financial 1.1.5

A collection of finance calculations mimicking some of Excel Financial Functions interface
Documentation 
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use crate::common::utils;
use crate::scheduled_cashflow::CheckedCashflowSchedule;
use chrono::{offset::TimeZone, DateTime};

/// Returns the net present value for a schedule of cash flows that is not necessarily periodic.
///
/// # Example
/// ```
/// use chrono::{NaiveDate, DateTime, Utc, Duration};
/// let cf = [-500., 100., 100., 100., 100., 100.];
/// let dates = [
///     DateTime::<Utc>::from_utc(NaiveDate::from_ymd(2016, 7, 8).and_hms_opt(0, 0, 0).unwrap(), Utc),
///     DateTime::<Utc>::from_utc(NaiveDate::from_ymd(2017, 7, 8).and_hms_opt(0, 0, 0).unwrap(), Utc),
///     DateTime::<Utc>::from_utc(NaiveDate::from_ymd(2018, 7, 8).and_hms_opt(0, 0, 0).unwrap(), Utc),
///     DateTime::<Utc>::from_utc(NaiveDate::from_ymd(2019, 7, 8).and_hms_opt(0, 0, 0).unwrap(), Utc),
///     DateTime::<Utc>::from_utc(NaiveDate::from_ymd(2020, 7, 8).and_hms_opt(0, 0, 0).unwrap(), Utc),
///     DateTime::<Utc>::from_utc(NaiveDate::from_ymd(2021, 7, 8).and_hms_opt(0, 0, 0).unwrap(), Utc),
/// ];
/// assert_eq!(financial::xnpv(0.1, &cf, &dates).unwrap(), -120.9553674519204);    
/// ```
pub fn xnpv<T: TimeZone>(
    rate: f64,
    values: &[f64],
    dates: &[DateTime<T>],
) -> Result<f64, &'static str> {
    let cf = CheckedCashflowSchedule::new(values, dates);
    match cf {
        Err(m) => Err(m),
        Ok(cf) => Ok(calculate_xnpv(rate, &cf)),
    }
}

pub fn calculate_xnpv<T: TimeZone>(rate: f64, cf: &CheckedCashflowSchedule<T>) -> f64 {
    if cf.values.is_empty() {
        return 0.;
    }

    if rate == 0. {
        return cf.values.iter().sum();
    }

    let d0 = cf.dates.first().unwrap();
    cf.values
        .iter()
        .zip(cf.dates.iter())
        .map(|(v, d)| v / f64::powf(1. + rate, utils::days_to(d0.clone(), d.clone()) / 365.))
        .sum()
}

#[cfg(test)]
mod tests {
    use super::*;
    use chrono::{DateTime, Duration, NaiveDate, Utc};

    #[test]
    fn xnpv_with_zero_rate() {
        let cf: [f64; 10000] = [100.; 10000];
        let dates0: [DateTime<Utc>; 10000] = [Utc::now(); 10000];
        let mut dates: [DateTime<Utc>; 10000] = [Utc::now(); 10000];

        let mut i = 0;
        for d in dates0.iter() {
            dates[i] = d
                .checked_add_signed(Duration::weeks(52 * (i as i64)))
                .unwrap();
            i = i + 1;
        }

        assert_eq!(xnpv(0., &cf, &dates).unwrap(), cf.iter().sum());
    }

    #[test]
    fn xnpv_test() {
        let cf = [-500., 100., 100., 100., 100., 100.];
        let dates = [
            DateTime::<Utc>::from_utc(NaiveDate::from_ymd(2016, 7, 8).and_hms_opt(0, 0, 0).unwrap(), Utc),
            DateTime::<Utc>::from_utc(NaiveDate::from_ymd(2017, 7, 8).and_hms_opt(0, 0, 0).unwrap(), Utc),
            DateTime::<Utc>::from_utc(NaiveDate::from_ymd(2018, 7, 8).and_hms_opt(0, 0, 0).unwrap(), Utc),
            DateTime::<Utc>::from_utc(NaiveDate::from_ymd(2019, 7, 8).and_hms_opt(0, 0, 0).unwrap(), Utc),
            DateTime::<Utc>::from_utc(NaiveDate::from_ymd(2020, 7, 8).and_hms_opt(0, 0, 0).unwrap(), Utc),
            DateTime::<Utc>::from_utc(NaiveDate::from_ymd(2021, 7, 8).and_hms_opt(0, 0, 0).unwrap(), Utc),
        ];
        assert_eq!(xnpv(0.1, &cf, &dates).unwrap(), -120.9553674519204);
    }
}