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gofin_test.go
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gofin_test.go
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package gofin
import (
"math"
"testing"
)
func TestNetPresentValue(t *testing.T) {
var interestRate float64 = 0.1
var periods int = 2
var cashFlows []float64 = []float64{100, 100}
var expected float64 = 121
actual := NetPresentValue(interestRate, periods, cashFlows)
if compareFloat64(actual, expected) {
t.Errorf("Test failed, expected: '%f', got: '%f'", expected, actual)
}
}
func TestPresentValue(t *testing.T) {
var futureValue float64 = 100
var interestRate float64 = 0.1
var periods int = 2
var expected float64 = 121
actual := PresentValue(futureValue, interestRate, periods)
if compareFloat64(actual, expected) {
t.Errorf("Test failed, expected: '%f', got: '%f'", expected, actual)
}
}
func TestPresentValueAnnuity(t *testing.T) {
var interestRate float64 = 0.1
var periods int = 2
cashFlows := []float64{100, 100}
var expected float64 = 121
actual := PresentValueAnnuity(interestRate, periods, cashFlows)
if compareFloat64(actual, expected) {
t.Errorf("Test failed, expected: '%f', got: '%f'", expected, actual)
}
}
func TestPresentValueAnnuityDue(t *testing.T) {
var interestRate float64 = 0.1
var periods int = 2
cashFlows := []float64{100, 100}
var expected float64 = 121
actual := PresentValueAnnuityDue(interestRate, periods, cashFlows)
if compareFloat64(actual, expected) {
t.Errorf("Test failed, expected: '%f', got: '%f'", expected, actual)
}
}
func TestPresentValuePerpetuity(t *testing.T) {
var interestRate float64 = 0.1
var cashFlow float64 = 100
var expected float64 = 1000
actual := PresentValuePerpetuity(interestRate, cashFlow)
if compareFloat64(actual, expected) {
t.Errorf("Test failed, expected: '%f', got: '%f'", expected, actual)
}
}
func TestHoldingPeriodReturn(t *testing.T) {
var initialValue float64 = 1000.0
var finalValue float64 = 1200.0
var expected float64 = 0.20
actual := HoldingPeriodReturn(initialValue, finalValue)
if compareFloat64(actual, expected) {
t.Errorf("Test failed, expected: '%f', got: '%f'", expected, actual)
}
}
func TestHoldingPeriodReturnPercentage(t *testing.T) {
var initialValue float64 = 1000.0
var finalValue float64 = 1200.0
var expected float64 = 20.0
actual := HoldingPeriodReturn(initialValue, finalValue)
if compareFloat64(actual, expected) {
t.Errorf("Test failed, expected: '%f', got: '%f'", expected, actual)
}
}
func TestHoldingPeriodReturnAnnualized(t *testing.T) {
var initialValue float64 = 1000.0
var finalValue float64 = 1200.0
var holdingPeriodInYears = 2.0
var expected float64 = 0.10
actual := HoldingPeriodReturnAnnualized(initialValue, finalValue, holdingPeriodInYears)
if compareFloat64(actual, expected) {
t.Errorf("Test failed, expected: '%f', got: '%f'", expected, actual)
}
}
func TestGeometricMeanReturnAnnualized(t *testing.T) {
var initialValues []float64 = []float64{1000.0, 1000.0}
var finalValues []float64 = []float64{1200.0, 1200.0}
var holdingPeriods []float64 = []float64{2.0, 2.0}
var expected float64 = 0.10
actual := GeometricMeanReturnAnnualized(initialValues, finalValues, holdingPeriods)
if compareFloat64(actual, expected) {
t.Errorf("Test failed, expected: '%f', got: '%f'", expected, actual)
}
}
func TestDiscountedPaybackPeriod(t *testing.T) {
var initialInvestment float64 = 1000
var cashInflows []float64 = []float64{100, 100, 100, 100, 100}
var discountRate float64 = 0.1
var expected float64 = 3.5
actual := DiscountedPaybackPeriod(initialInvestment, cashInflows, discountRate)
if compareFloat64(float64(actual), expected) {
t.Errorf("Test failed, expected: '%f', got: '%f'", expected, float64(actual))
}
}
func TestGeometricMeanReturn(t *testing.T) {
var holdingPeriodReturns []float64 = []float64{0.10, 0.20}
var expected float64 = 0.14
actual := GeometricMeanReturn(holdingPeriodReturns)
if compareFloat64(actual, expected) {
t.Errorf("Test failed, expected: '%f', got: '%f'", expected, actual)
}
}
func TestPaybackPeriod(t *testing.T) {
var initialInvestment float64 = 1000
var cashInflows []float64 = []float64{100, 100, 100, 100, 100}
var expected float64 = 5
actual := PaybackPeriod(initialInvestment, cashInflows)
if compareFloat64(float64(actual), expected) {
t.Errorf("Test failed, expected: '%f', got: '%f'", expected, float64(actual))
}
}
func TestInternalRateOfReturn(t *testing.T) {
var initialInvestment float64 = 1000
var cashInflows []float64 = []float64{100, 100, 100, 100, 100}
var expected float64 = 0.1
actual := InternalRateOfReturn(initialInvestment, cashInflows)
if compareFloat64(float64(actual), expected) {
t.Errorf("Test failed, expected: '%f', got: '%f'", expected, float64(actual))
}
}
func TestAverageReturnAnnualized(t *testing.T) {
var initialValues []float64 = []float64{1000.0, 1000.0}
var finalValues []float64 = []float64{1200.0, 1200.0}
var holdingPeriods []float64 = []float64{2.0, 2.0}
var expected float64 = 0.10
actual := AverageReturnAnnualized(initialValues, finalValues, holdingPeriods)
if compareFloat64(actual, expected) {
t.Errorf("Test failed, expected: '%f', got: '%f'", expected, actual)
}
}
func TestAverageReturn(t *testing.T) {
var holdingPeriodReturns []float64 = []float64{0.10, 0.20}
var expected float64 = 0.15
actual := AverageReturn(holdingPeriodReturns)
if compareFloat64(actual, expected) {
t.Errorf("Test failed, expected: '%f', got: '%f'", expected, actual)
}
}
func TestHoldingPeriodReturnAnnualizePercentage(t *testing.T) {
var initialValue float64 = 1000.0
var finalValue float64 = 1200.0
var holdingPeriodInYears = 2.0
var expected float64 = 9.54
actual := HoldingPeriodReturnAnnualizedPercentage(initialValue, finalValue, holdingPeriodInYears)
if compareFloat64(actual, expected) {
t.Errorf("Test failed, expected: '%f', got: '%f'", expected, actual)
}
}
func TestFutureValueAnnuity(t *testing.T) {
var payment float64 = 100
var interestRate float64 = 0.1
var periods int = 2
var expected float64 = 242
actual := FutureValueAnnuity(payment, interestRate, periods)
if compareFloat64(actual, expected) {
t.Errorf("Test failed, expected: '%f', got: '%f'", expected, actual)
}
}
func TestPresentValuePerpetuityDue(t *testing.T) {
var interestRate float64 = 0.1
var cashFlow float64 = 100
var expected float64 = 1000
actual := PresentValuePerpetuityDue(interestRate, cashFlow)
if compareFloat64(actual, expected) {
t.Errorf("Test failed, expected: '%f', got: '%f'", expected, actual)
}
}
func TestModifiedInternalRateOfReturn(t *testing.T) {
var initialInvestment float64 = 1000
var cashOutflows []float64 = []float64{100, 100, 100, 100, 100}
var cashInflows []float64 = []float64{100, 100, 100, 100, 100}
var financeRate float64 = 0.1
var expected float64 = 0.1
actual := ModifiedInternalRateOfReturn(initialInvestment, cashOutflows, cashInflows, financeRate)
if compareFloat64(float64(actual), expected) {
t.Errorf("Test failed, expected: '%f', got: '%f'", expected, float64(actual))
}
}
func TestPresentValueGrowingPerpetuity(t *testing.T) {
var interestRate float64 = 0.1
var growthRate float64 = 0.1
var cashFlow float64 = 100
var expected float64 = 1000
actual := PresentValueGrowingPerpetuity(interestRate, growthRate, cashFlow)
if compareFloat64(actual, expected) {
t.Errorf("Test failed, expected: '%f', got: '%f'", expected, actual)
}
}
func TestPresentValueGrowingPerpetuityDue(t *testing.T) {
var interestRate float64 = 0.1
var growthRate float64 = 0.1
var cashFlow float64 = 100
var expected float64 = 1000
actual := PresentValueGrowingPerpetuityDue(interestRate, growthRate, cashFlow)
if compareFloat64(actual, expected) {
t.Errorf("Test failed, expected: '%f', got: '%f'", expected, actual)
}
}
func TestFutureValue(t *testing.T) {
var presentValue float64 = 100
var interestRate float64 = 0.1
var periods int = 2
var expected float64 = 121
actual := FutureValue(presentValue, interestRate, periods)
if compareFloat64(actual, expected) {
t.Errorf("Test failed, expected: '%f', got: '%f'", expected, actual)
}
}
func TestPresentValueGrowingAnnuity(t *testing.T) {
var interestRate float64 = 0.1
var growthRate float64 = 0.1
var periods int = 2
cashFlows := []float64{100, 100}
var expected float64 = 121
actual := PresentValueGrowingAnnuity(interestRate, growthRate, periods, cashFlows)
if compareFloat64(actual, expected) {
t.Errorf("Test failed, expected: '%f', got: '%f'", expected, actual)
}
}
func TestPresentValueGrowingAnnuityDue(t *testing.T) {
var interestRate float64 = 0.1
var growthRate float64 = 0.1
var periods int = 2
cashFlows := []float64{100, 100}
var expected float64 = 121
actual := PresentValueGrowingAnnuityDue(interestRate, growthRate, periods, cashFlows)
if compareFloat64(actual, expected) {
t.Errorf("Test failed, expected: '%f', got: '%f'", expected, actual)
}
}
func TestInterestRate(t *testing.T) {
var presentValue float64 = 100
var futureValue float64 = 121
var periods int = 2
var expected float64 = 0.1
actual := InterestRate(presentValue, futureValue, periods)
if compareFloat64(actual, expected) {
t.Errorf("Test failed, expected: '%f', got: '%f'", expected, actual)
}
}
func TestInterestRateContinuousCompounding(t *testing.T) {
var presentValue float64 = 100
var futureValue float64 = 121
var periods int = 2
var expected float64 = 0.1
actual := InterestRateContinuousCompounding(presentValue, futureValue, periods)
if compareFloat64(actual, expected) {
t.Errorf("Test failed, expected: '%f', got: '%f'", expected, actual)
}
}
func TestInterestRatePerpetuity(t *testing.T) {
var presentValue float64 = 100
var cashFlow float64 = 100
var expected float64 = 1
actual := InterestRatePerpetuity(presentValue, cashFlow)
if compareFloat64(actual, expected) {
t.Errorf("Test failed, expected: '%f', got: '%f'", expected, actual)
}
}
func TestInterestRateGrowingPerpetuity(t *testing.T) {
var presentValue float64 = 100
var cashFlow float64 = 100
var growthRate float64 = 0.1
var expected float64 = 1.1
actual := InterestRateGrowingPerpetuity(presentValue, cashFlow, growthRate)
if compareFloat64(actual, expected) {
t.Errorf("Test failed, expected: '%f', got: '%f'", expected, actual)
}
}
func TestInterestRateGrowingAnnuity(t *testing.T) {
var presentValue float64 = 100
var cashFlows float64 = 100
var growthRate float64 = 0.1
var expected float64 = 1.1
actual := InterestRateGrowingAnnuity(presentValue, cashFlows, growthRate)
if compareFloat64(actual, expected) {
t.Errorf("Test failed, expected: '%f', got: '%f'", expected, actual)
}
}
func TestInterestRateGrowingAnnuityDue(t *testing.T) {
var presentValue float64 = 100
var cashFlows float64
var growthRate float64 = 0.1
var expected float64 = 1.1
actual := InterestRateGrowingAnnuityDue(presentValue, cashFlows, growthRate)
if compareFloat64(actual, expected) {
t.Errorf("Test failed, expected: '%f', got: '%f'", expected, actual)
}
}
func TestInterestRateAnnuity(t *testing.T) {
var presentValue float64 = 100
var cashFlows float64
var expected float64 = 1
actual := InterestRateAnnuity(presentValue, cashFlows)
if compareFloat64(actual, expected) {
t.Errorf("Test failed, expected: '%f', got: '%f'", expected, actual)
}
}
func TestInterestRateAnnuityDue(t *testing.T) {
var presentValue float64 = 100
var cashFlows float64
var expected float64 = 1
actual := InterestRateAnnuityDue(presentValue, cashFlows)
if compareFloat64(actual, expected) {
t.Errorf("Test failed, expected: '%f', got: '%f'", expected, actual)
}
}
func TestInterestRatePerpetuityDue(t *testing.T) {
var presentValue float64 = 100
var cashFlow float64 = 100
var expected float64 = 1
actual := InterestRatePerpetuityDue(presentValue, cashFlow)
if compareFloat64(actual, expected) {
t.Errorf("Test failed, expected: '%f', got: '%f'", expected, actual)
}
}
func TestInterestRateGrowingPerpetuityDue(t *testing.T) {
var presentValue float64 = 100
var cashFlow float64 = 100
var growthRate float64 = 0.1
var expected float64 = 1.1
actual := InterestRateGrowingPerpetuityDue(presentValue, cashFlow, growthRate)
if compareFloat64(actual, expected) {
t.Errorf("Test failed, expected: '%f', got: '%f'", expected, actual)
}
}
func compareFloat64(a, b float64) bool {
return math.Abs(a-b) < 0.000
}