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from __future__ import division, absolute_import, print_function
import numpy as np
from numpy.testing import (
run_module_suite, TestCase, assert_, assert_almost_equal,
assert_allclose, assert_equal
)
class TestFinancial(TestCase):
def test_rate(self):
assert_almost_equal(np.rate(10, 0, -3500, 10000),
0.1107, 4)
def test_irr(self):
v = [-150000, 15000, 25000, 35000, 45000, 60000]
assert_almost_equal(np.irr(v), 0.0524, 2)
v = [-100, 0, 0, 74]
assert_almost_equal(np.irr(v), -0.0955, 2)
v = [-100, 39, 59, 55, 20]
assert_almost_equal(np.irr(v), 0.28095, 2)
v = [-100, 100, 0, -7]
assert_almost_equal(np.irr(v), -0.0833, 2)
v = [-100, 100, 0, 7]
assert_almost_equal(np.irr(v), 0.06206, 2)
v = [-5, 10.5, 1, -8, 1]
assert_almost_equal(np.irr(v), 0.0886, 2)
# Test that if there is no solution then np.irr returns nan
# Fixes gh-6744
v = [-1, -2, -3]
assert_equal(np.irr(v), np.nan)
def test_pv(self):
assert_almost_equal(np.pv(0.07, 20, 12000, 0), -127128.17, 2)
def test_fv(self):
assert_almost_equal(np.fv(0.075, 20, -2000, 0, 0), 86609.36, 2)
def test_pmt(self):
res = np.pmt(0.08/12, 5*12, 15000)
tgt = -304.145914
assert_allclose(res, tgt)
# Test the edge case where rate == 0.0
res = np.pmt(0.0, 5*12, 15000)
tgt = -250.0
assert_allclose(res, tgt)
# Test the case where we use broadcast and
# the arguments passed in are arrays.
res = np.pmt([[0.0, 0.8],[0.3, 0.8]],[12, 3],[2000, 20000])
tgt = np.array([[-166.66667, -19311.258],[-626.90814, -19311.258]])
assert_allclose(res, tgt)
def test_ppmt(self):
np.round(np.ppmt(0.1/12, 1, 60, 55000), 2) == 710.25
def test_ipmt(self):
np.round(np.ipmt(0.1/12, 1, 24, 2000), 2) == 16.67
def test_nper(self):
assert_almost_equal(np.nper(0.075, -2000, 0, 100000.),
21.54, 2)
def test_nper2(self):
assert_almost_equal(np.nper(0.0, -2000, 0, 100000.),
50.0, 1)
def test_npv(self):
assert_almost_equal(
np.npv(0.05, [-15000, 1500, 2500, 3500, 4500, 6000]),
122.89, 2)
def test_mirr(self):
val = [-4500, -800, 800, 800, 600, 600, 800, 800, 700, 3000]
assert_almost_equal(np.mirr(val, 0.08, 0.055), 0.0666, 4)
val = [-120000, 39000, 30000, 21000, 37000, 46000]
assert_almost_equal(np.mirr(val, 0.10, 0.12), 0.126094, 6)
val = [100, 200, -50, 300, -200]
assert_almost_equal(np.mirr(val, 0.05, 0.06), 0.3428, 4)
val = [39000, 30000, 21000, 37000, 46000]
assert_(np.isnan(np.mirr(val, 0.10, 0.12)))
def test_when(self):
#begin
assert_almost_equal(np.rate(10, 20, -3500, 10000, 1),
np.rate(10, 20, -3500, 10000, 'begin'), 4)
#end
assert_almost_equal(np.rate(10, 20, -3500, 10000),
np.rate(10, 20, -3500, 10000, 'end'), 4)
assert_almost_equal(np.rate(10, 20, -3500, 10000, 0),
np.rate(10, 20, -3500, 10000, 'end'), 4)
# begin
assert_almost_equal(np.pv(0.07, 20, 12000, 0, 1),
np.pv(0.07, 20, 12000, 0, 'begin'), 2)
# end
assert_almost_equal(np.pv(0.07, 20, 12000, 0),
np.pv(0.07, 20, 12000, 0, 'end'), 2)
assert_almost_equal(np.pv(0.07, 20, 12000, 0, 0),
np.pv(0.07, 20, 12000, 0, 'end'), 2)
# begin
assert_almost_equal(np.fv(0.075, 20, -2000, 0, 1),
np.fv(0.075, 20, -2000, 0, 'begin'), 4)
# end
assert_almost_equal(np.fv(0.075, 20, -2000, 0),
np.fv(0.075, 20, -2000, 0, 'end'), 4)
assert_almost_equal(np.fv(0.075, 20, -2000, 0, 0),
np.fv(0.075, 20, -2000, 0, 'end'), 4)
# begin
assert_almost_equal(np.pmt(0.08/12, 5*12, 15000., 0, 1),
np.pmt(0.08/12, 5*12, 15000., 0, 'begin'), 4)
# end
assert_almost_equal(np.pmt(0.08/12, 5*12, 15000., 0),
np.pmt(0.08/12, 5*12, 15000., 0, 'end'), 4)
assert_almost_equal(np.pmt(0.08/12, 5*12, 15000., 0, 0),
np.pmt(0.08/12, 5*12, 15000., 0, 'end'), 4)
# begin
assert_almost_equal(np.ppmt(0.1/12, 1, 60, 55000, 0, 1),
np.ppmt(0.1/12, 1, 60, 55000, 0, 'begin'), 4)
# end
assert_almost_equal(np.ppmt(0.1/12, 1, 60, 55000, 0),
np.ppmt(0.1/12, 1, 60, 55000, 0, 'end'), 4)
assert_almost_equal(np.ppmt(0.1/12, 1, 60, 55000, 0, 0),
np.ppmt(0.1/12, 1, 60, 55000, 0, 'end'), 4)
# begin
assert_almost_equal(np.ipmt(0.1/12, 1, 24, 2000, 0, 1),
np.ipmt(0.1/12, 1, 24, 2000, 0, 'begin'), 4)
# end
assert_almost_equal(np.ipmt(0.1/12, 1, 24, 2000, 0),
np.ipmt(0.1/12, 1, 24, 2000, 0, 'end'), 4)
assert_almost_equal(np.ipmt(0.1/12, 1, 24, 2000, 0, 0),
np.ipmt(0.1/12, 1, 24, 2000, 0, 'end'), 4)
# begin
assert_almost_equal(np.nper(0.075, -2000, 0, 100000., 1),
np.nper(0.075, -2000, 0, 100000., 'begin'), 4)
# end
assert_almost_equal(np.nper(0.075, -2000, 0, 100000.),
np.nper(0.075, -2000, 0, 100000., 'end'), 4)
assert_almost_equal(np.nper(0.075, -2000, 0, 100000., 0),
np.nper(0.075, -2000, 0, 100000., 'end'), 4)
def test_broadcast(self):
assert_almost_equal(np.nper(0.075, -2000, 0, 100000., [0, 1]),
[21.5449442, 20.76156441], 4)
assert_almost_equal(np.ipmt(0.1/12, list(range(5)), 24, 2000),
[-17.29165168, -16.66666667, -16.03647345,
-15.40102862, -14.76028842], 4)
assert_almost_equal(np.ppmt(0.1/12, list(range(5)), 24, 2000),
[-74.998201, -75.62318601, -76.25337923,
-76.88882405, -77.52956425], 4)
assert_almost_equal(np.ppmt(0.1/12, list(range(5)), 24, 2000, 0,
[0, 0, 1, 'end', 'begin']),
[-74.998201, -75.62318601, -75.62318601,
-76.88882405, -76.88882405], 4)
if __name__ == "__main__":
run_module_suite()
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