FCOM-339

Frends.Community.ExcelFinancialFunctions.Tests/XIrr.Tests.cs

@@ -36,13 +36,12 @@ public void ThreeXIrrToolss()
 
             var options = new Options
             {
-                Tolerance = 0.00000001,
-                MaxIterations = 100
+                Guess = 0.1
             };
 
             var ret = XIrrTools.CalculateXIrr(input, options, new System.Threading.CancellationToken());
 
-            Assert.That(ret.Value, Is.EqualTo("77.4425237947709"));
+            Assert.That(ret.Value, Is.EqualTo("77.4425237947701"));
         }
     }
 }

Frends.Community.ExcelFinancialFunctions/Definition.cs

@@ -11,7 +11,7 @@ namespace Frends.Community.ExcelFinancialFunctions
     public class Parameters
     {
         /// <summary>
-        /// JArray string with value and date
+        /// JArray string with value and date Dates should be sorted in ascending order.
         /// </summary>
         /// <example>
         /// [{value: 1.234, date: "2021-05-25"}, {value: 2.345, date: "2022-05-25"}]
@@ -26,16 +26,25 @@ public class Parameters
     public class Options
     {
         /// <summary>
-        /// Tolerance that will be used in calculations.
+        /// Guess is a number that you guess is close to the result of XIRR.
         /// </summary>
-        [DefaultValue(0.00000001)]
-        public double Tolerance { get; set; }
+        [DefaultValue(0.1)]
+        public double Guess { get; set; }
 
         /// <summary>
-        /// Max number of iterations(to prevent infinite looping).
+        /// If set, allows you to ignore errors and return specified value.
+        /// If not set, error will be thrown normally.
         /// </summary>
-        [DefaultValue(100)]
-        public int MaxIterations { get; set; }
+        [DefaultValue(false)]
+        public bool ReturnValueOnError { get; set; }
+
+        /// <summary>
+        /// What task should return on failure (string)
+        /// </summary>
+        [UIHint(nameof(ReturnValueOnError), "", true)]
+        [DisplayFormat(DataFormatString = "Text")]
+        [DefaultValue("NM")]
+        public string ReturnValue { get; set; }
     }
 
     public class Result

Frends.Community.ExcelFinancialFunctions/Frends.Community.ExcelFinancialFunctions.csproj

@@ -2,14 +2,15 @@
 
   <PropertyGroup>
 	<TargetFrameworks>netstandard2.0;net471</TargetFrameworks>
+	<description>Tasks for financial calculations using Excel Functions</description>
     <authors>HiQ Finland</authors>
     <copyright>HiQ Finland</copyright>
     <PackageLicenseExpression>MIT</PackageLicenseExpression>
     <PackageProjectUrl>https://github.com/CommunityHiQ/Frends.Community.ExcelFinancialFunctions</PackageProjectUrl>
     <IncludeSource>true</IncludeSource>
     <PackageTags>Frends</PackageTags>
     <GenerateDocumentationFile>true</GenerateDocumentationFile>
-    <Version>0.1.6</Version>
+    <Version>0.1.13</Version>
   </PropertyGroup>
 
   <ItemGroup>
@@ -19,6 +20,8 @@
   </ItemGroup>
 
   <ItemGroup>
+    <PackageReference Include="ExcelFinancialFunctions" Version="3.2.0" />
+    <PackageReference Include="FSharp.Core" Version="6.0.5" />
     <PackageReference Include="Microsoft.CSharp" Version="4.7.0" />
     <PackageReference Include="Newtonsoft.Json" Version="13.0.1" />
     <PackageReference Include="System.ComponentModel.Annotations" Version="4.7.0" />

Frends.Community.ExcelFinancialFunctions/Methods.cs

@@ -1,90 +1,44 @@
 using Newtonsoft.Json.Linq;
 using System;
 using System.Collections.Generic;
-using System.Linq;
-using System.Text;
 using System.Threading;
 
 namespace Frends.Community.ExcelFinancialFunctions
 {
     internal class Methods
     {
-        public delegate double fx(double x);
-
-        public static fx composeFunctions(fx f1, fx f2)
-        {
-            return (double x) => f1(x) + f2(x);
-        }
-
-        public static fx f_xirr(double p, double dt, double dt0)
-        {
-            return (double x) => p * Math.Pow((1.0 + x), ((dt0 - dt) / 365.0));
-        }
-
-        public static fx df_xirr(double p, double dt, double dt0)
-        {
-            return (double x) => (1.0 / 365.0) * (dt0 - dt) * p * Math.Pow((x + 1.0), (((dt0 - dt) / 365.0) - 1.0));
-        }
-
-        public static fx total_f_xirr(double[] payments, double[] days)
+        /// <summary>
+        /// Calculates XIrr using ExcelFinancialFunctions .NET Standard library
+        /// </summary>
+        /// <param name="cancellationToken"></param>
+        public static List<double> getPaymentsFromJArray(JArray jarray, CancellationToken cancellationToken)
         {
-            fx resf = (double x) => 0.0;
+            var values = new List<double>();
 
-            for (int i = 0; i < payments.Length; i++)
+            foreach (var item in jarray)
             {
-                resf = composeFunctions(resf, f_xirr(payments[i], days[i], days[0]));
-            }
-
-            return resf;
-        }
-
-        public static fx total_df_xirr(double[] payments, double[] days)
-        {
-            fx resf = (double x) => 0.0;
+                cancellationToken.ThrowIfCancellationRequested();
 
-            for (int i = 0; i < payments.Length; i++)
-            {
-                resf = composeFunctions(resf, df_xirr(payments[i], days[i], days[0]));
+                double value = double.Parse(item["value"].ToString());
+                values.Add(value);
             }
 
-            return resf;
+            return values;
         }
 
-
-        /// <summary>
-        /// Calculates XIrr using Newton's method
-        /// </summary>
-        /// <param name="cancellationToken"></param>
-        public static double Newtons_method(double guess, fx f, fx df, double tol, int maxIterations, CancellationToken cancellationToken)
+        public static List<DateTime> getDatesFromJArray(JArray jarray, CancellationToken cancellationToken)
         {
-            int i = 0;
-            double x0 = guess;
-            double x1 = 0.0;
-            double err = 1e+100;
+            var dates = new List<DateTime>();
 
-            while (err > tol && ++i < maxIterations)
+            foreach (var item in jarray)
             {
                 cancellationToken.ThrowIfCancellationRequested();
-                x1 = x0 - f(x0) / df(x0);
-                err = Math.Abs(x1 - x0);
-                x0 = x1;
-            }
-            if (i == maxIterations)
-            {
-                throw new InvalidOperationException("Could not calculate: No solution found. Max iterations reached.");
-            }
-
-            return x0;
-        }
 
-        public static double[] getPaymentsFromJArray(JArray jarray)
-        {
-            return jarray.Select(x => double.Parse(x["value"].ToString())).ToList().ToArray();
-        }
+                DateTime date = DateTime.Parse(item["date"].ToString());
+                dates.Add(date);
+            }
 
-        public static double[] getDaysFromJArray(JArray jarray)
-        {
-            return jarray.Select(x => (double)DateTime.Parse(x["date"].ToString()).DayOfYear).ToList().ToArray();
+            return dates;
         }
     }
 }

Frends.Community.ExcelFinancialFunctions/XIrrTools.cs

@@ -1,7 +1,9 @@
 using System.ComponentModel;
 using System.Threading;
-using Microsoft.CSharp; // You can remove this if you don't need dynamic type in .NET Standard frends Tasks
 using Newtonsoft.Json.Linq;
+using Excel.FinancialFunctions;
+using System.Collections.Generic;
+using System;
 
 #pragma warning disable 1591
 
@@ -14,26 +16,36 @@ public static class XIrrTools
         /// Documentation: https://github.com/CommunityHiQ/Frends.Community.ExcelFinancialFunctions
         /// </summary>
         /// <param name="input">Values and dates for calculations</param>
-        /// <param name="options">Define tollerance and max iterations.</param>
+        /// <param name="options">Define guess and error value.</param>
         /// <param name="cancellationToken"></param>
         /// <returns>Object {string Value} </returns>
         public static Result CalculateXIrr([PropertyTab] Parameters input, [PropertyTab] Options options, CancellationToken cancellationToken)
         {
             JArray jarray = JArray.Parse(input.Input);
 
-            int maxIter = options.MaxIterations;
-            double tol = options.Tolerance;
+            double guess = options.Guess;
 
-            double[] payments = Methods.getPaymentsFromJArray(jarray); // payments
-            double[] days = Methods.getDaysFromJArray(jarray); // days of payment (as day of year)
-            double xirr = Methods.Newtons_method(0.1, 
-                Methods.total_f_xirr(payments, days), 
-                Methods.total_df_xirr(payments, days), 
-                tol, 
-                maxIter, 
-                cancellationToken);
+            List<double> payments = Methods.getPaymentsFromJArray(jarray, cancellationToken); // payments
+            List<DateTime> dates = Methods.getDatesFromJArray(jarray, cancellationToken); // dates of payment
 
+            string xirr;
 
+            if (options.ReturnValueOnError)
+            {
+                try
+                {
+                    xirr = Financial.XIrr(payments, dates, guess).ToString();
+                }
+                catch (Exception)
+                {
+                    xirr = options.ReturnValue.ToString();
+                }
+            }
+            else
+            {
+                xirr = Financial.XIrr(payments, dates, guess).ToString();
+            }
+
             var output = new Result
             {
                 Value = xirr.ToString()

README.md

@@ -20,28 +20,27 @@ https://www.myget.org/F/frends-community/api/v3/index.json and in Gallery view i
 
 ## XIrrTools
 
-Task calculates XIrr value using Newtons method
+Task calculates XIrr value using Excel Financial Functions from .NET library
 
 ### Properties
 
 | Property | Type | Description | Example |
 | -------- | -------- | -------- | -------- |
-| Input | `string` | JArray string with values and dates. | `[{value: 1.234, date: "2021-05-25"}, {value: 2.345, date: "2022-05-25"}]` |
+| Input | `string` | JArray string with values and dates. Dates should be sorted in ascending order.| `[{value: 1.234, date: "2021-05-25"}, {value: 2.345, date: "2022-05-25"}]` |
 
 ### Options
 
 | Property | Type | Description | Example |
 | -------- | -------- | -------- | -------- |
-| Tolerance | `double` | Tolerance used in calculations. | `0.00000001` |
-| MaxIterations | `int` | Max. number of iterations while calculating Xirr value. | `100` |
+| Guess | `double` | Guess is a number that you guess is close to the result of XIRR. | `0.1` |
 
 ### Returns
 
 A result object with parameters.
 
 | Property | Type | Description | Example |
 | -------- | -------- | -------- | -------- |
-| Value | `string` | Calculated XIrr value. | `77.4425237947709` |
+| Value | `string` | Calculated XIrr value. | `77.4425237947701` |
 
 Usage:
 To fetch result use syntax:
@@ -87,3 +86,10 @@ NOTE: Be sure to merge the latest from "upstream" before making a pull request!
 | 0.1.4   | Test case created, README updated |
 | 0.1.5   | Fixed input tab |
 | 0.1.6   | Minor changes to descriptions |
+| 0.1.7   | Add description to .csproj file |
+| 0.1.8   | Calculate Xirr using .NET Excel library |
+| 0.1.9   | Add FSharp.Core to the task |
+| 0.1.10  | Remove unnecessary comments and namespaces |
+| 0.1.11  | Update README |
+| 0.1.12  | Add option to return value on error |
+| 0.1.13  | Update Properties description |