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View Code? Open in Web Editor NEWAn Elixir package for calculating XIRR.
License: MIT License
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mgiacomini riverfinancial ayoush copia-wealth-studios anirudh24seven hparamah ark-neo-financeex-xirr's Issues
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}
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.
disregard
diregard
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