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author | Stephan Hoyer <shoyer@google.com> | 2018-10-08 12:52:55 -0700 |
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committer | Stephan Hoyer <shoyer@google.com> | 2018-10-08 12:52:55 -0700 |
commit | 4141e24fc201f8cf76180ca69eaa2d89eafaee58 (patch) | |
tree | 3ee2de98a23d2972c9894332cddd9ee0969dc0ad /numpy/lib/financial.py | |
parent | 2f4bc6f1d561230e9e295ce0d49fef5c4deb7ea0 (diff) | |
download | numpy-4141e24fc201f8cf76180ca69eaa2d89eafaee58.tar.gz |
ENH: __array_function__ for np.lib, part 1
np.lib.arraypad through np.lib.nanfunctions
Diffstat (limited to 'numpy/lib/financial.py')
-rw-r--r-- | numpy/lib/financial.py | 64 |
1 files changed, 64 insertions, 0 deletions
diff --git a/numpy/lib/financial.py b/numpy/lib/financial.py index 06fa1bd92..d1a0cd9c0 100644 --- a/numpy/lib/financial.py +++ b/numpy/lib/financial.py @@ -15,6 +15,8 @@ from __future__ import division, absolute_import, print_function from decimal import Decimal import numpy as np +from numpy.core.overrides import array_function_dispatch + __all__ = ['fv', 'pmt', 'nper', 'ipmt', 'ppmt', 'pv', 'rate', 'irr', 'npv', 'mirr'] @@ -36,6 +38,12 @@ def _convert_when(when): except (KeyError, TypeError): return [_when_to_num[x] for x in when] + +def _fv_dispatcher(rate, nper, pmt, pv, when=None): + return (rate, nper, pmt, pv) + + +@array_function_dispatch(_fv_dispatcher) def fv(rate, nper, pmt, pv, when='end'): """ Compute the future value. @@ -124,6 +132,12 @@ def fv(rate, nper, pmt, pv, when='end'): (1 + rate*when)*(temp - 1)/rate) return -(pv*temp + pmt*fact) + +def _pmt_dispatcher(rate, nper, pv, fv=None, when=None): + return (rate, nper, pv, fv) + + +@array_function_dispatch(_pmt_dispatcher) def pmt(rate, nper, pv, fv=0, when='end'): """ Compute the payment against loan principal plus interest. @@ -216,6 +230,12 @@ def pmt(rate, nper, pv, fv=0, when='end'): (1 + masked_rate*when)*(temp - 1)/masked_rate) return -(fv + pv*temp) / fact + +def _nper_dispatcher(rate, pmt, pv, fv=None, when=None): + return (rate, pmt, pv, fv) + + +@array_function_dispatch(_nper_dispatcher) def nper(rate, pmt, pv, fv=0, when='end'): """ Compute the number of periodic payments. @@ -284,6 +304,12 @@ def nper(rate, pmt, pv, fv=0, when='end'): B = np.log((-fv+z) / (pv+z))/np.log(1+rate) return np.where(rate == 0, A, B) + +def _ipmt_dispatcher(rate, per, nper, pv, fv=None, when=None): + return (rate, per, nper, pv, fv) + + +@array_function_dispatch(_ipmt_dispatcher) def ipmt(rate, per, nper, pv, fv=0, when='end'): """ Compute the interest portion of a payment. @@ -379,6 +405,7 @@ def ipmt(rate, per, nper, pv, fv=0, when='end'): pass return ipmt + def _rbl(rate, per, pmt, pv, when): """ This function is here to simply have a different name for the 'fv' @@ -388,6 +415,12 @@ def _rbl(rate, per, pmt, pv, when): """ return fv(rate, (per - 1), pmt, pv, when) + +def _ppmt_dispatcher(rate, per, nper, pv, fv=None, when=None): + return (rate, per, nper, pv, fv) + + +@array_function_dispatch(_ppmt_dispatcher) def ppmt(rate, per, nper, pv, fv=0, when='end'): """ Compute the payment against loan principal. @@ -416,6 +449,12 @@ def ppmt(rate, per, nper, pv, fv=0, when='end'): total = pmt(rate, nper, pv, fv, when) return total - ipmt(rate, per, nper, pv, fv, when) + +def _pv_dispatcher(rate, nper, pmt, fv=None, when=None): + return (rate, nper, nper, pv, fv) + + +@array_function_dispatch(_pv_dispatcher) def pv(rate, nper, pmt, fv=0, when='end'): """ Compute the present value. @@ -520,6 +559,12 @@ def _g_div_gp(r, n, p, x, y, w): (n*t2*x - p*(t1 - 1)*(r*w + 1)/(r**2) + n*p*t2*(r*w + 1)/r + p*(t1 - 1)*w/r)) + +def _rate_dispatcher(nper, pmt, pv, fv, when=None, guess=None, tol=None, + maxiter=None): + return (nper, pmt, pv, fv) + + # Use Newton's iteration until the change is less than 1e-6 # for all values or a maximum of 100 iterations is reached. # Newton's rule is @@ -527,6 +572,7 @@ 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. +@array_function_dispatch(_rate_dispatcher) def rate(nper, pmt, pv, fv, when='end', guess=None, tol=None, maxiter=100): """ Compute the rate of interest per period. @@ -598,6 +644,12 @@ def rate(nper, pmt, pv, fv, when='end', guess=None, tol=None, maxiter=100): else: return rn + +def _irr_dispatcher(values): + return (values,) + + +@array_function_dispatch(_irr_dispatcher) def irr(values): """ Return the Internal Rate of Return (IRR). @@ -677,6 +729,12 @@ def irr(values): rate = rate.item(np.argmin(np.abs(rate))) return rate + +def _npv_dispatcher(rate, values): + return (values,) + + +@array_function_dispatch(_npv_dispatcher) def npv(rate, values): """ Returns the NPV (Net Present Value) of a cash flow series. @@ -722,6 +780,12 @@ def npv(rate, values): values = np.asarray(values) return (values / (1+rate)**np.arange(0, len(values))).sum(axis=0) + +def _mirr_dispatcher(values, finance_rate, reinvest_rate): + return (values,) + + +@array_function_dispatch(_mirr_dispatcher) def mirr(values, finance_rate, reinvest_rate): """ Modified internal rate of return. |