会计python库_具有xirr和xnpv功能的财务python库？

下面是实现这两个功能的一种方法。import scipy.optimize

def xnpv(rate, values, dates):

'''Equivalent of Excel's XNPV function.

>>> from datetime import date

>>> dates = [date(2010, 12, 29), date(2012, 1, 25), date(2012, 3, 8)]

>>> values = [-10000, 20, 10100]

>>> xnpv(0.1, values, dates)

-966.4345...

'''

if rate <= -1.0:

return float('inf')

d0 = dates[0] # or min(dates)

return sum([ vi / (1.0 + rate)**((di - d0).days / 365.0) for vi, di in zip(values, dates)])

def xirr(values, dates):

'''Equivalent of Excel's XIRR function.

>>> from datetime import date

>>> dates = [date(2010, 12, 29), date(2012, 1, 25), date(2012, 3, 8)]

>>> values = [-10000, 20, 10100]

>>> xirr(values, dates)

0.0100612...

'''

try:

return scipy.optimize.newton(lambda r: xnpv(r, values, dates), 0.0)

except RuntimeError: # Failed to converge?

return scipy.optimize.brentq(lambda r: xnpv(r, values, dates), -1.0, 1e10)