xirr 0.5.3 → 0.5.4

checksums.yaml

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

@@ -1,3 +1,6 @@
+## Version 0.5.4
+* Fallsback If Newton Methods returns NaN 
+
 ## Version 0.5.3
 * Better tests
 * added period option to Xirr

data/lib/xirr/cashflow.rb

@@ -62,7 +62,7 @@ module Xirr
         BigDecimal.new(0, Xirr::PRECISION)
       else
         xirr = choose_(method).send :xirr, guess, options
-        xirr = choose_(other_calculation_method(method)).send(:xirr, guess, options) if xirr.nil? && fallback
+        xirr = choose_(other_calculation_method(method)).send(:xirr, guess, options) if (xirr.nil? || xirr.nan?) && fallback
         xirr || Xirr::REPLACE_FOR_NIL
       end
     end
@@ -116,6 +116,12 @@ module Xirr
       @temporary_period || @period
     end
 
+    def << arg
+      super arg
+      self.sort! { |x, y| x.date <=> y.date }
+      self
+    end
+
     private
 
     # @param method [Symbol]
@@ -138,8 +144,8 @@ module Xirr
     # This implies the first transaction is a disbursement
     # @return [Integer]
     def first_transaction_direction
-      self.sort! { |x, y| x.date <=> y.date }
-      self.first.amount / self.first.amount.abs
+      # self.sort! { |x, y| x.date <=> y.date }
+      @first_transaction_direction ||= self.first.amount / self.first.amount.abs
     end
 
     # Based on the direction of the first investment finds the multiple cash-on-cash
@@ -148,8 +154,7 @@ module Xirr
     # @api private
     # @return [Float]
     def multiple
-      result = inflow.sum(&:amount) / -outflows.sum(&:amount)
-      first_transaction_positive? ? result : 1 / result
+      inflow.sum(&:amount).abs / outflows.sum(&:amount).abs
     end
 
     def first_transaction_positive?
@@ -168,7 +173,7 @@ module Xirr
     # @see #outflows
     # Selects all positives transactions from Cashflow
     def inflow
-      self.select { |x| x.amount < 0 }
+      self.select { |x| x.amount * first_transaction_direction < 0 }
     end
 
     # @api private
@@ -176,7 +181,7 @@ module Xirr
     # @see #inflow
     # Selects all negatives transactions from Cashflow
     def outflows
-      self.select { |x| x.amount > 0 }
+      self.select { |x| x.amount * first_transaction_direction > 0 }
     end
 
   end

data/lib/xirr/newton_method.rb

@@ -48,7 +48,8 @@ module Xirr
       rate = [guess || cf.irr_guess]
       begin
         nlsolve(func, rate)
-        rate[0] <= -1 ? nil : rate[0].round(Xirr::PRECISION)
+        (rate[0] <= -1 || rate[0].nan?) ? nil : rate[0].round(Xirr::PRECISION)
+
           # rate[0].round(Xirr::PRECISION)
       rescue
         nil

data/lib/xirr/version.rb

@@ -1,4 +1,4 @@
 module Xirr
   # Version of the Gem
-  VERSION = '0.5.3'
+  VERSION = '0.5.4'
 end

data/test/test_cashflow.rb

@@ -289,7 +289,15 @@ describe 'Cashflows' do
       cf << Transaction.new(500, date: '2014-10-19'.to_date)
       assert_equal '-0.996814607'.to_f.round(3), cf.xirr.to_f.round(3)
     end
+  end
+  describe 'marano' do
 
+    it 'it matchs Excel' do
+      cf = Cashflow.new
+      cf << Transaction.new(900.0, date: '2014-11-07'.to_date)
+      cf << Transaction.new(-13.5, date: '2015-05-06'.to_date)
+      assert_equal '-0.9998'.to_f.round(4), cf.xirr.to_f.round(4)
+    end
   end
 
   describe 'period' do

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: xirr
 version: !ruby/object:Gem::Version
-  version: 0.5.3
+  version: 0.5.4
 platform: ruby
 authors:
 - tubedude
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2015-03-28 00:00:00.000000000 Z
+date: 2015-05-06 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: bundler
@@ -102,7 +102,6 @@ executables: []
 extensions: []
 extra_rdoc_files: []
 files:
-- ".DS_Store"
 - ".coveralls.yml"
 - ".gitignore"
 - ".ruby-gemset"