test_financial.py 文件源码

def test_mirr(self):
        val = [-4500, -800, 800, 800, 600, 600, 800, 800, 700, 3000]
        assert_almost_equal(np.mirr(val, 0.08, 0.055), 0.0666, 4)

        val = [-120000, 39000, 30000, 21000, 37000, 46000]
        assert_almost_equal(np.mirr(val, 0.10, 0.12), 0.126094, 6)

        val = [100, 200, -50, 300, -200]
        assert_almost_equal(np.mirr(val, 0.05, 0.06), 0.3428, 4)

        val = [39000, 30000, 21000, 37000, 46000]
        assert_(np.isnan(np.mirr(val, 0.10, 0.12)))