TestIrr.java
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package org.apache.poi.ss.formula.functions;
import static org.apache.poi.ss.util.Utils.addRow;
import static org.apache.poi.ss.util.Utils.assertDouble;
import static org.junit.jupiter.api.Assertions.assertEquals;
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 org.junit.jupiter.api.Test;
import java.io.IOException;
/**
* Tests for {@link Irr}
*/
final class TestIrr {
@Test
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(0.143d, irrRounded, 0);
// 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(0.28d, irrRounded, 0);
incomes = new double[]{-10000d, 3400d, 6500d, 1000d};
irr = Irr.irr(incomes);
irrRounded = Math.round(irr * 100d) / 100d;
assertEquals(0.05, irrRounded, 0);
incomes = new double[]{100d, -10d, -110d};
irr = Irr.irr(incomes);
irrRounded = Math.round(irr * 100d) / 100d;
assertEquals(0.1, irrRounded, 0);
incomes = new double[]{-70000d, 12000, 15000};
irr = Irr.irr(incomes, -0.1);
irrRounded = Math.round(irr * 100d) / 100d;
assertEquals(-0.44, irrRounded, 0);
}
@Test
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.evaluateFormulaCell(cell);
double res = cell.getNumericCellValue();
assertEquals(0.143d, Math.round(res * 1000d) / 1000d, 0);
}
@Test
void testIrrFromSpreadsheet(){
HSSFWorkbook wb = HSSFTestDataSamples.openSampleWorkbook("IrrNpvTestCaseData.xls");
HSSFSheet sheet = wb.getSheet("IRR-NPV");
HSSFFormulaEvaluator fe = new HSSFFormulaEvaluator(wb);
StringBuilder failures = new StringBuilder();
// 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[").append(cellA.getRowIndex() + 1).append("]: ").append(cellA.getCellFormula()).append(" ");
failures.append(e.getMessage());
}
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[").append(cellC.getRowIndex() + 1).append("]: ").append(cellC.getCellFormula()).append(" ");
failures.append(e.getMessage());
}
}
assertEquals(0, failures.length(), "IRR assertions failed");
}
@Test
void testMicrosoftExample() throws IOException {
https://support.microsoft.com/en-us/office/irr-function-64925eaa-9988-495b-b290-3ad0c163c1bc
try (HSSFWorkbook wb = new HSSFWorkbook()) {
HSSFSheet sheet = wb.createSheet();
addRow(sheet, 0, "Data", "Description");
addRow(sheet, 1, -70000, "Initial cost of a business");
addRow(sheet, 2, 12000, "Net income for the first year");
addRow(sheet, 3, 15000, "Net income for the second year");
addRow(sheet, 4, 18000, "Net income for the third year");
addRow(sheet, 5, 21000, "Net income for the fourth year");
addRow(sheet, 6, 26000, "Net income for the fifth year");
HSSFFormulaEvaluator fe = new HSSFFormulaEvaluator(wb);
HSSFCell cell = wb.getSheetAt(0).getRow(0).createCell(100);
final double tolerance = 1E-4;
assertDouble(fe, cell, "IRR(A2:A6)", -0.02124484827341093, tolerance);
assertDouble(fe, cell, "IRR(A2:A7)", 0.08663094803653162, tolerance);
assertDouble(fe, cell, "IRR(A2:A4,-0.1)", -0.44350694133474067, tolerance);
}
}
@Test
void bug64137() {
double[] incomes = {-30000.0, -49970.7425, 29.2575, 146.2875, 380.34749999999997, 581.5, 581.5,
731.4374999999999, 731.4374999999999, 731.4374999999999, 877.725, 877.725, 877.725, 1024.0125,
1024.0125, 1024.0125, 1170.3, 1170.3, 1170.3, 1170.3, 1316.5874999999999, 1316.5874999999999,
1316.5874999999999, 1316.5874999999999, 1462.8749999999998, 1462.8749999999998, 1462.8749999999998,
1462.8749999999998, 1462.8749999999998, 1462.8749999999998, 1462.8749999999998, 1462.8749999999998,
1462.8749999999998, 1462.8749999999998, 1462.8749999999998, 1462.8749999999998, 1462.8749999999998,
1462.8749999999998, 1462.8749999999998, 1462.8749999999998, 1462.8749999999998, 1462.8749999999998,
1462.8749999999998, 1462.8749999999998, 1462.8749999999998, 10000.0};
double result = Irr.irr(incomes);
assertEquals(-0.009463562705856032, result, 1E-4); // should agree within 0.01%
}
private static void assertFormulaResult(CellValue cv, HSSFCell cell){
double actualValue = cv.getNumberValue();
double expectedValue = cell.getNumericCellValue(); // cached formula result calculated by Excel
assertEquals(CellType.NUMERIC, cv.getCellType(), "Invalid formula result: " + cv);
assertEquals(expectedValue, actualValue, 1E-4); // should agree within 0.01%
}
}