Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

TST: add PV tests for basic examples #85

Open
wants to merge 3 commits into
base: main
Choose a base branch
from
Open

TST: add PV tests for basic examples #85

Changes from all commits
Commits
Show all changes
3 commits
Select commit Hold shift + click to select a range
96ea386
TST: add PV tests for basic examples
blakerach1 Nov 22, 2023
44b15db
Merge branch 'main' into more-present-value-tests
blakerach1 Nov 22, 2023
aaf6427
STY: Fix import styling
blakerach1 Nov 22, 2023
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
32 changes: 24 additions & 8 deletions tests/test_financial.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -90,13 +90,27 @@ def test_decimal_with_when(self):


class TestPV:
def test_pv(self):
assert_almost_equal(npf.pv(0.07, 20, 12000, 0), -127128.17, 2)

def test_pv_decimal(self):
assert_equal(npf.pv(Decimal('0.07'), Decimal('20'), Decimal('12000'),
Decimal('0')),
Decimal('-127128.1709461939327295222005'))
@pytest.mark.parametrize("rate, periods, payments, future_value, exp_result", [
(0.07, 20, 0, 12000, -3101.0280337664),
(0.025, 4, 0, 1000, -905.9506447998),
(-0.07, 56, 0, 1200000, -69845129.5182595000),
(0.05, 20, 0, -12000, 4522.6737944760),
(0.05, 356.5288568, 0, -25000.00, 0.0006971776),
(0.05, 50, 0, 0, 0.0000000000),
(0.05, 26, 500, 0, -7187.5926504975),
])
Comment on lines +93 to +101
Copy link
Member

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

These values should be strings, not floats. A float stores an inexact representation of most numbers, the decimal representation of that number will not be the same as the floating point representation. For example see:

>>> from decimal import Decimal
>>> Decimal(0.1) == Decimal("0.1")
False
>>> Decimal(0.1)
Decimal('0.1000000000000000055511151231257827021181583404541015625')
>>> Decimal("0.1")
Decimal('0.1')

@pytest.mark.parametrize('number_type', [float, Decimal])
def test_pv(self, rate, periods, payments, future_value, exp_result, number_type):
result = npf.pv(rate, periods, payments, future_value)

if exp_result is not numpy.nan:
if number_type is Decimal:
assert result == pytest.approx(exp_result, rel=0.2)
Comment on lines +107 to +108
Copy link
Member

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Please prefer the routines in numpy.testing over those in pytest.

In this case, we should not be testing that two values are approximately equal, but that they are exactly equal as, when we are using Decimal, we should be keeping arbitrary precision.

else:
assert_allclose(float(result), float(
exp_result), atol=1e-10)
Comment on lines +110 to +111
Copy link
Member

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

This looks good. :)

else:
assert numpy.isnan(result)


class TestRate:
Expand Down Expand Up @@ -279,6 +293,7 @@ def test_mirr(self, values, finance_rate, reinvest_rate, expected):
)
def test_mirr_decimal(self, number_type, args, expected):
values = [number_type(v) for v in args['values']]

result = npf.mirr(
values,
number_type(args['finance_rate']),
Expand Down Expand Up @@ -721,7 +736,8 @@ def test_gh_39(self):

def test_gh_44(self):
# "true" value as calculated by Google sheets
cf = [-1678.87, 771.96, 1814.05, 3520.30, 3552.95, 3584.99, 4789.91, -1]
cf = [-1678.87, 771.96, 1814.05, 3520.30,
3552.95, 3584.99, 4789.91, -1]
assert_almost_equal(npf.irr(cf), 1.00426, 4)

def test_irr_no_real_solution_exception(self):
Expand Down