// Copyright (c) 2019 by the SciSharp Team

// Code generated by CodeMinion: https://github.com/SciSharp/CodeMinion

using System;

using System.Collections;

using System.Collections.Generic;

using System.IO;

using System.Linq;

using System.Runtime.InteropServices;

using System.Text;

using Python.Runtime;

using Numpy.Models;

using Microsoft.VisualStudio.TestTools.UnitTesting;

using Assert = NUnit.Framework.Assert;

namespace Numpy.UnitTest

{

[TestClass]

public class NumPy_financialTest : BaseTestCase

{

[TestMethod]

public void fvTest()

{

// What is the future value after 10 years of saving $100 now, with

// an additional monthly savings of $100. Assume the interest rate is

// 5% (annually) compounded monthly?

// >>> np.fv(0.05/12, 10*12, -100, -100)

// 15692.928894335748

//

#if TODO

var given= np.fv(0.05/12, 10*12, -100, -100);

var expected=

"15692.928894335748";

Assert.AreEqual(expected, given.repr);

#endif

// By convention, the negative sign represents cash flow out (i.e. money not

// available today). Thus, saving $100 a month at 5% annual interest leads

// to $15,692.93 available to spend in 10 years.

// If any input is array_like, returns an array of equal shape. Let’s

// compare different interest rates from the example above.

// >>> a = np.array((0.05, 0.06, 0.07))/12

// >>> np.fv(a, 10*12, -100, -100)

// array([ 15692.92889434, 16569.87435405, 17509.44688102])

//

#if TODO

given= a = np.array((0.05, 0.06, 0.07))/12;

given= np.fv(a, 10*12, -100, -100);

expected=

"array([ 15692.92889434, 16569.87435405, 17509.44688102])";

Assert.AreEqual(expected, given.repr);

#endif

}

[TestMethod]

public void pvTest()

{

// What is the present value (e.g., the initial investment)

// of an investment that needs to total $15692.93

// after 10 years of saving $100 every month? Assume the

// interest rate is 5% (annually) compounded monthly.

// >>> np.pv(0.05/12, 10*12, -100, 15692.93)

// -100.00067131625819

//

#if TODO

var given= np.pv(0.05/12, 10*12, -100, 15692.93);

var expected=

"-100.00067131625819";

Assert.AreEqual(expected, given.repr);

#endif

// By convention, the negative sign represents cash flow out

// (i.e., money not available today). Thus, to end up with

// $15,692.93 in 10 years saving $100 a month at 5% annual

// interest, one’s initial deposit should also be $100.

// If any input is array_like, pv returns an array of equal shape.

// Let’s compare different interest rates in the example above:

// >>> a = np.array((0.05, 0.04, 0.03))/12

// >>> np.pv(a, 10*12, -100, 15692.93)

// array([ -100.00067132, -649.26771385, -1273.78633713])

//

#if TODO

given= a = np.array((0.05, 0.04, 0.03))/12;

given= np.pv(a, 10*12, -100, 15692.93);

expected=

"array([ -100.00067132, -649.26771385, -1273.78633713])";

Assert.AreEqual(expected, given.repr);

#endif

// So, to end up with the same $15692.93 under the same $100 per month

// “savings plan,” for annual interest rates of 4% and 3%, one would

// need initial investments of $649.27 and $1273.79, respectively.

}

[TestMethod]

public void npvTest()

{

// >>> np.npv(0.281,[-100, 39, 59, 55, 20])

// -0.0084785916384548798

//

#if TODO

var given= np.npv(0.281,{-100, 39, 59, 55, 20});

var expected=

"-0.0084785916384548798";

Assert.AreEqual(expected, given.repr);

#endif

// (Compare with the Example given for numpy.lib.financial.irr)

}

[TestMethod]

public void pmtTest()

{

// What is the monthly payment needed to pay off a $200,000 loan in 15

// years at an annual interest rate of 7.5%?

// >>> np.pmt(0.075/12, 12*15, 200000)

// -1854.0247200054619

//

#if TODO

var given= np.pmt(0.075/12, 12*15, 200000);

var expected=

"-1854.0247200054619";

Assert.AreEqual(expected, given.repr);

#endif

// In order to pay-off (i.e., have a future-value of 0) the $200,000 obtained

// today, a monthly payment of $1,854.02 would be required. Note that this

// example illustrates usage of fv having a default value of 0.

}

[TestMethod]

public void ipmtTest()

{

// What is the amortization schedule for a 1 year loan of $2500 at

// 8.24% interest per year compounded monthly?

// >>> principal = 2500.00

//

#if TODO

var given= principal = 2500.00;

#endif

// The ‘per’ variable represents the periods of the loan. Remember that

// financial equations start the period count at 1!

// >>> per = np.arange(1*12) + 1

// >>> ipmt = np.ipmt(0.0824/12, per, 1*12, principal)

// >>> ppmt = np.ppmt(0.0824/12, per, 1*12, principal)

//

#if TODO

given= per = np.arange(1*12) + 1;

given= ipmt = np.ipmt(0.0824/12, per, 1*12, principal);

given= ppmt = np.ppmt(0.0824/12, per, 1*12, principal);

#endif

// Each element of the sum of the ‘ipmt’ and ‘ppmt’ arrays should equal

// ‘pmt’.

// >>> pmt = np.pmt(0.0824/12, 1*12, principal)

// >>> np.allclose(ipmt + ppmt, pmt)

// True

//

#if TODO

given= pmt = np.pmt(0.0824/12, 1*12, principal);

given= np.allclose(ipmt + ppmt, pmt);

var expected=

"True";

Assert.AreEqual(expected, given.repr);

#endif

// >>> fmt = '{0:2d} {1:8.2f} {2:8.2f} {3:8.2f}'

// >>> for payment in per:

// ... index = payment - 1

// ... principal = principal + ppmt[index]

// ... print(fmt.format(payment, ppmt[index], ipmt[index], principal))

// 1 -200.58 -17.17 2299.42

// 2 -201.96 -15.79 2097.46

// 3 -203.35 -14.40 1894.11

// 4 -204.74 -13.01 1689.37

// 5 -206.15 -11.60 1483.22

// 6 -207.56 -10.18 1275.66

// 7 -208.99 -8.76 1066.67

// 8 -210.42 -7.32 856.25

// 9 -211.87 -5.88 644.38

// 10 -213.32 -4.42 431.05

// 11 -214.79 -2.96 216.26

// 12 -216.26 -1.49 -0.00

//

#if TODO

given= fmt = '{0:2d} {1:8.2f} {2:8.2f} {3:8.2f}';

given= for payment in per:;

expected=

"... index = payment - 1\n" +

"... principal = principal + ppmt[index]\n" +

"... print(fmt.format(payment, ppmt[index], ipmt[index], principal))\n" +

" 1 -200.58 -17.17 2299.42\n" +

" 2 -201.96 -15.79 2097.46\n" +

" 3 -203.35 -14.40 1894.11\n" +

" 4 -204.74 -13.01 1689.37\n" +

" 5 -206.15 -11.60 1483.22\n" +

" 6 -207.56 -10.18 1275.66\n" +

" 7 -208.99 -8.76 1066.67\n" +

" 8 -210.42 -7.32 856.25\n" +

" 9 -211.87 -5.88 644.38\n" +

"10 -213.32 -4.42 431.05\n" +

"11 -214.79 -2.96 216.26\n" +

"12 -216.26 -1.49 -0.00";

Assert.AreEqual(expected, given.repr);

#endif

// >>> interestpd = np.sum(ipmt)

// >>> np.round(interestpd, 2)

// -112.98

//

#if TODO

given= interestpd = np.sum(ipmt);

given= np.round(interestpd, 2);

expected=

"-112.98";

Assert.AreEqual(expected, given.repr);

#endif

}

[TestMethod]

public void irrTest()

{

// >>> round(irr([-100, 39, 59, 55, 20]), 5)

// 0.28095

// >>> round(irr([-100, 0, 0, 74]), 5)

// -0.0955

// >>> round(irr([-100, 100, 0, -7]), 5)

// -0.0833

// >>> round(irr([-100, 100, 0, 7]), 5)

// 0.06206

// >>> round(irr([-5, 10.5, 1, -8, 1]), 5)

// 0.0886

//

#if TODO

var given= round(irr([-100, 39, 59, 55, 20]), 5);

var expected=

"0.28095";

Assert.AreEqual(expected, given.repr);

given= round(irr([-100, 0, 0, 74]), 5);

expected=

"-0.0955";

Assert.AreEqual(expected, given.repr);

given= round(irr([-100, 100, 0, -7]), 5);

expected=

"-0.0833";

Assert.AreEqual(expected, given.repr);

given= round(irr([-100, 100, 0, 7]), 5);

expected=

"0.06206";

Assert.AreEqual(expected, given.repr);

given= round(irr([-5, 10.5, 1, -8, 1]), 5);

expected=

"0.0886";

Assert.AreEqual(expected, given.repr);

#endif

// (Compare with the Example given for numpy.lib.financial.npv)

}

[TestMethod]

public void nperTest()

{

// If you only had $150/month to pay towards the loan, how long would it take

// to pay-off a loan of $8,000 at 7% annual interest?

// >>> print(round(np.nper(0.07/12, -150, 8000), 5))

// 64.07335

//

#if TODO

var given= print(round(np.nper(0.07/12, -150, 8000), 5));

var expected=

"64.07335";

Assert.AreEqual(expected, given.repr);

#endif

// So, over 64 months would be required to pay off the loan.

// The same analysis could be done with several different interest rates

// and/or payments and/or total amounts to produce an entire table.

// >>> np.nper(*(np.ogrid[0.07/12: 0.08/12: 0.01/12,

// ... -150 : -99 : 50 ,

// ... 8000 : 9001 : 1000]))

// array([[[ 64.07334877, 74.06368256],

// [ 108.07548412, 127.99022654]],

// [[ 66.12443902, 76.87897353],

// [ 114.70165583, 137.90124779]]])

//

#if TODO

given= np.nper(*(np.ogrid{0.07/12: 0.08/12: 0.01/12,;

expected=

"... -150 : -99 : 50 ,\n" +

"... 8000 : 9001 : 1000]))\n" +

"array([[[ 64.07334877, 74.06368256],\n" +

" [ 108.07548412, 127.99022654]],\n" +

" [[ 66.12443902, 76.87897353],\n" +

" [ 114.70165583, 137.90124779]]])";

Assert.AreEqual(expected, given.repr);

#endif

}

}

}