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| author | Charles Harris <charlesr.harris@gmail.com> | 2015-02-17 19:11:18 -0500 |
|---|---|---|
| committer | Charles Harris <charlesr.harris@gmail.com> | 2015-02-17 19:11:18 -0500 |
| commit | 4338d11c104d867cf88d5ba2a87b032e58de7053 (patch) | |
| tree | 225ff3efa45d4fd6cf97fb827964ba21363a21ea | |
| parent | 4065adbcc4e9d320f41b78922a906f16c6add7cc (diff) | |
| parent | 97c481ee90459e8e372b74144f666cf06ad9df61 (diff) | |
| download | numpy-4338d11c104d867cf88d5ba2a87b032e58de7053.tar.gz | |
Merge pull request #5577 from charris/cleanup-gh-5263
BUG: financial.pmt warns of zero divide when rate == 0.
| -rw-r--r-- | numpy/lib/financial.py | 10 | ||||
| -rw-r--r-- | numpy/lib/tests/test_financial.py | 41 |
2 files changed, 27 insertions, 24 deletions
diff --git a/numpy/lib/financial.py b/numpy/lib/financial.py index baff8b0b6..a7e4e60b6 100644 --- a/numpy/lib/financial.py +++ b/numpy/lib/financial.py @@ -208,11 +208,11 @@ def pmt(rate, nper, pv, fv=0, when='end'): """ when = _convert_when(when) (rate, nper, pv, fv, when) = map(np.asarray, [rate, nper, pv, fv, when]) - temp = (1+rate)**nper - miter = np.broadcast(rate, nper, pv, fv, when) - zer = np.zeros(miter.shape) - fact = np.where(rate == zer, nper + zer, - (1 + rate*when)*(temp - 1)/rate + zer) + temp = (1 + rate)**nper + mask = (rate == 0.0) + np.copyto(rate, 1.0, where=mask) + z = np.zeros(np.broadcast(rate, nper, pv, fv, when).shape) + fact = np.where(mask != z, nper + z, (1 + rate*when)*(temp - 1)/rate + z) return -(fv + pv*temp) / fact def nper(rate, pmt, pv, fv=0, when='end'): diff --git a/numpy/lib/tests/test_financial.py b/numpy/lib/tests/test_financial.py index a4b9cfe2e..baa785424 100644 --- a/numpy/lib/tests/test_financial.py +++ b/numpy/lib/tests/test_financial.py @@ -2,7 +2,8 @@ from __future__ import division, absolute_import, print_function import numpy as np from numpy.testing import ( - run_module_suite, TestCase, assert_, assert_almost_equal + run_module_suite, TestCase, assert_, assert_almost_equal, + assert_allclose ) @@ -13,35 +14,37 @@ class TestFinancial(TestCase): def test_irr(self): v = [-150000, 15000, 25000, 35000, 45000, 60000] - assert_almost_equal(np.irr(v), - 0.0524, 2) + assert_almost_equal(np.irr(v), 0.0524, 2) v = [-100, 0, 0, 74] - assert_almost_equal(np.irr(v), - -0.0955, 2) + assert_almost_equal(np.irr(v), -0.0955, 2) v = [-100, 39, 59, 55, 20] - assert_almost_equal(np.irr(v), - 0.28095, 2) + assert_almost_equal(np.irr(v), 0.28095, 2) v = [-100, 100, 0, -7] - assert_almost_equal(np.irr(v), - -0.0833, 2) + assert_almost_equal(np.irr(v), -0.0833, 2) v = [-100, 100, 0, 7] - assert_almost_equal(np.irr(v), - 0.06206, 2) + assert_almost_equal(np.irr(v), 0.06206, 2) v = [-5, 10.5, 1, -8, 1] - assert_almost_equal(np.irr(v), - 0.0886, 2) + assert_almost_equal(np.irr(v), 0.0886, 2) def test_pv(self): - assert_almost_equal(np.pv(0.07, 20, 12000, 0), - -127128.17, 2) + assert_almost_equal(np.pv(0.07, 20, 12000, 0), -127128.17, 2) def test_fv(self): - assert_almost_equal(np.fv(0.075, 20, -2000, 0, 0), - 86609.36, 2) + assert_almost_equal(np.fv(0.075, 20, -2000, 0, 0), 86609.36, 2) def test_pmt(self): - assert_almost_equal(np.pmt(0.08/12, 5*12, 15000), - -304.146, 3) + 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) + 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]]) + assert_allclose(res, tgt) def test_ppmt(self): np.round(np.ppmt(0.1/12, 1, 60, 55000), 2) == 710.25 |