First commit

go.mod

@@ -0,0 +1,3 @@
+module github.com/maksim77/goxirr
+
+go 1.13

xirr.go

@@ -0,0 +1,40 @@
+package goxirr
+
+import (
+	"math"
+	"time"
+)
+
+type Transaction struct {
+	Date time.Time
+	Cash float64
+}
+
+func Xirr(transactions []Transaction) float64 {
+	var years []float64
+	for _, ta := range transactions {
+		years = append(years, (ta.Date.Sub(transactions[0].Date).Hours()/24)/365)
+	}
+	residual := 1.0
+	step := 0.05
+	guess := 0.05
+	epsilon := 0.0001
+	limit := 10000
+
+	for math.Abs(residual) > epsilon && limit > 0 {
+		limit -= 1
+		residual = 0.0
+		for i, trans := range transactions {
+			residual += trans.Cash / math.Pow(guess, years[i])
+		}
+		if math.Abs(residual) > epsilon {
+			if residual > 0 {
+				guess += step
+			} else {
+				guess -= step
+				step /= 2.0
+			}
+		}
+	}
+	return (guess - 1) * 100
+}