finance/plugin-finance-function/src/main/java/com/fr/plugin/IRR.java

package com.fr.plugin; /**
 * @file: PACKAGE_NAME.IRR
 * @desc:
 * @date:2020/7/7 16:57
 * @author:yanghui
 **/

import com.fr.general.FArray;
import com.fr.general.GeneralUtils;
import com.fr.intelli.record.Focus;
import com.fr.intelli.record.Original;
import com.fr.plugin.context.PluginContexts;
import com.fr.record.analyzer.EnableMetrics;
import com.fr.script.AbstractFunction;
import com.fr.stable.StringUtils;
import com.fr.stable.fun.Authorize;

import java.math.BigDecimal;

@EnableMetrics
@Authorize(callSignKey = FinanceFunctionConstants.PLUGIN_ID)
public class IRR extends AbstractFunction {

		private static final long serialVersionUID = 7634415917398642321L;
		private static final String ERROR_VALUE = "#NUM!";


		@Override
		@Focus(id = "com.fr.plugin.function.finance", text = "Plugin-Test_Function_Finance", source = Original.PLUGIN)
		public Object run(Object[] args) {

			if (PluginContexts.currentContext().isAvailable()) {
				return cal(args);
			} else {
				return "插件未激活，请购买使用";
			}

		}

	private Object cal(Object[] args) {
		try{
			if(1 == args.length){
				return run( transArr( (FArray) args[0] ) );
			}else if(2 == args.length){
				return run( transArr( (FArray) args[0] ), trans( args[1] ) );
			}else if(3==args.length){
				return "参数个数不合格！";
			}
			else{
				FArray<BigDecimal> cashflow = new FArray<BigDecimal>();
				BigDecimal guess = new BigDecimal(0.1d);
				for (int i = 0; i < args.length; i++) {
					if(args[i] == null|| StringUtils.isBlank(args[i].toString())){
						continue;
					}
					BigDecimal var = new BigDecimal(GeneralUtils.objectToString(args[i]).trim());

					if ((var.compareTo(BigDecimal.ONE) <1) && (var.compareTo(BigDecimal.ZERO)>-1)) {
						guess = var;
					}else {
						cashflow.add(var);
					}
				}
				return run(cashflow,guess);
			}
		}catch(Exception e){
			System.out.println(e);
		}
		return ERROR_VALUE;
	}

		/**
		 * 将其他类型的数字转换为大数（保证精度）
		 * @param ele
		 * @return
		 */
		private static BigDecimal trans(Object ele){
			try{
				String val = GeneralUtils.objectToString(ele);
				return new BigDecimal(val.trim());
			}catch(Exception e){
				throw new RuntimeException(e);
			}
		}

		/**
		 * 将数组转换为大数数组
		 * @param in
		 * @return
		 */
		private static FArray<BigDecimal> transArr(FArray in){
			FArray<BigDecimal> rt = new FArray<BigDecimal>();
			for(int i=0;i<in.length();i++){
				Object ele = in.elementAt(i);
				if(ele == null|| StringUtils.isBlank(ele.toString())){
					continue;
				}
				rt.add(trans(ele));
			}
			return rt;
		}


		private static BigDecimal run(FArray<BigDecimal> cashflow){
			return run( cashflow, new BigDecimal(0.1d) );
		}

		private static BigDecimal run(FArray<BigDecimal> cashflow, BigDecimal guess){
			BigDecimal maxrate = initRateMax(cashflow,guess);
			BigDecimal minrate = initRateMin(cashflow,guess);
			for( int i=0; i<Init_Max_Loop; i++ ){
				BigDecimal testrate = minrate.add(maxrate).divide( new BigDecimal(2d) );
				BigDecimal npv = NPV( cashflow, testrate );
				if( npv.abs().compareTo(Accuracy) == LESS ){
					guess = testrate;
					break;
				}else if( npv.compareTo(ZERO) == LESS ){
					minrate = testrate;
				}else{
					maxrate = testrate;
				}
			}
			//保留16位小数（足够精度）
			return guess.setScale(16,BigDecimal.ROUND_HALF_UP);
		}

		//最小精度
		private static final BigDecimal Accuracy = new BigDecimal(0.00000001d);
		//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，
		private static final int Init_Max_Loop = 100;

		private static final BigDecimal ZERO = new BigDecimal(0);
		private static final BigDecimal ONE = new BigDecimal(1);
		private static final BigDecimal Z005 = new BigDecimal(0.005d);
		private static final BigDecimal Z2 = new BigDecimal(0.2d);

		private static final int GREATER = 1;
		private static final int LESS = -1;

		/**
		 * 生成一个使NPV为负数的R作为内部收益率下限值
		 * @param cashflow
		 * @param guess
		 * @return
		 */
		private static BigDecimal initRateMin(FArray<BigDecimal> cashflow, BigDecimal guess){
			for( int i=0; i<Init_Max_Loop; i++ ){
				BigDecimal npv = NPV( cashflow, guess );

				if( npv.compareTo(ZERO) == LESS ){
					return guess;
				}
				BigDecimal step = guess.abs().multiply( Z2 );
				guess = guess.add( step.compareTo( Z005 ) == LESS ? Z005 : step );
			}
			return guess;
		}

		/**
		 * 生成一个使NPV为正数的R作为内部收益率的上限制
		 * @param cashflow
		 * @param guess
		 * @return
		 */
		private static BigDecimal initRateMax(FArray<BigDecimal> cashflow, BigDecimal guess){
			for( int i=0; i<Init_Max_Loop; i++ ){
				BigDecimal npv = NPV( cashflow, guess );

				if( npv.compareTo(ZERO) == GREATER ){
					return guess;
				}
				BigDecimal step = guess.abs().multiply( Z2 );
				guess = guess.subtract( step.compareTo( Z005 ) == LESS ? Z005 : step );
			}
			return guess;
		}

		/**
		 * 算NPV
		 * @param cashflow
		 * @param rate
		 * @return
		 */
		private static BigDecimal NPV(FArray<BigDecimal> cashflow, BigDecimal rate){
			BigDecimal npv = ZERO;
			BigDecimal rpowj = ONE;//(1+r)^0
			BigDecimal radd1 = rate.add(ONE);//1+r
			for( int j=0; j<cashflow.length(); j++ ){
				BigDecimal valuej = cashflow.elementAt(j);
				npv = npv.add( valuej.divide( rpowj, 10, BigDecimal.ROUND_HALF_DOWN ) );// vj / (1+r)^j
				rpowj = rpowj.multiply(radd1); // (1+r)^j
				//npv += cashflow.elementAt(j) / Math.pow( 1+rate, j );
			}
			return npv;
		}
}