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32
.github/workflows/go.yml
vendored
Normal file
32
.github/workflows/go.yml
vendored
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@@ -0,0 +1,32 @@
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name: Go
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on: [push]
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jobs:
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build:
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name: Build
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runs-on: ubuntu-latest
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steps:
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- name: Set up Go 1.13
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uses: actions/setup-go@v1
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with:
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go-version: 1.13
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id: go
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- name: Check out code into the Go module directory
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uses: actions/checkout@v1
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- name: Get dependencies
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run: |
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go get -v -t -d ./...
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if [ -f Gopkg.toml ]; then
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curl https://raw.githubusercontent.com/golang/dep/master/install.sh | sh
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dep ensure
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fi
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- name: GolangCI-Lint
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uses: Mushus/golangci-linter@v1.1.2
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- name: Test
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run: go test -v .
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- name: Build
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run: go build -v .
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3
.golangci.yml
Normal file
3
.golangci.yml
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@@ -0,0 +1,3 @@
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linters:
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enable:
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- wsl
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30
README.md
30
README.md
@@ -1 +1,29 @@
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# goxirr
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# goxirr
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[](https://godoc.org/github.com/maksim77/goxirr)
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Goxirr is a simple implementation of a function for calculating the Internal Rate of Return for irregular cash flow (XIRR).
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## Links
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- [Wikipedia](https://en.wikipedia.org/wiki/Internal_rate_of_return)
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- [Excel support](https://support.office.com/en-us/article/XIRR-function-DE1242EC-6477-445B-B11B-A303AD9ADC9D)
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## Example
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```go
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import "time"
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import "github.com/maksim77/goxirr"
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firstDate := time.Date(2019, time.January, 1, 0, 0, 0, 0, time.UTC)
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t1 := goxirr.Transaction{
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Date: firstDate,
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Cash: -100,
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}
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t2 := goxirr.Transaction{
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Date: firstDate.Add(time.Hour * 24 * 365),
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Cash: 112,
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}
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tas := goxirr.Transactions{t1, t2}
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fmt.Println(goxirr.Xirr(tas))
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```
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28
xirr.go
28
xirr.go
@@ -1,3 +1,7 @@
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/*
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Package goxirr is a simple implementation of a function for calculating
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the Internal Rate of Return for irregular cash flow (XIRR).
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*/
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package goxirr
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import (
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@@ -5,16 +9,22 @@ import (
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"time"
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)
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//A Transaction represent a single transaction from a series of irregular payments.
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type Transaction struct {
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Date time.Time
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Cash float64
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}
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func Xirr(transactions []Transaction) float64 {
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//Transactions represent a cash flow consisting of individual transactions
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type Transactions []Transaction
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//Xirr returns the Internal Rate of Return (IRR) for an irregular series of cash flows (XIRR)
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func Xirr(transactions Transactions) float64 {
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var years []float64
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for _, ta := range transactions {
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years = append(years, (ta.Date.Sub(transactions[0].Date).Hours()/24)/365)
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for _, t := range transactions {
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years = append(years, (t.Date.Sub(transactions[0].Date).Hours()/24)/365)
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}
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residual := 1.0
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step := 0.05
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guess := 0.05
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@@ -22,11 +32,14 @@ func Xirr(transactions []Transaction) float64 {
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limit := 10000
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for math.Abs(residual) > epsilon && limit > 0 {
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limit -= 1
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limit--
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residual = 0.0
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for i, trans := range transactions {
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residual += trans.Cash / math.Pow(guess, years[i])
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for i, t := range transactions {
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residual += t.Cash / math.Pow(guess, years[i])
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}
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if math.Abs(residual) > epsilon {
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if residual > 0 {
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guess += step
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@@ -36,5 +49,6 @@ func Xirr(transactions []Transaction) float64 {
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}
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}
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}
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return (guess - 1) * 100
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return math.Round(((guess-1)*100)*100) / 100
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}
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72
xirr_test.go
Normal file
72
xirr_test.go
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@@ -0,0 +1,72 @@
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package goxirr
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import (
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"fmt"
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"testing"
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"time"
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)
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func ExampleXirr() {
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firstDate := time.Date(2019, time.January, 1, 0, 0, 0, 0, time.UTC)
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t1 := Transaction{
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Date: firstDate,
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Cash: -100,
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}
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t2 := Transaction{
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Date: firstDate.Add(time.Hour * 24 * 365),
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Cash: 112,
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}
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tas := Transactions{t1, t2}
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fmt.Println(Xirr(tas))
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// Output: 12
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}
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func TestXirr(t *testing.T) {
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type args struct {
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transactions []Transaction
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}
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var case1, case2, case3 args
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case1.transactions = append(case1.transactions, Transaction{
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Date: time.Date(2019, time.January, 1, 0, 0, 0, 0, time.UTC),
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Cash: -100,
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}, Transaction{
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Date: time.Date(2020, time.January, 1, 0, 0, 0, 0, time.UTC),
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Cash: 200,
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})
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case2.transactions = append(case2.transactions, Transaction{
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Date: time.Date(2019, time.January, 1, 0, 0, 0, 0, time.UTC),
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Cash: -100,
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}, Transaction{
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Date: time.Date(2020, time.January, 1, 0, 0, 0, 0, time.UTC),
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Cash: 100,
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})
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case3.transactions = append(case3.transactions, Transaction{
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Date: time.Date(2019, time.January, 1, 0, 0, 0, 0, time.UTC),
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Cash: -100,
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}, Transaction{
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Date: time.Date(2020, time.January, 1, 0, 0, 0, 0, time.UTC),
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Cash: 112,
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})
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tests := []struct {
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name string
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args args
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want float64
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}{
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{name: "100%", args: case1, want: 100},
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{name: "0%", args: case2, want: 0.0},
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{name: "12%", args: case3, want: 12},
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}
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for _, tt := range tests {
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t.Run(tt.name, func(t *testing.T) {
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if got := Xirr(tt.args.transactions); got != tt.want {
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t.Errorf("Xirr() = %v, want %v", got, tt.want)
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}
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})
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}
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}
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Block a user