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[bug-64137] increase max iterations for IRR

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git-svn-id: https://svn.apache.org/repos/asf/poi/trunk@1894110 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
PJ Fanning 2021-10-10 13:23:01 +00:00
parent 8ed95f7970
commit 08f6de47f6
2 changed files with 23 additions and 3 deletions
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12
poi/src/main/java/org/apache/poi/ss/formula/functions/Irr.java
View File

@ -17,6 +17,8 @@
package org.apache.poi.ss.formula.functions;
import org.apache.logging.log4j.LogManager;
import org.apache.logging.log4j.Logger;
import org.apache.poi.ss.formula.eval.ErrorEval;
import org.apache.poi.ss.formula.eval.EvaluationException;
import org.apache.poi.ss.formula.eval.NumberEval;
@ -31,8 +33,9 @@ import org.apache.poi.ss.formula.eval.ValueEval;
* @see <a href="http://office.microsoft.com/en-us/excel-help/irr-HP005209146.aspx">Excel IRR</a>
*/
public final class Irr implements Function {
private static final int MAX_ITERATION_COUNT = 20;
private static final int MAX_ITERATION_COUNT = 1000;
private static final double ABSOLUTE_ACCURACY = 1E-7;
private static final Logger LOGGER = LogManager.getLogger(Irr.class);
public ValueEval evaluate(final ValueEval[] args, final int srcRowIndex, final int srcColumnIndex) {
@ -73,7 +76,7 @@ public final class Irr implements Function {
* <p>
* Starting with the guess, the method cycles through the calculation until the result
* is accurate within 0.00001 percent. If IRR can't find a result that works
* after 20 tries, the {@code Double.NaN} is returned.
* after 1000 tries, the {@code Double.NaN} is returned.
*
* <p>
* The implementation is inspired by the NewtonSolver from the Apache Commons-Math library,
@ -96,10 +99,11 @@ public final class Irr implements Function {
for (int i = 0; i < MAX_ITERATION_COUNT; i++) {
// the value of the function (NPV) and its derivate can be calculated in the same loop
// the value of the function (NPV) and its derivation can be calculated in the same loop
final double factor = 1.0 + x0;
double denominator = factor;
if (denominator == 0) {
LOGGER.atWarn().log("Returning NaN because IRR has found an denominator of 0");
return Double.NaN;
}
@ -114,6 +118,7 @@ public final class Irr implements Function {
// the essence of the Newton-Raphson Method
if (fDerivative == 0) {
LOGGER.atWarn().log("Returning NaN because IRR has found an fDerivative of 0");
return Double.NaN;
}
double x1 = x0 - fValue/fDerivative;
@ -125,6 +130,7 @@ public final class Irr implements Function {
x0 = x1;
}
// maximum number of iterations is exceeded
LOGGER.atWarn().log("Returning NaN because IRR has reached max number of iterations allowed: {}", MAX_ITERATION_COUNT);
return Double.NaN;
}
}

14
poi/src/test/java/org/apache/poi/ss/formula/functions/TestIrr.java
View File

@ -143,6 +143,20 @@ final class TestIrr {
}
}
@Test
void bug64137() {
double[] incomes = {-30000.0, -49970.7425, 29.2575, 146.2875, 380.34749999999997, 581.5, 581.5,
731.4374999999999, 731.4374999999999, 731.4374999999999, 877.725, 877.725, 877.725, 1024.0125,
1024.0125, 1024.0125, 1170.3, 1170.3, 1170.3, 1170.3, 1316.5874999999999, 1316.5874999999999,
1316.5874999999999, 1316.5874999999999, 1462.8749999999998, 1462.8749999999998, 1462.8749999999998,
1462.8749999999998, 1462.8749999999998, 1462.8749999999998, 1462.8749999999998, 1462.8749999999998,
1462.8749999999998, 1462.8749999999998, 1462.8749999999998, 1462.8749999999998, 1462.8749999999998,
1462.8749999999998, 1462.8749999999998, 1462.8749999999998, 1462.8749999999998, 1462.8749999999998,
1462.8749999999998, 1462.8749999999998, 1462.8749999999998, 10000.0};
double result = Irr.irr(incomes);
assertEquals(-0.009463562705856032, result);
}
private static void assertFormulaResult(CellValue cv, HSSFCell cell){
double actualValue = cv.getNumberValue();
double expectedValue = cell.getNumericCellValue(); // cached formula result calculated by Excel