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// Copyright (c) 2019 by the SciSharp Team
// Code generated by CodeMinion: https://github.com/SciSharp/CodeMinion
using System;
using System.Collections;
using System.Collections.Generic;
using System.IO;
using System.Linq;
using System.Runtime.InteropServices;
using System.Text;
using Python.Runtime;
using Numpy.Models;
using Microsoft.VisualStudio.TestTools.UnitTesting;
using Assert = NUnit.Framework.Assert;
namespace Numpy.UnitTest
{
[TestClass]
public class NumPy_financialTest : BaseTestCase
{
[TestMethod]
public void fvTest()
{
// What is the future value after 10 years of saving $100 now, with
// an additional monthly savings of $100. Assume the interest rate is
// 5% (annually) compounded monthly?
// >>> np.fv(0.05/12, 10*12, -100, -100)
// 15692.928894335748
//
#if TODO
var given= np.fv(0.05/12, 10*12, -100, -100);
var expected=
"15692.928894335748";
Assert.AreEqual(expected, given.repr);
#endif
// By convention, the negative sign represents cash flow out (i.e. money not
// available today). Thus, saving $100 a month at 5% annual interest leads
// to $15,692.93 available to spend in 10 years.
// If any input is array_like, returns an array of equal shape. Let’s
// compare different interest rates from the example above.
// >>> a = np.array((0.05, 0.06, 0.07))/12
// >>> np.fv(a, 10*12, -100, -100)
// array([ 15692.92889434, 16569.87435405, 17509.44688102])
//
#if TODO
given= a = np.array((0.05, 0.06, 0.07))/12;
given= np.fv(a, 10*12, -100, -100);
expected=
"array([ 15692.92889434, 16569.87435405, 17509.44688102])";
Assert.AreEqual(expected, given.repr);
#endif
}
[TestMethod]
public void pvTest()
{
// What is the present value (e.g., the initial investment)
// of an investment that needs to total $15692.93
// after 10 years of saving $100 every month? Assume the
// interest rate is 5% (annually) compounded monthly.
// >>> np.pv(0.05/12, 10*12, -100, 15692.93)
// -100.00067131625819
//
#if TODO
var given= np.pv(0.05/12, 10*12, -100, 15692.93);
var expected=
"-100.00067131625819";
Assert.AreEqual(expected, given.repr);
#endif
// By convention, the negative sign represents cash flow out
// (i.e., money not available today). Thus, to end up with
// $15,692.93 in 10 years saving $100 a month at 5% annual
// interest, one’s initial deposit should also be $100.
// If any input is array_like, pv returns an array of equal shape.
// Let’s compare different interest rates in the example above:
// >>> a = np.array((0.05, 0.04, 0.03))/12
// >>> np.pv(a, 10*12, -100, 15692.93)
// array([ -100.00067132, -649.26771385, -1273.78633713])
//
#if TODO
given= a = np.array((0.05, 0.04, 0.03))/12;
given= np.pv(a, 10*12, -100, 15692.93);
expected=
"array([ -100.00067132, -649.26771385, -1273.78633713])";
Assert.AreEqual(expected, given.repr);
#endif
// So, to end up with the same $15692.93 under the same $100 per month
// “savings plan,” for annual interest rates of 4% and 3%, one would
// need initial investments of $649.27 and $1273.79, respectively.
}
[TestMethod]
public void npvTest()
{
// >>> np.npv(0.281,[-100, 39, 59, 55, 20])
// -0.0084785916384548798
//
#if TODO
var given= np.npv(0.281,{-100, 39, 59, 55, 20});
var expected=
"-0.0084785916384548798";
Assert.AreEqual(expected, given.repr);
#endif
// (Compare with the Example given for numpy.lib.financial.irr)
}
[TestMethod]
public void pmtTest()
{
// What is the monthly payment needed to pay off a $200,000 loan in 15
// years at an annual interest rate of 7.5%?
// >>> np.pmt(0.075/12, 12*15, 200000)
// -1854.0247200054619
//
#if TODO
var given= np.pmt(0.075/12, 12*15, 200000);
var expected=
"-1854.0247200054619";
Assert.AreEqual(expected, given.repr);
#endif
// In order to pay-off (i.e., have a future-value of 0) the $200,000 obtained
// today, a monthly payment of $1,854.02 would be required. Note that this
// example illustrates usage of fv having a default value of 0.
}
[TestMethod]
public void ipmtTest()
{
// What is the amortization schedule for a 1 year loan of $2500 at
// 8.24% interest per year compounded monthly?
// >>> principal = 2500.00
//
#if TODO
var given= principal = 2500.00;
#endif
// The ‘per’ variable represents the periods of the loan. Remember that
// financial equations start the period count at 1!
// >>> per = np.arange(1*12) + 1
// >>> ipmt = np.ipmt(0.0824/12, per, 1*12, principal)
// >>> ppmt = np.ppmt(0.0824/12, per, 1*12, principal)
//
#if TODO
given= per = np.arange(1*12) + 1;
given= ipmt = np.ipmt(0.0824/12, per, 1*12, principal);
given= ppmt = np.ppmt(0.0824/12, per, 1*12, principal);
#endif
// Each element of the sum of the ‘ipmt’ and ‘ppmt’ arrays should equal
// ‘pmt’.
// >>> pmt = np.pmt(0.0824/12, 1*12, principal)
// >>> np.allclose(ipmt + ppmt, pmt)
// True
//
#if TODO
given= pmt = np.pmt(0.0824/12, 1*12, principal);
given= np.allclose(ipmt + ppmt, pmt);
var expected=
"True";
Assert.AreEqual(expected, given.repr);
#endif
// >>> fmt = '{0:2d} {1:8.2f} {2:8.2f} {3:8.2f}'
// >>> for payment in per:
// ... index = payment - 1
// ... principal = principal + ppmt[index]
// ... print(fmt.format(payment, ppmt[index], ipmt[index], principal))
// 1 -200.58 -17.17 2299.42
// 2 -201.96 -15.79 2097.46
// 3 -203.35 -14.40 1894.11
// 4 -204.74 -13.01 1689.37
// 5 -206.15 -11.60 1483.22
// 6 -207.56 -10.18 1275.66
// 7 -208.99 -8.76 1066.67
// 8 -210.42 -7.32 856.25
// 9 -211.87 -5.88 644.38
// 10 -213.32 -4.42 431.05
// 11 -214.79 -2.96 216.26
// 12 -216.26 -1.49 -0.00
//
#if TODO
given= fmt = '{0:2d} {1:8.2f} {2:8.2f} {3:8.2f}';
given= for payment in per:;
expected=
"... index = payment - 1\n" +
"... principal = principal + ppmt[index]\n" +
"... print(fmt.format(payment, ppmt[index], ipmt[index], principal))\n" +
" 1 -200.58 -17.17 2299.42\n" +
" 2 -201.96 -15.79 2097.46\n" +
" 3 -203.35 -14.40 1894.11\n" +
" 4 -204.74 -13.01 1689.37\n" +
" 5 -206.15 -11.60 1483.22\n" +
" 6 -207.56 -10.18 1275.66\n" +
" 7 -208.99 -8.76 1066.67\n" +
" 8 -210.42 -7.32 856.25\n" +
" 9 -211.87 -5.88 644.38\n" +
"10 -213.32 -4.42 431.05\n" +
"11 -214.79 -2.96 216.26\n" +
"12 -216.26 -1.49 -0.00";
Assert.AreEqual(expected, given.repr);
#endif
// >>> interestpd = np.sum(ipmt)
// >>> np.round(interestpd, 2)
// -112.98
//
#if TODO
given= interestpd = np.sum(ipmt);
given= np.round(interestpd, 2);
expected=
"-112.98";
Assert.AreEqual(expected, given.repr);
#endif
}
[TestMethod]
public void irrTest()
{
// >>> round(irr([-100, 39, 59, 55, 20]), 5)
// 0.28095
// >>> round(irr([-100, 0, 0, 74]), 5)
// -0.0955
// >>> round(irr([-100, 100, 0, -7]), 5)
// -0.0833
// >>> round(irr([-100, 100, 0, 7]), 5)
// 0.06206
// >>> round(irr([-5, 10.5, 1, -8, 1]), 5)
// 0.0886
//
#if TODO
var given= round(irr([-100, 39, 59, 55, 20]), 5);
var expected=
"0.28095";
Assert.AreEqual(expected, given.repr);
given= round(irr([-100, 0, 0, 74]), 5);
expected=
"-0.0955";
Assert.AreEqual(expected, given.repr);
given= round(irr([-100, 100, 0, -7]), 5);
expected=
"-0.0833";
Assert.AreEqual(expected, given.repr);
given= round(irr([-100, 100, 0, 7]), 5);
expected=
"0.06206";
Assert.AreEqual(expected, given.repr);
given= round(irr([-5, 10.5, 1, -8, 1]), 5);
expected=
"0.0886";
Assert.AreEqual(expected, given.repr);
#endif
// (Compare with the Example given for numpy.lib.financial.npv)
}
[TestMethod]
public void nperTest()
{
// If you only had $150/month to pay towards the loan, how long would it take
// to pay-off a loan of $8,000 at 7% annual interest?
// >>> print(round(np.nper(0.07/12, -150, 8000), 5))
// 64.07335
//
#if TODO
var given= print(round(np.nper(0.07/12, -150, 8000), 5));
var expected=
"64.07335";
Assert.AreEqual(expected, given.repr);
#endif
// So, over 64 months would be required to pay off the loan.
// The same analysis could be done with several different interest rates
// and/or payments and/or total amounts to produce an entire table.
// >>> np.nper(*(np.ogrid[0.07/12: 0.08/12: 0.01/12,
// ... -150 : -99 : 50 ,
// ... 8000 : 9001 : 1000]))
// array([[[ 64.07334877, 74.06368256],
// [ 108.07548412, 127.99022654]],
// [[ 66.12443902, 76.87897353],
// [ 114.70165583, 137.90124779]]])
//
#if TODO
given= np.nper(*(np.ogrid{0.07/12: 0.08/12: 0.01/12,;
expected=
"... -150 : -99 : 50 ,\n" +
"... 8000 : 9001 : 1000]))\n" +
"array([[[ 64.07334877, 74.06368256],\n" +
" [ 108.07548412, 127.99022654]],\n" +
" [[ 66.12443902, 76.87897353],\n" +
" [ 114.70165583, 137.90124779]]])";
Assert.AreEqual(expected, given.repr);
#endif
}
}
}