xirr 0.5.4 → 0.6.1

checksums.yaml

@@ -1,7 +1,7 @@
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data/.ruby-version

@@ -1 +1 @@
-ruby-2.2.1
+2.6.2

data/.travis.yml

@@ -1,7 +1,10 @@
 language: ruby
 rvm:
-  - '2.2.1'
-  - '2.1.5'
-  - '2.0.0'
+  - '2.2.2'
+  - '2.3.0'
+  - '2.4.0'
+  - '2.3.1'
+  - '2.4.1'
+  - '2.5.1'
 script:
   - bundle exec rake test_units

data/README.md

@@ -1,6 +1,5 @@
 # Xirr
-[![Build Status](https://travis-ci.org/tubedude/xirr.svg)](https://travis-ci.org/tubedude/xirr)[![Coverage Status](https://coveralls.io/repos/tubedude/xirr/badge.svg?branch=master)](https://coveralls.io/r/tubedude/xirr?branch=master)[![Code Climate](https://codeclimate.com/github/tubedude/xirr/badges/gpa.svg)](https://codeclimate.com/github/tubedude/xirr)[![Dependency Status](https://gemnasium.com/tubedude/xirr.svg)](https://gemnasium.com/tubedude/xirr)
-
+[![Build Status](https://travis-ci.org/tubedude/xirr.svg)](https://travis-ci.org/tubedude/xirr)[![Coverage Status](https://coveralls.io/repos/tubedude/xirr/badge.svg?branch=master)](https://coveralls.io/r/tubedude/xirr?branch=master)[![Code Climate](https://codeclimate.com/github/tubedude/xirr/badges/gpa.svg)](https://codeclimate.com/github/tubedude/xirr)[![Ebert](https://ebertapp.io/github/tubedude/xirr.svg)](https://ebertapp.io/github/tubedude/xirr)
 
 This is a gem to calculate XIRR on Bisection Method or Newton Method.
 
@@ -20,24 +19,24 @@ Or install it yourself as:
 
 ## Usage
 
-
-    include Xirr
+```rb
+include Xirr
     
-    cf = Cashflow.new
-    cf << Transaction.new(-1000,  date: '2014-01-01'.to_date)
-    cf << Transaction.new(-2000,  date: '2014-03-01'.to_date)
-    cf << Transaction.new( 4500, date: '2015-12-01'.to_date)
-    cf.xirr
-    # 0.25159694345042327 # [BigDecimal]
-
-    flow = []
-    flow << Transaction.new(-1000,  date: '2014-01-01'.to_date)
-    flow << Transaction.new(-2000,  date: '2014-03-01'.to_date)
-    flow << Transaction.new( 4500, date: '2015-12-01'.to_date)
-
-    cf = Cashflow.new flow: flow
-    cf.xirr
-
+cf = Xirr::Cashflow.new
+cf << Xirr::Transaction.new(-1000,  date: '2014-01-01'.to_date)
+cf << Xirr::Transaction.new(-2000,  date: '2014-03-01'.to_date)
+cf << Xirr::Transaction.new( 4500, date: '2015-12-01'.to_date)
+cf.xirr
+# 0.25159694345042327 # [BigDecimal]
+
+flow = []
+flow << Xirr::Transaction.new(-1000,  date: '2014-01-01'.to_date)
+flow << Xirr::Transaction.new(-2000,  date: '2014-03-01'.to_date)
+flow << Xirr::Transaction.new( 4500, date: '2015-12-01'.to_date)
+
+cf = Xirr::Cashflow.new(flow: flow)
+cf.xirr
+```    
 
 ## Configuration
 
@@ -53,6 +52,17 @@ Or install it yourself as:
 
 http://rubydoc.info/github/tubedude/xirr/master/frames
 
+## Supported versions
+
+    Ruby:
+     - 2.2.1
+     - 2.3
+     - 2.4
+
+    ActiveSupport:
+     - 4.2
+     - 5
+
 ## Thanks
 
 http://puneinvestor.wordpress.com/2013/10/01/calculate-xirr-in-ruby-bisection-method/
@@ -62,6 +72,7 @@ https://github.com/wkranec/finance
 
 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
+3. Run specs (`rake default`)
+4. Commit your changes (`git commit -am 'Add some feature'`)
+5. Push to the branch (`git push origin my-new-feature`)
+6. Create a new Pull Request

data/Rakefile

@@ -10,4 +10,3 @@ Rake::TestTask.new("test_units") do |t|
   t.verbose = false
   t.warning = false
 end
-

data/lib/xirr.rb

@@ -10,8 +10,6 @@ require 'xirr/newton_method'
 # @abstract adds a {Xirr::Cashflow} and {Xirr::Transaction} classes to calculate IRR of irregular transactions.
 # Calculates Xirr
 module Xirr
-
   autoload :Transaction, 'xirr/transaction'
   autoload :Cashflow, 'xirr/cashflow'
-
 end

data/lib/xirr/base.rb

@@ -1,5 +1,5 @@
+# frozen_string_literal: true
 module Xirr
-
   #  Base module for XIRR calculation Methods
   module Base
     extend ActiveSupport::Concern
@@ -24,7 +24,7 @@ module Xirr
     # @return [BigDecimal]
     def xnpv(rate)
       cf.inject(0) do |sum, t|
-        sum += xnpv_c rate, t.amount, periods_from_start(t.date)
+        sum + (xnpv_c rate, t.amount, periods_from_start(t.date))
       end
     end
 
@@ -35,6 +35,5 @@ module Xirr
           return amount / pow(1 + rate, period);
         }'
     }
-
   end
 end

data/lib/xirr/bisection.rb

@@ -1,5 +1,5 @@
+# frozen_string_literal: true
 module Xirr
-
   # Methods that will be included in Cashflow to calculate XIRR
   class Bisection
     include Base
@@ -8,11 +8,11 @@ module Xirr
     # @return [BigDecimal]
     # @param midpoint [Float]
     # An initial guess rate will override the {Cashflow#irr_guess}
-    def xirr midpoint, options
+    def xirr(midpoint, options)
 
       # Initial values
-      left  = [BigDecimal.new(-0.99999999, Xirr::PRECISION), cf.irr_guess].min
-      right = [BigDecimal.new(9.99999999, Xirr::PRECISION), cf.irr_guess + 1].max
+      left  = [BigDecimal(-0.99999999, Xirr::PRECISION), cf.irr_guess].min
+      right = [BigDecimal(9.99999999, Xirr::PRECISION), cf.irr_guess + 1].max
       @original_right = right
       midpoint ||= cf.irr_guess
 
@@ -38,9 +38,10 @@ module Xirr
     # @return [Array]
     # Calculates the Bisections
     def bisection(left, midpoint, right)
-      _left, _mid = npv_positive?(left), npv_positive?(midpoint)
+      _left = xnpv(left).positive?
+      _mid = xnpv(midpoint).positive?
       if _left && _mid
-        return left, left, left, true if npv_positive?(right) # Not Enough Precision in the left to find the IRR
+        return left, left, left, true if xnpv(right).positive? # Not Enough Precision in the left to find the IRR
       end
       if _left == _mid
         return midpoint, format_irr(midpoint, right), right, false # Result is to the Right
@@ -49,13 +50,6 @@ module Xirr
       end
     end
 
-    # @param midpoint [Float]
-    # @return [Bolean]
-    # Returns true if result is to the right ot the range
-    def npv_positive?(midpoint)
-      xnpv(midpoint) > 0
-    end
-
     # @param left [Float]
     # @param right [Float]
     # @return [Float] IRR of the Cashflow
@@ -78,19 +72,15 @@ module Xirr
     def loop_rates(left, midpoint, right, iteration_limit)
       runs = 0
       while (right - left).abs > Xirr::EPS && runs < iteration_limit do
-        runs                               += 1
+        runs += 1
         left, midpoint, right, should_stop = bisection(left, midpoint, right)
         break if should_stop
         if right_limit_reached?(midpoint)
-          right           = right * 2
-          @original_right = @original_right * 2
+          right           *= 2
+          @original_right *= 2
         end
       end
       return midpoint, runs
     end
-
-
   end
-
 end
-

data/lib/xirr/cashflow.rb

@@ -1,5 +1,5 @@
+# frozen_string_literal: true
 module Xirr
-
   # Expands [Array] to store a set of transactions which will be used to calculate the XIRR
   # @note A Cashflow should consist of at least two transactions, one positive and one negative.
   class Cashflow < Array
@@ -59,7 +59,7 @@ module Xirr
       method, options = process_options(method, options)
       if invalid?
         raise ArgumentError, invalid_message if options[:raise_exception]
-        BigDecimal.new(0, Xirr::PRECISION)
+        BigDecimal(0, Xirr::PRECISION)
       else
         xirr = choose_(method).send :xirr, guess, options
         xirr = choose_(other_calculation_method(method)).send(:xirr, guess, options) if (xirr.nil? || xirr.nan?) && fallback

data/lib/xirr/newton_method.rb

@@ -1,3 +1,4 @@
+# frozen_string_literal: true
 require 'bigdecimal/newton'
 include Newton
 
@@ -20,7 +21,7 @@ module Xirr
       # define default values
       values.each do |key, value|
         define_method key do
-          BigDecimal.new(value, Xirr::PRECISION)
+          BigDecimal(value, Xirr::PRECISION)
         end
       end
 
@@ -35,8 +36,8 @@ module Xirr
       # Necessary for #nlsolve
       # @param x [BigDecimal]
       def values(x)
-        value = @transactions.send(@function, BigDecimal.new(x[0].to_s, Xirr::PRECISION))
-        [BigDecimal.new(value.to_s, Xirr::PRECISION)]
+        value = @transactions.send(@function, BigDecimal(x[0].to_s, Xirr::PRECISION))
+        [BigDecimal(value.to_s, Xirr::PRECISION)]
       end
     end
 

data/lib/xirr/transaction.rb

@@ -1,5 +1,5 @@
+# frozen_string_literal: true
 module Xirr
-
   # A unit of the Cashflow.
   class Transaction
     attr_reader :amount, :date

data/lib/xirr/version.rb

@@ -1,4 +1,4 @@
 module Xirr
   # Version of the Gem
-  VERSION = '0.5.4'
+  VERSION = '0.6.1'
 end

data/test/test_cashflow.rb

@@ -1,7 +1,6 @@
 require_relative 'test_helper'
 
 describe 'Cashflows' do
-
   describe 'of an ok investment' do
     before(:all) do
       @cf = Cashflow.new
@@ -39,7 +38,6 @@ describe 'Cashflows' do
     end
   end
 
-
   describe 'of an inverted ok investment' do
     before(:all) do
       @cf = Cashflow.new
@@ -136,10 +134,9 @@ describe 'Cashflows' do
     end
 
     it 'returns 0 instead of exception ' do
-      assert_equal BigDecimal.new(0, 6), @cf.xirr
+      assert_equal BigDecimal(0, 6), @cf.xirr
     end
 
-
     it 'with a wrong method is invalid' do
       assert_raises(ArgumentError) { @cf.xirr raise_exception: true, method: :no_method }
     end
@@ -151,7 +148,6 @@ describe 'Cashflows' do
     it 'raises error when xirr is called' do
       assert true, !@cf.irr_guess
     end
-
   end
 
   describe 'an all-positive Cashflow' do
@@ -194,7 +190,6 @@ describe 'Cashflows' do
     it 'has an educated guess' do
       assert_equal -0.022, @cf.irr_guess
     end
-
   end
 
   describe 'of a long investment' do
@@ -213,7 +208,6 @@ describe 'Cashflows' do
     it 'has an educated guess' do
       assert_equal 0.112, @cf.irr_guess.round(6)
     end
-
   end
 
   describe 'reapeated cashflow' do
@@ -232,7 +226,6 @@ describe 'Cashflows' do
     it 'sums all transactions' do
       assert_equal -3000.0, @cf.compact_cf.map(&:amount).inject(&:+)
     end
-
   end
 
   describe 'of a real case' do
@@ -278,7 +271,6 @@ describe 'Cashflows' do
     it 'is a long and bad investment and newton generates an error' do
       assert_equal '-1.0'.to_f, @cf.xirr #(method: :newton_method)
     end
-
   end
 
   describe 'xichen27' do
@@ -290,8 +282,8 @@ describe 'Cashflows' do
       assert_equal '-0.996814607'.to_f.round(3), cf.xirr.to_f.round(3)
     end
   end
-  describe 'marano' do
 
+  describe 'marano' do
     it 'it matchs Excel' do
       cf = Cashflow.new
       cf << Transaction.new(900.0, date: '2014-11-07'.to_date)
@@ -301,7 +293,6 @@ describe 'Cashflows' do
   end
 
   describe 'period' do
-
     it 'has zero for years of investment' do
       cf = Cashflow.new flow: [Transaction.new(105187.06, date: '2011-12-07'.to_date), Transaction.new(-105187.06 * 1.0697668105671994, date: '2011-12-07'.to_date)]
       assert_equal 0.0, cf.irr_guess
@@ -317,7 +308,5 @@ describe 'Cashflows' do
       cf = Cashflow.new period: 100, flow: [Transaction.new(-1000, date: Date.new(1957, 1, 1)), Transaction.new(390000, date: Date.new(2013, 1, 1))]
       assert_equal 0.112339, cf.xirr(period: 365.0)
     end
-
   end
-
 end

data/test/test_transactions.rb

@@ -4,14 +4,16 @@ describe 'Transaction' do
   before(:all) do
     @t = Transaction.new(1000, date: Date.today)
   end
+
   it 'converts amount to float' do
     assert true, @t.amount.kind_of?(Float)
   end
+
   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

data/xirr.gemspec

@@ -18,13 +18,14 @@ Gem::Specification.new do |spec|
   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 = '>=2.2.2'
 
-  spec.required_ruby_version = '>=2.0'
-  spec.add_dependency 'activesupport', '~> 4'
+  spec.add_dependency 'activesupport', '>= 4.1', '<= 5.3'
   spec.add_dependency 'RubyInline', '~> 3'
-  spec.add_development_dependency 'minitest', '~> 5.4'
-  spec.add_development_dependency 'coveralls', '~> 0'
 
+  spec.add_development_dependency 'activesupport', '~> 4.1.0'
+  spec.add_development_dependency 'minitest', '~> 5.11'
+  spec.add_development_dependency 'coveralls', '~> 0'
+  spec.add_development_dependency 'bundler', '~> 1.6'
+  spec.add_development_dependency 'rake', '~> 10'
 end

metadata

@@ -1,99 +1,119 @@
 --- !ruby/object:Gem::Specification
 name: xirr
 version: !ruby/object:Gem::Version
-  version: 0.5.4
+  version: 0.6.1
 platform: ruby
 authors:
 - tubedude
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2015-05-06 00:00:00.000000000 Z
+date: 2019-06-20 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
-  name: bundler
+  name: activesupport
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '4.1'
+    - - "<="
+      - !ruby/object:Gem::Version
+        version: '5.3'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '4.1'
+    - - "<="
+      - !ruby/object:Gem::Version
+        version: '5.3'
+- !ruby/object:Gem::Dependency
+  name: RubyInline
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '1.6'
-  type: :development
+        version: '3'
+  type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '1.6'
+        version: '3'
 - !ruby/object:Gem::Dependency
-  name: rake
+  name: activesupport
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '10'
+        version: 4.1.0
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '10'
+        version: 4.1.0
 - !ruby/object:Gem::Dependency
-  name: activesupport
+  name: minitest
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '4'
-  type: :runtime
+        version: '5.11'
+  type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '4'
+        version: '5.11'
 - !ruby/object:Gem::Dependency
-  name: RubyInline
+  name: coveralls
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '3'
-  type: :runtime
+        version: '0'
+  type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '3'
+        version: '0'
 - !ruby/object:Gem::Dependency
-  name: minitest
+  name: bundler
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '5.4'
+        version: '1.6'
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '5.4'
+        version: '1.6'
 - !ruby/object:Gem::Dependency
-  name: coveralls
+  name: rake
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '0'
+        version: '10'
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '0'
+        version: '10'
 description: Calculates IRR of a Cashflow, similar to Excel's, XIRR formula. It defaults
   to Newton Method, but will calculate Bisection as well.
 email:
@@ -136,7 +156,7 @@ required_ruby_version: !ruby/object:Gem::Requirement
   requirements:
   - - ">="
     - !ruby/object:Gem::Version
-      version: '2.0'
+      version: 2.2.2
 required_rubygems_version: !ruby/object:Gem::Requirement
   requirements:
   - - ">="
@@ -144,7 +164,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
       version: '0'
 requirements: []
 rubyforge_project: 
-rubygems_version: 2.4.6
+rubygems_version: 2.7.7
 signing_key: 
 specification_version: 4
 summary: Calculates XIRR (Bisection and Newton method) of a cashflow