scripbox / ex-xirr Goto Github PK
View Code? Open in Web Editor NEWAn Elixir package for calculating XIRR.
License: MIT License
ex-xirr's People
Contributors
Stargazers
Watchers
Forkers
mgiacomini riverfinancial ayoush copia-wealth-studios anirudh24seven hparamah ark-neo-financeex-xirr's Issues
disregard
diregard
spawn_link overhead is slow
Describe the bug
Thanks for the library. We are currently using LegacyFinance.xirr() which matches our expectations for the results. It is quite a bit slower than the newer version, but the slowness is unnecessary. Removing pmap results in a dramatic speed up. As a test, I created a Finance based on LegacyFinance module that replaces pmap with Enum.map. This is the result using your benchmark:
##### With input date_values #####
Name ips average deviation median 99th %
finance 3.93 K 254.18 μs ±2.71% 252.99 μs 272.99 μs
ex xirr 3.25 K 307.28 μs ±12.77% 299.99 μs 421.99 μs
legacy finance 0.44 K 2284.52 μs ±6.76% 2273.99 μs 2761.35 μs
As you can see, there is an order of magnitude speedup simply by making this change.
I did some experimentation with Stream.map as well, but it turned out that Enum.map was the fastest.
Invalid result from big calculation
Running this calculation results in an invalid value 0.006097 (correct value is closer to 0.120581416 according to google spreadsheets).
d = [{2038, 2, 4}, {2037, 11, 2}, {2037, 8, 2}, {2037, 5, 3}, {2037, 2, 4}, {2036, 11, 2}, {2036, 8, 2}, {2036, 5, 3}, {2036, 2, 5}, {2035, 11, 2}, {2035, 8, 2}, {2035, 5, 3}, {2035, 2, 4}, {2034, 11, 2}, {2034, 8, 2}, {2034, 5, 3}, {2034, 2, 4}, {2033, 11, 2}, {2033, 8, 2}, {2033, 5, 3}, {2033, 2, 4}, {2032, 11, 2}, {2032, 8, 2}, {2032, 5, 3}, {2032, 2, 5}, {2031, 11, 2}, {2031, 8, 2}, {2031, 5, 3}, {2031, 2, 4}, {2030, 11, 2}, {2030, 8, 2}, {2030, 5, 3}, {2030, 2, 4}, {2029, 11, 2}, {2029, 8, 2}, {2029, 5, 3}, {2029, 2, 4}, {2028, 11, 2}, {2028, 8, 2}, {2028, 5, 3}, {2028, 2, 5}, {2027, 11, 2}, {2027, 8, 2}, {2027, 5, 3}, {2027, 2, 4}, {2026, 11, 2}, {2026, 8, 2}, {2026, 5, 3}, {2026, 2, 4}, {2025, 11, 2}, {2025, 8, 2}, {2025, 5, 3}, {2025, 2, 4}, {2024, 11, 2}, {2024, 8, 2}, {2024, 5, 3}, {2024, 2, 5}, {2023, 11, 2}, {2023, 8, 2}, {2023, 5, 3}, {2023, 2, 4}, {2022, 11, 2}, {2022, 8, 2}, {2022, 5, 3}, {2022, 2, 4}, {2021, 11, 2}, {2021, 8, 2}, {2021, 5, 3}, {2021, 2, 4}, {2020, 11, 2}, {2020, 8, 2}, {2020, 5, 3}, {2020, 2, 5}, {2019, 11, 2}, {2019, 8, 2}, {2019, 5, 3}, {2019, 2, 4}, {2018, 11, 2}, {2018, 8, 2}, {2018, 5, 31}]
v = [-305, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, 188.0]
iex(91)> ExXirr.xirr(d, v)
{:ok, 0.006097}
Weirdly enough, if you just change the last -5 to -4.8 the calculation will return the expected value, like this.
d = [{2038, 2, 4}, {2037, 11, 2}, {2037, 8, 2}, {2037, 5, 3}, {2037, 2, 4}, {2036, 11, 2}, {2036, 8, 2}, {2036, 5, 3}, {2036, 2, 5}, {2035, 11, 2}, {2035, 8, 2}, {2035, 5, 3}, {2035, 2, 4}, {2034, 11, 2}, {2034, 8, 2}, {2034, 5, 3}, {2034, 2, 4}, {2033, 11, 2}, {2033, 8, 2}, {2033, 5, 3}, {2033, 2, 4}, {2032, 11, 2}, {2032, 8, 2}, {2032, 5, 3}, {2032, 2, 5}, {2031, 11, 2}, {2031, 8, 2}, {2031, 5, 3}, {2031, 2, 4}, {2030, 11, 2}, {2030, 8, 2}, {2030, 5, 3}, {2030, 2, 4}, {2029, 11, 2}, {2029, 8, 2}, {2029, 5, 3}, {2029, 2, 4}, {2028, 11, 2}, {2028, 8, 2}, {2028, 5, 3}, {2028, 2, 5}, {2027, 11, 2}, {2027, 8, 2}, {2027, 5, 3}, {2027, 2, 4}, {2026, 11, 2}, {2026, 8, 2}, {2026, 5, 3}, {2026, 2, 4}, {2025, 11, 2}, {2025, 8, 2}, {2025, 5, 3}, {2025, 2, 4}, {2024, 11, 2}, {2024, 8, 2}, {2024, 5, 3}, {2024, 2, 5}, {2023, 11, 2}, {2023, 8, 2}, {2023, 5, 3}, {2023, 2, 4}, {2022, 11, 2}, {2022, 8, 2}, {2022, 5, 3}, {2022, 2, 4}, {2021, 11, 2}, {2021, 8, 2}, {2021, 5, 3}, {2021, 2, 4}, {2020, 11, 2}, {2020, 8, 2}, {2020, 5, 3}, {2020, 2, 5}, {2019, 11, 2}, {2019, 8, 2}, {2019, 5, 3}, {2019, 2, 4}, {2018, 11, 2}, {2018, 8, 2}, {2018, 5, 31}]
v = [-305, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -5, -4.8, 188.0]
iex(102)> ExXirr.xirr(d, v)
{:ok, 0.120448}
Recommend Projects
-
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
-
Vue.js
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
-
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
-
TensorFlow
An Open Source Machine Learning Framework for Everyone
-
Django
The Web framework for perfectionists with deadlines.
-
Laravel
A PHP framework for web artisans
-
D3
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
-
Recommend Topics
-
javascript
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
-
web
Some thing interesting about web. New door for the world.
-
server
A server is a program made to process requests and deliver data to clients.
-
Machine learning
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
-
Visualization
Some thing interesting about visualization, use data art
-
Game
Some thing interesting about game, make everyone happy.
Recommend Org
-
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
-
Microsoft
Open source projects and samples from Microsoft.
-
Google
Google ❤️ Open Source for everyone.
-
Alibaba
Alibaba Open Source for everyone
-
D3
Data-Driven Documents codes.
-
Tencent
China tencent open source team.