xirr_newton_calculator 0.0.6 → 0.0.7

checksums.yaml

@@ -1,15 +1,15 @@
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data/lib/xirr_newton_calculator.rb

@@ -6,23 +6,24 @@ class XirrNewtonCalculator
   #   init_rate: (Fixnum, Bignum)
   #   max_iteration: (Fixnum)
 
-  EPS = 10 ** -10
+  FlowStruct = Struct.new(:amount, :diff_date)
+  EPS = 10 ** -7
 
   def initialize(flows, init_rate, max_iteration=10_000)
     initial_date = Date.parse flows[0].date.to_s
     @flows = flows.collect do |flow|
-      {
-        amount: flow.amount,
-        diff_date: (Date.parse(flow.date.to_s) - initial_date) / 365.0
-      }
+      FlowStruct.new(
+        flow.amount,
+        (Date.parse(flow.date.to_s) - initial_date) / 365.0
+      )
     end
     @x_n = init_rate
     @max_iteration = max_iteration
   end
 
   def calculate(eps = EPS)
-    f(@x_n)
     @max_iteration.times do
+      f(@x_n)
       break if @f_xn.abs < eps
       @x_n = next_value(@x_n)
     end
@@ -34,18 +35,18 @@ class XirrNewtonCalculator
     # Argument X_n
     # Returns X_n+1
     def next_value(x)
-      x - f(x) / dfdx(x)
+      x - @f_xn.to_f / dfdx(x)
     end
 
     def dfdx(x)
       @flows[1..-1].inject(0) do |result, flow|
-        result += flow[:amount] * (-flow[:diff_date]) / ((1.0 + x) ** (flow[:diff_date] + 1.0))
+        result += flow.amount * (-flow.diff_date) / ((1.0 + x) ** (flow.diff_date + 1.0))
       end
     end
 
     def f(x)
       @f_xn = @flows.inject(0) do |result, flow|
-        result += flow[:amount] / ((1.0 + x) ** flow[:diff_date])
+        result += flow.amount / ((1.0 + x) ** flow.diff_date)
       end
     end
 end

data/spec/xirr_newton_calculator_spec.rb

@@ -61,7 +61,7 @@ describe "XirrNewtonCalculator" do
 
     it "returns proper value for x=1" do
       xirr_calculator.stub(dfdx: 2.0)
-      xirr_calculator.stub(f: 1.0)
+      xirr_calculator.instance_variable_set(:@f_xn, 1)
       expect(xirr_calculator.send(:next_value,1)).to eq 0.5
     end
   end

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: xirr_newton_calculator
 version: !ruby/object:Gem::Version
-  version: 0.0.6
+  version: 0.0.7
 platform: ruby
 authors:
 - JP Colomer