diff options
Diffstat (limited to 'numpy/lib/tests/test_financial.py')
| -rw-r--r-- | numpy/lib/tests/test_financial.py | 42 |
1 files changed, 42 insertions, 0 deletions
diff --git a/numpy/lib/tests/test_financial.py b/numpy/lib/tests/test_financial.py index 524915041..cb67f7c0f 100644 --- a/numpy/lib/tests/test_financial.py +++ b/numpy/lib/tests/test_financial.py @@ -1,5 +1,6 @@ from __future__ import division, absolute_import, print_function +import warnings from decimal import Decimal import numpy as np @@ -8,16 +9,35 @@ from numpy.testing import ( ) +def filter_deprecation(func): + def newfunc(*args, **kwargs): + with warnings.catch_warnings(record=True) as ws: + warnings.filterwarnings('always', category=DeprecationWarning) + func(*args, **kwargs) + assert_(all(w.category is DeprecationWarning for w in ws)) + return newfunc + + class TestFinancial(object): + @filter_deprecation + def test_npv_irr_congruence(self): + # IRR is defined as the rate required for the present value of a + # a series of cashflows to be zero i.e. NPV(IRR(x), x) = 0 + cashflows = np.array([-40000, 5000, 8000, 12000, 30000]) + assert_allclose(np.npv(np.irr(cashflows), cashflows), 0, atol=1e-10, rtol=0) + + @filter_deprecation def test_rate(self): assert_almost_equal( np.rate(10, 0, -3500, 10000), 0.1107, 4) + @filter_deprecation def test_rate_decimal(self): rate = np.rate(Decimal('10'), Decimal('0'), Decimal('-3500'), Decimal('10000')) assert_equal(Decimal('0.1106908537142689284704528100'), rate) + @filter_deprecation def test_irr(self): v = [-150000, 15000, 25000, 35000, 45000, 60000] assert_almost_equal(np.irr(v), 0.0524, 2) @@ -37,20 +57,25 @@ class TestFinancial(object): v = [-1, -2, -3] assert_equal(np.irr(v), np.nan) + @filter_deprecation def test_pv(self): assert_almost_equal(np.pv(0.07, 20, 12000, 0), -127128.17, 2) + @filter_deprecation def test_pv_decimal(self): assert_equal(np.pv(Decimal('0.07'), Decimal('20'), Decimal('12000'), Decimal('0')), Decimal('-127128.1709461939327295222005')) + @filter_deprecation def test_fv(self): assert_equal(np.fv(0.075, 20, -2000, 0, 0), 86609.362673042924) + @filter_deprecation def test_fv_decimal(self): assert_equal(np.fv(Decimal('0.075'), Decimal('20'), Decimal('-2000'), 0, 0), Decimal('86609.36267304300040536731624')) + @filter_deprecation def test_pmt(self): res = np.pmt(0.08 / 12, 5 * 12, 15000) tgt = -304.145914 @@ -65,6 +90,7 @@ class TestFinancial(object): tgt = np.array([[-166.66667, -19311.258], [-626.90814, -19311.258]]) assert_allclose(res, tgt) + @filter_deprecation def test_pmt_decimal(self): res = np.pmt(Decimal('0.08') / Decimal('12'), 5 * 12, 15000) tgt = Decimal('-304.1459143262052370338701494') @@ -88,18 +114,22 @@ class TestFinancial(object): assert_equal(res[1][0], tgt[1][0]) assert_equal(res[1][1], tgt[1][1]) + @filter_deprecation def test_ppmt(self): assert_equal(np.round(np.ppmt(0.1 / 12, 1, 60, 55000), 2), -710.25) + @filter_deprecation def test_ppmt_decimal(self): assert_equal(np.ppmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('60'), Decimal('55000')), Decimal('-710.2541257864217612489830917')) # Two tests showing how Decimal is actually getting at a more exact result # .23 / 12 does not come out nicely as a float but does as a decimal + @filter_deprecation def test_ppmt_special_rate(self): assert_equal(np.round(np.ppmt(0.23 / 12, 1, 60, 10000000000), 8), -90238044.232277036) + @filter_deprecation def test_ppmt_special_rate_decimal(self): # When rounded out to 8 decimal places like the float based test, this should not equal the same value # as the float, substituted for the decimal @@ -112,31 +142,38 @@ class TestFinancial(object): assert_equal(np.ppmt(Decimal('0.23') / Decimal('12'), 1, 60, Decimal('10000000000')), Decimal('-90238044.2322778884413969909')) + @filter_deprecation def test_ipmt(self): assert_almost_equal(np.round(np.ipmt(0.1 / 12, 1, 24, 2000), 2), -16.67) + @filter_deprecation def test_ipmt_decimal(self): result = np.ipmt(Decimal('0.1') / Decimal('12'), 1, 24, 2000) assert_equal(result.flat[0], Decimal('-16.66666666666666666666666667')) + @filter_deprecation def test_nper(self): assert_almost_equal(np.nper(0.075, -2000, 0, 100000.), 21.54, 2) + @filter_deprecation def test_nper2(self): assert_almost_equal(np.nper(0.0, -2000, 0, 100000.), 50.0, 1) + @filter_deprecation def test_npv(self): assert_almost_equal( np.npv(0.05, [-15000, 1500, 2500, 3500, 4500, 6000]), 122.89, 2) + @filter_deprecation def test_npv_decimal(self): assert_equal( np.npv(Decimal('0.05'), [-15000, 1500, 2500, 3500, 4500, 6000]), Decimal('122.894854950942692161628715')) + @filter_deprecation def test_mirr(self): val = [-4500, -800, 800, 800, 600, 600, 800, 800, 700, 3000] assert_almost_equal(np.mirr(val, 0.08, 0.055), 0.0666, 4) @@ -150,6 +187,7 @@ class TestFinancial(object): val = [39000, 30000, 21000, 37000, 46000] assert_(np.isnan(np.mirr(val, 0.10, 0.12))) + @filter_deprecation def test_mirr_decimal(self): val = [Decimal('-4500'), Decimal('-800'), Decimal('800'), Decimal('800'), Decimal('600'), Decimal('600'), Decimal('800'), Decimal('800'), @@ -168,6 +206,7 @@ class TestFinancial(object): val = [Decimal('39000'), Decimal('30000'), Decimal('21000'), Decimal('37000'), Decimal('46000')] assert_(np.isnan(np.mirr(val, Decimal('0.10'), Decimal('0.12')))) + @filter_deprecation def test_when(self): # begin assert_equal(np.rate(10, 20, -3500, 10000, 1), @@ -232,6 +271,7 @@ class TestFinancial(object): assert_equal(np.nper(0.075, -2000, 0, 100000., 0), np.nper(0.075, -2000, 0, 100000., 'end')) + @filter_deprecation def test_decimal_with_when(self): """Test that decimals are still supported if the when argument is passed""" # begin @@ -306,6 +346,7 @@ class TestFinancial(object): np.ipmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('24'), Decimal('2000'), Decimal('0'), 'end').flat[0]) + @filter_deprecation def test_broadcast(self): assert_almost_equal(np.nper(0.075, -2000, 0, 100000., [0, 1]), [21.5449442, 20.76156441], 4) @@ -323,6 +364,7 @@ class TestFinancial(object): [-74.998201, -75.62318601, -75.62318601, -76.88882405, -76.88882405], 4) + @filter_deprecation def test_broadcast_decimal(self): # Use almost equal because precision is tested in the explicit tests, this test is to ensure # broadcast with Decimal is not broken. |