See issue #2116. Code for handling end of month (method couponFirstPeriodDate) needed a fix. Fixed it, confirmed it covered the reported issue with no regression problems. Then added some extra similar tests to all the callers of couponFirstPeriodDate, and ...
One new test, in COUPDAYSNC, does not agree with Excel. It also does not agree with LibreOffice. It does, however, agree with Gnumeric, and with my (hardly guaranteed) hand calculation of what the result should be. So, I'm going with it (and have added an appropriate comment to the test data). I'm glad to discuss the matter with anyone more familiar than I with how this is supposed to work - those 360-day years are killers.
* Additional unit tests and rationalisation for Financial Functions
* Providing a series of sample files for Financial functions
* Refactor the last of the existing Financial functions
* Some more unit tests with default assignments from null arguments
Co-authored-by: Adrien Crivelli <adrien.crivelli@gmail.com>
* More Financial function extracts, this time looking at the Periodic Cashflow functions
* Initial extract of Constant Periodic Interest and Payment functions
* Start extracting CashFlow functions from Financial, beginning with the simple Single Rate flows
* Extracting Variable Periodic and NonPeriodic CashFlow functions from Financial
* Some more unit tests for exception cases
* Extract ACCRINT() and ACCRINTM() Financial functions into their own class
Implement additional validations, with additional unit tests
Add support for the new calculation method argument for ACCRINT()
* Additional tests for Amortization functions
* First steps splitting out the Amortization and Deprecation Excel functions from Financials
* Verify which methods allow negative values for arguments
* Additional unit tests for SLN() and SYD()
* Additional unit tests for DDB()
* Additional unit tests for DB()
* Verify Amortization cases where salvage is greater than cost
* More unit tests for Amortization
* Resolve broken test in AMORLINC() and extract amortizationCoefficient calculation
* verify amortizationCoefficient calculation
* Extract YIELDDISC() and YIELDMAT() to Financial\Securities
* Additional validation for Securities Yield functions
* Extracting Financial Price functions for Securities - PRICE(), PRICEMAT(), PRICEDISC()
* Additional unit tests for PRICEDISC() invalid arguments
* Additional unit tests for PRICEMAT() invalid arguments
* Add docblock for PRICE()
* Clarification on validation checks for <= 0 and < 0
* Start work on breaking down some of the Financial Excel functions
* Unhappy path unit tests for Treasury Bill functions
* Codebase for Treasury Bills includes logic for a different days between settlement and maturity calculation for OpenOffice; but Open/Libre Office now uses the Excel days calculation, so this discrepancy between packages is no longer required
* We've already converted the Settlement and Maturity dates to Excel timestamps, so there's no need to try doing it again when calculating the days between Settlement and Maturity
* Add Unit Tests for the Days per Year helper function
* Extract Interest Rate functions - EFFECT() and NOMINAL() - with additional validation, and unhappy path unit tests
* First pass at extracting the Coupon Excel functions
* Simplify the validation methods
* Extended unit tests to cover all combinations of frequency and basis, including leap years
Fix for COUPDAYSNC() when basis is US 360 and settlement date is the last day of the month
* Ensure that all Financial function code uses the new Helpers class for Days Per Year
* Additional unit tests for previously untested financial functions, and some additions to follow untested paths
* Start splitting Financial function tests out from the large FinancialTests class into individual test classes for each function
There were about 20 skipped tests for RATE and PRICE marked
"This test should be fixed". This change does that by fixing
the code for those functions, validating the existing tests,
and adding new ones. XIRR and XNPV are also substantially changed.
As part of this change, the following functions also have minor changes:
- isValidFrequency
- COUPDAYBS
- COUPNUM (additional tests)
- DB
- DDB
PhpUnit reports 100% coverage for all the changed functions.
Since I was dealing with skipped tests, I also fixed
tests/PhpSpreadsheetTests/Writer/Xlsx/LocaleFloatsTest,
which was being skipped in Windows. I also delete the temporary
file which it creates.
There is now only one remaining test which is skipped -
ODS Reader is not complete enough to run some tests against it.
Unfortunately, that test is too complicated for me to deal with now.
In researching this change, I found several places in the code where special code was added for Gnumeric claiming:
- Gnumeric does not handle free-format string dates
- Gnumeric adds extra options, not available in Excel,
for the frequency parameter for functions such as YIELD
- Gnumeric rounds the results for DB and DDB to 2 decimal places
None of these claims is true, at least not on a recent version
of Gnumeric, and the code which supports these differences is removed.
There did not appear to be any tests targeted for
these supposed properties of Gnumeric.
The PRICE function needed relatively minor changes - mostly
additional tests for invalid input. The main problem with the PRICE
tests is that Excel appears to have a bug. The algorithm is published:
https://support.office.com/en-us/article/price-function-3ea9deac-8dfa-436f-a7c8-17ea02c21b0a
The results that Excel returns for basis codes 2 and 3 appear to be
incorrect in many cases. I have segregated these tests into a
new test PRICE3. The results of these tests agree with the published
algorithm, and to the results for LibreOffice and Gnumeric.
The results returned by Excel do not agree with them.
The tests which remain in the test PRICE all use basis codes other
than 2 or 3, and all agree with Excel, LibreOffice, and Gnumeric.
For the RATE function, there appears to be a problem with how the
secant method was implemented. I studied the implementation of RATE
in Python numpy, and adapted its implementation of secant method.
The results now agree with numpy, and, more important, with Excel.
XIRR, which calls XNPV, permits its dates to be earlier than the
start date, whereas XNPV does not. I dealt with this by renaming
the existing XNPV function to xnpvOrdered, adding a parameter to
indicate whether start date has to be earliest. XNPV calls the new
function with that parameter set to TRUE, and XIRR calls it with
the parameter set to FALSE. Some additional error checking was
added to xnpvOrdered, and also to XIRR. XIRR tests benefited
from increasing the value of FINANCIAL_MAX_ITERATIONS.
Finally, since this change is very test-related:
samples/Basic/13_CalculationCyclicFormulae
PhpUnit started reporting an error like "too much regression".
The test deals with an infinite cyclic formula, and allowed
the calculation engine to run for 100 cycles. The actual number of cycles
seems irrelevant for the purpose of this test. I changed it to 15,
and PhpUnit no longer complains.
Fix: Return #NUM! if values and dates contain a different number of values
Fix: Return #NUM! if there is not at least one positive cash flow and one negative cash flow
Fix: Return #NUM! if any number in dates precedes the starting date
Fix: Return #NUM! if a result that works cannot be found after max iteration tries
Fix: Correct DocBlocks for XIRR & XNPV
Add: Validate XIRR with unit tests
Closes#1177
* New Unit Tests for COUPNUM()
* COUPNUM should not return zero when settlement is in the last period
* Additional tests and fixes for COUPNCD() and COUPPCD() functions
- Fix ISFORMULA() function to work with a cell reference to another worksheet
- Added calculation engine support for the new functions that were added in MS Excel 2013 and MS Excel 2016
- Text Functions
- CONCAT() Synonym for CONCATENATE()
- NUMBERVALUE() Converts text to a number, in a locale-independent way
- UNICHAR() Synonym for CHAR() in PHPSpreadsheet, which has always used UTF-8 internally
- UNIORD() Synonym for ORD() in PHPSpreadsheet, which has always used UTF-8 internally
- TEXTJOIN() Joins together two or more text strings, separated by a delimiter
- Logical Functions
- XOR() Returns a logical Exclusive Or of all arguments
- Date/Time Functions
- ISOWEEKNUM() Returns the ISO 8601 week number of the year for a given date
- Lookup and Reference Functions
- FORMULATEXT() Returns a formula as a string
- Engineering Functions
- ERF.PRECISE() Returns the error function integrated between 0 and a supplied limit
- ERFC.PRECISE() Synonym for ERFC
- Math and Trig Functions
- SEC() Returns the secant of an angle
- SECH() Returns the hyperbolic secant of an angle
- CSC() Returns the cosecant of an angle
- CSCH() Returns the hyperbolic cosecant of an angle
- COT() Returns the cotangent of an angle
- COTH() Returns the hyperbolic cotangent of an angle
- ACOT() Returns the cotangent of an angle
- ACOTH() Returns the hyperbolic cotangent of an angle
- Financial Functions
- PDURATION() Calculates the number of periods required for an investment to reach a specified value
- RRI() Calculates the interest rate required for an investment to grow to a specified future value
Mark Baker
oleibman
ElPopcorn
Adrien Crivelli
Paul Blacknell