pandas 在 Python 中计算 XIRR
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时间：2020-09-14 04:36:51 来源:igfitidea点击:
Calculating XIRR in Python
提问by DaSarfyCode
I need to calculate XIRR of financial investments made over a period of time. Is there any function to do this in numpy, pandas or plain python?
我需要计算一段时间内进行的金融投资的 XIRR。在 numpy、pandas 或普通 python 中是否有任何功能可以做到这一点？
The accepted answer in the original question is not correct and can be improved.
原始问题中接受的答案不正确，可以改进。
回答by pyCthon
Here's an implementation taken from here.
下面是取自实施这里。
import datetime
from scipy import optimize
def xnpv(rate,cashflows):
chron_order = sorted(cashflows, key = lambda x: x[0])
t0 = chron_order[0][0]
return sum([cf/(1+rate)**((t-t0).days/365.0) for (t,cf) in chron_order])
def xirr(cashflows,guess=0.1):
return optimize.newton(lambda r: xnpv(r,cashflows),guess)
