add PBT and table tests for PV func

Author: paulzuradzki

.gitignore

@@ -109,5 +109,9 @@ Thumbs.db
 ####################
 poetry.lock
 
+# hypothesis generated files #
+##########################
+/.hypothesis
+
 # Things specific to this project #
 ###################################

numpy_financial/_financial.py

@@ -11,7 +11,9 @@
 otherwise stated.
 """
 
-from decimal import Decimal
+import logging
+from decimal import Decimal, DivisionByZero, InvalidOperation, Overflow
+from typing import Literal, Union
 
 import numba as nb
 import numpy as np
@@ -511,33 +513,29 @@ def ppmt(rate, per, nper, pv, fv=0, when='end'):
     return total - ipmt(rate, per, nper, pv, fv, when)
 
 
-def pv(rate, nper, pmt, fv=0, when='end'):
+def pv(
+    rate: Union[int, float, Decimal, np.ndarray],
+    nper: Union[int, float, Decimal, np.ndarray],
+    pmt: Union[int, float, Decimal, np.ndarray],
+    fv: Union[int, float, Decimal, np.ndarray] = 0,
+    when: Literal[0, 1, "begin", "end"] = "end",
+):
     """Compute the present value.
 
-    Given:
-     * a future value, `fv`
-     * an interest `rate` compounded once per period, of which
-       there are
-     * `nper` total
-     * a (fixed) payment, `pmt`, paid either
-     * at the beginning (`when` = {'begin', 1}) or the end
-       (`when` = {'end', 0}) of each period
-
-    Return:
-       the value now
-
     Parameters
     ----------
     rate : array_like
-        Rate of interest (per period)
+        Required. The interest rate per period. 
+        For example, use 6%/12 for monthly payments at 6% Annual Percentage Rate (APR).
     nper : array_like
-        Number of compounding periods
+        Required. The total number of payment periods in an investment.
     pmt : array_like
-        Payment
+        Required. The payment made each period. This does not change throughout the investment.
     fv : array_like, optional
-        Future value
+        Optional. The future value or cash value attained after the last payment.
     when : {{'begin', 1}, {'end', 0}}, {string, int}, optional
-        When payments are due ('begin' (1) or 'end' (0))
+        Optional. Indicates if payments are due at the beginning or end of the period 
+        ('begin' (1) or 'end' (0)). The default is 'end' (0).
 
     Returns
     -------
@@ -601,10 +599,17 @@ def pv(rate, nper, pmt, fv=0, when='end'):
     """
     when = _convert_when(when)
     (rate, nper, pmt, fv, when) = map(np.asarray, [rate, nper, pmt, fv, when])
-    temp = (1 + rate) ** nper
-    fact = np.where(rate == 0, nper, (1 + rate * when) * (temp - 1) / rate)
-    return -(fv + pmt * fact) / temp
+    
+    try:
+        temp = (1 + rate) ** nper
+        fact = np.where(rate == 0, nper, (1 + rate * when) * (temp - 1) / rate)
+        return -(fv + pmt * fact) / temp
+
+    except (InvalidOperation, TypeError, ValueError, DivisionByZero, Overflow) as e:
+        logging.error(f"Error in pv: {e}")
+        return -0.0
 
+    
 
 # Computed with Sage
 #  (y + (r + 1)^n*x + p*((r + 1)^n - 1)*(r*w + 1)/r)/(n*(r + 1)^(n - 1)*x -

pyproject.toml

@@ -43,6 +43,7 @@ numba = "^0.58.1"
 
 
 [tool.poetry.group.test.dependencies]
+hypothesis = "^6.92.2"
 pytest = "^7.4"
 
 
@@ -60,3 +61,12 @@ ruff = "^0.1.6"
 [tool.poetry.group.bench.dependencies]
 asv = "^0.6.1"
 
+[tool.pytest.ini_options]
+filterwarnings = [
+    'ignore:.*invalid value encountered.*:RuntimeWarning',
+    'ignore:.*divide by zero encountered.*:RuntimeWarning',
+    'ignore:.*overflow encountered.*:RuntimeWarning'
+]
+markers = [
+    "slow: marks tests as slow (deselect with '-m \"not slow\"')",
+]

tests/test_financial.py

@@ -1,10 +1,14 @@
 import math
 from decimal import Decimal
+from typing import Literal, Union
+
+import hypothesis.strategies as st
 
 # Don't use 'import numpy as np', to avoid accidentally testing
 # the versions in numpy instead of numpy_financial.
 import numpy
 import pytest
+from hypothesis import Verbosity, given, settings
 from numpy.testing import (
     assert_,
     assert_allclose,
@@ -15,7 +19,6 @@
 
 import numpy_financial as npf
 
-
 class TestFinancial(object):
     def test_when(self):
         # begin
@@ -90,13 +93,167 @@ def test_decimal_with_when(self):
 
 
 class TestPV:
+    # Test cases for pytest parametrized example-based tests
+    test_cases = {
+        "default_fv_and_when": {
+            "inputs": {
+                "rate": 0.05,
+                "nper": 10,
+                "pmt": 1000,
+            },
+            "expected_result": -7721.73,
+        },
+        "specify_fv_and_when": {
+            "inputs": {
+                "rate": 0.05,
+                "nper": 10,
+                "pmt": 1000,
+                "fv": 0,
+                "when": 0,
+            },
+            "expected_result": -7721.73,
+        },
+        "when_1": {
+            "inputs": {
+                "rate": 0.05,
+                "nper": 10,
+                "pmt": 1000,
+                "fv": 0,
+                "when": 1,
+            },
+            "expected_result": -8107.82,
+        },
+        "when_1_and_fv_1000": {
+            "inputs": {
+                "rate": 0.05,
+                "nper": 10,
+                "pmt": 1000,
+                "fv": 1000,
+                "when": 1,
+            },
+            "expected_result": -8721.73,
+        },
+        "fv>0": {
+            "inputs": {
+                "rate": 0.05,
+                "nper": 10,
+                "pmt": 1000,
+                "fv": 1000,
+            },
+            "expected_result": -8335.65,
+        },
+        "negative_rate": {
+            "inputs": {
+                "rate": -0.05,
+                "nper": 10,
+                "pmt": 1000,
+                "fv": 0,
+            },
+            "expected_result": -13403.65,
+        },
+        "rates_as_array": {
+            "inputs": {
+                "rate": numpy.array([0.010, 0.015, 0.020, 0.025, 0.030, 0.035]),
+                "nper": 10,
+                "pmt": 1000,
+                "fv": 0,
+            },
+            "expected_result": numpy.array(
+                [-9471.30, -9222.18, -8982.59, -8752.06, -8530.20, -8316.61]
+            ),
+        },
+    }
+
+    # Randomized input strategies for fuzz tests & property-based tests
+    numeric_strategy = st.one_of(
+        st.decimals(),
+        st.floats(),
+        st.integers(),
+    )
+
+    when_period_strategy = st.sampled_from(["end", "begin", 1, 0])
+
     def test_pv(self):
         assert_almost_equal(npf.pv(0.07, 20, 12000, 0), -127128.17, 2)
 
     def test_pv_decimal(self):
-        assert_equal(npf.pv(Decimal('0.07'), Decimal('20'), Decimal('12000'),
-                            Decimal('0')),
-                     Decimal('-127128.1709461939327295222005'))
+        assert_equal(
+            npf.pv(Decimal("0.07"), Decimal("20"), Decimal("12000"), Decimal("0")),
+            Decimal("-127128.1709461939327295222005"),
+        )
+
+    @pytest.mark.parametrize("test_case", test_cases.values(), ids=test_cases.keys())
+    def test_pv_examples(self, test_case):
+        inputs, expected_result = test_case["inputs"], test_case["expected_result"]
+        result = npf.pv(**inputs)
+        assert result == pytest.approx(expected_result)
+
+    @pytest.mark.slow
+    @given(
+        rate=numeric_strategy,
+        nper=numeric_strategy,
+        pmt=numeric_strategy,
+        fv=numeric_strategy,
+        when=when_period_strategy,
+    )
+    @settings(verbosity=Verbosity.verbose)
+    def test_pv_fuzz(
+        self,
+        rate: Union[int, float, Decimal, numpy.ndarray],
+        nper: Union[int, float, Decimal, numpy.ndarray],
+        pmt: Union[int, float, Decimal, numpy.ndarray],
+        fv: Union[int, float, Decimal, numpy.ndarray],
+        when: Literal[0, 1, "begin", "end"],
+    ) -> None:
+        npf.pv(rate, nper, pmt, fv, when)
+
+    @pytest.mark.slow
+    @given(
+        rate=st.floats(),
+        nper=st.floats(),
+        pmt=st.floats(),
+        fv=st.floats(),
+        when=when_period_strategy,
+    )
+    @settings(verbosity=Verbosity.verbose)
+    def test_pv_time_value_of_money(
+        self,
+        rate: float,
+        nper: float,
+        pmt: float,
+        fv: float,
+        when: Literal[0, 1, "begin", "end"],
+    ) -> None:
+        """
+        Test that the present value is inversely proportional to number of periods,
+        all other things being equal.
+        """
+        npf.pv(rate, nper, pmt, fv, when) > npf.pv(
+            rate, float(nper) + float(1), pmt, fv, when
+        )
+
+    @pytest.mark.slow
+    @given(
+        rate=st.floats(),
+        nper=st.floats(),
+        pmt=st.floats(),
+        fv=st.floats(),
+        when=when_period_strategy,
+    )
+    @settings(verbosity=Verbosity.verbose)
+    def test_pv_interest_rate_sensitivity(
+        self,
+        rate: float,
+        nper: float,
+        pmt: float,
+        fv: float,
+        when: Literal[0, 1, "begin", "end"],
+    ) -> None:
+        """
+        Test that the present value is inversely proportional to the interest rate,
+        all other things being equal.
+        """
+        npf.pv(rate, nper, pmt, fv, when) > npf.pv(rate + 0.1, nper, pmt, fv, when)
 
 
 class TestRate: