irr: add more tests

Anexen · Oct 10, 2023 · 9140fa0 · 9140fa0
1 parent 337fc7e
commit 9140fa0
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Showing 3 changed files with 32 additions and 4 deletions.
diff --git a/Cargo.lock b/Cargo.lock
diff --git a/src/core/periodic.rs b/src/core/periodic.rs
@@ -451,8 +451,8 @@ pub fn irr(values: &[f64], guess: Option<f64>) -> Result<f64, InvalidPaymentsErr
 
     #[rustfmt::skip]
     let breakpoint_list = [
-        &[0.0, 0.1, 0.3, 0.7, 1.0, 1e6],
-        &[0.0, -0.1, -0.3, -0.7, -0.9, -0.99999999999999]
+        &[0.0, 0.5, 1.0, 1e9],
+        &[0.0, -0.5, -0.9, -0.99999999999999]
     ];
 
     for breakpoints in breakpoint_list {

diff --git a/tests/test_periodic.rs b/tests/test_periodic.rs
@@ -600,6 +600,13 @@ fn test_nfv() {
 #[case(&[-5.0, 10.5, 1.0, -8.0, 1.0], 0.08859833852)]
 #[case(&[-5.0, 10.5, 1.0, -8.0, 1.0, 0.0, 0.0, 0.0], 0.08859833852)]
 #[case(&[-40000.0, 5000.0, 8000.0, 12000.0, 30000.0], 0.10582259840)]
+#[case(&[-10.0, 2.0, 2.0, 2.0, 2.0], -0.08364541746615073)]
+#[case(&[
+    -5099701.25, -22503.796875, -22503.79296875, -22503.79296875, -20907.26171875,
+    -17899.7421875, -17899.7421875, -17899.7421875, -14660.69140625, -12447.80078125,
+    -12447.796875, -12018.1640625, -5991.81640625, -5991.81640625, -5991.81640625,
+    -2885.875, 1653.125, 1653.125, 1653.125, 8307.328125, 11110408.45703125
+], 0.038039605693757084)]
 fn test_irr_works(#[case] input: &[f64], #[case] expected: f64) {
     Python::with_gil(|py| {
         let values = PyList::new(py, input);
@@ -612,6 +619,27 @@ fn test_irr_works(#[case] input: &[f64], #[case] expected: f64) {
 #[case(&[87.17; 5], &[-86.43], -0.49367042606)]
 #[case(&[-87.17; 180], &[5809.3], -0.01352676905)]
 #[case(&[-172545.848122807], &[787.735232517999; 480], 0.0038401048)]
+#[case(&[
+    -12138.436076306429, 576.20775733699475, 576.20775733699475, 576.20775733699475,
+    576.20775733699475, 576.20775733699475, 576.20775733699475, 576.20775733699475,
+    576.20775733699475, 576.20775733699475, 576.20775733699475, 576.20775733699475,
+    576.20775733699475, 576.20775733699475, 576.20775733699475, 576.20775733699475,
+    576.20775733699475, 576.20775733699475, 576.20775733699475, 576.20775733699475,
+], &[-528.88945762181788], -0.01562626238348752)]
+#[case(&[
+    -10351.121144852736, 450.71546738230256, 450.71546738230256, 450.71546738230256,
+    450.71546738230256, 450.71546738230256, 450.71546738230256, 450.71546738230256,
+    450.71546738230256, 450.71546738230256, 450.71546738230256, 450.71546738230256,
+    450.71546738230256, 450.71546738230256, 450.71546738230256, 450.71546738230256,
+    450.71546738230256, 450.71546738230256, 450.71546738230256, 450.71546738230256,
+], &[-654.38174757651018], -0.02792064231450042)]
+#[case(&[
+    -15634.416942708685, 800.12182531566373, 800.12182531566373, 800.12182531566373,
+    800.12182531566373, 800.12182531566373, 800.12182531566373, 800.12182531566373,
+    800.12182531566373, 800.12182531566373, 800.12182531566373, 800.12182531566373,
+    800.12182531566373, 800.12182531566373, 800.12182531566373, 800.12182531566373,
+    800.12182531566373, 800.12182531566373, 800.12182531566373, 800.12182531566373
+], &[-304.9753896431489], -0.004883289820554082)]
 fn test_irr_equal_payments(#[case] first: &[f64], #[case] other: &[f64], #[case] expected: f64) {
     let input: Vec<_> = first.iter().chain(other).collect();