Merge pull request #49 from Kai-Striega/nans_rate

ENH: Return close results in rate calculation

Author: Kai-Striega

numpy_financial/_financial.py

@@ -658,17 +658,21 @@ def rate(nper, pmt, pv, fv, when='end', guess=None, tol=None, maxiter=100):
     rn = guess
     iterator = 0
     close = False
-    while (iterator < maxiter) and not close:
+    while (iterator < maxiter) and not np.all(close):
         rnp1 = rn - _g_div_gp(rn, nper, pmt, pv, fv, when)
         diff = abs(rnp1-rn)
-        close = np.all(diff < tol)
+        close = diff < tol
         iterator += 1
         rn = rnp1
-    if not close:
-        # Return nan's in array of the same shape as rn
-        return default_type(np.nan) + rn
-    else:
-        return rn
+
+    if not np.all(close):
+        if np.isscalar(rn):
+            return default_type(np.nan)
+        else:
+            # Return nan's in array of the same shape as rn
+            # where the solution is not close to tol.
+            rn[~close] = np.nan
+    return rn
 
 
 def _roots(p):

numpy_financial/tests/test_financial.py

@@ -123,6 +123,19 @@ def test_rate_decimal(self):
                         Decimal('10000'))
         assert_equal(Decimal('0.1106908537142689284704528100'), rate)
 
+    def test_gh48(self):
+        """
+        Test the correct result is returned with only infeasible solutions
+        converted to nan.
+        """
+        des = [-0.39920185, -0.02305873, -0.41818459, 0.26513414, numpy.nan]
+        nper = 2
+        pmt = 0
+        pv = [-593.06, -4725.38, -662.05, -428.78, -13.65]
+        fv = [214.07, 4509.97, 224.11, 686.29, -329.67]
+        actual = npf.rate(nper, pmt, pv, fv)
+        assert_allclose(actual, des)
+
 
 class TestNpv:
     def test_npv(self):