Mercurial > hg > vamp-build-and-test

comparison DEPENDENCIES/mingw32/Python27/Lib/site-packages/numpy/lib/tests/test_financial.py @ 87:2a2c65a20a8b

Find changesets by keywords (author, files, the commit message), revision number or hash, or revset expression.
Add Python libs and headers
author Chris Cannam
date Wed, 25 Feb 2015 14:05:22 +0000
parents
children
comparison
equal deleted inserted replaced
86:413a9d26189e 87:2a2c65a20a8b
1 from __future__ import division, absolute_import, print_function
2
3 import numpy as np
4 from numpy.testing import (
5 run_module_suite, TestCase, assert_, assert_almost_equal
6 )
7
8
9 class TestFinancial(TestCase):
10 def test_rate(self):
11 assert_almost_equal(np.rate(10, 0, -3500, 10000),
12 0.1107, 4)
13
14 def test_irr(self):
15 v = [-150000, 15000, 25000, 35000, 45000, 60000]
16 assert_almost_equal(np.irr(v),
17 0.0524, 2)
18 v = [-100, 0, 0, 74]
19 assert_almost_equal(np.irr(v),
20 -0.0955, 2)
21 v = [-100, 39, 59, 55, 20]
22 assert_almost_equal(np.irr(v),
23 0.28095, 2)
24 v = [-100, 100, 0, -7]
25 assert_almost_equal(np.irr(v),
26 -0.0833, 2)
27 v = [-100, 100, 0, 7]
28 assert_almost_equal(np.irr(v),
29 0.06206, 2)
30 v = [-5, 10.5, 1, -8, 1]
31 assert_almost_equal(np.irr(v),
32 0.0886, 2)
33
34 def test_pv(self):
35 assert_almost_equal(np.pv(0.07, 20, 12000, 0),
36 -127128.17, 2)
37
38 def test_fv(self):
39 assert_almost_equal(np.fv(0.075, 20, -2000, 0, 0),
40 86609.36, 2)
41
42 def test_pmt(self):
43 assert_almost_equal(np.pmt(0.08/12, 5*12, 15000),
44 -304.146, 3)
45
46 def test_ppmt(self):
47 np.round(np.ppmt(0.1/12, 1, 60, 55000), 2) == 710.25
48
49 def test_ipmt(self):
50 np.round(np.ipmt(0.1/12, 1, 24, 2000), 2) == 16.67
51
52 def test_nper(self):
53 assert_almost_equal(np.nper(0.075, -2000, 0, 100000.),
54 21.54, 2)
55
56 def test_nper2(self):
57 assert_almost_equal(np.nper(0.0, -2000, 0, 100000.),
58 50.0, 1)
59
60 def test_npv(self):
61 assert_almost_equal(
62 np.npv(0.05, [-15000, 1500, 2500, 3500, 4500, 6000]),
63 122.89, 2)
64
65 def test_mirr(self):
66 val = [-4500, -800, 800, 800, 600, 600, 800, 800, 700, 3000]
67 assert_almost_equal(np.mirr(val, 0.08, 0.055), 0.0666, 4)
68
69 val = [-120000, 39000, 30000, 21000, 37000, 46000]
70 assert_almost_equal(np.mirr(val, 0.10, 0.12), 0.126094, 6)
71
72 val = [100, 200, -50, 300, -200]
73 assert_almost_equal(np.mirr(val, 0.05, 0.06), 0.3428, 4)
74
75 val = [39000, 30000, 21000, 37000, 46000]
76 assert_(np.isnan(np.mirr(val, 0.10, 0.12)))
77
78 def test_when(self):
79 #begin
80 assert_almost_equal(np.rate(10, 20, -3500, 10000, 1),
81 np.rate(10, 20, -3500, 10000, 'begin'), 4)
82 #end
83 assert_almost_equal(np.rate(10, 20, -3500, 10000),
84 np.rate(10, 20, -3500, 10000, 'end'), 4)
85 assert_almost_equal(np.rate(10, 20, -3500, 10000, 0),
86 np.rate(10, 20, -3500, 10000, 'end'), 4)
87
88 # begin
89 assert_almost_equal(np.pv(0.07, 20, 12000, 0, 1),
90 np.pv(0.07, 20, 12000, 0, 'begin'), 2)
91 # end
92 assert_almost_equal(np.pv(0.07, 20, 12000, 0),
93 np.pv(0.07, 20, 12000, 0, 'end'), 2)
94 assert_almost_equal(np.pv(0.07, 20, 12000, 0, 0),
95 np.pv(0.07, 20, 12000, 0, 'end'), 2)
96
97 # begin
98 assert_almost_equal(np.fv(0.075, 20, -2000, 0, 1),
99 np.fv(0.075, 20, -2000, 0, 'begin'), 4)
100 # end
101 assert_almost_equal(np.fv(0.075, 20, -2000, 0),
102 np.fv(0.075, 20, -2000, 0, 'end'), 4)
103 assert_almost_equal(np.fv(0.075, 20, -2000, 0, 0),
104 np.fv(0.075, 20, -2000, 0, 'end'), 4)
105
106 # begin
107 assert_almost_equal(np.pmt(0.08/12, 5*12, 15000., 0, 1),
108 np.pmt(0.08/12, 5*12, 15000., 0, 'begin'), 4)
109 # end
110 assert_almost_equal(np.pmt(0.08/12, 5*12, 15000., 0),
111 np.pmt(0.08/12, 5*12, 15000., 0, 'end'), 4)
112 assert_almost_equal(np.pmt(0.08/12, 5*12, 15000., 0, 0),
113 np.pmt(0.08/12, 5*12, 15000., 0, 'end'), 4)
114
115 # begin
116 assert_almost_equal(np.ppmt(0.1/12, 1, 60, 55000, 0, 1),
117 np.ppmt(0.1/12, 1, 60, 55000, 0, 'begin'), 4)
118 # end
119 assert_almost_equal(np.ppmt(0.1/12, 1, 60, 55000, 0),
120 np.ppmt(0.1/12, 1, 60, 55000, 0, 'end'), 4)
121 assert_almost_equal(np.ppmt(0.1/12, 1, 60, 55000, 0, 0),
122 np.ppmt(0.1/12, 1, 60, 55000, 0, 'end'), 4)
123
124 # begin
125 assert_almost_equal(np.ipmt(0.1/12, 1, 24, 2000, 0, 1),
126 np.ipmt(0.1/12, 1, 24, 2000, 0, 'begin'), 4)
127 # end
128 assert_almost_equal(np.ipmt(0.1/12, 1, 24, 2000, 0),
129 np.ipmt(0.1/12, 1, 24, 2000, 0, 'end'), 4)
130 assert_almost_equal(np.ipmt(0.1/12, 1, 24, 2000, 0, 0),
131 np.ipmt(0.1/12, 1, 24, 2000, 0, 'end'), 4)
132
133 # begin
134 assert_almost_equal(np.nper(0.075, -2000, 0, 100000., 1),
135 np.nper(0.075, -2000, 0, 100000., 'begin'), 4)
136 # end
137 assert_almost_equal(np.nper(0.075, -2000, 0, 100000.),
138 np.nper(0.075, -2000, 0, 100000., 'end'), 4)
139 assert_almost_equal(np.nper(0.075, -2000, 0, 100000., 0),
140 np.nper(0.075, -2000, 0, 100000., 'end'), 4)
141
142 def test_broadcast(self):
143 assert_almost_equal(np.nper(0.075, -2000, 0, 100000., [0, 1]),
144 [21.5449442, 20.76156441], 4)
145
146 assert_almost_equal(np.ipmt(0.1/12, list(range(5)), 24, 2000),
147 [-17.29165168, -16.66666667, -16.03647345,
148 -15.40102862, -14.76028842], 4)
149
150 assert_almost_equal(np.ppmt(0.1/12, list(range(5)), 24, 2000),
151 [-74.998201, -75.62318601, -76.25337923,
152 -76.88882405, -77.52956425], 4)
153
154 assert_almost_equal(np.ppmt(0.1/12, list(range(5)), 24, 2000, 0,
155 [0, 0, 1, 'end', 'begin']),
156 [-74.998201, -75.62318601, -75.62318601,
157 -76.88882405, -76.88882405], 4)
158
159 if __name__ == "__main__":
160 run_module_suite()