lib/xirr/bisection.rb in xirr-0.2.5 vs lib/xirr/bisection.rb in xirr-0.2.7

@@ -18,23 +18,52 @@
 
       # Loops until difference is within error margin
       while ((right - left).abs > Xirr::EPS && runs < Xirr.config.iteration_limit.to_i) do
 
         runs += 1
-        npv_positive?(midpoint) == npv_positive?(left) ? left = midpoint : right = midpoint
-        midpoint = format_irr(left, right)
+        left, midpoint, right = bisection(left, midpoint, right)
 
       end
 
       if runs >= Xirr.config.iteration_limit.to_i
         raise ArgumentError, "Did not converge after #{runs} tries."
       end
 
+      # If enabled, will retry XIRR with NewtonMethod
+      if Xirr::FALLBACK && right_limit_reached?(right, midpoint)
+        return NewtonMethod.new(cf).xirr
+      end
+
       return midpoint.round Xirr::PRECISION
 
     end
 
     private
+
+    # @param right [BigDecimal]
+    # @param midpoint [BigDecimal]
+    # @return [Boolean]
+    # Checks if result is the right limit.
+    def right_limit_reached?(right, midpoint)
+      (right - midpoint).abs < Xirr::EPS
+    end
+
+    # @param left [BigDecimal]
+    # @param midpoint [BigDecimal]
+    # @param right [BigDecimal]
+    # @return [Array]
+    # Calculates the Bisections
+    def bisection(left, midpoint, right)
+      _left, _mid = npv_positive?(left), npv_positive?(midpoint)
+      if _left && _mid
+        return left, left, left if npv_positive?(right) # Not Enough Precision in the left to find the IRR
+      end
+      if _left == _mid
+        return midpoint, format_irr(midpoint, right), right # Result is to the Right
+      else
+        return left, format_irr(left, midpoint), midpoint # Result is to the Left
+      end
+    end
 
     # @param midpoint [Float]
     # @return [Bolean]
     # Returns true if result is to the right ot the range
     def npv_positive?(midpoint)