xirr 0.2.1 → 0.2.2

checksums.yaml

@@ -1,7 +1,7 @@
 ---
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-  data.tar.gz: 70a4f1a010d6d4a084babadeb326d59f02e7d284
+  metadata.gz: 408c3bf957bc9651c987e8677e997866cfd170bc
+  data.tar.gz: 7b4ffaef9837569c22bd86f97a878b172d3284c9
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+  data.tar.gz: d79dba2d39dfce72b0d5c9fc5844e6768160c83f73019525b2e2c9418866d2efea5d5145b0cca808f0afa73101fe7962bfb04aaa77cf2e28c8e2f38d2b1d0295

data/lib/xirr/bisection.rb

@@ -10,29 +10,25 @@ module Xirr
     # An initial guess rate will override the {Cashflow#irr_guess}
     def xirr(midpoint = nil)
 
-      # Raises error if Cashflow is not valid
-      cf.valid?
-
-      # Bisection method finding the rate to zero nfv
-
       # Initial values
       left = BigDecimal.new -0.99, Xirr::PRECISION
       right = BigDecimal.new 9.99, Xirr::PRECISION
-      eps = Xirr::EPS
       midpoint ||= cf.irr_guess
-      limit = Xirr.config.iteration_limit.to_i
       runs = 0
 
       # Loops until difference is within error margin
-      while ((right-left).abs > eps) do
+      while ((right - left).abs > Xirr::EPS && runs < Xirr.config.iteration_limit.to_i) do
 
-        raise 'Did not converge' if runs == limit
         runs += 1
         npv_positive?(midpoint) ? right = midpoint : left = midpoint
         midpoint = format_irr(left, right)
 
       end
 
+      if runs >= Xirr.config.iteration_limit.to_i
+        raise ArgumentError, 'Did not converge'
+      end
+
       return midpoint.round Xirr::PRECISION
 
     end

data/lib/xirr/cashflow.rb

@@ -47,7 +47,7 @@ module Xirr
     # Calculates a simple IRR guess based on period of investment and multiples.
     # @return [Float]
     def irr_guess
-      ((multiple ** (1 / years_of_investment)) - 1).round(3)
+      ((multiple ** (1 / years_of_investment)) - 1).round(3) if valid?
     end
 
     # @param guess [Float]
@@ -55,7 +55,12 @@ module Xirr
     # @return [Float]
     # Finds the XIRR according to the method provided. Default to Bisection
     def xirr(guess = nil, method = Xirr.config.default_method)
-      method == :bisection ? Bisection.new(self).xirr(guess) : NewtonMethod.new(self).xirr(guess)
+      _method = if method == :bisection
+                  Bisection.new(self)
+                else
+                  NewtonMethod.new(self)
+                end
+      _method.send :xirr, guess if valid?
     end
 
     # First investment date
@@ -91,7 +96,6 @@ module Xirr
     # @return
     def years_of_investment
       (max_date - min_date) / (365).to_f
-      # (max_date - min_date) / (365 * 24 * 60 * 60).to_f
     end
 
     # @api private
@@ -127,7 +131,7 @@ module Xirr
     # Error message depending on the missing transaction
     def invalid_message
       return 'No positive transaction' if positives.empty?
-      return 'No negatives transaction' if negatives.empty?
+      return 'No negative transaction' if negatives.empty?
     end
 
   end

data/lib/xirr/transaction.rb

@@ -11,7 +11,7 @@ module Xirr
     # @param opts [Hash]
     # @note Don't forget to add date: [Date] in the opts hash.
     def initialize(amount, opts={})
-      @amount = amount.to_f
+      self.amount = amount
 
       # Set optional attributes..
       opts.each do |key, value|

data/lib/xirr/version.rb

@@ -1,4 +1,4 @@
 module Xirr
   # Version of the Gem
-  VERSION = "0.2.1"
+  VERSION = "0.2.2"
 end

data/test/test_cashflow.rb

@@ -2,7 +2,7 @@ require_relative 'test_helper'
 
 describe 'Cashflows' do
 
-  describe 'of a good investment' do
+  describe 'of a ok investment' do
     before(:all) do
       @cf = Cashflow.new
       @cf << Transaction.new(1000, date: '1985-01-01'.to_date)
@@ -26,15 +26,77 @@ describe 'Cashflows' do
       assert_equal '0.208'.to_f, @cf.irr_guess
     end
   end
-  describe 'an invalid array of Transactions' do
-    it 'should have an Internal Rate of Return' do
+
+  describe 'of a good investment' do
+    before(:all) do
+      @cf = Cashflow.new
+      @cf << Transaction.new(1000, date: '1985-01-01'.to_date)
+      @cf << Transaction.new(-6000, date: '1985-01-02'.to_date)
+    end
+
+    it 'has an Internal Rate of Return on Bisection Method' do
+      assert_equal '1.0597572345993451e+284'.to_f, @cf.xirr
+    end
+
+=begin
+    # FIXME Check why limit is not being enforced
+    it 'has an Internal Rate of Return on Bisection Method using a Guess' do
+      assert_equal '0.225683'.to_f, @cf.xirr(0.15)
+    end
+=end
+
+    it 'has an Internal Rate of Return on Newton Method' do
+      assert_equal '1.0597572345993451e+284'.to_f, @cf.xirr(nil, :newton_method)
+    end
+
+    it 'has an educated guess' do
+      assert_equal '1.0597572345993451e+284'.to_f, @cf.irr_guess
+    end
+  end
+
+  describe 'an all-negative Cashflow' do
+    before(:all) do
       @cf = Cashflow.new
       @cf << Transaction.new(-600, date: '1990-01-01'.to_date)
       @cf << Transaction.new(-600, date: '1995-01-01'.to_date)
+    end
+
+    it 'is invalid' do
+      assert_raises(ArgumentError) { @cf.valid? }
+    end
+
+    it 'raises error when xirr is called' do
+      assert_raises(ArgumentError) { @cf.xirr }
+    end
+
+    it 'raises error when xirr is called' do
+      assert_raises(ArgumentError) { @cf.irr_guess }
+    end
+
+  end
+
+  describe 'an all-positive Cashflow' do
+    before(:all) do
+      @cf = Cashflow.new
+      @cf << Transaction.new(600, date: '1990-01-01'.to_date)
+      @cf << Transaction.new(600, date: '1995-01-01'.to_date)
+    end
+
+    it 'is invalid' do
       assert_raises(ArgumentError) { @cf.valid? }
     end
+
+    it 'raises error when xirr is called' do
+      assert_raises(ArgumentError) { @cf.xirr }
+    end
+
+    it 'raises error when xirr is called' do
+      assert_raises(ArgumentError) { @cf.irr_guess }
+    end
   end
+
   describe 'of a bad investment' do
+
     before(:all) do
       @cf = Cashflow.new
       @cf << Transaction.new(1000, date: '1985-01-01'.to_date)
@@ -55,6 +117,7 @@ describe 'Cashflows' do
     end
 
   end
+
   describe 'of a long investment' do
     before(:all) do
       @cf = Cashflow.new

data/test/test_helper.rb

@@ -13,3 +13,21 @@ require 'xirr/newton_method.rb'
 require 'xirr/cashflow.rb'
 require 'xirr/transaction.rb'
 include Xirr
+
+=begin
+
+require 'active_support/all'
+require_relative 'lib/xirr.rb'
+require_relative 'lib/xirr/config.rb'
+require_relative 'lib/xirr/base.rb'
+require_relative 'lib/xirr/bisection.rb'
+require_relative 'lib/xirr/newton_method.rb'
+require_relative 'lib/xirr/cashflow.rb'
+require_relative 'lib/xirr/transaction.rb'
+include Xirr
+  cf = Cashflow.new
+  cf << Transaction.new(1000, date: '1985-01-01'.to_date)
+  cf << Transaction.new(-6000, date: '1985-01-02'.to_date)
+  cf.xirr(0.15)
+
+=end

data/test/test_transactions.rb

@@ -10,4 +10,8 @@ describe 'Transaction' do
   it 'retreives the date' do
     assert_equal Date.today, @t.date
   end
+  it 'has inspect' do
+    assert_equal "T(1000.0,#{Date.today})", @t.inspect
+  end
+
 end

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: xirr
 version: !ruby/object:Gem::Version
-  version: 0.2.1
+  version: 0.2.2
 platform: ruby
 authors:
 - tubedude