Mercurial > hg > vamp-build-and-test
diff DEPENDENCIES/mingw32/Python27/Lib/site-packages/numpy/lib/tests/test_financial.py @ 87:2a2c65a20a8b
Add Python libs and headers
| author | Chris Cannam |
|---|---|
| date | Wed, 25 Feb 2015 14:05:22 +0000 |
| parents | |
| children |
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--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/DEPENDENCIES/mingw32/Python27/Lib/site-packages/numpy/lib/tests/test_financial.py Wed Feb 25 14:05:22 2015 +0000 @@ -0,0 +1,160 @@ +from __future__ import division, absolute_import, print_function + +import numpy as np +from numpy.testing import ( + run_module_suite, TestCase, assert_, assert_almost_equal + ) + + +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) + v = [-100, 0, 0, 74] + assert_almost_equal(np.irr(v), + -0.0955, 2) + v = [-100, 39, 59, 55, 20] + assert_almost_equal(np.irr(v), + 0.28095, 2) + v = [-100, 100, 0, -7] + assert_almost_equal(np.irr(v), + -0.0833, 2) + v = [-100, 100, 0, 7] + assert_almost_equal(np.irr(v), + 0.06206, 2) + v = [-5, 10.5, 1, -8, 1] + assert_almost_equal(np.irr(v), + 0.0886, 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()