Bug 55024: MIRR Formula implementation review, added error handling and FormulaEvalTest.xls

git-svn-id: https://svn.apache.org/repos/asf/poi/trunk@1538795 13f79535-47bb-0310-9956-ffa450edef68

src/java/org/apache/poi/ss/formula/eval/FunctionEval.java

@@ -110,6 +110,8 @@ public final class FunctionEval {
 		retval[59] = FinanceFunction.PMT;
 
       retval[60] = new Rate();
+      retval[61] = new Mirr();
+
 		retval[62] = new Irr();
 		retval[63] = NumericFunction.RAND;
 		retval[64] = new Match();

src/java/org/apache/poi/ss/formula/functions/Mirr.java

@@ -0,0 +1,109 @@
+/* ====================================================================
+   Licensed to the Apache Software Foundation (ASF) under one or more
+   contributor license agreements.  See the NOTICE file distributed with
+   this work for additional information regarding copyright ownership.
+   The ASF licenses this file to You under the Apache License, Version 2.0
+   (the "License"); you may not use this file except in compliance with
+   the License.  You may obtain a copy of the License at
+
+       http://www.apache.org/licenses/LICENSE-2.0
+
+   Unless required by applicable law or agreed to in writing, software
+   distributed under the License is distributed on an "AS IS" BASIS,
+   WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+   See the License for the specific language governing permissions and
+   limitations under the License.
+==================================================================== */
+
+
+package org.apache.poi.ss.formula.functions;
+
+import org.apache.poi.ss.formula.eval.ErrorEval;
+import org.apache.poi.ss.formula.eval.EvaluationException;
+
+/**
+ * Calculates Modified internal rate of return. Syntax is MIRR(cash_flow_values, finance_rate, reinvest_rate)
+ *
+ * <p>Returns the modified internal rate of return for a series of periodic cash flows. MIRR considers both the cost
+ * of the investment and the interest received on reinvestment of cash.</p>
+ *
+ * Values is an array or a reference to cells that contain numbers. These numbers represent a series of payments (negative values) and income (positive values) occurring at regular periods.
+ * <ul>
+ *     <li>Values must contain at least one positive value and one negative value to calculate the modified internal rate of return. Otherwise, MIRR returns the #DIV/0! error value.</li>
+ *     <li>If an array or reference argument contains text, logical values, or empty cells, those values are ignored; however, cells with the value zero are included.</li>
+ * </ul>
+ *
+ * Finance_rate     is the interest rate you pay on the money used in the cash flows.
+ * Reinvest_rate     is the interest rate you receive on the cash flows as you reinvest them.
+ *
+ * @author Carlos Delgado (carlos dot del dot est at gmail dot com)
+ * @author Cédric Walter (cedric dot walter at gmail dot com)
+ *
+ * @see <a href="http://en.wikipedia.org/wiki/MIRR">Wikipedia on MIRR</a>
+ * @see <a href="http://office.microsoft.com/en-001/excel-help/mirr-HP005209180.aspx">Excel MIRR</a>
+ * @see {@link Irr}
+ */
+public class Mirr extends MultiOperandNumericFunction {
+
+    public Mirr() {
+        super(false, false);
+    }
+
+    @Override
+    protected int getMaxNumOperands() {
+        return 3;
+    }
+
+    @Override
+    protected double evaluate(double[] values) throws EvaluationException {
+
+        double financeRate = values[values.length-1];
+        double reinvestRate = values[values.length-2];
+
+        double[] mirrValues = new double[values.length - 2];
+        System.arraycopy(values, 0, mirrValues, 0, mirrValues.length);
+
+        boolean mirrValuesAreAllNegatives = true;
+        for (double mirrValue : mirrValues) {
+            mirrValuesAreAllNegatives &= mirrValue < 0;
+        }
+         if (mirrValuesAreAllNegatives) {
+             return -1.0d;
+         }
+
+        boolean mirrValuesAreAllPositives = true;
+        for (double mirrValue : mirrValues) {
+            mirrValuesAreAllPositives &= mirrValue > 0;
+        }
+        if (mirrValuesAreAllPositives) {
+            throw new EvaluationException(ErrorEval.DIV_ZERO);
+        }
+
+        return mirr(mirrValues, financeRate, reinvestRate);
+    }
+
+    private static double mirr(double[] in, double financeRate, double reinvestRate) {
+        double value = 0;
+        int numOfYears = in.length - 1;
+        double pv = 0;
+        double fv = 0;
+
+        int indexN = 0;
+        for (double anIn : in) {
+            if (anIn < 0) {
+                pv += anIn / Math.pow(1 + financeRate + reinvestRate, indexN++);
+            }
+        }
+
+        for (double anIn : in) {
+            if (anIn > 0) {
+                fv += anIn * Math.pow(1 + financeRate, numOfYears - indexN++);
+            }
+        }
+
+        if (fv != 0 && pv != 0) {
+            value = Math.pow(-fv / pv, 1d / numOfYears) - 1;
+        }
+        return value;
+    }
+}

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

@@ -0,0 +1,162 @@
+/* ====================================================================
+   Licensed to the Apache Software Foundation (ASF) under one or more
+   contributor license agreements.  See the NOTICE file distributed with
+   this work for additional information regarding copyright ownership.
+   The ASF licenses this file to You under the Apache License, Version 2.0
+   (the "License"); you may not use this file except in compliance with
+   the License.  You may obtain a copy of the License at
+
+       http://www.apache.org/licenses/LICENSE-2.0
+
+   Unless required by applicable law or agreed to in writing, software
+   distributed under the License is distributed on an "AS IS" BASIS,
+   WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+   See the License for the specific language governing permissions and
+   limitations under the License.
+==================================================================== */
+
+package org.apache.poi.ss.formula.functions;
+
+import junit.framework.AssertionFailedError;
+import junit.framework.TestCase;
+import org.apache.poi.hssf.HSSFTestDataSamples;
+import org.apache.poi.hssf.usermodel.*;
+import org.apache.poi.ss.formula.eval.ErrorEval;
+import org.apache.poi.ss.formula.eval.EvaluationException;
+import org.apache.poi.ss.usermodel.CellValue;
+
+/**
+ * Tests for {@link org.apache.poi.ss.formula.functions.Mirr}
+ *
+ * @author Carlos Delgado (carlos dot del dot est at gmail dot com)
+ * @author Cédric Walter (cedric dot walter at gmail dot com)
+ * @see {@link org.apache.poi.ss.formula.functions.TestIrr}
+ */
+public final class TestMirr extends TestCase {
+
+    public void testMirr() {
+        Mirr mirr = new Mirr();
+        double mirrValue;
+
+        double financeRate = 0.12;
+        double reinvestRate = 0.1;
+        double[] values = {-120000d, 39000d, 30000d, 21000d, 37000d, 46000d, reinvestRate, financeRate};
+        try {
+            mirrValue = mirr.evaluate(values);
+        } catch (EvaluationException e) {
+            throw new AssertionFailedError("MIRR should not failed with these parameters" + e);
+        }
+        assertEquals("mirr", 0.126094130366, mirrValue, 0.0000000001);
+
+        reinvestRate = 0.05;
+        financeRate = 0.08;
+        values = new double[]{-7500d, 3000d, 5000d, 1200d, 4000d, reinvestRate, financeRate};
+        try {
+            mirrValue = mirr.evaluate(values);
+        } catch (EvaluationException e) {
+            throw new AssertionFailedError("MIRR should not failed with these parameters" + e);
+        }
+        assertEquals("mirr", 0.18736225093, mirrValue, 0.0000000001);
+
+        reinvestRate = 0.065;
+        financeRate = 0.1;
+        values = new double[]{-10000, 3400d, 6500d, 1000d, reinvestRate, financeRate};
+        try {
+            mirrValue = mirr.evaluate(values);
+        } catch (EvaluationException e) {
+            throw new AssertionFailedError("MIRR should not failed with these parameters" + e);
+        }
+        assertEquals("mirr", 0.07039493966, mirrValue, 0.0000000001);
+
+        reinvestRate = 0.07;
+        financeRate = 0.01;
+        values = new double[]{-10000d, -3400d, -6500d, -1000d, reinvestRate, financeRate};
+        try {
+            mirrValue = mirr.evaluate(values);
+        } catch (EvaluationException e) {
+            throw new AssertionFailedError("MIRR should not failed with these parameters" + e);
+        }
+        assertEquals("mirr", -1, mirrValue, 0.0);
+
+    }
+
+    public void testMirrErrors_expectDIV0() {
+        Mirr mirr = new Mirr();
+
+        double reinvestRate = 0.05;
+        double financeRate = 0.08;
+        double[] incomes = {120000d, 39000d, 30000d, 21000d, 37000d, 46000d, reinvestRate, financeRate};
+        try {
+            mirr.evaluate(incomes);
+        } catch (EvaluationException e) {
+            assertEquals(ErrorEval.DIV_ZERO, e.getErrorEval());
+            return;
+        }
+        throw new AssertionFailedError("MIRR should failed with all these positives values");
+    }
+
+
+    public void testEvaluateInSheet() {
+        HSSFWorkbook wb = new HSSFWorkbook();
+        HSSFSheet sheet = wb.createSheet("Sheet1");
+        HSSFRow row = sheet.createRow(0);
+
+        row.createCell(0).setCellValue(-7500d);
+        row.createCell(1).setCellValue(3000d);
+        row.createCell(2).setCellValue(5000d);
+        row.createCell(3).setCellValue(1200d);
+        row.createCell(4).setCellValue(4000d);
+
+        row.createCell(5).setCellValue(0.05d);
+        row.createCell(6).setCellValue(0.08d);
+
+        HSSFCell cell = row.createCell(7);
+        cell.setCellFormula("MIRR(A1:E1, F1, G1)");
+
+        HSSFFormulaEvaluator fe = new HSSFFormulaEvaluator(wb);
+        fe.clearAllCachedResultValues();
+        fe.evaluateFormulaCell(cell);
+        double res = cell.getNumericCellValue();
+        assertEquals(0.18736225093, res, 0.00000001);
+    }
+
+    public void testMirrFromSpreadsheet() {
+        HSSFWorkbook wb = HSSFTestDataSamples.openSampleWorkbook("mirrTest.xls");
+        HSSFSheet sheet = wb.getSheet("Mirr");
+        HSSFFormulaEvaluator fe = new HSSFFormulaEvaluator(wb);
+        StringBuilder failures = new StringBuilder();
+        int failureCount = 0;
+        int[] resultRows = {9, 19, 29, 45};
+
+        for (int rowNum : resultRows) {
+            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());
+                failureCount++;
+            }
+        }
+
+        HSSFRow row = sheet.getRow(37);
+        HSSFCell cellA = row.getCell(0);
+        CellValue cv = fe.evaluate(cellA);
+        assertEquals(ErrorEval.DIV_ZERO.getErrorCode(), cv.getErrorValue());
+
+        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(), HSSFCell.CELL_TYPE_NUMERIC, cv.getCellType());
+        assertEquals(expectedValue, actualValue, 1E-8);
+    }
+}