import { xirr } from 'xirr';
export interface CashFlow {
date: Date;
amount: number;
}
/**
* Calculate XIRR for a set of cash flows
* @param cashFlows Array of cash flows with date and amount
* @returns XIRR as a percentage (e.g., 15.5 for 15.5%)
*/
export function calculateXIRR(cashFlows: CashFlow[]): number | null {
if (cashFlows.length < 2) {
return null;
}
try {
// Convert to format expected by xirr library
const xirrInput = cashFlows.map(cf => ({
amount: cf.amount,
when: cf.date,
}));
const result = xirr(xirrInput);
// Convert to percentage
return result * 100;
} catch (error) {
console.error('Error calculating XIRR:', error);
return null;
}
}
/**
* Calculate XIRR for portfolio based on ledger entries
* @param ledgerEntries Array of ledger entries
* @param currentValue Current portfolio value
* @returns XIRR as a percentage
*/
export function calculatePortfolioXIRR(
ledgerEntries: Array<{ posting_date: Date; debit: number; credit: number }>,
currentValue: number
): number | null {
const cashFlows: CashFlow[] = [];
// Process ledger entries
for (const entry of ledgerEntries) {
const netFlow = entry.credit - entry.debit;
if (netFlow !== 0) {
cashFlows.push({
date: entry.posting_date,
amount: netFlow,
});
}
}
// Add current value as final cash flow
if (currentValue > 0) {
cashFlows.push({
date: new Date(),
amount: currentValue,
});
}
return calculateXIRR(cashFlows);
}
/**
* Calculate XIRR for a specific stock
* @param trades Array of trades for the stock
* @param currentPrice Current price of the stock
* @returns XIRR as a percentage
*/
export function calculateStockXIRR(
trades: Array<{
trade_date: Date;
trade_type: 'buy' | 'sell';
quantity: number;
price: number;
}>,
currentPrice: number,
currentQuantity: number
): number | null {
const cashFlows: CashFlow[] = [];
// Process trades
for (const trade of trades) {
const amount = trade.quantity * trade.price;
cashFlows.push({
date: trade.trade_date,
amount: trade.trade_type === 'buy' ? -amount : amount,
});
}
// Add current holdings value
if (currentQuantity > 0) {
cashFlows.push({
date: new Date(),
amount: currentQuantity * currentPrice,
});
}
return calculateXIRR(cashFlows);
}
