我写了一些代码来计算内部收益率，结果很好。。。在import scipy.optimize as optimize

import datetime

def npv(cf, rate=0.1):

if len(cf) >= 2:

first_date = min([x[0] for x in cf])

dcf = [x[1] * (1 /

((1 + rate) ** ((x[0] - first_date).days / 365))) for x in cf]

return sum(dcf)

elif len(cf) == 1:

return cf[0][1]

else:

return 0

def irr(cf):

f = lambda x: npv(cf, rate=x)

r = optimize.newton(f, 0, maxiter=70)

return r

…但当我尝试这种现金流时

^{pr2}$

我得到这个错误：File "/Users/maxim/Dropbox/Python/FinProject/fintrack/main/models.py", line 503, in getIRR

return irr(cf)

File "/Users/maxim/Dropbox/Python/FinProject/fintrack/main/models.py", line 37, in irr

r = optimize.newton(f, 0, maxiter=70)

File "/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/site-packages/scipy/optimize/zeros.py", line 204, in newton

q1 = func(p1, *args)

File "/Users/maxim/Dropbox/Python/FinProject/fintrack/main/models.py", line 36, in

f = lambda x: npv(cf, rate=x)

File "/Users/maxim/Dropbox/Python/FinProject/fintrack/main/models.py", line 27, in npv

((1 + rate) ** ((x[0] - first_date).days / 365))) for x in cf]

File "/Users/maxim/Dropbox/Python/FinProject/fintrack/main/models.py", line 27, in

((1 + rate) ** ((x[0] - first_date).days / 365))) for x in cf]

OverflowError: complex exponentiation

[30/Nov/2018 21:28:36] "GET /inv/19/ HTTP/1.1" 500 299065

但是我知道正确答案是-38.912….%我是通过Excel得到这个结果的。

这里怎么了？用Excel的其他函数得到相同的结果。。。我应该使用其他函数来查找参数吗？在

注：以下是迭代的参数和结果列表(财务中的OMG复数%—)：rate= 0.0 result= -46148.94

rate= 0.0001 result= -46151.281226688276

rate= -1.9711435988300456 result= (-54972.27265283515-4141.40178622848j)

rate= (8.450859228811169-3.967580022971747j) result= (-51089.96465099011+0.07614432462298902j)

rate= (46.548868303534285-96.82120737804672j) result= (-51089.93999938349-9.638432563347345e-07j)

rate= (63880696.05472335+4880892.707757121j) result= (-51089.94-1.7420169038104924e-34j)

rate= (-1.3534185437764045e+18-2.52038641964956e+18j) result= (-51089.94-5.721141417411886e-85j)

rate= (-7.391799165398238e+56+3.969311207511089e+56j) result= (-51089.94+9.185514002355334e-269j)

rate= (3.5446051170119047e+145+6.600895665730368e+145j) result= ERROR!!!