Add travis file and tests

Author: Shubham Gupta

.gitignore

@@ -7,3 +7,4 @@ erl_crash.dump
 *.ez
 *.swp
 graphs/*
+snapshots/*

.travis.yml

@@ -0,0 +1,15 @@
+language: elixir
+
+elixir:
+  - '1.0.5'
+otp_release: '17.4'
+
+matrix:
+  include:
+    - elixir: '1.6'
+      otp_release: '18.0'
+script:
+      - MIX_ENV=test mix do compile, coveralls.json
+
+after_success:
+      - bash <(curl -s https://codecov.io/bash)

README.md

@@ -1,23 +1,49 @@
-# Finance
+# ExXirr
+[![codecov](https://codecov.io/gh/scripbox/ex-xirr/branch/master/graph/badge.svg)](https://codecov.io/gh/scripbox/ex-xirr) ![Hex.pm](https://img.shields.io/hexpm/dt/snowplow_tracker.svg) ![Travis](https://img.shields.io/travis/scripbox/ex-xirr.svg)
 
-A library to calculate Xirr through the newton raphson using parallel processes.
+A library to calculate xirr through the Newton Raphson using parallel processes.
 
-## Installation
-
-The package can be installed as:
+## Usage
 
-  1. Add finance to your list of dependencies in `mix.exs`:
+    iex> d = [{1985, 1, 1}, {1990, 1, 1}, {1995, 1, 1}]
+    iex> v = [1000, -600, -200]
+    iex> ExXirr.xirr(d,v)
+    {:ok, -0.034592}
 
-        def deps do
-          [{:finance, "~> 0.0.1"}]
-        end
 
-  2. Ensure finance is started before your application:
-
-        def application do
-          [applications: [:finance]]
-        end
+## Installation
 
-## Documentation
+The package can be installed as:
 
- The Documentation is available in [hexdocs.pm](http://hexdocs.pm/finance/0.0.1/extra-api-reference.html)
+  1. Add ex_xirr to your list of dependencies in `mix.exs`:
+
+      ```ex
+      def deps do
+        [{:ex_xirr, "~> 1.0.0"}]
+      end
+      ```
+
+  2. Ensure ex_xirr is started before your application:
+
+      ```ex
+      def application do
+        [applications: [:ex_xirr]]
+      end
+      ```
+## Test
+
+- Run the test suite using the following
+    ```
+    MIX_ENV=test mix test
+    ```
+
+- We use benchfella for the benchmark tests. Run it using the following
+    ```
+    MIX_ENV=test mix bench
+    MIX_ENV=test mix bench
+    # Generate graphs of the above runs
+    MIX_ENV=test mix bench.graph
+    ```
+## Credits
+
+This application is built on the fantastic [finance-elixir](https://github.com/tubedude/finance-elixir) package. Many thanks to [tubedude](https://github.com/tubedude) for his work.

bench/basic_bench.exs

@@ -0,0 +1,26 @@
+defmodule XirrComparisonBench do
+  use Benchfella
+
+  @v [
+      105187.06, 816709.66, 479069.684, 937309.708, 88622.661, 100000.0, 80000.0, 403627.95, 508117.9, 789706.87,
+      -88622.661, -789706.871,-688117.9, -403627.95, 403627.95, 789706.871, 88622.661, 688117.9, 45129.14, 26472.08,
+      51793.2, 126605.59, 278532.29, 99284.1, 58238.57, 113945.03, 405137.88, -405137.88, 165738.23, -165738.23,
+      144413.24, 84710.65, -84710.65, -144413.24
+    ]
+
+  @d [
+        {2011,12,07},{2011,12,07},{2011,12,07},{2012,01,18},{2012,07,03},{2012,07,03},{2012,07,19},{2012,07,23},
+        {2012,07,23},{2012,07,23}, {2012,09,11},{2012,09,11},{2012,09,11},{2012,09,11},{2012,09,12},{2012,09,12},
+        {2012,09,12},{2012,09,12},{2013,03,11},{2013,03,11},{2013,03,11},{2013,03,11},{2013,03,28},{2013,03,28},
+        {2013,03,28},{2013,03,28},{2013,05,21},{2013,05,21},{2013,05,21},{2013,05,21},{2013,05,21},{2013,05,21},
+        {2013,05,21},{2013,05,21}
+      ]
+
+  bench "long investment bisection method" do
+    LegacyFinance.xirr(@d,@v)
+  end
+
+  bench "long investment newton method" do
+    ExXirr.xirr(@d,@v)
+  end
+end

bench/xirr_comparison_bench.exs

@@ -1,52 +1,26 @@
-defmodule Finance do
+defmodule ExXirr do
   @moduledoc """
-  Library to calculate XIRR through the Newton Raphson method.
+  Library to calculate XIRR and absolute rate of return
+  through the Newton Raphson method.
   """
 
-  @type date :: Date.t()
-
   @max_error 1.0e-3
   @days_in_a_year 365
 
-  defp pmap(collection, function) do
-    me = self
-
-    collection
-    |> Enum.map(fn element -> spawn_link(fn -> send(me, {self, function.(element)}) end) end)
-    |> Enum.map(fn pid ->
-      receive do
-        {^pid, result} -> result
-      end
-    end)
-  end
-
-  @spec power_of(float(), Fraction.t()) :: float()
-  def power_of(rate, fraction) when rate < 0 do
-    :math.pow(-rate, Fraction.to_float(fraction)) * :math.pow(-1, fraction.num)
-  end
+  # Public API
 
-  def power_of(rate, fraction) do
-    :math.pow(rate, Fraction.to_float(fraction))
-  end
-
-  @spec xirr_reduction({Fraction.t(), float(), float()}) :: float()
-  defp xirr_reduction({fraction, value, rate}) do
-    value / power_of(1.0 + rate, fraction)
-  end
+  @doc """
+  Function to calculate the rate of return for a given array of
+  dates and values.
 
-  @spec dxirr_reduction({Fraction.t(), float(), float()}) :: float()
-  defp dxirr_reduction({fraction, value, rate}) do
-    -value * Fraction.to_float(fraction) * power_of(1.0 + rate, Fraction.negative(fraction)) *
-      :math.pow(1.0 + rate, -1)
-  end
+  ## Examples
 
-  @doc """
-    iex> d = [{1985, 1, 1}, {1990, 1, 1}, {1995, 1, 1}]
-    iex> v = [1000, -600, -200]
-    iex> Finance.xirr(d,v)
-    {:ok, -0.034592}
+      iex> d = [{1985, 1, 1}, {1990, 1, 1}, {1995, 1, 1}]
+      iex> v = [1000, -600, -200]
+      iex> ExXirr.xirr(d,v)
+      {:ok, -0.034592}
   """
-  @spec xirr([date], [number]) :: float
+  @spec xirr([Date.t()], [number]) :: float
   def xirr(dates, values) when length(dates) != length(values) do
     {:error, "Date and Value collections must have the same size"}
   end
@@ -75,8 +49,20 @@ defmodule Finance do
       {:error, 0.0}
   end
 
+  @doc """
+  Function to calculate the absolute rate of return for a given array
+  of dates and values.
+
+  ## Examples
+
+      iex> d = [{1985, 1, 1}, {1990, 1, 1}, {1995, 1, 1}]
+      iex> v = [1000, -600, -200]
+      iex> {:ok, rate} = ExXirr.xirr(d,v)
+      iex> ExXirr.absolute_rate(rate, 50)
+      {:ok, -0.48}
+  """
   @spec absolute_rate(float(), integer()) :: {:ok, float()} | {:error, String.t()}
-  def absolute_rate(0, days), do: {:error, "Rate is 0"}
+  def absolute_rate(0, _), do: {:error, "Rate is 0"}
 
   def absolute_rate(rate, days) do
     try do
@@ -91,11 +77,48 @@ defmodule Finance do
     end
   end
 
+  # Private API
+
+  @spec pmap(list(tuple()), fun()) :: Enum.t()
+  defp pmap(collection, function) do
+    me = self()
+
+    collection
+    |> Enum.map(fn element -> spawn_link(fn -> send(me, {self(), function.(element)}) end) end)
+    |> Enum.map(fn pid ->
+      receive do
+        {^pid, result} -> result
+      end
+    end)
+  end
+
+  @spec power_of(float(), Fraction.t()) :: float()
+  defp power_of(rate, fraction) when rate < 0 do
+    :math.pow(-rate, Fraction.to_float(fraction)) * :math.pow(-1, fraction.num)
+  end
+
+  defp power_of(rate, fraction) do
+    :math.pow(rate, Fraction.to_float(fraction))
+  end
+
+  @spec xirr_reduction({Fraction.t(), float(), float()}) :: float()
+  defp xirr_reduction({fraction, value, rate}) do
+    value / power_of(1.0 + rate, fraction)
+  end
+
+  @spec dxirr_reduction({Fraction.t(), float(), float()}) :: float()
+  defp dxirr_reduction({fraction, value, rate}) do
+    -value * Fraction.to_float(fraction) * power_of(1.0 + rate, Fraction.negative(fraction)) *
+      :math.pow(1.0 + rate, -1)
+  end
+
+  @spec compact_flow(list(), Date.t()) :: tuple()
   defp compact_flow(dates_values, min_date) do
     flow = Enum.reduce(dates_values, %{}, &organize_value(&1, &2, min_date))
     {Map.keys(flow), Map.values(flow), Enum.filter(flow, &(elem(&1, 1) != 0))}
   end
 
+  @spec organize_value(tuple(), map(), Date.t()) :: map()
   defp organize_value(date_value, dict, min_date) do
     {date, value} = date_value
 
@@ -104,15 +127,16 @@ defmodule Finance do
       den: 365.0
     }
 
-    Dict.update(dict, fraction, value, &(value + &1))
+    Map.update(dict, fraction, value, &(value + &1))
   end
 
+  @spec verify_flow(list(float())) :: boolean()
   defp verify_flow(values) do
     {min, max} = Enum.min_max(values)
     min < 0 && max > 0
   end
 
-  @spec guess_rate([date], [number]) :: float
+  @spec guess_rate([Date.t()], [number]) :: float
   defp guess_rate(dates, values) do
     {min_value, max_value} = Enum.min_max(values)
     period = 1 / (length(dates) - 1)
@@ -121,11 +145,10 @@ defmodule Finance do
     Float.round(rate, 6)
   end
 
+  @spec reduce_date_values(list(), float()) :: tuple()
   defp reduce_date_values(dates_values, rate) do
-    list = Dict.to_list(dates_values)
-
     calculated_xirr =
-      list
+      dates_values
       |> pmap(fn x ->
         {
           elem(x, 0),
@@ -138,7 +161,7 @@ defmodule Finance do
       |> Float.round(6)
 
     calculated_dxirr =
-      list
+      dates_values
       |> pmap(fn x ->
         {
           elem(x, 0),
@@ -153,28 +176,25 @@ defmodule Finance do
     {calculated_xirr, calculated_dxirr}
   end
 
+  @spec calculate(atom(), list(), float(), float(), integer()) ::
+          {:ok, float()} | {:error, String.t()}
   defp calculate(:xirr, _, 0.0, rate, _), do: {:ok, Float.round(rate, 6)}
   defp calculate(:xirr, _, _, -1.0, _), do: {:error, "Could not converge"}
   defp calculate(:xirr, _, _, _, 300), do: {:error, "I give up"}
 
   defp calculate(:xirr, dates_values, _, rate, tries) do
     {xirr, dxirr} = reduce_date_values(dates_values, rate)
 
-    if dxirr < 0.0 do
-      new_rate = rate
-    else
-      new_rate = rate - xirr / dxirr
-    end
+    new_rate =
+      if dxirr < 0.0 do
+        rate
+      else
+        rate - xirr / dxirr
+      end
 
     diff = Kernel.abs(new_rate - rate)
-
-    if diff < @max_error do
-      diff = 0.0
-    end
-
+    diff = if diff < @max_error, do: 0.0
     tries = tries + 1
     calculate(:xirr, dates_values, diff, new_rate, tries)
   end
 end
-
-# defmodule Finance