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Merged
Anexen merged 3 commits into from
Jul 14, 2025
Merged

PyO3 v0.25 #70

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b94e78f
update pyo3 to 0.21
Anexen Aug 17, 2024
99fdc3b
Merge branch 'main' of github.com:Anexen/pyxirr into pyo3-v0.22
Anexen Jul 13, 2025
a87a12c
upgrade: fix bench
Anexen Jul 14, 2025
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302 changes: 126 additions & 176 deletions Cargo.lock
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9 changes: 4 additions & 5 deletions Cargo.toml
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Original file line number Diff line number Diff line change
Expand Up @@ -30,16 +30,15 @@ crate-type = ["rlib", "cdylib"]
doctest = false

[dependencies]
pyo3 = "0.20"
numpy = "0.20"
pyo3 = "0.25"
numpy = "0.25"
time = { version = "0.3", features = ["parsing", "macros"] }
ndarray = "0.15"
# num-complex = "0.4"

[dev-dependencies]
assert_approx_eq = "1.1"
rstest = { version = "0.18.2", default-features = false }
pyo3 = { version = "0.20", features = ["auto-initialize"]}
rstest = { version = "0.25", default-features = false }
pyo3 = { version = "0.25", features = ["auto-initialize"]}

[features]
nonumpy = []
47 changes: 31 additions & 16 deletions benches/comparison.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -2,15 +2,21 @@

extern crate test;

use pyo3::{types::PyModule, Python};
use pyo3::{
ffi::c_str,
types::{PyAnyMethods, PyModule},
Python,
};
use std::ffi::CStr;
use test::{black_box, Bencher};

#[path = "../tests/common/mod.rs"]
mod common;
use common::PaymentsLoader;

// https://stackoverflow.com/questions/8919718/financial-python-library-that-has-xirr-and-xnpv-function
const PURE_PYTHON_IMPL: &str = r#"
const PURE_PYTHON_IMPL: &CStr = c_str!(
r#"
def xirr(transactions):
years = [(ta[0] - transactions[0][0]).days / 365.0 for ta in transactions]
residual = 1
Expand All @@ -30,9 +36,11 @@ def xirr(transactions):
guess -= step
step /= 2.0
return guess
"#;
"#
);

const SCIPY_IMPL: &str = r#"
const SCIPY_IMPL: &CStr = c_str!(
r#"
import scipy.optimize

def xnpv(rate, values, dates):
Expand All @@ -46,15 +54,16 @@ def xirr(values, dates):
return scipy.optimize.newton(lambda r: xnpv(r, values, dates), 0.0)
except RuntimeError: # Failed to converge?
return scipy.optimize.brentq(lambda r: xnpv(r, values, dates), -1.0, 1e10)
"#;
"#
);

macro_rules! bench_rust {
($name:ident, $file:expr) => {
#[bench]
fn $name(b: &mut Bencher) {
Python::with_gil(|py| {
let data = PaymentsLoader::from_csv(py, $file).to_records();
b.iter(|| pyxirr_call_impl!(py, "xirr", black_box((data,))).unwrap());
b.iter(|| pyxirr_call_impl!(py, "xirr", black_box((&data,))).unwrap());
});
}
};
Expand All @@ -65,12 +74,13 @@ macro_rules! bench_scipy {
#[bench]
fn $name(b: &mut Bencher) {
Python::with_gil(|py| {
let xirr = PyModule::from_code(py, SCIPY_IMPL, "xirr.py", "scipy_py_xirr")
.unwrap()
.getattr("xirr")
.unwrap();
let py_mod =
PyModule::from_code(py, SCIPY_IMPL, c_str!("xirr.py"), c_str!("scipy_py_xirr"))
.unwrap();

let xirr = py_mod.getattr("xirr").unwrap();
let data = PaymentsLoader::from_csv(py, $file).to_columns();
b.iter(|| xirr.call1(black_box((data.1, data.0))).unwrap())
b.iter(|| xirr.call1(black_box((&data.1, &data.0))).unwrap())
});
}
};
Expand All @@ -81,12 +91,17 @@ macro_rules! bench_python {
#[bench]
fn $name(b: &mut Bencher) {
Python::with_gil(|py| {
let xirr = PyModule::from_code(py, PURE_PYTHON_IMPL, "xirr.py", "pure_py_xirr")
.unwrap()
.getattr("xirr")
.unwrap();
let py_mod = PyModule::from_code(
py,
PURE_PYTHON_IMPL,
c_str!("xirr.py"),
c_str!("pure_py_xirr"),
)
.unwrap();

let xirr = py_mod.getattr("xirr").unwrap();
let data = PaymentsLoader::from_csv(py, $file).to_records();
b.iter(|| xirr.call1(black_box((data,))).unwrap())
b.iter(|| xirr.call1(black_box((&data,))).unwrap())
});
}
};
Expand Down
8 changes: 4 additions & 4 deletions benches/input.rs
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Expand Up @@ -13,7 +13,7 @@ fn bench_from_records(b: &mut Bencher) {
Python::with_gil(|py| {
let input = "tests/samples/random_100.csv";
let data = common::PaymentsLoader::from_csv(py, input).to_records();
b.iter(|| pyxirr_call_impl!(py, "xirr", (data,)).unwrap());
b.iter(|| pyxirr_call_impl!(py, "xirr", (&data,)).unwrap());
});
}

Expand All @@ -22,7 +22,7 @@ fn bench_from_columns(b: &mut Bencher) {
Python::with_gil(|py| {
let input = "tests/samples/random_100.csv";
let data = common::PaymentsLoader::from_csv(py, input).to_columns();
b.iter(|| pyxirr_call_impl!(py, "xirr", data).unwrap());
b.iter(|| pyxirr_call_impl!(py, "xirr", &data).unwrap());
});
}

Expand All @@ -31,7 +31,7 @@ fn bench_from_dict(b: &mut Bencher) {
Python::with_gil(|py| {
let input = "tests/samples/random_100.csv";
let data = common::PaymentsLoader::from_csv(py, input).to_dict();
b.iter(|| pyxirr_call_impl!(py, "xirr", (data,)).unwrap());
b.iter(|| pyxirr_call_impl!(py, "xirr", (&data,)).unwrap());
});
}

Expand All @@ -40,6 +40,6 @@ fn bench_from_pandas(b: &mut Bencher) {
Python::with_gil(|py| {
let input = "tests/samples/random_100.csv";
let data = common::pd_read_csv(py, input);
b.iter(|| pyxirr_call_impl!(py, "xirr", (data,)).unwrap());
b.iter(|| pyxirr_call_impl!(py, "xirr", (&data,)).unwrap());
});
}
32 changes: 16 additions & 16 deletions benches/npf.rs
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Expand Up @@ -13,17 +13,17 @@ static B_1: &[i32] = &[-100, 39, 59, 55, 20];
#[bench]
fn bench_1_irr(b: &mut Bencher) {
Python::with_gil(|py| {
let payments = PyList::new(py, B_1);
b.iter(|| black_box(pyxirr_call_impl!(py, "irr", (payments,)).unwrap()));
let payments = PyList::new(py, B_1).unwrap();
b.iter(|| black_box(pyxirr_call_impl!(py, "irr", (&payments,)).unwrap()));
});
}

#[bench]
fn bench_1_irr_npf(b: &mut Bencher) {
Python::with_gil(|py| {
let irr = py.import("numpy_financial").unwrap().getattr("irr").unwrap();
let payments = PyList::new(py, B_1);
b.iter(|| black_box(irr.call1((payments,)).unwrap()))
let payments = PyList::new(py, B_1).unwrap();
b.iter(|| black_box(irr.call1((&payments,)).unwrap()))
});
}

Expand Down Expand Up @@ -60,17 +60,17 @@ static B_2: &[f64] = &[
#[bench]
fn bench_2_irr(b: &mut Bencher) {
Python::with_gil(|py| {
let payments = PyList::new(py, B_2);
b.iter(|| black_box(pyxirr_call_impl!(py, "irr", (payments,)).unwrap()));
let payments = PyList::new(py, B_2).unwrap();
b.iter(|| black_box(pyxirr_call_impl!(py, "irr", (&payments,)).unwrap()));
});
}

#[bench]
fn bench_2_irr_npf(b: &mut Bencher) {
Python::with_gil(|py| {
let irr = py.import("numpy_financial").unwrap().getattr("irr").unwrap();
let payments = PyList::new(py, B_2);
b.iter(|| black_box(irr.call1((payments,)).unwrap()))
let payments = PyList::new(py, B_2).unwrap();
b.iter(|| black_box(irr.call1((&payments,)).unwrap()))
});
}

Expand All @@ -79,17 +79,17 @@ static B_3: &[f64] = &[10.0, 1.0, 2.0, -3.0, 4.0];
#[bench]
fn bench_3_irr_none(b: &mut Bencher) {
Python::with_gil(|py| {
let payments = PyList::new(py, B_3);
b.iter(|| black_box(pyxirr_call_impl!(py, "irr", (payments,)).unwrap()));
let payments = PyList::new(py, B_3).unwrap();
b.iter(|| black_box(pyxirr_call_impl!(py, "irr", (&payments,)).unwrap()));
});
}

#[bench]
fn bench_3_irr_none_npf(b: &mut Bencher) {
Python::with_gil(|py| {
let irr = py.import("numpy_financial").unwrap().getattr("irr").unwrap();
let payments = PyList::new(py, B_3);
b.iter(|| black_box(irr.call1((payments,)).unwrap()))
let payments = PyList::new(py, B_3).unwrap();
b.iter(|| black_box(irr.call1((&payments,)).unwrap()))
});
}

Expand All @@ -98,16 +98,16 @@ static B_4: &[i32] = &[-1000, 100, 250, 500, 500];
#[bench]
fn bench_4_mirr(b: &mut Bencher) {
Python::with_gil(|py| {
let values = PyList::new(py, B_4);
b.iter(|| black_box(pyxirr_call_impl!(py, "mirr", (values, 0.1, 0.1)).unwrap()))
let values = PyList::new(py, B_4).unwrap();
b.iter(|| black_box(pyxirr_call_impl!(py, "mirr", (&values, 0.1, 0.1)).unwrap()))
});
}

#[bench]
fn bench_4_mirr_npf(b: &mut Bencher) {
Python::with_gil(|py| {
let mirr = py.import("numpy_financial").unwrap().getattr("mirr").unwrap();
let values = PyList::new(py, B_4);
b.iter(|| black_box(mirr.call1((values, 0.1, 0.1)).unwrap()))
let values = PyList::new(py, B_4).unwrap();
b.iter(|| black_box(mirr.call1((&values, 0.1, 0.1)).unwrap()))
});
}
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