xirr 0.2.2 → 0.2.3

checksums.yaml

@@ -1,7 +1,7 @@
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-  data.tar.gz: 7b4ffaef9837569c22bd86f97a878b172d3284c9
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+  data.tar.gz: d9eac1f09cf640bc7cb1eb6c99c5e9cbfb2563a1
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data/.travis.yml

@@ -2,6 +2,6 @@ language: ruby
 rvm:
   - '2.1.2'
   - '2.0.0'
-  - '1.9.3'
+#  - '1.9.3'
 script:
   - bundle exec rake test_units

data/CHANGE_LOG.md

@@ -1,3 +1,14 @@
+## Version 0.2.3
+
+* Major fix to Bisection Engine.
+* Error if provided method is wrong.
+* Bisection: Initial guess is compared to default limits
+* Transaction converts Time to Date.
+
+## Version 0.2.2
+
+* Added Tests.
+
 ## Version 0.2.1
 
 * Output is rounded to default precision.

data/lib/xirr/base.rb

@@ -5,7 +5,7 @@ module Xirr
   # Days in a year
   DAYS_IN_YEAR = Xirr.config.days_in_year.to_f
   # Epsilon: error margin
-  EPS = Xirr.config.eps
+  EPS = Xirr.config.eps.to_f
 
   #  Base module for XIRR calculation Methods
   module Base

data/lib/xirr/bisection.rb

@@ -11,8 +11,8 @@ module Xirr
     def xirr(midpoint = nil)
 
       # Initial values
-      left = BigDecimal.new -0.99, Xirr::PRECISION
-      right = BigDecimal.new 9.99, Xirr::PRECISION
+      left = [BigDecimal.new(-0.99, Xirr::PRECISION), cf.irr_guess].min
+      right = [BigDecimal.new(9.99, Xirr::PRECISION), cf.irr_guess + 1].max
       midpoint ||= cf.irr_guess
       runs = 0
 
@@ -20,13 +20,13 @@ module Xirr
       while ((right - left).abs > Xirr::EPS && runs < Xirr.config.iteration_limit.to_i) do
 
         runs += 1
-        npv_positive?(midpoint) ? right = midpoint : left = midpoint
+        npv_positive?(midpoint) == npv_positive?(left) ? left = midpoint : right = midpoint
         midpoint = format_irr(left, right)
 
       end
 
       if runs >= Xirr.config.iteration_limit.to_i
-        raise ArgumentError, 'Did not converge'
+        raise ArgumentError, "Did not converge after #{runs} tries."
       end
 
       return midpoint.round Xirr::PRECISION

data/lib/xirr/cashflow.rb

@@ -55,10 +55,13 @@ 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 = if method == :bisection
-                  Bisection.new(self)
-                else
-                  NewtonMethod.new(self)
+      _method = case method
+                  when :bisection
+                    Bisection.new(self)
+                  when :newton_method
+                    NewtonMethod.new(self)
+                  else
+                    raise ArgumentError, "There is no #{method} method"
                 end
       _method.send :xirr, guess if valid?
     end

data/lib/xirr/config.rb

@@ -6,7 +6,8 @@ module Xirr
       eps: '1.0e-12',
       days_in_year: 365,
       iteration_limit: 100,
-      precision: 6
+      precision: 6,
+      default_method: :bisection
   }
 
   # Iterates trhough default values and sets in config

data/lib/xirr/transaction.rb

@@ -2,8 +2,7 @@ module Xirr
 
   # A unit of the Cashflow.
   class Transaction
-    attr_reader :amount
-    attr_accessor :date
+    attr_reader :amount, :date
 
     # @example
     #   Transaction.new -1000, date: Date.now
@@ -19,6 +18,13 @@ module Xirr
       end
     end
 
+    # Sets the date
+    # @param value [Date, Time]
+    # @return [Date]
+    def date=(value)
+      @date = value.kind_of?(Time) ? value.to_date : value
+    end
+
     # Sets the amount
     # @param value [Numeric]
     # @return [Float]

data/lib/xirr/version.rb

@@ -1,4 +1,4 @@
 module Xirr
   # Version of the Gem
-  VERSION = "0.2.2"
+  VERSION = "0.2.3"
 end

data/test/test_cashflow.rb

@@ -10,6 +10,36 @@ describe 'Cashflows' do
       @cf << Transaction.new(-6000, date: '1995-01-01'.to_date)
     end
 
+    it 'with a wrong method is invalid' do
+      assert_raises(ArgumentError) { @cf.xirr(nil, :no_method) }
+    end
+
+    it 'has an Internal Rate of Return on Bisection Method' do
+      assert_equal '0.225683'.to_f, @cf.xirr
+    end
+
+    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
+
+    it 'has an Internal Rate of Return on Newton Method' do
+      assert_equal '0.225683'.to_f, @cf.xirr(nil, :newton_method)
+    end
+
+    it 'has an educated guess' do
+      assert_equal '0.208'.to_f, @cf.irr_guess
+    end
+  end
+
+
+  describe 'of an inverted ok investment' do
+    before(:all) do
+      @cf = Cashflow.new
+      @cf << Transaction.new(-1000, date: '1985-01-01'.to_date)
+      @cf << Transaction.new(600, date: '1990-01-01'.to_date)
+      @cf << Transaction.new(6000, date: '1995-01-01'.to_date)
+    end
+
     it 'has an Internal Rate of Return on Bisection Method' do
       assert_equal '0.225683'.to_f, @cf.xirr
     end
@@ -38,12 +68,9 @@ describe 'Cashflows' 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)
+    it 'has an Internal Rate of Return on Bisection Method using a bad Guess' do
+      assert_raises(ArgumentError) { @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)
@@ -65,6 +92,10 @@ describe 'Cashflows' do
       assert_raises(ArgumentError) { @cf.valid? }
     end
 
+    it 'with a wrong method is invalid' do
+      assert_raises(ArgumentError) { @cf.xirr(nil, :no_method) }
+    end
+
     it 'raises error when xirr is called' do
       assert_raises(ArgumentError) { @cf.xirr }
     end

data/xirr.gemspec

@@ -21,7 +21,7 @@ Gem::Specification.new do |spec|
   spec.add_development_dependency 'bundler', '~> 1.6'
   spec.add_development_dependency 'rake', '~> 10'
 
-  spec.required_ruby_version = '>=1.9'
+  spec.required_ruby_version = '>=2.0'
   spec.add_dependency 'activesupport', '~> 4.0'
   spec.add_development_dependency 'minitest', '~> 5.4'
   spec.add_development_dependency 'coveralls', '~> 0'

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: xirr
 version: !ruby/object:Gem::Version
-  version: 0.2.2
+  version: 0.2.3
 platform: ruby
 authors:
 - tubedude
@@ -120,7 +120,7 @@ required_ruby_version: !ruby/object:Gem::Requirement
   requirements:
   - - '>='
     - !ruby/object:Gem::Version
-      version: '1.9'
+      version: '2.0'
 required_rubygems_version: !ruby/object:Gem::Requirement
   requirements:
   - - '>='