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implement RATE algorithm from ODFF #848

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implement RATE algorithm from ODFF #848

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3dd890b
implement RATE algorithm from ODFF
markkimsal Jan 14, 2019
c4e50b9
style fix
markkimsal Jan 14, 2019
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66 changes: 39 additions & 27 deletions src/PhpSpreadsheet/Calculation/Financial.php
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Original file line number Diff line number Diff line change
Expand Up @@ -1873,43 +1873,55 @@ public static function PV($rate = 0, $nper = 0, $pmt = 0, $fv = 0, $type = 0)
*/
public static function RATE($nper, $pmt, $pv, $fv = 0.0, $type = 0, $guess = 0.1)
{
$nper = (int) Functions::flattenSingleValue($nper);
$nper = Functions::flattenSingleValue($nper);
$pmt = Functions::flattenSingleValue($pmt);
$pv = Functions::flattenSingleValue($pv);
$fv = ($fv === null) ? 0.0 : Functions::flattenSingleValue($fv);
$type = ($type === null) ? 0 : (int) Functions::flattenSingleValue($type);
$guess = ($guess === null) ? 0.1 : Functions::flattenSingleValue($guess);
$maxIter = 0;

$epsilon = self::FINANCIAL_PRECISION;
$rate = $guess;
if (abs($rate) < self::FINANCIAL_PRECISION) {
$y = $pv * (1 + $nper * $rate) + $pmt * (1 + $rate * $type) * $nper + $fv;
} else {
$f = exp($nper * log(1 + $rate));
$y = $pv * $f + $pmt * (1 / $rate + $type) * ($f - 1) + $fv;
}
$y0 = $pv + $pmt * $nper + $fv;
$y1 = $pv * $f + $pmt * (1 / $rate + $type) * ($f - 1) + $fv;

// find root by secant method
$i = $x0 = 0.0;
$x1 = $rate;
while ((abs($y0 - $y1) > self::FINANCIAL_PRECISION) && ($i < self::FINANCIAL_MAX_ITERATIONS)) {
$rate = ($y1 * $x0 - $y0 * $x1) / ($y1 - $y0);
$x0 = $x1;
$x1 = $rate;
if (($nper * abs($pmt)) > ($pv - $fv)) {
$x1 = abs($x1);
}
if (abs($rate) < self::FINANCIAL_PRECISION) {
$y = $pv * (1 + $nper * $rate) + $pmt * (1 + $rate * $type) * $nper + $fv;
$found = false;
$geoSeries = $geoSeriesPrime = 0.0;
$term = $termPrime = 0.0;
$rateNew = 0.0;
$isInteger = false;

if ($nper === (int) round($nper)) {
$isInteger = true;
}

while (!$found && ++$maxIter <= self::FINANCIAL_MAX_ITERATIONS) {
if ($isInteger) {
$powNMinus1 = pow(1 + $rate, $nper - 1);
$powN = $powNMinus1 * (1 + $rate);
} else {
$f = exp($nper * log(1 + $rate));
$y = $pv * $f + $pmt * (1 / $rate + $type) * ($f - 1) + $fv;
$powNMinus1 = pow(1 + $rate, $nper);
$powN = pow(1 + $rate, $nper);
}

$y0 = $y1;
$y1 = $y;
++$i;
if ($rate == 0) {
$geoSeries = $nper;
$geoSeriesPrime = $nper * (($nper - 1) / 2.0);
} else {
$geoSeries = ($powN - 1) / $rate;
$geoSeriesPrime = $nper * $powNMinus1 / $rate - ($geoSeries / $rate);
}
$term = $fv + $pv * $powN + $pmt * $geoSeries;
$termPrime = $pv * $nper * $powNMinus1 + $pmt * $geoSeriesPrime;
if (abs($term) < $epsilon) {
$found = true;
} else {
if ($termPrime == 0) { //will catch root which is at an extreme
$rateNew = $rate + 1.1 * $epsilon;
} else {
$rateNew = $rate - $term / $termPrime;
}
}
$found = abs($rateNew - $rate) < $epsilon;
$rate = $rateNew;
}

return $rate;
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2 changes: 1 addition & 1 deletion tests/PhpSpreadsheetTests/Calculation/FinancialTest.php
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Original file line number Diff line number Diff line change
Expand Up @@ -518,7 +518,7 @@ public function providerPV()
*/
public function testRATE($expectedResult, ...$args)
{
$this->markTestIncomplete('TODO: This test should be fixed');
// $this->markTestIncomplete('TODO: This test should be fixed');

$result = Financial::RATE(...$args);
self::assertEquals($expectedResult, $result, null, 1E-8);
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8 changes: 7 additions & 1 deletion tests/data/Calculation/Financial/RATE.php
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Original file line number Diff line number Diff line change
Expand Up @@ -28,7 +28,13 @@
5000,
],
[
0.016550119066711999,
0.017929869399484,
24.99,
-250,
5000
],
[
0.01513084390231,
24,
-250,
5000,
Expand Down