diff options
Diffstat (limited to 'numpy/lib/financial.py')
| -rw-r--r-- | numpy/lib/financial.py | 148 |
1 files changed, 132 insertions, 16 deletions
diff --git a/numpy/lib/financial.py b/numpy/lib/financial.py index d72384e99..b055bb1ec 100644 --- a/numpy/lib/financial.py +++ b/numpy/lib/financial.py @@ -10,8 +10,7 @@ or arrays (or other sequences). Functions support the :class:`decimal.Decimal` type unless otherwise stated. """ -from __future__ import division, absolute_import, print_function - +import warnings from decimal import Decimal import functools @@ -19,6 +18,10 @@ import numpy as np from numpy.core import overrides +_depmsg = ("numpy.{name} is deprecated and will be removed from NumPy 1.20. " + "Use numpy_financial.{name} instead " + "(https://pypi.org/project/numpy-financial/).") + array_function_dispatch = functools.partial( overrides.array_function_dispatch, module='numpy') @@ -45,6 +48,8 @@ def _convert_when(when): def _fv_dispatcher(rate, nper, pmt, pv, when=None): + warnings.warn(_depmsg.format(name='fv'), + DeprecationWarning, stacklevel=3) return (rate, nper, pmt, pv) @@ -53,6 +58,12 @@ def fv(rate, nper, pmt, pv, when='end'): """ Compute the future value. + .. deprecated:: 1.18 + + `fv` is deprecated; for details, see NEP 32 [1]_. + Use the corresponding function in the numpy-financial library, + https://pypi.org/project/numpy-financial. + Given: * a present value, `pv` * an interest `rate` compounded once per period, of which @@ -100,7 +111,9 @@ def fv(rate, nper, pmt, pv, when='end'): References ---------- - .. [WRW] Wheeler, D. A., E. Rathke, and R. Weir (Eds.) (2009, May). + .. [1] NumPy Enhancement Proposal (NEP) 32, + https://numpy.org/neps/nep-0032-remove-financial-functions.html + .. [2] Wheeler, D. A., E. Rathke, and R. Weir (Eds.) (2009, May). Open Document Format for Office Applications (OpenDocument)v1.2, Part 2: Recalculated Formula (OpenFormula) Format - Annotated Version, Pre-Draft 12. Organization for the Advancement of Structured Information @@ -109,6 +122,7 @@ def fv(rate, nper, pmt, pv, when='end'): http://www.oasis-open.org/committees/documents.php?wg_abbrev=office-formula OpenDocument-formula-20090508.odt + Examples -------- What is the future value after 10 years of saving $100 now, with @@ -139,6 +153,8 @@ def fv(rate, nper, pmt, pv, when='end'): def _pmt_dispatcher(rate, nper, pv, fv=None, when=None): + warnings.warn(_depmsg.format(name='pmt'), + DeprecationWarning, stacklevel=3) return (rate, nper, pv, fv) @@ -147,6 +163,12 @@ def pmt(rate, nper, pv, fv=0, when='end'): """ Compute the payment against loan principal plus interest. + .. deprecated:: 1.18 + + `pmt` is deprecated; for details, see NEP 32 [1]_. + Use the corresponding function in the numpy-financial library, + https://pypi.org/project/numpy-financial. + Given: * a present value, `pv` (e.g., an amount borrowed) * a future value, `fv` (e.g., 0) @@ -204,7 +226,9 @@ def pmt(rate, nper, pv, fv=0, when='end'): References ---------- - .. [WRW] Wheeler, D. A., E. Rathke, and R. Weir (Eds.) (2009, May). + .. [1] NumPy Enhancement Proposal (NEP) 32, + https://numpy.org/neps/nep-0032-remove-financial-functions.html + .. [2] Wheeler, D. A., E. Rathke, and R. Weir (Eds.) (2009, May). Open Document Format for Office Applications (OpenDocument)v1.2, Part 2: Recalculated Formula (OpenFormula) Format - Annotated Version, Pre-Draft 12. Organization for the Advancement of Structured Information @@ -237,6 +261,8 @@ def pmt(rate, nper, pv, fv=0, when='end'): def _nper_dispatcher(rate, pmt, pv, fv=None, when=None): + warnings.warn(_depmsg.format(name='nper'), + DeprecationWarning, stacklevel=3) return (rate, pmt, pv, fv) @@ -245,6 +271,12 @@ def nper(rate, pmt, pv, fv=0, when='end'): """ Compute the number of periodic payments. + .. deprecated:: 1.18 + + `nper` is deprecated; for details, see NEP 32 [1]_. + Use the corresponding function in the numpy-financial library, + https://pypi.org/project/numpy-financial. + :class:`decimal.Decimal` type is not supported. Parameters @@ -270,6 +302,11 @@ def nper(rate, pmt, pv, fv=0, when='end'): fv + pv + pmt*nper = 0 + References + ---------- + .. [1] NumPy Enhancement Proposal (NEP) 32, + https://numpy.org/neps/nep-0032-remove-financial-functions.html + Examples -------- If you only had $150/month to pay towards the loan, how long would it take @@ -311,6 +348,8 @@ def nper(rate, pmt, pv, fv=0, when='end'): def _ipmt_dispatcher(rate, per, nper, pv, fv=None, when=None): + warnings.warn(_depmsg.format(name='ipmt'), + DeprecationWarning, stacklevel=3) return (rate, per, nper, pv, fv) @@ -319,6 +358,12 @@ def ipmt(rate, per, nper, pv, fv=0, when='end'): """ Compute the interest portion of a payment. + .. deprecated:: 1.18 + + `ipmt` is deprecated; for details, see NEP 32 [1]_. + Use the corresponding function in the numpy-financial library, + https://pypi.org/project/numpy-financial. + Parameters ---------- rate : scalar or array_like of shape(M, ) @@ -354,6 +399,11 @@ def ipmt(rate, per, nper, pv, fv=0, when='end'): ``pmt = ppmt + ipmt`` + References + ---------- + .. [1] NumPy Enhancement Proposal (NEP) 32, + https://numpy.org/neps/nep-0032-remove-financial-functions.html + Examples -------- What is the amortization schedule for a 1 year loan of $2500 at @@ -422,6 +472,8 @@ def _rbl(rate, per, pmt, pv, when): def _ppmt_dispatcher(rate, per, nper, pv, fv=None, when=None): + warnings.warn(_depmsg.format(name='ppmt'), + DeprecationWarning, stacklevel=3) return (rate, per, nper, pv, fv) @@ -430,6 +482,12 @@ def ppmt(rate, per, nper, pv, fv=0, when='end'): """ Compute the payment against loan principal. + .. deprecated:: 1.18 + + `ppmt` is deprecated; for details, see NEP 32 [1]_. + Use the corresponding function in the numpy-financial library, + https://pypi.org/project/numpy-financial. + Parameters ---------- rate : array_like @@ -450,12 +508,19 @@ def ppmt(rate, per, nper, pv, fv=0, when='end'): -------- pmt, pv, ipmt + References + ---------- + .. [1] NumPy Enhancement Proposal (NEP) 32, + https://numpy.org/neps/nep-0032-remove-financial-functions.html + """ 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): + warnings.warn(_depmsg.format(name='pv'), + DeprecationWarning, stacklevel=3) return (rate, nper, nper, pv, fv) @@ -464,6 +529,12 @@ def pv(rate, nper, pmt, fv=0, when='end'): """ Compute the present value. + .. deprecated:: 1.18 + + `pv` is deprecated; for details, see NEP 32 [1]_. + Use the corresponding function in the numpy-financial library, + https://pypi.org/project/numpy-financial. + Given: * a future value, `fv` * an interest `rate` compounded once per period, of which @@ -510,7 +581,9 @@ def pv(rate, nper, pmt, fv=0, when='end'): References ---------- - .. [WRW] Wheeler, D. A., E. Rathke, and R. Weir (Eds.) (2009, May). + .. [1] NumPy Enhancement Proposal (NEP) 32, + https://numpy.org/neps/nep-0032-remove-financial-functions.html + .. [2] Wheeler, D. A., E. Rathke, and R. Weir (Eds.) (2009, May). Open Document Format for Office Applications (OpenDocument)v1.2, Part 2: Recalculated Formula (OpenFormula) Format - Annotated Version, Pre-Draft 12. Organization for the Advancement of Structured Information @@ -567,6 +640,8 @@ def _g_div_gp(r, n, p, x, y, w): def _rate_dispatcher(nper, pmt, pv, fv, when=None, guess=None, tol=None, maxiter=None): + warnings.warn(_depmsg.format(name='rate'), + DeprecationWarning, stacklevel=3) return (nper, pmt, pv, fv) @@ -582,6 +657,12 @@ def rate(nper, pmt, pv, fv, when='end', guess=None, tol=None, maxiter=100): """ Compute the rate of interest per period. + .. deprecated:: 1.18 + + `rate` is deprecated; for details, see NEP 32 [1]_. + Use the corresponding function in the numpy-financial library, + https://pypi.org/project/numpy-financial. + Parameters ---------- nper : array_like @@ -612,13 +693,16 @@ def rate(nper, pmt, pv, fv, when='end', guess=None, tol=None, maxiter=100): References ---------- - Wheeler, D. A., E. Rathke, and R. Weir (Eds.) (2009, May). Open Document - Format for Office Applications (OpenDocument)v1.2, Part 2: Recalculated - Formula (OpenFormula) Format - Annotated Version, Pre-Draft 12. - Organization for the Advancement of Structured Information Standards - (OASIS). Billerica, MA, USA. [ODT Document]. Available: - http://www.oasis-open.org/committees/documents.php?wg_abbrev=office-formula - OpenDocument-formula-20090508.odt + .. [1] NumPy Enhancement Proposal (NEP) 32, + https://numpy.org/neps/nep-0032-remove-financial-functions.html + .. [2] Wheeler, D. A., E. Rathke, and R. Weir (Eds.) (2009, May). + Open Document Format for Office Applications (OpenDocument)v1.2, + Part 2: Recalculated Formula (OpenFormula) Format - Annotated Version, + Pre-Draft 12. Organization for the Advancement of Structured Information + Standards (OASIS). Billerica, MA, USA. [ODT Document]. + Available: + http://www.oasis-open.org/committees/documents.php?wg_abbrev=office-formula + OpenDocument-formula-20090508.odt """ when = _convert_when(when) @@ -651,6 +735,8 @@ def rate(nper, pmt, pv, fv, when='end', guess=None, tol=None, maxiter=100): def _irr_dispatcher(values): + warnings.warn(_depmsg.format(name='irr'), + DeprecationWarning, stacklevel=3) return (values,) @@ -659,6 +745,12 @@ def irr(values): """ Return the Internal Rate of Return (IRR). + .. deprecated:: 1.18 + + `irr` is deprecated; for details, see NEP 32 [1]_. + Use the corresponding function in the numpy-financial library, + https://pypi.org/project/numpy-financial. + This is the "average" periodically compounded rate of return that gives a net present value of 0.0; for a more complete explanation, see Notes below. @@ -693,13 +785,15 @@ def irr(values): + \\frac{55}{(1+r)^3} + \\frac{20}{(1+r)^4} = 0 In general, for `values` :math:`= [v_0, v_1, ... v_M]`, - irr is the solution of the equation: [G]_ + irr is the solution of the equation: [2]_ .. math:: \\sum_{t=0}^M{\\frac{v_t}{(1+irr)^{t}}} = 0 References ---------- - .. [G] L. J. Gitman, "Principles of Managerial Finance, Brief," 3rd ed., + .. [1] NumPy Enhancement Proposal (NEP) 32, + https://numpy.org/neps/nep-0032-remove-financial-functions.html + .. [2] L. J. Gitman, "Principles of Managerial Finance, Brief," 3rd ed., Addison-Wesley, 2003, pg. 348. Examples @@ -734,6 +828,8 @@ def irr(values): def _npv_dispatcher(rate, values): + warnings.warn(_depmsg.format(name='npv'), + DeprecationWarning, stacklevel=3) return (values,) @@ -742,6 +838,12 @@ def npv(rate, values): """ Returns the NPV (Net Present Value) of a cash flow series. + .. deprecated:: 1.18 + + `npv` is deprecated; for details, see NEP 32 [1]_. + Use the corresponding function in the numpy-financial library, + https://pypi.org/project/numpy-financial. + Parameters ---------- rate : scalar @@ -772,13 +874,15 @@ def npv(rate, values): Notes ----- - Returns the result of: [G]_ + Returns the result of: [2]_ .. math :: \\sum_{t=0}^{M-1}{\\frac{values_t}{(1+rate)^{t}}} References ---------- - .. [G] L. J. Gitman, "Principles of Managerial Finance, Brief," 3rd ed., + .. [1] NumPy Enhancement Proposal (NEP) 32, + https://numpy.org/neps/nep-0032-remove-financial-functions.html + .. [2] L. J. Gitman, "Principles of Managerial Finance, Brief," 3rd ed., Addison-Wesley, 2003, pg. 346. Examples @@ -808,6 +912,8 @@ def npv(rate, values): def _mirr_dispatcher(values, finance_rate, reinvest_rate): + warnings.warn(_depmsg.format(name='mirr'), + DeprecationWarning, stacklevel=3) return (values,) @@ -816,6 +922,12 @@ def mirr(values, finance_rate, reinvest_rate): """ Modified internal rate of return. + .. deprecated:: 1.18 + + `mirr` is deprecated; for details, see NEP 32 [1]_. + Use the corresponding function in the numpy-financial library, + https://pypi.org/project/numpy-financial. + Parameters ---------- values : array_like @@ -832,6 +944,10 @@ def mirr(values, finance_rate, reinvest_rate): out : float Modified internal rate of return + References + ---------- + .. [1] NumPy Enhancement Proposal (NEP) 32, + https://numpy.org/neps/nep-0032-remove-financial-functions.html """ values = np.asarray(values) n = values.size |