Add test && docs
This commit is contained in:
27
xirr.go
27
xirr.go
@@ -1,3 +1,7 @@
|
||||
/*
|
||||
Goxirr is a simple implementation of a function for calculating
|
||||
the Internal Rate of Return for irregular cash flow (XIRR).
|
||||
*/
|
||||
package goxirr
|
||||
|
||||
import (
|
||||
@@ -5,16 +9,22 @@ import (
|
||||
"time"
|
||||
)
|
||||
|
||||
//A Transaction represents a single transaction from a series of irregular payments.
|
||||
type Transaction struct {
|
||||
Date time.Time
|
||||
Cash float64
|
||||
}
|
||||
|
||||
func Xirr(transactions []Transaction) float64 {
|
||||
//Transactions represents a cash flow consisting of individual transactions
|
||||
type Transactions []Transaction
|
||||
|
||||
//Xirr return the Internal Rate of Return (IRR) for an irregular series of cash flows (XIRR)
|
||||
func Xirr(transactions Transactions) float64 {
|
||||
var years []float64
|
||||
for _, ta := range transactions {
|
||||
years = append(years, (ta.Date.Sub(transactions[0].Date).Hours()/24)/365)
|
||||
for _, t := range transactions {
|
||||
years = append(years, (t.Date.Sub(transactions[0].Date).Hours()/24)/365)
|
||||
}
|
||||
|
||||
residual := 1.0
|
||||
step := 0.05
|
||||
guess := 0.05
|
||||
@@ -22,11 +32,13 @@ func Xirr(transactions []Transaction) float64 {
|
||||
limit := 10000
|
||||
|
||||
for math.Abs(residual) > epsilon && limit > 0 {
|
||||
limit -= 1
|
||||
limit--
|
||||
residual = 0.0
|
||||
for i, trans := range transactions {
|
||||
residual += trans.Cash / math.Pow(guess, years[i])
|
||||
|
||||
for i, t := range transactions {
|
||||
residual += t.Cash / math.Pow(guess, years[i])
|
||||
}
|
||||
|
||||
if math.Abs(residual) > epsilon {
|
||||
if residual > 0 {
|
||||
guess += step
|
||||
@@ -36,5 +48,6 @@ func Xirr(transactions []Transaction) float64 {
|
||||
}
|
||||
}
|
||||
}
|
||||
return (guess - 1) * 100
|
||||
|
||||
return math.Round(((guess-1)*100)*100) / 100
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user