' do
+      assert_equal '-0.99'.to_f, @cf.xirr(nil, :newton_method)
+    end
+
+  end
+
 end

data/xirr.gemspec

@@ -4,26 +4,26 @@ $LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
 require 'xirr/version'
 
 Gem::Specification.new do |spec|
-  spec.name = 'xirr'
-  spec.version = Xirr::VERSION
-  spec.authors = ['tubedude']
-  spec.email = ['beto@trevisan.me']
-  spec.summary = %q{Calculates XIRR (Bisection and Newton method) of a cashflow}
-  spec.description = %q{Calculates IRR of a Cashflow, simillar to Excels, XIRR formula, but using the Bisection Method and Newton Method.}
-  spec.homepage = 'https://github.com/tubedude/xirr'
-  spec.license = 'MIT'
+  spec.name        = 'xirr'
+  spec.version     = Xirr::VERSION
+  spec.authors     = ['tubedude']
+  spec.email       = ['beto@trevisan.me']
+  spec.summary     = %q{Calculates XIRR (Bisection and Newton method) of a cashflow}
+  spec.description = %q{Calculates IRR of a Cashflow, similar to Excel's, XIRR formula. It defaults to Newton Method, but will calculate Bisection as well.}
+  spec.homepage    = 'https://github.com/tubedude/xirr'
+  spec.license     = 'MIT'
 
-  spec.files = `git ls-files -z`.split("\x0")
-  spec.executables = spec.files.grep(%r{^bin/}) { |f| File.basename(f) }
-  spec.test_files = spec.files.grep(%r{^(test|spec|features)/})
+  spec.files         = `git ls-files -z`.split("\x0")
+  spec.executables   = spec.files.grep(%r{^bin/}) { |f| File.basename(f) }
+  spec.test_files    = spec.files.grep(%r{^(test|spec|features)/})
   spec.require_paths = ['lib']
 
   spec.add_development_dependency 'bundler', '~> 1.6'
   spec.add_development_dependency 'rake', '~> 10'
 
   spec.required_ruby_version = '>=2.0'
-  spec.add_dependency 'activesupport', '~> 4.0'
-  spec.add_dependency 'RubyInline', '> 3'
+  spec.add_dependency 'activesupport', '~> 4'
+  spec.add_dependency 'RubyInline', '~> 3'
   spec.add_development_dependency 'minitest', '~> 5.4'
   spec.add_development_dependency 'coveralls', '~> 0'
 

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: xirr
 version: !ruby/object:Gem::Version
-  version: 0.3.0
+  version: 0.3.1
 platform: ruby
 authors:
 - tubedude
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2014-11-10 00:00:00.000000000 Z
+date: 2014-11-19 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: bundler
@@ -44,26 +44,26 @@ dependencies:
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '4.0'
+        version: '4'
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '4.0'
+        version: '4'
 - !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
@@ -94,8 +94,8 @@ dependencies:
     - - "~>"
       - !ruby/object:Gem::Version
         version: '0'
-description: Calculates IRR of a Cashflow, simillar to Excels, XIRR formula, but using
-  the Bisection Method and Newton Method.
+description: Calculates IRR of a Cashflow, similar to Excel's, XIRR formula. It defaults
+  to Newton Method, but will calculate Bisection as well.
 email:
 - beto@trevisan.me
 executables: []