diff options
Diffstat (limited to 'numpy/lib')
| -rw-r--r-- | numpy/lib/financial.py | 93 | ||||
| -rw-r--r-- | numpy/lib/tests/test_financial.py | 299 |
2 files changed, 296 insertions, 96 deletions
diff --git a/numpy/lib/financial.py b/numpy/lib/financial.py index 95942da16..06fa1bd92 100644 --- a/numpy/lib/financial.py +++ b/numpy/lib/financial.py @@ -7,9 +7,13 @@ so that the functions behave like ufuncs with broadcasting and being able to be called with scalars or arrays (or other sequences). +Functions support the :class:`decimal.Decimal` type unless +otherwise stated. """ from __future__ import division, absolute_import, print_function +from decimal import Decimal + import numpy as np __all__ = ['fv', 'pmt', 'nper', 'ipmt', 'ppmt', 'pv', 'rate', @@ -32,7 +36,6 @@ def _convert_when(when): except (KeyError, TypeError): return [_when_to_num[x] for x in when] - def fv(rate, nper, pmt, pv, when='end'): """ Compute the future value. @@ -117,10 +120,8 @@ def fv(rate, nper, pmt, pv, when='end'): when = _convert_when(when) (rate, nper, pmt, pv, when) = map(np.asarray, [rate, nper, pmt, pv, when]) temp = (1+rate)**nper - miter = np.broadcast(rate, nper, pmt, pv, when) - zer = np.zeros(miter.shape) - fact = np.where(rate == zer, nper + zer, - (1 + rate*when)*(temp - 1)/rate + zer) + fact = np.where(rate == 0, nper, + (1 + rate*when)*(temp - 1)/rate) return -(pv*temp + pmt*fact) def pmt(rate, nper, pv, fv=0, when='end'): @@ -209,17 +210,18 @@ def pmt(rate, nper, pv, fv=0, when='end'): when = _convert_when(when) (rate, nper, pv, fv, when) = map(np.array, [rate, nper, pv, fv, when]) temp = (1 + rate)**nper - mask = (rate == 0.0) - masked_rate = np.where(mask, 1.0, rate) - z = np.zeros(np.broadcast(masked_rate, nper, pv, fv, when).shape) - fact = np.where(mask != z, nper + z, - (1 + masked_rate*when)*(temp - 1)/masked_rate + z) + mask = (rate == 0) + masked_rate = np.where(mask, 1, rate) + fact = np.where(mask != 0, nper, + (1 + masked_rate*when)*(temp - 1)/masked_rate) return -(fv + pv*temp) / fact def nper(rate, pmt, pv, fv=0, when='end'): """ Compute the number of periodic payments. + :class:`decimal.Decimal` type is not supported. + Parameters ---------- rate : array_like @@ -271,20 +273,18 @@ def nper(rate, pmt, pv, fv=0, when='end'): use_zero_rate = False with np.errstate(divide="raise"): try: - z = pmt*(1.0+rate*when)/rate + z = pmt*(1+rate*when)/rate except FloatingPointError: use_zero_rate = True if use_zero_rate: - return (-fv + pv) / (pmt + 0.0) + return (-fv + pv) / pmt else: - A = -(fv + pv)/(pmt+0.0) - B = np.log((-fv+z) / (pv+z))/np.log(1.0+rate) - miter = np.broadcast(rate, pmt, pv, fv, when) - zer = np.zeros(miter.shape) - return np.where(rate == zer, A + zer, B + zer) + 0.0 + A = -(fv + pv)/(pmt+0) + B = np.log((-fv+z) / (pv+z))/np.log(1+rate) + return np.where(rate == 0, A, B) -def ipmt(rate, per, nper, pv, fv=0.0, when='end'): +def ipmt(rate, per, nper, pv, fv=0, when='end'): """ Compute the interest portion of a payment. @@ -374,7 +374,7 @@ def ipmt(rate, per, nper, pv, fv=0.0, when='end'): ipmt = _rbl(rate, per, total_pmt, pv, when)*rate try: ipmt = np.where(when == 1, ipmt/(1 + rate), ipmt) - ipmt = np.where(np.logical_and(when == 1, per == 1), 0.0, ipmt) + ipmt = np.where(np.logical_and(when == 1, per == 1), 0, ipmt) except IndexError: pass return ipmt @@ -388,7 +388,7 @@ def _rbl(rate, per, pmt, pv, when): """ return fv(rate, (per - 1), pmt, pv, when) -def ppmt(rate, per, nper, pv, fv=0.0, when='end'): +def ppmt(rate, per, nper, pv, fv=0, when='end'): """ Compute the payment against loan principal. @@ -416,7 +416,7 @@ def ppmt(rate, per, nper, pv, fv=0.0, when='end'): total = pmt(rate, nper, pv, fv, when) return total - ipmt(rate, per, nper, pv, fv, when) -def pv(rate, nper, pmt, fv=0.0, when='end'): +def pv(rate, nper, pmt, fv=0, when='end'): """ Compute the present value. @@ -505,9 +505,7 @@ def pv(rate, nper, pmt, fv=0.0, when='end'): when = _convert_when(when) (rate, nper, pmt, fv, when) = map(np.asarray, [rate, nper, pmt, fv, when]) temp = (1+rate)**nper - miter = np.broadcast(rate, nper, pmt, fv, when) - zer = np.zeros(miter.shape) - fact = np.where(rate == zer, nper+zer, (1+rate*when)*(temp-1)/rate+zer) + fact = np.where(rate == 0, nper, (1+rate*when)*(temp-1)/rate) return -(fv + pmt*fact)/temp # Computed with Sage @@ -529,7 +527,7 @@ def _g_div_gp(r, n, p, x, y, w): # where # g(r) is the formula # g'(r) is the derivative with respect to r. -def rate(nper, pmt, pv, fv, when='end', guess=0.10, tol=1e-6, maxiter=100): +def rate(nper, pmt, pv, fv, when='end', guess=None, tol=None, maxiter=100): """ Compute the rate of interest per period. @@ -545,10 +543,10 @@ def rate(nper, pmt, pv, fv, when='end', guess=0.10, tol=1e-6, maxiter=100): Future value when : {{'begin', 1}, {'end', 0}}, {string, int}, optional When payments are due ('begin' (1) or 'end' (0)) - guess : float, optional - Starting guess for solving the rate of interest - tol : float, optional - Required tolerance for the solution + guess : Number, optional + Starting guess for solving the rate of interest, default 0.1 + tol : Number, optional + Required tolerance for the solution, default 1e-6 maxiter : int, optional Maximum iterations in finding the solution @@ -573,15 +571,26 @@ def rate(nper, pmt, pv, fv, when='end', guess=0.10, tol=1e-6, maxiter=100): """ when = _convert_when(when) + default_type = Decimal if isinstance(pmt, Decimal) else float + + # Handle casting defaults to Decimal if/when pmt is a Decimal and + # guess and/or tol are not given default values + if guess is None: + guess = default_type('0.1') + + if tol is None: + tol = default_type('1e-6') + (nper, pmt, pv, fv, when) = map(np.asarray, [nper, pmt, pv, fv, when]) + rn = guess - iter = 0 + iterator = 0 close = False - while (iter < maxiter) and not close: + while (iterator < maxiter) and not close: rnp1 = rn - _g_div_gp(rn, nper, pmt, pv, fv, when) diff = abs(rnp1-rn) close = np.all(diff < tol) - iter += 1 + iterator += 1 rn = rnp1 if not close: # Return nan's in array of the same shape as rn @@ -597,6 +606,8 @@ def irr(values): that gives a net present value of 0.0; for a more complete explanation, see Notes below. + :class:`decimal.Decimal` type is not supported. + Parameters ---------- values : array_like, shape(N,) @@ -650,6 +661,11 @@ def irr(values): (Compare with the Example given for numpy.lib.financial.npv) """ + # `np.roots` call is why this function does not support Decimal type. + # + # Ultimately Decimal support needs to be added to np.roots, which has + # greater implications on the entire linear algebra module and how it does + # eigenvalue computations. res = np.roots(values[::-1]) mask = (res.imag == 0) & (res.real > 0) if not mask.any(): @@ -657,7 +673,7 @@ def irr(values): res = res[mask].real # NPV(rate) = 0 can have more than one solution so we return # only the solution closest to zero. - rate = 1.0/res - 1 + rate = 1/res - 1 rate = rate.item(np.argmin(np.abs(rate))) return rate @@ -727,12 +743,19 @@ def mirr(values, finance_rate, reinvest_rate): Modified internal rate of return """ - values = np.asarray(values, dtype=np.double) + values = np.asarray(values) n = values.size + + # Without this explicit cast the 1/(n - 1) computation below + # becomes a float, which causes TypeError when using Decimal + # values. + if isinstance(finance_rate, Decimal): + n = Decimal(n) + pos = values > 0 neg = values < 0 if not (pos.any() and neg.any()): return np.nan numer = np.abs(npv(reinvest_rate, values*pos)) denom = np.abs(npv(finance_rate, values*neg)) - return (numer/denom)**(1.0/(n - 1))*(1 + reinvest_rate) - 1 + return (numer/denom)**(1/(n - 1))*(1 + reinvest_rate) - 1 diff --git a/numpy/lib/tests/test_financial.py b/numpy/lib/tests/test_financial.py index 4db364ad5..c5e92dbc0 100644 --- a/numpy/lib/tests/test_financial.py +++ b/numpy/lib/tests/test_financial.py @@ -1,16 +1,23 @@ from __future__ import division, absolute_import, print_function +from decimal import Decimal + import numpy as np from numpy.testing import ( run_module_suite, assert_, assert_almost_equal, assert_allclose, - assert_equal - ) + assert_equal, assert_raises +) class TestFinancial(object): def test_rate(self): - assert_almost_equal(np.rate(10, 0, -3500, 10000), - 0.1107, 4) + assert_almost_equal( + np.rate(10, 0, -3500, 10000), + 0.1107, 4) + + def test_rate_decimal(self): + rate = np.rate(Decimal('10'), Decimal('0'), Decimal('-3500'), Decimal('10000')) + assert_equal(Decimal('0.1106908537142689284704528100'), rate) def test_irr(self): v = [-150000, 15000, 25000, 35000, 45000, 60000] @@ -34,28 +41,84 @@ class TestFinancial(object): def test_pv(self): assert_almost_equal(np.pv(0.07, 20, 12000, 0), -127128.17, 2) + def test_pv_decimal(self): + assert_equal(np.pv(Decimal('0.07'), Decimal('20'), Decimal('12000'), Decimal('0')), + Decimal('-127128.1709461939327295222005')) + def test_fv(self): - assert_almost_equal(np.fv(0.075, 20, -2000, 0, 0), 86609.36, 2) + assert_equal(np.fv(0.075, 20, -2000, 0, 0), 86609.362673042924) + + def test_fv_decimal(self): + assert_equal(np.fv(Decimal('0.075'), Decimal('20'), Decimal('-2000'), 0, 0), + Decimal('86609.36267304300040536731624')) def test_pmt(self): - res = np.pmt(0.08/12, 5*12, 15000) + 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) + 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]]) + 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_pmt_decimal(self): + res = np.pmt(Decimal('0.08') / Decimal('12'), 5 * 12, 15000) + tgt = Decimal('-304.1459143262052370338701494') + assert_equal(res, tgt) + # Test the edge case where rate == 0.0 + res = np.pmt(Decimal('0'), Decimal('60'), Decimal('15000')) + tgt = -250 + assert_equal(res, tgt) + # Test the case where we use broadcast and + # the arguments passed in are arrays. + res = np.pmt([[Decimal('0'), Decimal('0.8')], [Decimal('0.3'), Decimal('0.8')]], + [Decimal('12'), Decimal('3')], [Decimal('2000'), Decimal('20000')]) + tgt = np.array([[Decimal('-166.6666666666666666666666667'), Decimal('-19311.25827814569536423841060')], + [Decimal('-626.9081401700757748402586600'), Decimal('-19311.25827814569536423841060')]]) + + # Cannot use the `assert_allclose` because it uses isfinite under the covers + # which does not support the Decimal type + # See issue: https://github.com/numpy/numpy/issues/9954 + assert_equal(res[0][0], tgt[0][0]) + assert_equal(res[0][1], tgt[0][1]) + assert_equal(res[1][0], tgt[1][0]) + assert_equal(res[1][1], tgt[1][1]) + def test_ppmt(self): - np.round(np.ppmt(0.1/12, 1, 60, 55000), 2) == 710.25 + assert_equal(np.round(np.ppmt(0.1 / 12, 1, 60, 55000), 2), -710.25) + + def test_ppmt_decimal(self): + assert_equal(np.ppmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('60'), Decimal('55000')), + Decimal('-710.2541257864217612489830917')) + + # Two tests showing how Decimal is actually getting at a more exact result + # .23 / 12 does not come out nicely as a float but does as a decimal + def test_ppmt_special_rate(self): + assert_equal(np.round(np.ppmt(0.23 / 12, 1, 60, 10000000000), 8), -90238044.232277036) + + def test_ppmt_special_rate_decimal(self): + # When rounded out to 8 decimal places like the float based test, this should not equal the same value + # as the float, substituted for the decimal + def raise_error_because_not_equal(): + assert_equal( + round(np.ppmt(Decimal('0.23') / Decimal('12'), 1, 60, Decimal('10000000000')), 8), + Decimal('-90238044.232277036')) + + assert_raises(AssertionError, raise_error_because_not_equal) + assert_equal(np.ppmt(Decimal('0.23') / Decimal('12'), 1, 60, Decimal('10000000000')), + Decimal('-90238044.2322778884413969909')) def test_ipmt(self): - np.round(np.ipmt(0.1/12, 1, 24, 2000), 2) == 16.67 + assert_almost_equal(np.round(np.ipmt(0.1 / 12, 1, 24, 2000), 2), -16.67) + + def test_ipmt_decimal(self): + result = np.ipmt(Decimal('0.1') / Decimal('12'), 1, 24, 2000) + assert_equal(result.flat[0], Decimal('-16.66666666666666666666666667')) def test_nper(self): assert_almost_equal(np.nper(0.075, -2000, 0, 100000.), @@ -70,6 +133,11 @@ class TestFinancial(object): np.npv(0.05, [-15000, 1500, 2500, 3500, 4500, 6000]), 122.89, 2) + def test_npv_decimal(self): + assert_equal( + np.npv(Decimal('0.05'), [-15000, 1500, 2500, 3500, 4500, 6000]), + Decimal('122.894854950942692161628715')) + 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) @@ -83,86 +151,195 @@ class TestFinancial(object): val = [39000, 30000, 21000, 37000, 46000] assert_(np.isnan(np.mirr(val, 0.10, 0.12))) + def test_mirr_decimal(self): + val = [Decimal('-4500'), Decimal('-800'), Decimal('800'), Decimal('800'), + Decimal('600'), Decimal('600'), Decimal('800'), Decimal('800'), + Decimal('700'), Decimal('3000')] + assert_equal(np.mirr(val, Decimal('0.08'), Decimal('0.055')), + Decimal('0.066597175031553548874239618')) + + val = [Decimal('-120000'), Decimal('39000'), Decimal('30000'), + Decimal('21000'), Decimal('37000'), Decimal('46000')] + assert_equal(np.mirr(val, Decimal('0.10'), Decimal('0.12')), Decimal('0.126094130365905145828421880')) + + val = [Decimal('100'), Decimal('200'), Decimal('-50'), + Decimal('300'), Decimal('-200')] + assert_equal(np.mirr(val, Decimal('0.05'), Decimal('0.06')), Decimal('0.342823387842176663647819868')) + + val = [Decimal('39000'), Decimal('30000'), Decimal('21000'), Decimal('37000'), Decimal('46000')] + assert_(np.isnan(np.mirr(val, Decimal('0.10'), Decimal('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_equal(np.rate(10, 20, -3500, 10000, 1), + np.rate(10, 20, -3500, 10000, 'begin')) + # end + assert_equal(np.rate(10, 20, -3500, 10000), + np.rate(10, 20, -3500, 10000, 'end')) + assert_equal(np.rate(10, 20, -3500, 10000, 0), + np.rate(10, 20, -3500, 10000, 'end')) # begin - assert_almost_equal(np.pv(0.07, 20, 12000, 0, 1), - np.pv(0.07, 20, 12000, 0, 'begin'), 2) + assert_equal(np.pv(0.07, 20, 12000, 0, 1), + np.pv(0.07, 20, 12000, 0, 'begin')) # 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) + assert_equal(np.pv(0.07, 20, 12000, 0), + np.pv(0.07, 20, 12000, 0, 'end')) + assert_equal(np.pv(0.07, 20, 12000, 0, 0), + np.pv(0.07, 20, 12000, 0, 'end')) # begin - assert_almost_equal(np.fv(0.075, 20, -2000, 0, 1), - np.fv(0.075, 20, -2000, 0, 'begin'), 4) + assert_equal(np.fv(0.075, 20, -2000, 0, 1), + np.fv(0.075, 20, -2000, 0, 'begin')) # 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) + assert_equal(np.fv(0.075, 20, -2000, 0), + np.fv(0.075, 20, -2000, 0, 'end')) + assert_equal(np.fv(0.075, 20, -2000, 0, 0), + np.fv(0.075, 20, -2000, 0, 'end')) # 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) + assert_equal(np.pmt(0.08 / 12, 5 * 12, 15000., 0, 1), + np.pmt(0.08 / 12, 5 * 12, 15000., 0, 'begin')) # 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) + assert_equal(np.pmt(0.08 / 12, 5 * 12, 15000., 0), + np.pmt(0.08 / 12, 5 * 12, 15000., 0, 'end')) + assert_equal(np.pmt(0.08 / 12, 5 * 12, 15000., 0, 0), + np.pmt(0.08 / 12, 5 * 12, 15000., 0, 'end')) # 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) + assert_equal(np.ppmt(0.1 / 12, 1, 60, 55000, 0, 1), + np.ppmt(0.1 / 12, 1, 60, 55000, 0, 'begin')) # 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) + assert_equal(np.ppmt(0.1 / 12, 1, 60, 55000, 0), + np.ppmt(0.1 / 12, 1, 60, 55000, 0, 'end')) + assert_equal(np.ppmt(0.1 / 12, 1, 60, 55000, 0, 0), + np.ppmt(0.1 / 12, 1, 60, 55000, 0, 'end')) # 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) + assert_equal(np.ipmt(0.1 / 12, 1, 24, 2000, 0, 1), + np.ipmt(0.1 / 12, 1, 24, 2000, 0, 'begin')) # 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) + assert_equal(np.ipmt(0.1 / 12, 1, 24, 2000, 0), + np.ipmt(0.1 / 12, 1, 24, 2000, 0, 'end')) + assert_equal(np.ipmt(0.1 / 12, 1, 24, 2000, 0, 0), + np.ipmt(0.1 / 12, 1, 24, 2000, 0, 'end')) # begin - assert_almost_equal(np.nper(0.075, -2000, 0, 100000., 1), - np.nper(0.075, -2000, 0, 100000., 'begin'), 4) + assert_equal(np.nper(0.075, -2000, 0, 100000., 1), + np.nper(0.075, -2000, 0, 100000., 'begin')) # 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) + assert_equal(np.nper(0.075, -2000, 0, 100000.), + np.nper(0.075, -2000, 0, 100000., 'end')) + assert_equal(np.nper(0.075, -2000, 0, 100000., 0), + np.nper(0.075, -2000, 0, 100000., 'end')) + + def test_decimal_with_when(self): + """Test that decimals are still supported if the when argument is passed""" + # begin + assert_equal(np.rate(Decimal('10'), Decimal('20'), Decimal('-3500'), Decimal('10000'), Decimal('1')), + np.rate(Decimal('10'), Decimal('20'), Decimal('-3500'), Decimal('10000'), 'begin')) + # end + assert_equal(np.rate(Decimal('10'), Decimal('20'), Decimal('-3500'), Decimal('10000')), + np.rate(Decimal('10'), Decimal('20'), Decimal('-3500'), Decimal('10000'), 'end')) + assert_equal(np.rate(Decimal('10'), Decimal('20'), Decimal('-3500'), Decimal('10000'), Decimal('0')), + np.rate(Decimal('10'), Decimal('20'), Decimal('-3500'), Decimal('10000'), 'end')) + + # begin + assert_equal(np.pv(Decimal('0.07'), Decimal('20'), Decimal('12000'), Decimal('0'), Decimal('1')), + np.pv(Decimal('0.07'), Decimal('20'), Decimal('12000'), Decimal('0'), 'begin')) + # end + assert_equal(np.pv(Decimal('0.07'), Decimal('20'), Decimal('12000'), Decimal('0')), + np.pv(Decimal('0.07'), Decimal('20'), Decimal('12000'), Decimal('0'), 'end')) + assert_equal(np.pv(Decimal('0.07'), Decimal('20'), Decimal('12000'), Decimal('0'), Decimal('0')), + np.pv(Decimal('0.07'), Decimal('20'), Decimal('12000'), Decimal('0'), 'end')) + + # begin + assert_equal(np.fv(Decimal('0.075'), Decimal('20'), Decimal('-2000'), Decimal('0'), Decimal('1')), + np.fv(Decimal('0.075'), Decimal('20'), Decimal('-2000'), Decimal('0'), 'begin')) + # end + assert_equal(np.fv(Decimal('0.075'), Decimal('20'), Decimal('-2000'), Decimal('0')), + np.fv(Decimal('0.075'), Decimal('20'), Decimal('-2000'), Decimal('0'), 'end')) + assert_equal(np.fv(Decimal('0.075'), Decimal('20'), Decimal('-2000'), Decimal('0'), Decimal('0')), + np.fv(Decimal('0.075'), Decimal('20'), Decimal('-2000'), Decimal('0'), 'end')) + + # begin + assert_equal(np.pmt(Decimal('0.08') / Decimal('12'), Decimal('5') * Decimal('12'), Decimal('15000.'), + Decimal('0'), Decimal('1')), + np.pmt(Decimal('0.08') / Decimal('12'), Decimal('5') * Decimal('12'), Decimal('15000.'), + Decimal('0'), 'begin')) + # end + assert_equal(np.pmt(Decimal('0.08') / Decimal('12'), Decimal('5') * Decimal('12'), Decimal('15000.'), + Decimal('0')), + np.pmt(Decimal('0.08') / Decimal('12'), Decimal('5') * Decimal('12'), Decimal('15000.'), + Decimal('0'), 'end')) + assert_equal(np.pmt(Decimal('0.08') / Decimal('12'), Decimal('5') * Decimal('12'), Decimal('15000.'), + Decimal('0'), Decimal('0')), + np.pmt(Decimal('0.08') / Decimal('12'), Decimal('5') * Decimal('12'), Decimal('15000.'), + Decimal('0'), 'end')) + + # begin + assert_equal(np.ppmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('60'), Decimal('55000'), + Decimal('0'), Decimal('1')), + np.ppmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('60'), Decimal('55000'), + Decimal('0'), 'begin')) + # end + assert_equal(np.ppmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('60'), Decimal('55000'), + Decimal('0')), + np.ppmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('60'), Decimal('55000'), + Decimal('0'), 'end')) + assert_equal(np.ppmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('60'), Decimal('55000'), + Decimal('0'), Decimal('0')), + np.ppmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('60'), Decimal('55000'), + Decimal('0'), 'end')) + + # begin + assert_equal(np.ipmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('24'), Decimal('2000'), + Decimal('0'), Decimal('1')).flat[0], + np.ipmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('24'), Decimal('2000'), + Decimal('0'), 'begin').flat[0]) + # end + assert_equal(np.ipmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('24'), Decimal('2000'), + Decimal('0')).flat[0], + np.ipmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('24'), Decimal('2000'), + Decimal('0'), 'end').flat[0]) + assert_equal(np.ipmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('24'), Decimal('2000'), + Decimal('0'), Decimal('0')).flat[0], + np.ipmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('24'), Decimal('2000'), + Decimal('0'), 'end').flat[0]) 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), + assert_almost_equal(np.ipmt(0.1 / 12, list(range(5)), 24, 2000), [-17.29165168, -16.66666667, -16.03647345, - -15.40102862, -14.76028842], 4) + -15.40102862, -14.76028842], 4) - assert_almost_equal(np.ppmt(0.1/12, list(range(5)), 24, 2000), + assert_almost_equal(np.ppmt(0.1 / 12, list(range(5)), 24, 2000), [-74.998201, -75.62318601, -76.25337923, - -76.88882405, -77.52956425], 4) + -76.88882405, -77.52956425], 4) - assert_almost_equal(np.ppmt(0.1/12, list(range(5)), 24, 2000, 0, + 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) + -76.88882405, -76.88882405], 4) + + def test_broadcast_decimal(self): + # Use almost equal because precision is tested in the explicit tests, this test is to ensure + # broadcast with Decimal is not broken. + assert_almost_equal(np.ipmt(Decimal('0.1') / Decimal('12'), list(range(5)), Decimal('24'), Decimal('2000')), + [Decimal('-17.29165168'), Decimal('-16.66666667'), Decimal('-16.03647345'), + Decimal('-15.40102862'), Decimal('-14.76028842')], 4) + + assert_almost_equal(np.ppmt(Decimal('0.1') / Decimal('12'), list(range(5)), Decimal('24'), Decimal('2000')), + [Decimal('-74.998201'), Decimal('-75.62318601'), Decimal('-76.25337923'), + Decimal('-76.88882405'), Decimal('-77.52956425')], 4) + + assert_almost_equal(np.ppmt(Decimal('0.1') / Decimal('12'), list(range(5)), Decimal('24'), Decimal('2000'), + Decimal('0'), [Decimal('0'), Decimal('0'), Decimal('1'), 'end', 'begin']), + [Decimal('-74.998201'), Decimal('-75.62318601'), Decimal('-75.62318601'), + Decimal('-76.88882405'), Decimal('-76.88882405')], 4) + if __name__ == "__main__": run_module_suite() |