xirr 0.0.1

checksums.yaml

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data/.coveralls.yml

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+service_name: travis-ci
+repo_token: WWGlMyxTY9oj85CzGICcyYqlpXPG29UsN

data/.gitignore

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+*.gem
+*.rbc
+.bundle
+.config
+.yardoc
+Gemfile.lock
+InstalledFiles
+_yardoc
+coverage
+doc/
+lib/bundler/man
+pkg
+rdoc
+spec/reports
+test/tmp
+test/version_tmp
+tmp
+*.bundle
+*.so
+*.o
+*.a
+mkmf.log

data/.travis.yml

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+language: ruby
+rvm:
+  - '2.1.2'
+  - '2.0.0'
+  - '1.9.3'
+script:
+  - bundle exec rake test_units

data/Gemfile

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+source 'https://rubygems.org'
+
+# Specify your gem's dependencies in xirr.gemspec
+gemspec

data/LICENSE.txt

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+Copyright (c) 2014 tubedude
+
+MIT License
+
+Permission is hereby granted, free of charge, to any person obtaining
+a copy of this software and associated documentation files (the
+"Software"), to deal in the Software without restriction, including
+without limitation the rights to use, copy, modify, merge, publish,
+distribute, sublicense, and/or sell copies of the Software, and to
+permit persons to whom the Software is furnished to do so, subject to
+the following conditions:
+
+The above copyright notice and this permission notice shall be
+included in all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
+MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
+LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
+OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
+WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

data/README.md

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+# Xirr
+[![Build Status](https://travis-ci.org/tubedude/xirr.svg)](https://travis-ci.org/tubedude/xirr)[![Coverage Status](https://img.shields.io/coveralls/tubedude/xirr.svg)](https://coveralls.io/r/tubedude/xirr)[![Code Climate](https://codeclimate.com/github/tubedude/xirr/badges/gpa.svg)](https://codeclimate.com/github/tubedude/xirr)
+
+This is a simple gem to calculate XIRR on Bisection Method based on this gist http://puneinvestor.wordpress.com/2013/10/01/calculate-xirr-in-ruby-bisection-method/
+and ont Finance gem https://github.com/wkranec/finance
+
+## Installation
+
+Add this line to your application's Gemfile:
+
+    gem 'xirr'
+
+And then execute:
+
+    $ bundle install
+
+Or install it yourself as:
+
+    $ gem install xirr
+
+## Usage
+
+
+    include Xirr
+    
+    cf = Cashflow.new
+    cf << Transaction.new(-1000,  date: '2014-01-01'.to_time(:utc))
+    cf << Transaction.new(-2000,  date: '2014-03-01'.to_time(:utc))
+    cf << Transaction.new( 4500, date: '2015-12-01'.to_time(:utc))
+    cf.xirr
+    # 0.25159694345042327 # [Float]
+
+## Contributing
+
+1. Fork it ( https://github.com/tubedude/xirr/fork )
+2. Create your feature branch (`git checkout -b my-new-feature`)
+3. Commit your changes (`git commit -am 'Add some feature'`)
+4. Push to the branch (`git push origin my-new-feature`)
+5. Create a new Pull Request

data/Rakefile

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+require "bundler/gem_tasks"
+
+require 'rake'
+require 'rake/testtask'
+
+task :default => [:test_units]
+
+Rake::TestTask.new("test_units") do |t|
+  t.pattern = 'test/*.rb'
+  t.verbose = false
+  t.warning = false
+end
+

data/lib/xirr.rb

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+require 'xirr/version'
+require 'active_support/configurable'
+require 'xirr/config'
+require 'xirr/main'
+
+module Xirr
+
+  autoload :Transaction,  'xirr/transaction'
+  autoload :Cashflow,     'xirr/cashflow'
+
+end

data/lib/xirr/cashflow.rb

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+module Xirr
+  class Cashflow < Array
+    include Xirr::Main
+
+    def initialize(*args) # :nodoc:
+      args.each { |a| self << a }
+      self.flatten!
+    end
+
+    # Check if Cashflow is invalid and raises ArgumentError
+    # retuns [Boolean]
+    def invalid?
+      if positives.empty? || negatives.empty?
+        raise ArgumentError, invalid_message
+      else
+        false
+      end
+    end
+
+    # Inverse of #invalid?
+    # returns [Boolean]
+    def valid?
+      !invalid?
+    end
+
+
+    # calculates a simple IRR guess based on period of investment and multiples
+    # returns [Float]
+    def irr_guess
+      ((multiple ** (1 / years_of_investment)) - 1).round(3)
+    end
+
+    def sum # :nodoc:
+      self.map(&:amount).sum
+    end
+
+    private
+
+    def first_transaction_direction # :nodoc:
+      self.sort! { |x,y| x.date <=> y.date }
+      self.first.amount / self.first.amount.abs
+    end
+
+    # Based on the direction of the first investment we create the multiple
+    def multiple  # :nodoc:
+      if first_transaction_direction > 0
+        positives.sum(&:amount) / -negatives.sum(&:amount)
+      else
+        -negatives.sum(&:amount) / positives.sum(&:amount)
+      end
+    end
+
+    def years_of_investment # :nodoc:
+      (max_date - min_date) / (365 * 24 * 60 * 60).to_f
+    end
+
+    def max_date # :nodoc:
+      @max_date ||= self.map(&:date).max
+    end
+
+    def min_date # :nodoc:
+      @min_date ||= self.map(&:date).min
+    end
+
+    def positives # :nodoc:
+      split_transactions
+      @positives
+    end
+
+    def negatives # :nodoc:
+      split_transactions
+      @negatives
+    end
+
+    def split_transactions # :nodoc:
+      @negatives, @positives = self.partition { |x| x.amount >= 0 } # Inverted as negative amount is good
+    end
+
+    def invalid_message # :nodoc:
+      return 'No positive transaction' if positives.empty?
+      return 'No negatives transaction' if negatives.empty?
+    end
+
+  end
+
+end

data/lib/xirr/config.rb

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+module Xirr
+  include ActiveSupport::Configurable
+
+  default_values = {
+      eps: '1.0e-12',
+      days_in_year: 365,
+  }
+
+  default_values.each do |key, value|
+    self.config.send("#{key.to_sym}=", value)
+  end
+end

data/lib/xirr/main.rb

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+require 'active_support/concern'
+
+module Xirr
+
+  module Main
+    extend ActiveSupport::Concern
+
+    # Calculates yearly Internal Rate of Return
+    # returns [Float]
+    def xirr(guess = nil)
+
+      self.valid?
+
+      # Bisection method finding the rate to zero nfv
+
+      days_in_year = Xirr.config.days_in_year.to_f
+
+      left = -0.99/days_in_year
+      right = 9.99/days_in_year
+      epsilon = Xirr.config.eps.to_f
+
+      guess = self.irr_guess.to_f
+
+      while ((right-left).abs > 2 * epsilon) do
+
+        midpoint = guess || (right + left)/2
+        guess = nil
+
+        if (nfv(left) * nfv(midpoint) > 0)
+
+          left = midpoint
+
+        else
+
+          right = midpoint
+
+        end
+
+      end
+
+      # Irr for daily cashflow (not in percentage format)
+      irr = (right+left) / 2
+      # Irr for daily cashflow multiplied by 365 to get yearly return
+      irr = irr * days_in_year
+      # Annualized yield (return) reflecting compounding effect of daily returns
+      irr = (1 + irr / days_in_year) ** days_in_year - 1
+
+      return irr
+
+    end
+
+    private
+
+    def nfv(rate) # :nodoc:
+
+      today = self.map(&:date).max.to_date
+      nfv = 0
+      self.each do |t|
+        cf, date = t.amount, t.date
+
+        datestring = date.to_s
+        formatteddate = Date.parse(datestring).to_date
+        t_in_days = (today - formatteddate).numerator / (today - formatteddate).denominator
+        nfv = nfv + cf * ((1 + rate) ** t_in_days)
+
+      end
+      return nfv
+
+    end
+
+  end
+
+end
+

data/lib/xirr/transaction.rb

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+module Xirr
+
+  class Transaction
+    attr_reader :amount
+    attr_accessor :date
+
+    def initialize(amount, opts={})
+      @amount = amount
+      @original = amount
+
+      # Set optional attributes..
+      opts.each do |key, value|
+        send("#{key}=", value)
+      end
+    end
+
+    def amount=(value)
+      @amount = value.to_f || 0
+    end
+
+    def inspect
+      "T(#{@amount},#{@date})"
+    end
+
+    def description
+      investment ? "#{self.investment.transaction_type_name}: #{round.description}" : @description
+    end
+
+    def round
+      @investment.nil? ? nil : investment.round
+    end
+
+    def company
+      @company || investment.company
+    end
+
+    def shareholder
+      @shareholder || investment.shareholder
+    end
+
+  end
+
+end

data/lib/xirr/version.rb

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+module Xirr
+  VERSION = "0.0.1"
+end

data/test/test_cashflow.rb

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+require_relative 'test_helper'
+
+describe 'Cashflows' do
+
+  describe 'an array of Transactions' do
+    before(:all) do
+      @xactions = Cashflow.new
+      @xactions << Transaction.new( 1000, date: '1985-01-01'.to_time(:utc))
+      @xactions << Transaction.new( -600, date: '1990-01-01'.to_time(:utc))
+      @xactions << Transaction.new(-6000, date: '1995-01-01'.to_time(:utc))
+    end
+
+    it 'haves an Internal Rate of Return' do
+      assert_equal '0.225683'.to_f, @xactions.xirr.round(6)
+    end
+
+    it 'has an educated guess' do
+      assert_equal '0.196'.to_f, @xactions.irr_guess.round(6)
+    end
+
+    describe 'an invalid array of Transactions' do
+      it 'should have an Internal Rate of Return' do
+        @xactions = Cashflow.new
+        @xactions << Transaction.new(-600, date: '1990-01-01'.to_time(:utc))
+        @xactions << Transaction.new(-600, date: '1995-01-01'.to_time(:utc))
+        assert_raises(ArgumentError) { @xactions.valid? }
+      end
+    end
+
+  end
+
+end

data/test/test_helper.rb

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+require 'coveralls'
+Coveralls.wear!
+
+require 'minitest/autorun'
+require 'minitest/spec'
+
+require 'active_support/all'
+
+require 'xirr/config.rb'
+require 'xirr/main.rb'
+require 'xirr/cashflow.rb'
+require 'xirr/transaction.rb'
+include Xirr

data/xirr.gemspec

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+# coding: utf-8
+lib = File.expand_path('../lib', __FILE__)
+$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 method) of a cashflow}
+  spec.description   = %q{This gem calculates XIRR of a cashflow on the (Bisection Method). It was heavily based the much more complete https://github.com/wkranec/finance and http://puneinvestor.wordpress.com/2013/10/01/calculate-xirr-in-ruby-bisection-method/. }
+  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.require_paths = ['lib']
+
+  spec.add_development_dependency 'bundler', '~> 1.6'
+  spec.add_development_dependency 'rake','~> 0'
+
+  spec.required_ruby_version = '>=1.9'
+  spec.add_dependency 'activesupport', '~> 4.0'
+  spec.add_development_dependency 'minitest', '~> 4.7'
+  spec.add_development_dependency 'coveralls','~> 0'
+
+end

metadata

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+--- !ruby/object:Gem::Specification
+name: xirr
+version: !ruby/object:Gem::Version
+  version: 0.0.1
+platform: ruby
+authors:
+- tubedude
+autorequire: 
+bindir: bin
+cert_chain: []
+date: 2014-08-04 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: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '0'
+- !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: minitest
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '4.7'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '4.7'
+- !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: 'This gem calculates XIRR of a cashflow on the (Bisection Method). It
+  was heavily based the much more complete https://github.com/wkranec/finance and
+  http://puneinvestor.wordpress.com/2013/10/01/calculate-xirr-in-ruby-bisection-method/. '
+email:
+- beto@trevisan.me
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- ".coveralls.yml"
+- ".gitignore"
+- ".travis.yml"
+- Gemfile
+- LICENSE.txt
+- README.md
+- Rakefile
+- lib/xirr.rb
+- lib/xirr/cashflow.rb
+- lib/xirr/config.rb
+- lib/xirr/main.rb
+- lib/xirr/transaction.rb
+- lib/xirr/version.rb
+- test/test_cashflow.rb
+- test/test_helper.rb
+- xirr.gemspec
+homepage: https://github.com/tubedude/xirr
+licenses:
+- MIT
+metadata: {}
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '1.9'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubyforge_project: 
+rubygems_version: 2.4.1
+signing_key: 
+specification_version: 4
+summary: Calculates XIRR (Bisection method) of a cashflow
+test_files:
+- test/test_cashflow.rb
+- test/test_helper.rb