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197 lines
5.5 KiB
197 lines
5.5 KiB
1 year ago
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package com.fr.plugin; /**
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* @file: PACKAGE_NAME.IRR
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* @desc:
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* @date:2020/7/7 16:57
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* @author:yanghui
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**/
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import com.fr.general.FArray;
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import com.fr.general.GeneralUtils;
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import com.fr.intelli.record.Focus;
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import com.fr.intelli.record.Original;
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import com.fr.plugin.context.PluginContexts;
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import com.fr.record.analyzer.EnableMetrics;
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import com.fr.script.AbstractFunction;
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import com.fr.stable.StringUtils;
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import com.fr.stable.fun.Authorize;
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import java.math.BigDecimal;
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@EnableMetrics
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@Authorize(callSignKey = FinanceFunctionConstants.PLUGIN_ID)
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public class IRR extends AbstractFunction {
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private static final long serialVersionUID = 7634415917398642321L;
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private static final String ERROR_VALUE = "#NUM!";
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@Override
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@Focus(id = "com.fr.plugin.function.finance", text = "Plugin-Test_Function_Finance", source = Original.PLUGIN)
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public Object run(Object[] args) {
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if (PluginContexts.currentContext().isAvailable()) {
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return cal(args);
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} else {
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return "插件未激活,请购买使用";
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}
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}
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private Object cal(Object[] args) {
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try{
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if(1 == args.length){
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return run( transArr( (FArray) args[0] ) );
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}else if(2 == args.length){
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return run( transArr( (FArray) args[0] ), trans( args[1] ) );
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}else if(3==args.length){
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return "参数个数不合格!";
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}
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else{
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FArray<BigDecimal> cashflow = new FArray<BigDecimal>();
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BigDecimal guess = new BigDecimal(0.1d);
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for (int i = 0; i < args.length; i++) {
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if(args[i] == null|| StringUtils.isBlank(args[i].toString())){
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continue;
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}
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BigDecimal var = new BigDecimal(GeneralUtils.objectToString(args[i]).trim());
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if ((var.compareTo(BigDecimal.ONE) <1) && (var.compareTo(BigDecimal.ZERO)>-1)) {
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guess = var;
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}else {
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cashflow.add(var);
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}
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}
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return run(cashflow,guess);
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}
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}catch(Exception e){
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System.out.println(e);
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}
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return ERROR_VALUE;
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}
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/**
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* 将其他类型的数字转换为大数(保证精度)
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* @param ele
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* @return
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*/
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private static BigDecimal trans(Object ele){
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try{
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String val = GeneralUtils.objectToString(ele);
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return new BigDecimal(val.trim());
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}catch(Exception e){
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throw new RuntimeException(e);
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}
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}
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/**
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* 将数组转换为大数数组
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* @param in
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* @return
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*/
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private static FArray<BigDecimal> transArr(FArray in){
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FArray<BigDecimal> rt = new FArray<BigDecimal>();
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for(int i=0;i<in.length();i++){
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Object ele = in.elementAt(i);
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if(ele == null|| StringUtils.isBlank(ele.toString())){
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continue;
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}
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rt.add(trans(ele));
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}
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return rt;
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}
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private static BigDecimal run(FArray<BigDecimal> cashflow){
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return run( cashflow, new BigDecimal(0.1d) );
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}
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private static BigDecimal run(FArray<BigDecimal> cashflow, BigDecimal guess){
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BigDecimal maxrate = initRateMax(cashflow,guess);
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BigDecimal minrate = initRateMin(cashflow,guess);
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for( int i=0; i<Init_Max_Loop; i++ ){
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BigDecimal testrate = minrate.add(maxrate).divide( new BigDecimal(2d) );
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BigDecimal npv = NPV( cashflow, testrate );
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if( npv.abs().compareTo(Accuracy) == LESS ){
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guess = testrate;
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break;
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}else if( npv.compareTo(ZERO) == LESS ){
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minrate = testrate;
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}else{
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maxrate = testrate;
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}
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}
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//保留16位小数(足够精度)
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return guess.setScale(16,BigDecimal.ROUND_HALF_UP);
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}
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//最小精度
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private static final BigDecimal Accuracy = new BigDecimal(0.00000001d);
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//最大循环次数,excel用的是20次,不过精度只到小数点后两位,而且不一定一定能算出值,为了尽可能保证算出结果,我增加到100次,
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private static final int Init_Max_Loop = 100;
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private static final BigDecimal ZERO = new BigDecimal(0);
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private static final BigDecimal ONE = new BigDecimal(1);
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private static final BigDecimal Z005 = new BigDecimal(0.005d);
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private static final BigDecimal Z2 = new BigDecimal(0.2d);
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private static final int GREATER = 1;
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private static final int LESS = -1;
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/**
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* 生成一个使NPV为负数的R作为内部收益率下限值
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* @param cashflow
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* @param guess
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* @return
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*/
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private static BigDecimal initRateMin(FArray<BigDecimal> cashflow, BigDecimal guess){
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for( int i=0; i<Init_Max_Loop; i++ ){
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BigDecimal npv = NPV( cashflow, guess );
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if( npv.compareTo(ZERO) == LESS ){
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return guess;
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}
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BigDecimal step = guess.abs().multiply( Z2 );
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guess = guess.add( step.compareTo( Z005 ) == LESS ? Z005 : step );
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}
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return guess;
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}
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/**
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* 生成一个使NPV为正数的R作为内部收益率的上限制
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* @param cashflow
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* @param guess
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* @return
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*/
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private static BigDecimal initRateMax(FArray<BigDecimal> cashflow, BigDecimal guess){
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for( int i=0; i<Init_Max_Loop; i++ ){
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BigDecimal npv = NPV( cashflow, guess );
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if( npv.compareTo(ZERO) == GREATER ){
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return guess;
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}
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BigDecimal step = guess.abs().multiply( Z2 );
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guess = guess.subtract( step.compareTo( Z005 ) == LESS ? Z005 : step );
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}
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return guess;
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}
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/**
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* 算NPV
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* @param cashflow
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* @param rate
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* @return
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*/
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private static BigDecimal NPV(FArray<BigDecimal> cashflow, BigDecimal rate){
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BigDecimal npv = ZERO;
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BigDecimal rpowj = ONE;//(1+r)^0
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BigDecimal radd1 = rate.add(ONE);//1+r
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for( int j=0; j<cashflow.length(); j++ ){
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BigDecimal valuej = cashflow.elementAt(j);
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npv = npv.add( valuej.divide( rpowj, 10, BigDecimal.ROUND_HALF_DOWN ) );// vj / (1+r)^j
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rpowj = rpowj.multiply(radd1); // (1+r)^j
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//npv += cashflow.elementAt(j) / Math.pow( 1+rate, j );
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}
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return npv;
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}
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}
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