Python numpy.npv() Examples
The following are 30
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Example #1
Source File: financial.py From Splunking-Crime with GNU Affero General Public License v3.0 | 5 votes |
def mirr(values, finance_rate, reinvest_rate): """ Modified internal rate of return. Parameters ---------- values : array_like Cash flows (must contain at least one positive and one negative value) or nan is returned. The first value is considered a sunk cost at time zero. finance_rate : scalar Interest rate paid on the cash flows reinvest_rate : scalar Interest rate received on the cash flows upon reinvestment Returns ------- out : float Modified internal rate of return """ values = np.asarray(values, dtype=np.double) n = values.size pos = values > 0 neg = values < 0 if not (pos.any() and neg.any()): return np.nan numer = np.abs(npv(reinvest_rate, values*pos)) denom = np.abs(npv(finance_rate, values*neg)) return (numer/denom)**(1.0/(n - 1))*(1 + reinvest_rate) - 1
Example #2
Source File: financial.py From vnpy_crypto with MIT License | 5 votes |
def mirr(values, finance_rate, reinvest_rate): """ Modified internal rate of return. Parameters ---------- values : array_like Cash flows (must contain at least one positive and one negative value) or nan is returned. The first value is considered a sunk cost at time zero. finance_rate : scalar Interest rate paid on the cash flows reinvest_rate : scalar Interest rate received on the cash flows upon reinvestment Returns ------- out : float Modified internal rate of return """ values = np.asarray(values) n = values.size # Without this explicit cast the 1/(n - 1) computation below # becomes a float, which causes TypeError when using Decimal # values. if isinstance(finance_rate, Decimal): n = Decimal(n) pos = values > 0 neg = values < 0 if not (pos.any() and neg.any()): return np.nan numer = np.abs(npv(reinvest_rate, values*pos)) denom = np.abs(npv(finance_rate, values*neg)) return (numer/denom)**(1/(n - 1))*(1 + reinvest_rate) - 1
Example #3
Source File: test_financial.py From vnpy_crypto with MIT License | 5 votes |
def test_npv_decimal(self): assert_equal( np.npv(Decimal('0.05'), [-15000, 1500, 2500, 3500, 4500, 6000]), Decimal('122.894854950942692161628715'))
Example #4
Source File: test_financial.py From vnpy_crypto with MIT License | 5 votes |
def test_npv(self): assert_almost_equal( np.npv(0.05, [-15000, 1500, 2500, 3500, 4500, 6000]), 122.89, 2)
Example #5
Source File: test_financial.py From predictive-maintenance-using-machine-learning with Apache License 2.0 | 5 votes |
def test_npv(self): assert_almost_equal( np.npv(0.05, [-15000, 1500, 2500, 3500, 4500, 6000]), 122.89, 2)
Example #6
Source File: test_financial.py From predictive-maintenance-using-machine-learning with Apache License 2.0 | 5 votes |
def test_npv_decimal(self): assert_equal( np.npv(Decimal('0.05'), [-15000, 1500, 2500, 3500, 4500, 6000]), Decimal('122.894854950942692161628715'))
Example #7
Source File: financial.py From predictive-maintenance-using-machine-learning with Apache License 2.0 | 5 votes |
def mirr(values, finance_rate, reinvest_rate): """ Modified internal rate of return. Parameters ---------- values : array_like Cash flows (must contain at least one positive and one negative value) or nan is returned. The first value is considered a sunk cost at time zero. finance_rate : scalar Interest rate paid on the cash flows reinvest_rate : scalar Interest rate received on the cash flows upon reinvestment Returns ------- out : float Modified internal rate of return """ values = np.asarray(values) n = values.size # Without this explicit cast the 1/(n - 1) computation below # becomes a float, which causes TypeError when using Decimal # values. if isinstance(finance_rate, Decimal): n = Decimal(n) pos = values > 0 neg = values < 0 if not (pos.any() and neg.any()): return np.nan numer = np.abs(npv(reinvest_rate, values*pos)) denom = np.abs(npv(finance_rate, values*neg)) return (numer/denom)**(1/(n - 1))*(1 + reinvest_rate) - 1
Example #8
Source File: test_financial.py From recruit with Apache License 2.0 | 5 votes |
def test_npv(self): assert_almost_equal( np.npv(0.05, [-15000, 1500, 2500, 3500, 4500, 6000]), 122.89, 2)
Example #9
Source File: test_financial.py From pySINDy with MIT License | 5 votes |
def test_npv(self): assert_almost_equal( np.npv(0.05, [-15000, 1500, 2500, 3500, 4500, 6000]), 122.89, 2)
Example #10
Source File: test_financial.py From pySINDy with MIT License | 5 votes |
def test_npv_decimal(self): assert_equal( np.npv(Decimal('0.05'), [-15000, 1500, 2500, 3500, 4500, 6000]), Decimal('122.894854950942692161628715'))
Example #11
Source File: financial.py From pySINDy with MIT License | 5 votes |
def mirr(values, finance_rate, reinvest_rate): """ Modified internal rate of return. Parameters ---------- values : array_like Cash flows (must contain at least one positive and one negative value) or nan is returned. The first value is considered a sunk cost at time zero. finance_rate : scalar Interest rate paid on the cash flows reinvest_rate : scalar Interest rate received on the cash flows upon reinvestment Returns ------- out : float Modified internal rate of return """ values = np.asarray(values) n = values.size # Without this explicit cast the 1/(n - 1) computation below # becomes a float, which causes TypeError when using Decimal # values. if isinstance(finance_rate, Decimal): n = Decimal(n) pos = values > 0 neg = values < 0 if not (pos.any() and neg.any()): return np.nan numer = np.abs(npv(reinvest_rate, values*pos)) denom = np.abs(npv(finance_rate, values*neg)) return (numer/denom)**(1/(n - 1))*(1 + reinvest_rate) - 1
Example #12
Source File: test_financial.py From mxnet-lambda with Apache License 2.0 | 5 votes |
def test_npv(self): assert_almost_equal( np.npv(0.05, [-15000, 1500, 2500, 3500, 4500, 6000]), 122.89, 2)
Example #13
Source File: financial.py From mxnet-lambda with Apache License 2.0 | 5 votes |
def mirr(values, finance_rate, reinvest_rate): """ Modified internal rate of return. Parameters ---------- values : array_like Cash flows (must contain at least one positive and one negative value) or nan is returned. The first value is considered a sunk cost at time zero. finance_rate : scalar Interest rate paid on the cash flows reinvest_rate : scalar Interest rate received on the cash flows upon reinvestment Returns ------- out : float Modified internal rate of return """ values = np.asarray(values, dtype=np.double) n = values.size pos = values > 0 neg = values < 0 if not (pos.any() and neg.any()): return np.nan numer = np.abs(npv(reinvest_rate, values*pos)) denom = np.abs(npv(finance_rate, values*neg)) return (numer/denom)**(1.0/(n - 1))*(1 + reinvest_rate) - 1
Example #14
Source File: test_financial.py From ImageFusion with MIT License | 5 votes |
def test_npv(self): assert_almost_equal( np.npv(0.05, [-15000, 1500, 2500, 3500, 4500, 6000]), 122.89, 2)
Example #15
Source File: financial.py From ImageFusion with MIT License | 5 votes |
def mirr(values, finance_rate, reinvest_rate): """ Modified internal rate of return. Parameters ---------- values : array_like Cash flows (must contain at least one positive and one negative value) or nan is returned. The first value is considered a sunk cost at time zero. finance_rate : scalar Interest rate paid on the cash flows reinvest_rate : scalar Interest rate received on the cash flows upon reinvestment Returns ------- out : float Modified internal rate of return """ values = np.asarray(values, dtype=np.double) n = values.size pos = values > 0 neg = values < 0 if not (pos.any() and neg.any()): return np.nan numer = np.abs(npv(reinvest_rate, values*pos)) denom = np.abs(npv(finance_rate, values*neg)) return (numer/denom)**(1.0/(n - 1))*(1 + reinvest_rate) - 1
Example #16
Source File: financial.py From Fluid-Designer with GNU General Public License v3.0 | 5 votes |
def mirr(values, finance_rate, reinvest_rate): """ Modified internal rate of return. Parameters ---------- values : array_like Cash flows (must contain at least one positive and one negative value) or nan is returned. The first value is considered a sunk cost at time zero. finance_rate : scalar Interest rate paid on the cash flows reinvest_rate : scalar Interest rate received on the cash flows upon reinvestment Returns ------- out : float Modified internal rate of return """ values = np.asarray(values, dtype=np.double) n = values.size pos = values > 0 neg = values < 0 if not (pos.any() and neg.any()): return np.nan numer = np.abs(npv(reinvest_rate, values*pos)) denom = np.abs(npv(finance_rate, values*neg)) return (numer/denom)**(1.0/(n - 1))*(1 + reinvest_rate) - 1
Example #17
Source File: test_financial.py From elasticintel with GNU General Public License v3.0 | 5 votes |
def test_npv(self): assert_almost_equal( np.npv(0.05, [-15000, 1500, 2500, 3500, 4500, 6000]), 122.89, 2)
Example #18
Source File: financial.py From elasticintel with GNU General Public License v3.0 | 5 votes |
def mirr(values, finance_rate, reinvest_rate): """ Modified internal rate of return. Parameters ---------- values : array_like Cash flows (must contain at least one positive and one negative value) or nan is returned. The first value is considered a sunk cost at time zero. finance_rate : scalar Interest rate paid on the cash flows reinvest_rate : scalar Interest rate received on the cash flows upon reinvestment Returns ------- out : float Modified internal rate of return """ values = np.asarray(values, dtype=np.double) n = values.size pos = values > 0 neg = values < 0 if not (pos.any() and neg.any()): return np.nan numer = np.abs(npv(reinvest_rate, values*pos)) denom = np.abs(npv(finance_rate, values*neg)) return (numer/denom)**(1.0/(n - 1))*(1 + reinvest_rate) - 1
Example #19
Source File: test_financial.py From coffeegrindsize with MIT License | 5 votes |
def test_npv(self): assert_almost_equal( np.npv(0.05, [-15000, 1500, 2500, 3500, 4500, 6000]), 122.89, 2)
Example #20
Source File: test_financial.py From coffeegrindsize with MIT License | 5 votes |
def test_npv_decimal(self): assert_equal( np.npv(Decimal('0.05'), [-15000, 1500, 2500, 3500, 4500, 6000]), Decimal('122.894854950942692161628715'))
Example #21
Source File: financial.py From coffeegrindsize with MIT License | 5 votes |
def mirr(values, finance_rate, reinvest_rate): """ Modified internal rate of return. Parameters ---------- values : array_like Cash flows (must contain at least one positive and one negative value) or nan is returned. The first value is considered a sunk cost at time zero. finance_rate : scalar Interest rate paid on the cash flows reinvest_rate : scalar Interest rate received on the cash flows upon reinvestment Returns ------- out : float Modified internal rate of return """ values = np.asarray(values) n = values.size # Without this explicit cast the 1/(n - 1) computation below # becomes a float, which causes TypeError when using Decimal # values. if isinstance(finance_rate, Decimal): n = Decimal(n) pos = values > 0 neg = values < 0 if not (pos.any() and neg.any()): return np.nan numer = np.abs(npv(reinvest_rate, values*pos)) denom = np.abs(npv(finance_rate, values*neg)) return (numer/denom)**(1/(n - 1))*(1 + reinvest_rate) - 1
Example #22
Source File: financial.py From Carnets with BSD 3-Clause "New" or "Revised" License | 5 votes |
def mirr(values, finance_rate, reinvest_rate): """ Modified internal rate of return. Parameters ---------- values : array_like Cash flows (must contain at least one positive and one negative value) or nan is returned. The first value is considered a sunk cost at time zero. finance_rate : scalar Interest rate paid on the cash flows reinvest_rate : scalar Interest rate received on the cash flows upon reinvestment Returns ------- out : float Modified internal rate of return """ values = np.asarray(values) n = values.size # Without this explicit cast the 1/(n - 1) computation below # becomes a float, which causes TypeError when using Decimal # values. if isinstance(finance_rate, Decimal): n = Decimal(n) pos = values > 0 neg = values < 0 if not (pos.any() and neg.any()): return np.nan numer = np.abs(npv(reinvest_rate, values*pos)) denom = np.abs(npv(finance_rate, values*neg)) return (numer/denom)**(1/(n - 1))*(1 + reinvest_rate) - 1
Example #23
Source File: test_financial.py From Serverless-Deep-Learning-with-TensorFlow-and-AWS-Lambda with MIT License | 5 votes |
def test_npv(self): assert_almost_equal( np.npv(0.05, [-15000, 1500, 2500, 3500, 4500, 6000]), 122.89, 2)
Example #24
Source File: test_financial.py From Serverless-Deep-Learning-with-TensorFlow-and-AWS-Lambda with MIT License | 5 votes |
def test_npv_decimal(self): assert_equal( np.npv(Decimal('0.05'), [-15000, 1500, 2500, 3500, 4500, 6000]), Decimal('122.894854950942692161628715'))
Example #25
Source File: financial.py From Serverless-Deep-Learning-with-TensorFlow-and-AWS-Lambda with MIT License | 5 votes |
def mirr(values, finance_rate, reinvest_rate): """ Modified internal rate of return. Parameters ---------- values : array_like Cash flows (must contain at least one positive and one negative value) or nan is returned. The first value is considered a sunk cost at time zero. finance_rate : scalar Interest rate paid on the cash flows reinvest_rate : scalar Interest rate received on the cash flows upon reinvestment Returns ------- out : float Modified internal rate of return """ values = np.asarray(values) n = values.size # Without this explicit cast the 1/(n - 1) computation below # becomes a float, which causes TypeError when using Decimal # values. if isinstance(finance_rate, Decimal): n = Decimal(n) pos = values > 0 neg = values < 0 if not (pos.any() and neg.any()): return np.nan numer = np.abs(npv(reinvest_rate, values*pos)) denom = np.abs(npv(finance_rate, values*neg)) return (numer/denom)**(1/(n - 1))*(1 + reinvest_rate) - 1
Example #26
Source File: test_financial.py From twitter-stock-recommendation with MIT License | 5 votes |
def test_npv(self): assert_almost_equal( np.npv(0.05, [-15000, 1500, 2500, 3500, 4500, 6000]), 122.89, 2)
Example #27
Source File: test_financial.py From twitter-stock-recommendation with MIT License | 5 votes |
def test_npv_decimal(self): assert_equal( np.npv(Decimal('0.05'), [-15000, 1500, 2500, 3500, 4500, 6000]), Decimal('122.894854950942692161628715'))
Example #28
Source File: financial.py From twitter-stock-recommendation with MIT License | 5 votes |
def mirr(values, finance_rate, reinvest_rate): """ Modified internal rate of return. Parameters ---------- values : array_like Cash flows (must contain at least one positive and one negative value) or nan is returned. The first value is considered a sunk cost at time zero. finance_rate : scalar Interest rate paid on the cash flows reinvest_rate : scalar Interest rate received on the cash flows upon reinvestment Returns ------- out : float Modified internal rate of return """ values = np.asarray(values) n = values.size # Without this explicit cast the 1/(n - 1) computation below # becomes a float, which causes TypeError when using Decimal # values. if isinstance(finance_rate, Decimal): n = Decimal(n) pos = values > 0 neg = values < 0 if not (pos.any() and neg.any()): return np.nan numer = np.abs(npv(reinvest_rate, values*pos)) denom = np.abs(npv(finance_rate, values*neg)) return (numer/denom)**(1/(n - 1))*(1 + reinvest_rate) - 1
Example #29
Source File: test_financial.py From keras-lambda with MIT License | 5 votes |
def test_npv(self): assert_almost_equal( np.npv(0.05, [-15000, 1500, 2500, 3500, 4500, 6000]), 122.89, 2)
Example #30
Source File: financial.py From keras-lambda with MIT License | 5 votes |
def mirr(values, finance_rate, reinvest_rate): """ Modified internal rate of return. Parameters ---------- values : array_like Cash flows (must contain at least one positive and one negative value) or nan is returned. The first value is considered a sunk cost at time zero. finance_rate : scalar Interest rate paid on the cash flows reinvest_rate : scalar Interest rate received on the cash flows upon reinvestment Returns ------- out : float Modified internal rate of return """ values = np.asarray(values, dtype=np.double) n = values.size pos = values > 0 neg = values < 0 if not (pos.any() and neg.any()): return np.nan numer = np.abs(npv(reinvest_rate, values*pos)) denom = np.abs(npv(finance_rate, values*neg)) return (numer/denom)**(1.0/(n - 1))*(1 + reinvest_rate) - 1