mirror of
https://github.com/SamyRai/turash.git
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Repository Structure:
- Move files from cluttered root directory into organized structure
- Create archive/ for archived data and scraper results
- Create bugulma/ for the complete application (frontend + backend)
- Create data/ for sample datasets and reference materials
- Create docs/ for comprehensive documentation structure
- Create scripts/ for utility scripts and API tools
Backend Implementation:
- Implement 3 missing backend endpoints identified in gap analysis:
* GET /api/v1/organizations/{id}/matching/direct - Direct symbiosis matches
* GET /api/v1/users/me/organizations - User organizations
* POST /api/v1/proposals/{id}/status - Update proposal status
- Add complete proposal domain model, repository, and service layers
- Create database migration for proposals table
- Fix CLI server command registration issue
API Documentation:
- Add comprehensive proposals.md API documentation
- Update README.md with Users and Proposals API sections
- Document all request/response formats, error codes, and business rules
Code Quality:
- Follow existing Go backend architecture patterns
- Add proper error handling and validation
- Match frontend expected response schemas
- Maintain clean separation of concerns (handler -> service -> repository)
54 lines
1.2 KiB
Go
54 lines
1.2 KiB
Go
package financial
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import "math"
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// IRRCalculatorImpl implements IRRCalculator interface
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type IRRCalculatorImpl struct{}
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// NewIRRCalculator creates a new IRR calculator
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func NewIRRCalculator() IRRCalculator {
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return &IRRCalculatorImpl{}
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}
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// CalculateIRR calculates Internal Rate of Return using Newton-Raphson method
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// IRR is the discount rate where NPV = 0
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func (irr *IRRCalculatorImpl) CalculateIRR(capex, annualCashFlow float64, years int) float64 {
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if annualCashFlow <= 0 {
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return 0.0 // No positive cash flow
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}
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// Newton-Raphson iteration
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irrRate := 0.1 // Initial guess: 10%
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tolerance := 0.0001
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maxIterations := 100
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for i := 0; i < maxIterations; i++ {
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npv := -capex
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derivative := 0.0
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for year := 1; year <= years; year++ {
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yearFloat := float64(year)
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discountFactor := math.Pow(1+irrRate, yearFloat)
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npv += annualCashFlow / discountFactor
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derivative -= yearFloat * annualCashFlow / math.Pow(1+irrRate, yearFloat+1)
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}
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if math.Abs(npv) < tolerance {
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return irrRate * 100 // Return as percentage
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}
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if derivative != 0 {
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irrRate = irrRate - npv/derivative
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} else {
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break
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}
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// Prevent negative IRR
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if irrRate < -0.99 {
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irrRate = -0.99
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}
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}
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return irrRate * 100 // Return as percentage
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}
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