55 lines
1.1 KiB
Go
55 lines
1.1 KiB
Go
/*
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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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"math"
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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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//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 _, 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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epsilon := 0.0001
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limit := 10000
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for math.Abs(residual) > epsilon && limit > 0 {
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limit--
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residual = 0.0
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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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} else {
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guess -= step
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step /= 2.0
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}
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}
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}
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return math.Round(((guess-1)*100)*100) / 100
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}
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