Java中XIRR函数的公式评估器

在用XIRR函数设置的excel中读取单元格面临的问题。 我用Java写了我的代码。 以下是设置公式的代码。 请帮助我如何读取单元格的值，而不是公式。

cell.setCellFormula("XIRR(E2:E10, B2:B10"); CellStyle style = workbook.createCellStyle(); style.setDataFormat(workbook.createDataFormat().getFormat("0.00%")); cell.setCellStyle(style); 

以下是使用FormulaEvaluator评估单元时的错误

  org.apache.poi.ss.formula.eval.NotImplementedFunctionException: XIRR at org.apache.poi.ss.formula.atp.AnalysisToolPak$NotImplemented.evaluate(AnalysisToolPak.java:59) at org.apache.poi.ss.formula.UserDefinedFunction.evaluate(UserDefinedFunction.java:61) at org.apache.poi.ss.formula.OperationEvaluatorFactory.evaluate(OperationEvaluatorFactory.java:129) at org.apache.poi.ss.formula.WorkbookEvaluator.evaluateFormula(WorkbookEvaluator.java:550) at org.apache.poi.ss.formula.WorkbookEvaluator.evaluateAny(WorkbookEvaluator.java:317) ... 18 more 

Answer 1

没有使用XIRR函数修补apache poi，直接计算结果就像使用apache poi中的用户定义函数一样，Excel的XIRR函数是可能的。

以下代码正好提供了这一点。

它定义了一个CalculateXIRR类，然后将它用作apache poi中的myXIRR函数。 CalculateXIRR使用JXIRR-v1.0.0 （C）2005 Gautam Satpathy或从java程序派生的Xirr类来计算XIRR，而不使用Excel或任何其他库来计算XIRR。

还提供了testing用例的代码。 首先是与Excel的XIRR文档中的示例相同的testing用例。 然后使用随机值和date随机testing案例。 这些testing用例被写入Excel工作簿。 书面是评估用户定义的myXIRR函数以及Excel的原始XIRR函数的结果。 所以我们可以比较结果。

我的testing显示，两个XIRR计算方法都非常精确，就像Excel使用合理的值和date。 只有使用导致Excel XIRR导致高负百分比（低于-60％）或非常高百分比（高于1000％）的值和date这两种方法都与Excel不同。

JXIRR - v1.0.0来自Gautam Satpathy的JXIRR - v1.0.0更适合Excel作为Xirr类。 原因很明显，因为如果Math.pow((x + 1d), (dt0-dt) / 365d) x低于-1d Math.pow((x + 1d), (dt0-dt) / 365d)则类Xirr将始终失败。 如果是这样，那么Math.pow函数的基数是负的，因为指数(dt0-dt) / 365d)是分数的，所以只有一个虚构的解。 如果Excel的XIRR导致高负百分比，并且近似值试图从-100％下降，就会发生这种情况。 JXIRR使用了一种目标search方法，它似乎更像Excel本身。

码：

 import java.io.* ; import org.apache.poi.ss.formula.functions.* ; import org.apache.poi.ss.formula.udf.* ; import org.apache.poi.ss.usermodel.* ; import org.apache.poi.xssf.usermodel.* ; import org.apache.poi.ss.formula.* ; import org.apache.poi.ss.formula.eval.* ; import java.util.Date; import java.text.SimpleDateFormat; import java.util.Random; /* https://github.com/ept/jxirr (C) 2005 Gautam Satpathy */ import in.satpathy.financial.*; public class XIRREvaluator { private Workbook workbook; private Sheet sheet; private Row row; private Cell cell; private CellStyle percentStyle; private CellStyle dateStyle; private FormulaEvaluator evaluator; private String[] labels; private char c1; private char c2; private String[] formulas; private Double[] values; private SimpleDateFormat sdf; private Date[] dates; public XIRREvaluator() { this.workbook = new XSSFWorkbook(); String[] functionNames = { "myXIRR" } ; FreeRefFunction[] functionImpls = { new CalculateXIRR() } ; UDFFinder udfs = new DefaultUDFFinder( functionNames, functionImpls ) ; UDFFinder udfToolpack = new AggregatingUDFFinder( udfs ) ; workbook.addToolPack(udfToolpack); this.percentStyle = workbook.createCellStyle(); percentStyle.setDataFormat(workbook.createDataFormat().getFormat("0.00%")); this.dateStyle = workbook.createCellStyle(); dateStyle.setDataFormat(workbook.createDataFormat().getFormat("yyyy-MM-dd")); this.evaluator = workbook.getCreationHelper().createFormulaEvaluator(); this.sheet = workbook.createSheet("Sheet1"); this.labels = new String[]{"XIRR", "myXIRR", "diff"}; this.sdf = new SimpleDateFormat("yyyy-MM-dd"); } public void save() { try { workbook.write(new FileOutputStream("ExcelWorkbookXIRR.xlsx")); workbook.close(); } catch (Exception e) { e.printStackTrace(); } } private void testCaseFromExcelDocu(int startCol, int startRow) { /* This provides a test case as from the example in Excel's XIRR documentation: https://support.office.com/en-us/article/XIRR-function-de1242ec-6477-445b-b11b-a303ad9adc9d */ if (startCol > 24) return; try { c1 = (char)(65+startCol); c2 = (char)(65+startCol+1); formulas = new String[]{"XIRR("+c1+(startRow+4)+":"+c1+(startRow+8)+","+c2+(startRow+4)+":"+c2+(startRow+8)+")", "myXIRR("+c1+(startRow+4)+":"+c1+(startRow+8)+","+c2+(startRow+4)+":"+c2+(startRow+8)+")", ""+c2+(startRow+1)+"-"+c2+(startRow+2)}; values = new Double[]{-10000d, 2750d, 4250d, 3250d, 2750d}; dates = new Date[]{sdf.parse("2008-01-01"), sdf.parse("2008-03-01"), sdf.parse("2008-10-30"), sdf.parse("2009-02-15"), sdf.parse("2009-04-01")}; for (int r = startRow; r < startRow+3; r++) { row = (sheet.getRow(r)==null)?sheet.createRow(r):sheet.getRow(r); cell = row.createCell(startCol); cell.setCellValue(labels[r-startRow]); } for (int r = startRow+3; r < startRow+8; r++) { row = (sheet.getRow(r)==null)?sheet.createRow(r):sheet.getRow(r); cell = row.createCell(startCol); cell.setCellValue(values[r-startRow-3]); cell = row.createCell(startCol+1); cell.setCellValue(dates[r-startRow-3]); cell.setCellStyle(dateStyle); } for (int r = startRow; r < startRow+2; r++) { cell = sheet.getRow(r).createCell(startCol+1); cell.setCellFormula(formulas[r-startRow]); cell.setCellStyle(percentStyle); if (r == startRow+1) { cell = evaluator.evaluateInCell(cell); System.out.println(new DataFormatter().formatCellValue(cell)); } } cell = sheet.getRow(startRow+2).createCell(startCol+1); cell.setCellFormula(formulas[2]); sheet.autoSizeColumn(startCol); sheet.autoSizeColumn(startCol+1); } catch (Exception e) { e.printStackTrace(); } } private void randomTestCases(int startCol, int startRow, int count) { /* This provides randon test cases */ try { long day = 24L*60L*60L*1000L; long startDate = sdf.parse("2010-01-01").getTime(); for (int test = startCol; test < startCol+3*count; test+=3) { if (test > 24) return; c1 = (char)(65+test); c2 = (char)(65+test+1); Random rnd = new Random(); int rows = 5+rnd.nextInt(5); formulas = new String[]{"XIRR("+c1+(startRow+4)+":"+c1+(startRow+3+rows)+","+c2+(startRow+4)+":"+c2+(startRow+3+rows)+")", "myXIRR("+c1+(startRow+4)+":"+c1+(startRow+3+rows)+", "+c2+(startRow+4)+":"+c2+(startRow+3+rows)+")", ""+c2+(startRow+1)+"-"+c2+(startRow+2)}; values = new Double[rows]; values[0] = -1d*(rows-1d)*(1000+rnd.nextInt(5000)); for (int i = 1; i < rows; i++) { values[i] = 1d*(1000+rnd.nextInt(5000)); } dates = new Date[rows]; for (int i = 0; i < rows; i++) { dates[i] = sdf.parse(sdf.format(new Date(startDate+=day*(1L+rnd.nextInt(150))))); } for (int r = startRow; r < startRow+3; r++) { row = (sheet.getRow(r)==null)?sheet.createRow(r):sheet.getRow(r); cell = row.createCell(test); cell.setCellValue(labels[r-startRow]); } for (int r = startRow+3; r < startRow+3+rows; r++) { row = (sheet.getRow(r)==null)?sheet.createRow(r):sheet.getRow(r); cell = row.createCell(test); cell.setCellValue(values[r-startRow-3]); cell = row.createCell(test+1); cell.setCellValue(dates[r-startRow-3]); cell.setCellStyle(dateStyle); } for (int r = startRow; r < startRow+2; r++) { cell = sheet.getRow(r).createCell(test+1); cell.setCellFormula(formulas[r-startRow]); cell.setCellStyle(percentStyle); if (r == startRow+1) { cell = evaluator.evaluateInCell(cell); System.out.println(new DataFormatter().formatCellValue(cell)); } } cell = sheet.getRow(startRow+2).createCell(test+1); cell.setCellFormula(formulas[2]); sheet.autoSizeColumn(test); sheet.autoSizeColumn(test+1); } } catch (Exception e) { e.printStackTrace(); } } public static void main( String[] args ) { XIRREvaluator xirrEvaluator = new XIRREvaluator(); //test case as from the example in Excel's XIRR documentation //starting on column 0, row 0 xirrEvaluator.testCaseFromExcelDocu(0,0); //9 random test cases //starting on column 0, row 10 xirrEvaluator.randomTestCases(0,10,9); //9 random test cases //starting on column 0, row 25 xirrEvaluator.randomTestCases(0,25,9); xirrEvaluator.save(); } } /* Class for user defined function myXIRR */ class CalculateXIRR implements FreeRefFunction { @Override public ValueEval evaluate( ValueEval[] args, OperationEvaluationContext ec ) { if (args.length < 2 || args.length > 3) { return ErrorEval.VALUE_INVALID; } double result; try { double[] values = ValueCollector.collectValues(args[0]); double[] dates = ValueCollector.collectValues(args[1]); double guess; if(args.length == 3) { ValueEval v = OperandResolver.getSingleValue(args[2], ec.getRowIndex(), ec.getColumnIndex()) ; guess = OperandResolver.coerceValueToDouble(v); } else { guess = 0.1d; } result = calculateXIRR( values, dates, guess ) ; checkValue(result); } catch (EvaluationException e) { //e.printStackTrace(); return e.getErrorEval(); } return new NumberEval( result ) ; } public double calculateXIRR(double[] values, double[] dates, double guess ) { double result; /* Either calculating XIRR using https://github.com/ept/jxirr (C) 2005 Gautam Satpathy */ XIRRData data = new XIRRData(values.length, guess, values, dates); result = XIRR.xirr(data) - 1d; /* Or calculating XIRR Class Xirr from https://stackoverflow.com/questions/36789967/java-program-to-calculate-xirr-without-using-excel-or-any-other-library */ //result = Xirr.Newtons_method(guess, values, dates); return result; } static final void checkValue(double result) throws EvaluationException { if (Double.isNaN(result) || Double.isInfinite(result)) { throw new EvaluationException(ErrorEval.NUM_ERROR); } } static final class ValueCollector extends MultiOperandNumericFunction { private static final ValueCollector instance = new ValueCollector(); public ValueCollector() { super(false, false); } public static double[] collectValues(ValueEval...operands) throws EvaluationException { return instance.getNumberArray(operands); } protected double evaluate(double[] values) { throw new IllegalStateException("should not be called"); } } } /* Class Xirr from https://stackoverflow.com/questions/36789967/java-program-to-calculate-xirr-without-using-excel-or-any-other-library */ final class Xirr { private static final double tol = 0.00000001; private static double f_xirr(double p, double dt, double dt0, double x) { double resf = p * Math.pow((x + 1d), (dt0-dt) / 365d); return resf; } private static double df_xirr(double p, double dt, double dt0, double x) { double resf = (1d / 365d) * (dt0-dt) * p * Math.pow((x + 1d), ((dt0-dt) / 365d) - 1d); return resf; } private static double total_f_xirr(double[] payments, double[] days, double x) { double resf = 0d; for (int i = 0; i < payments.length; i++) { resf = resf + f_xirr(payments[i], days[i], days[0], x); } return resf; } private static double total_df_xirr(double[] payments, double[] days, double x) { double resf = 0d; for (int i = 0; i < payments.length; i++) { resf = resf + df_xirr(payments[i], days[i], days[0], x); } return resf; } public static double Newtons_method(double guess, double[] payments, double[] days) { double x0 = guess; double x1 = 0d; double err = 1e+100; while (err > tol) { x1 = x0 - total_f_xirr(payments, days, x0) / total_df_xirr(payments, days, x0); err = Math.abs(x1 - x0); x0 = x1; } return x0; } }