[FIXED] How to calculate XIRR for each investment using python

Issue

I am trying to apply an XIRR Formula so that the percentage of each investment is calculated separately.

I Have data in excel file like:

https://i.stack.imgur.com/yqMiV.png

headers: Script,date,Values

result : Scrip and XIRR

Used Python library:

#pip install pyxirr

from pyxirr import xirr

I am Calculating for single script code like the below and appending it to a dataframe:

S1= df[["Date","Value"]][df["Script"]=="S1"]
S1= S1[["Date","Value"]]
S1_1= round(xirr(S1),2)*100
S1_1= pd.DataFrame({"Script": "S1","XIRR": S1_1},index=[1])
XIRR = XIRR.append(S1_1, ignore_index=True)

How can I apply a function/loop to calculate different scripts at one place and create a new dataframe of the results(image is attached).

Solution

You can group by your DataFrame by Script and apply xirr function to the each group:

from io import StringIO
import pandas as pd
from pyxirr import xirr

# some data for reproducibility:
csv_content = """
Script,Date,Value,Comment
S1,10/20/2019,-2000,Invested
S1,11/19/2019,-1800,Invested
S1,12/19/2019,-1600,Invested
S1,11/29/2021,9000,Current Value
S2,9/25/2019,-2000,Invested
S2,10/25/2019,-1800,Invested
S2,11/24/2019,-1600,Invested
S2,11/28/2021,9000,Current Value
"""
df = pd.read_csv(StringIO(csv_content), parse_dates=["Date"])

# the code you actually need
# [["Date", "Value"]] selects only columns required for xirr
result = df.groupby("Script")[["Date", "Value"]].apply(xirr)
print(result)

result will be

Script
S1    0.285053
S2    0.275016
dtype: float64

Answered By - Alexander Volkovsky

Answer Checked By - Cary Denson (PHPFixing Admin)