from __future__ import division, absolute_import, print_function from numpy.testing import * import numpy as np class TestFinancial(TestCase): def test_rate(self): assert_almost_equal(np.rate(10,0,-3500,10000), 0.1107, 4) def test_irr(self): v = [-150000, 15000, 25000, 35000, 45000, 60000] assert_almost_equal(np.irr(v), 0.0524, 2) def test_pv(self): 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) def test_pmt(self): assert_almost_equal(np.pmt(0.08/12,5*12,15000), -304.146, 3) def test_ppmt(self): np.round(np.ppmt(0.1/12,1,60,55000),2) == 710.25 def test_ipmt(self): np.round(np.ipmt(0.1/12,1,24,2000),2) == 16.67 def test_nper(self): assert_almost_equal(np.nper(0.075,-2000,0,100000.), 21.54, 2) def test_nper2(self): assert_almost_equal(np.nper(0.0,-2000,0,100000.), 50.0, 1) def test_npv(self): assert_almost_equal(np.npv(0.05,[-15000,1500,2500,3500,4500,6000]), 122.89, 2) 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) val = [-120000,39000,30000,21000,37000,46000] assert_almost_equal(np.mirr(val, 0.10, 0.12), 0.126094, 6) val = [100,200,-50,300,-200] assert_almost_equal(np.mirr(val, 0.05, 0.06), 0.3428, 4) val = [39000,30000,21000,37000,46000] assert_(np.isnan(np.mirr(val, 0.10, 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_almost_equal(np.pv(0.07,20,12000,0,1), np.pv(0.07,20,12000,0,'begin'), 2) # 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) # begin assert_almost_equal(np.fv(0.075, 20, -2000,0,1), np.fv(0.075, 20, -2000,0,'begin'), 4) # 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) # 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) # 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) # 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) # 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) # 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) # 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) # begin assert_almost_equal(np.nper(0.075,-2000,0,100000.,1), np.nper(0.075,-2000,0,100000.,'begin'), 4) # 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) 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), [-17.29165168, -16.66666667, -16.03647345, -15.40102862, -14.76028842], 4) assert_almost_equal(np.ppmt(0.1/12,list(range(5)), 24, 2000), [-74.998201 , -75.62318601, -76.25337923, -76.88882405, -77.52956425], 4) 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) if __name__ == "__main__": run_module_suite()