I'm trying to install it on an arm linux docker container, running on a M1 macbook host.

On my host it downloads the wheels properly:

% python3 --version
Python 3.10.6

% python3 -m pip install pyxirr --no-cache
Collecting pyxirr
  Downloading pyxirr-0.7.2-cp310-cp310-macosx_10_9_x86_64.macosx_11_0_arm64.macosx_10_9_universal2.whl (406 kB)
     ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 406.5/406.5 kB 13.2 MB/s eta 0:00:00
Installing collected packages: pyxirr
Successfully installed pyxirr-0.7.2

It installs correctly up to python 3.9:

# python --version
Python 3.9.14
# pip install pyxirr --no-cache
Collecting pyxirr
  Downloading pyxirr-0.7.2-cp39-cp39-manylinux_2_17_aarch64.manylinux2014_aarch64.whl (207 kB)
     ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 207.3/207.3 KB 11.1 MB/s eta 0:00:00
Installing collected packages: pyxirr
Successfully installed pyxirr-0.7.2

but fails with python 3.10:

# pip install pyxirr --no-cache
Collecting pyxirr
  Downloading pyxirr-0.7.2.tar.gz (128 kB)
     ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 128.7/128.7 kB 10.4 MB/s eta 0:00:00
  Installing build dependencies ... done
  Getting requirements to build wheel ... done
  Preparing metadata (pyproject.toml) ... error
  error: subprocess-exited-with-error
  
  × Preparing metadata (pyproject.toml) did not run successfully.
  │ exit code: 1
  ╰─> [6 lines of output]
      
      Cargo, the Rust package manager, is not installed or is not on PATH.
      This package requires Rust and Cargo to compile extensions. Install it through
      the system's package manager or via https://rustup.rs/
      
      Checking for Rust toolchain....
      [end of output]
  
  note: This error originates from a subprocess, and is likely not a problem with pip.
error: metadata-generation-failed

× Encountered error while generating package metadata.
╰─> See above for output.

note: This is an issue with the package mentioned above, not pip.
hint: See above for details.

Hi

Pyxirr is really a good package. The performance is really good. When we using irr function, got a weird issue. If we feed 241, 361, or 481 cash flows (including 1 initial loan, and 240,360, and 480 monthly paybacks) to irr function, we got a negative number (-23.848998449508812). Can you please take a look and help us to fix it?

Here is our testing code:

from pyxirr import irr
import numpy_financial as npf

cf = [-172545.848122807] + [787.735232517999] * 480

print(len(cf))
irr_rt= irr(cf)*12
print(irr_rt)

irr_rt = npf.irr(cf)*12
print(irr_rt)

In example:

s = Series(
    index=date_range("2021", "2022", freq="MS", closed="left"),
    data=[-100] + [20] * 11,
)
xirr(s)  # 5.09623547168478

df = DataFrame(
    index=date_range("2021", "2022", freq="MS", closed="left"),
    data={
        "one": [-100] + [20] * 11,
        "two": [-80] + [19] * 11,
    },
)
xirr(df)  # Series(index=["one", "two"], data=[5.09623547168478, 8.780801977141174])

For the DataFrame I am suggesting returning a Series type simply because that is what i.e. df.sum() would return (applying .sum() to all columns).

Feel free to close if is out of scope for this module! (I would understand that) :blush:

on XFV instead of passing:

rate: Rate, # Rate of interest per period
nper: int, # Number of compounding periods

we can pass:

rate: Rate, # the annual interest rate
start_date: DateLike, # the start date (present "moment")
end_date: DateLike, # the end date (future "moment")

Another (less explicit) option instead of passing start_date and end_date is for the function to automatically take them from the series of dates passed (in amounts or dates) (start_date will be the minimum date of this series, end_date will be the maximum date of this series) In this case if the user will want to have a start_date / end_date that does not happen on the first/last payment, he/she can add these dates to the series with amount=0

Also, we can add clarifications to the docs on when rate is per period (e.g. on FV) and when rate is the annual interest rate (e.g. on XNPV)

We'd like to upgrade our project to Python 3.11 soon, but the version of pyxirr on PyPI still requires Python <3.11. It looks like the metadata was updated in https://github.com/Anexen/pyxirr/pull/26 to allow 3.11, but a new version was never published (addressed in this comment).

Unfortunately, Poetry refuses to install an incompatible package, so there is no workaround for us beyond removing the library entirely.

First off, I wanted to say that I LOVE this library. I tested moving from 0.6.4 -> 0.7.2 and it seems like the IRR calcs are somehow twice as fast as they were. So thats incredible. I was hoping that it would reduce None results as well, but it does not. I was able to come up with ~1700 situations where pyxirr returns None and numpy financial returns a value. (There were 1707 in 0.6.4 and the same 1707 fail in 0.7.2) NPF is rather slow as you know and it'd be awesome to not have to fallback to NPF at all.

I wanted to get in and see if I could figure out what the issue is but I don't have any r experience - yet.

Here is a file containing the payment info of the ~1700 scenarios failed-irr.txt

I just had a quick script like this:

import json
from pyxirr import irr

with open("failed-irr.txt", "r") as file_object:
    bad_payments_list = json.loads(file_object.read())

fail_count = 0
success_count = 0

for bad_payment in bad_payments_list:
    monthly_irr = irr(bad_payment)
    if monthly_irr is None:
        fail_count += 1
    else:
        success_count += 1

print('Successful: ', success_count)
print('Failed: ', fail_count)

It takes a bit to run through all 1700 calcs. I realize this is open source and you likely have limited time to look at this. Let me know if theres anything else I can provide to help.

from pyxirr import xirr
from datetime import date

dates = [date(2020, 3, 5), date(2020, 3, 16)]
values = [-18480.0, 13120.0]
print(xirr(dates, values))

irr([87.17, 87.17, 87.17, 87.17, 87.17, 87.17, 87.17, 87.17, 87.17, 87.17, 87.17, 87.17, -86.43])

Returns None

numpy_financial returns -0.5020732642263963 for these same values

Similarly if I reverse the signs

irr([-87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, 86.43])

pyxirr's irr returns None

and numpy_financial's IRR (npf.irr) returns -0.5020732642263963 (the same as above)

I'm not 100% sure what the breaking point is, but I have other examples of many more items (up to 180 'deposits') that are returning None from the irr function.

e.g.:

[-87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, -87.17, 5809.3]

Please let me know if I could provide anything else to help troubleshoot!

add possibility to set false on error messages when running functions in loop or using Pandas groupby.. In case of error - no value returned (empty), but it's not affect further workflow execution

There are no wheels when using on an M1-based (arm) mac inside Docker. uname -a returns

root@6c6e7283e74d:/app# uname -a
Linux 6c6e7283e74d 5.10.47-linuxkit #1 SMP PREEMPT Sat Jul 3 21:50:16 UTC 2021 aarch64 GNU/Linux

Functions for calculating the payment (pmt) and periods (nper) are implemented, but it seems the function for calculating the interest rate is missing:

• https://numpy.org/doc/1.17/reference/generated/numpy.rate.html#numpy.rate

It seems that is fine with numpy_financial:

>>> numpy_financial.ipmt(rate=0.03 / 12, per=numpy.arange(35) + 1, nper=35, pv=10000)
array([-25.        , -24.3156167 , -23.62952244, -22.94171294, ...

However, with pyxirr:

>>> pyxirr.ipmt(rate=0.03 / 12, per=numpy.arange(35) + 1, nper=35, pv=10000)
TypeError: argument 'per': only size-1 arrays can be converted to Python scalars

Not sure if it is related or not, but the returned type when not using an array is also different:

>>> numpy_financial.ipmt(rate=0.03 / 12, per=1, nper=35, pv=10000)
array(-25.)                                                                    
>>> pyxirr.ipmt(rate=0.03 / 12, per=1, nper=35, pv=10000)                          
-25