Commit Graph

3 Commits

Author SHA1 Message Date
oleibman 95d9cc965d
Refinement for XIRR (#2487)
* Refinement for XIRR

Fix #2469. The algorithm used for XIRR is known not to converge in some cases, some of which are because the value is legitimately unsolvable; for others, using a different guess might help.

The algorithm uses continual guesses at a rate to hopefully converge on the solution. The code in Python package xirr (https://github.com/tarioch/xirr/) suggests a refinement when this rate falls below -1. Adopting this refinement solves the problem for the data in issue 2469 without any adverse effect on the existing tests. My thanks to @tarioch for that refinement.

The data from 2469 is, of course, added to the test cases. The user also mentions that an initial guess equal to the actual result doesn't converge either. A test is also added to confirm that that case now works.

The test cases are changed to run in the context of a spreadsheet rather than by direct calls to XIRR calculation routine. This revealed some data validation errors which are also cleaned up with this PR. This suggests that other financial tests might benefit from the same change; I will look into that.

* More Unit Tests

From https://github.com/RayDeCampo/java-xirr/blob/master/src/test/java/org/decampo/xirr/XirrTest.java
https://github.com/tarioch/xirr/blob/master/tests/test_math.py

Note that there are some cases where the PHP tests do not converge, but the non-PHP tests do. I have confirmed in each of those cases that Excel does not converge, so the PhpSpreadsheet results are good, at least for now. The discrepancies are noted in comments in the test member.
2022-01-13 19:31:46 -08:00
Adrien Crivelli 49f87de165
Reduce PHPStan error in tests 2021-04-12 11:10:23 +09:00
Mark Baker 5d309e982c
Extract remaining Excel function unit tests into separate test classes for each function (#1817)
* Extract remaining Financial function unit tests into separate test classes for each function

This makes it easier to manage unit tests if they are individual files rather than all in a single file

It also provides a stepping stone toward making it easier to test Excel functions when Excel errors no longer return a string, but an actual Excel exception that can be handled more cleanly
2021-01-31 15:09:56 +01:00