Rangekeeper 0.8.24__py3-none-any.whl → 0.8.26__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- rangekeeper/extrapolation.py +13 -25
- rangekeeper/flux.py +19 -5
- rangekeeper/measure.py +1 -1
- {rangekeeper-0.8.24.dist-info → rangekeeper-0.8.26.dist-info}/METADATA +1 -1
- {rangekeeper-0.8.24.dist-info → rangekeeper-0.8.26.dist-info}/RECORD +7 -7
- {rangekeeper-0.8.24.dist-info → rangekeeper-0.8.26.dist-info}/WHEEL +0 -0
- {rangekeeper-0.8.24.dist-info → rangekeeper-0.8.26.dist-info}/top_level.txt +0 -0
rangekeeper/extrapolation.py
CHANGED
@@ -8,10 +8,12 @@ from abc import abstractmethod
|
|
8
8
|
|
9
9
|
|
10
10
|
class Type(enum.Enum):
|
11
|
-
STRAIGHT_LINE =
|
12
|
-
COMPOUNDING =
|
13
|
-
RECURRING =
|
14
|
-
|
11
|
+
STRAIGHT_LINE = "StraightLine" # A constant-change (linearly growing (or decaying)) projection form, originating from an initial value.
|
12
|
+
COMPOUNDING = "Compounding" # An exponentially growing (compounding) or decaying projection at a specified rate per period.
|
13
|
+
RECURRING = (
|
14
|
+
"Recurring" # A projection form that repeats a specified sequence of values.
|
15
|
+
)
|
16
|
+
DYNAMIC = "Dynamic" # A projection form generated by a stochastic process.
|
15
17
|
|
16
18
|
|
17
19
|
class Form:
|
@@ -21,9 +23,7 @@ class Form:
|
|
21
23
|
"""
|
22
24
|
|
23
25
|
@abstractmethod
|
24
|
-
def terms(
|
25
|
-
self,
|
26
|
-
sequence: pd.RangeIndex) -> [float]:
|
26
|
+
def terms(self, sequence: pd.RangeIndex) -> [float]:
|
27
27
|
"""
|
28
28
|
Returns the set of terms that define the projection's form at each value in the sequence.
|
29
29
|
"""
|
@@ -37,15 +37,11 @@ class StraightLine(Form):
|
|
37
37
|
To calculate the factor, the projection is modelled as a linear function of (slope * period) + 1
|
38
38
|
"""
|
39
39
|
|
40
|
-
def __init__(
|
41
|
-
self,
|
42
|
-
slope: float):
|
40
|
+
def __init__(self, slope: float):
|
43
41
|
self.type = Type.STRAIGHT_LINE
|
44
42
|
self.slope = slope
|
45
43
|
|
46
|
-
def terms(
|
47
|
-
self,
|
48
|
-
sequence: pd.RangeIndex) -> [float]:
|
44
|
+
def terms(self, sequence: pd.RangeIndex) -> [float]:
|
49
45
|
"""
|
50
46
|
Returns the additive terms to the projection at each value in the sequence.
|
51
47
|
"""
|
@@ -65,15 +61,11 @@ class Compounding(Form):
|
|
65
61
|
To calculate the factor, the projection is modelled as an exponential function of (1 + rate) ** period
|
66
62
|
"""
|
67
63
|
|
68
|
-
def __init__(
|
69
|
-
self,
|
70
|
-
rate: float):
|
64
|
+
def __init__(self, rate: float):
|
71
65
|
self.type = Type.COMPOUNDING
|
72
66
|
self.rate = rate
|
73
67
|
|
74
|
-
def terms(
|
75
|
-
self,
|
76
|
-
sequence: pd.RangeIndex) -> [float]:
|
68
|
+
def terms(self, sequence: pd.RangeIndex) -> [float]:
|
77
69
|
"""
|
78
70
|
Returns the multiplicative factors of the projection's form at each value in the sequence.
|
79
71
|
"""
|
@@ -83,15 +75,11 @@ class Compounding(Form):
|
|
83
75
|
class Dynamic(Form):
|
84
76
|
series: pd.Series
|
85
77
|
|
86
|
-
def __init__(
|
87
|
-
self,
|
88
|
-
series: pd.Series):
|
78
|
+
def __init__(self, series: pd.Series):
|
89
79
|
self.type = Type.DYNAMIC
|
90
80
|
self.series = series
|
91
81
|
|
92
|
-
def terms(
|
93
|
-
self,
|
94
|
-
sequence: pd.RangeIndex) -> [float]:
|
82
|
+
def terms(self, sequence: pd.RangeIndex) -> [float]:
|
95
83
|
"""
|
96
84
|
Returns the multiplicative factors of the projection's form at each value in the sequence.
|
97
85
|
"""
|
rangekeeper/flux.py
CHANGED
@@ -324,21 +324,35 @@ class Flow:
|
|
324
324
|
movements=frame["Discounted Flow"], units=self.units, name=name
|
325
325
|
)
|
326
326
|
|
327
|
-
def xirr(
|
328
|
-
|
327
|
+
def xirr(
|
328
|
+
self, registry: pint.UnitRegistry = rk.measure.Index.registry
|
329
|
+
) -> pint.Quantity:
|
330
|
+
"""
|
331
|
+
Returns the XIRR (Extended Internal Rate of Return) of the Flow's movements.
|
332
|
+
Formats the result as a percentage in the specified registry's units.
|
333
|
+
"""
|
334
|
+
result = pyxirr.xirr(
|
329
335
|
dates=list(self.movements.index.array),
|
330
336
|
amounts=self.movements.to_list(),
|
331
337
|
)
|
338
|
+
return result * 100 * registry.percent
|
332
339
|
|
333
340
|
def xnpv(
|
334
341
|
self,
|
335
|
-
rate: float,
|
336
|
-
) ->
|
337
|
-
|
342
|
+
rate: Union[float, pint.Quantity],
|
343
|
+
) -> pint.Quantity:
|
344
|
+
"""
|
345
|
+
Returns the XNPV (Extended Net Present Value) of the Flow's movements at a specified rate.
|
346
|
+
Formats the result as a quantity in the Flow's units.
|
347
|
+
"""
|
348
|
+
if isinstance(rate, pint.Quantity):
|
349
|
+
rate = rate.to(rk.measure.Index.registry.dimensionless).magnitude
|
350
|
+
result = pyxirr.xnpv(
|
338
351
|
rate=rate,
|
339
352
|
dates=list(self.movements.index.array),
|
340
353
|
amounts=self.movements.to_list(),
|
341
354
|
)
|
355
|
+
return result * self.units
|
342
356
|
|
343
357
|
def diff(
|
344
358
|
self,
|
rangekeeper/measure.py
CHANGED
@@ -1,6 +1,6 @@
|
|
1
1
|
Metadata-Version: 2.4
|
2
2
|
Name: Rangekeeper
|
3
|
-
Version: 0.8.
|
3
|
+
Version: 0.8.26
|
4
4
|
Summary: A Python library assisting financial modelling in real estate asset & development planning, decision-making, cashflow forecasting, and scenario analysis.
|
5
5
|
Author-email: Daniel Fink <danfink@mit.edu>
|
6
6
|
License-Expression: MPL-2.0
|
@@ -2,11 +2,11 @@ rangekeeper/__init__.py,sha256=3ed6dqjrwb0_Z1le9oItyOFHFrAtP0XJIVhZG07iqZ0,1731
|
|
2
2
|
rangekeeper/api.py,sha256=3nuG7C2IQjpumcn79MvYDTa7ADWPAos7VfVM-3pL4n4,4798
|
3
3
|
rangekeeper/distribution.py,sha256=2C3jhi1rLJUs0seBztdQb196hNhc00sKJEGMkFiDpYs,8961
|
4
4
|
rangekeeper/duration.py,sha256=9GU6dcZTL_OAOgEHLGkCVxjG16_Po1IMEU29K5g4iRM,20433
|
5
|
-
rangekeeper/extrapolation.py,sha256=
|
6
|
-
rangekeeper/flux.py,sha256=
|
5
|
+
rangekeeper/extrapolation.py,sha256=Zfsz2KwkImxEMMCNZaF8RpiQxlIgemS1dQkSnjliYU4,2814
|
6
|
+
rangekeeper/flux.py,sha256=R7W8GwiVcgRSw8Y1GgucrcQpWDFYS510EP2uRslRc5s,31916
|
7
7
|
rangekeeper/format.py,sha256=DOfF4-LCXqWyCtE1OomwE80sJLe6LjL4gqEOAP454LQ,10796
|
8
8
|
rangekeeper/graph.py,sha256=6oWRv-qzGsM5Z19UyJ1v3hwtWaQp_F4qQKxizvkQ_gg,28043
|
9
|
-
rangekeeper/measure.py,sha256=
|
9
|
+
rangekeeper/measure.py,sha256=eCdoTAocq1loNZBnOp3nPiPV7yIi0QTwpVHvjba1hkY,4125
|
10
10
|
rangekeeper/policy.py,sha256=8p-sl7SpcE_FTwpwR6wR8COotNISzD4bcqZqPHoJCQI,567
|
11
11
|
rangekeeper/projection.py,sha256=r5fHDeobCMvQkFqohCIR4SfH1fmkV4aQUlzxmF429mU,6231
|
12
12
|
rangekeeper/segmentation.py,sha256=-qZkXQ7JbSKp_psORog3TIP8yag6ooe9hGD9uuylcSk,6862
|
@@ -20,7 +20,7 @@ rangekeeper/dynamics/trend.py,sha256=-WqrRvmmTj2mE24Pz-Dl5lXEpLXnDUMngafU__em_ac
|
|
20
20
|
rangekeeper/dynamics/volatility.py,sha256=MGDLzrI1uP_C6HL-pigJwWikHg1KNbfB_0m0Akh-L2A,5162
|
21
21
|
rangekeeper/formula/__init__.py,sha256=4OXzdJAYDBxQeOMzLR5MZvIjxxIfFOTE9aNu9zFryAE,36
|
22
22
|
rangekeeper/formula/financial.py,sha256=oNFdhygbtdEUFjpxYFuuDnpC_P8nOO538b21FzaMtTU,14045
|
23
|
-
rangekeeper-0.8.
|
24
|
-
rangekeeper-0.8.
|
25
|
-
rangekeeper-0.8.
|
26
|
-
rangekeeper-0.8.
|
23
|
+
rangekeeper-0.8.26.dist-info/METADATA,sha256=uvEDt-iGG-ofh01UcYM3srEUOUW9OxpHV-GOE5lL8PU,2212
|
24
|
+
rangekeeper-0.8.26.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
|
25
|
+
rangekeeper-0.8.26.dist-info/top_level.txt,sha256=7ov6d70lppmzKc088MAmRWnCtCRGA2cd43G28QBSv-c,12
|
26
|
+
rangekeeper-0.8.26.dist-info/RECORD,,
|
File without changes
|
File without changes
|