poi/src/testcases/org/apache/poi/ss/formula/functions/TestIrr.java

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package org.apache.poi.ss.formula.functions;

import org.apache.poi.hssf.HSSFTestDataSamples;
import org.apache.poi.hssf.usermodel.HSSFCell;
import org.apache.poi.hssf.usermodel.HSSFFormulaEvaluator;
import org.apache.poi.hssf.usermodel.HSSFRow;
import org.apache.poi.hssf.usermodel.HSSFSheet;
import org.apache.poi.hssf.usermodel.HSSFWorkbook;
import org.apache.poi.ss.usermodel.CellType;
import org.apache.poi.ss.usermodel.CellValue;

import junit.framework.AssertionFailedError;
import junit.framework.TestCase;

/**
 * Tests for {@link Irr}
 *
 * @author Marcel May
 */
public final class TestIrr extends TestCase {

    public void testIrr() {
        // http://en.wikipedia.org/wiki/Internal_rate_of_return#Example
        double[] incomes = {-4000d, 1200d, 1410d, 1875d, 1050d};
        double irr = Irr.irr(incomes);
        double irrRounded = Math.round(irr * 1000d) / 1000d;
        assertEquals("irr", 0.143d, irrRounded);

        // http://www.techonthenet.com/excel/formulas/irr.php
        incomes = new double[]{-7500d, 3000d, 5000d, 1200d, 4000d};
        irr = Irr.irr(incomes);
        irrRounded = Math.round(irr * 100d) / 100d;
        assertEquals("irr", 0.28d, irrRounded);

        incomes = new double[]{-10000d, 3400d, 6500d, 1000d};
        irr = Irr.irr(incomes);
        irrRounded = Math.round(irr * 100d) / 100d;
        assertEquals("irr", 0.05, irrRounded);

        incomes = new double[]{100d, -10d, -110d};
        irr = Irr.irr(incomes);
        irrRounded = Math.round(irr * 100d) / 100d;
        assertEquals("irr", 0.1, irrRounded);

        incomes = new double[]{-70000d, 12000, 15000};
        irr = Irr.irr(incomes, -0.1);
        irrRounded = Math.round(irr * 100d) / 100d;
        assertEquals("irr", -0.44, irrRounded);
    }

    public void testEvaluateInSheet() {
        HSSFWorkbook wb = new HSSFWorkbook();
        HSSFSheet sheet = wb.createSheet("Sheet1");
        HSSFRow row = sheet.createRow(0);

        row.createCell(0).setCellValue(-4000d);
        row.createCell(1).setCellValue(1200d);
        row.createCell(2).setCellValue(1410d);
        row.createCell(3).setCellValue(1875d);
        row.createCell(4).setCellValue(1050d);

        HSSFCell cell = row.createCell(5);
        cell.setCellFormula("IRR(A1:E1)");

        HSSFFormulaEvaluator fe = new HSSFFormulaEvaluator(wb);
        fe.clearAllCachedResultValues();
        fe.evaluateFormulaCellEnum(cell);
        double res = cell.getNumericCellValue();
        assertEquals(0.143d, Math.round(res * 1000d) / 1000d);
    }

    public void testIrrFromSpreadsheet(){
        HSSFWorkbook wb = HSSFTestDataSamples.openSampleWorkbook("IrrNpvTestCaseData.xls");
        HSSFSheet sheet = wb.getSheet("IRR-NPV");
        HSSFFormulaEvaluator fe = new HSSFFormulaEvaluator(wb);
        StringBuffer failures = new StringBuffer();
        int failureCount = 0;
        // TODO YK: Formulas in rows 16 and 17 operate with ArrayPtg which isn't yet supported
        // FormulaEvaluator as of r1041407 throws "Unexpected ptg class (org.apache.poi.ss.formula.ptg.ArrayPtg)"
        for(int rownum = 9; rownum <= 15; rownum++){
            HSSFRow row = sheet.getRow(rownum);
            HSSFCell cellA = row.getCell(0);
            try {
                CellValue cv = fe.evaluate(cellA);
                assertFormulaResult(cv, cellA);
            } catch (Throwable e){
                if(failures.length() > 0) failures.append('\n');
                failures.append("Row[" + (cellA.getRowIndex() + 1)+ "]: " + cellA.getCellFormula() + " ");
                failures.append(e.getMessage());
                failureCount++;
            }

            HSSFCell cellC = row.getCell(2); //IRR-NPV relationship: NPV(IRR(values), values) = 0
            try {
                CellValue cv = fe.evaluate(cellC);
                assertEquals(0, cv.getNumberValue(), 0.0001);  // should agree within 0.01%
            } catch (Throwable e){
                if(failures.length() > 0) failures.append('\n');
                failures.append("Row[" + (cellC.getRowIndex() + 1)+ "]: " + cellC.getCellFormula() + " ");
                failures.append(e.getMessage());
                failureCount++;
            }
        }

        if(failures.length() > 0) {
            throw new AssertionFailedError(failureCount + " IRR assertions failed:\n" + failures.toString());
        }

    }

    private static void assertFormulaResult(CellValue cv, HSSFCell cell){
        double actualValue = cv.getNumberValue();
        double expectedValue = cell.getNumericCellValue(); // cached formula result calculated by Excel
        assertEquals("Invalid formula result: " + cv.toString(), CellType.NUMERIC, cv.getCellTypeEnum());
        assertEquals(expectedValue, actualValue, 1E-4); // should agree within 0.01%
    }
}