FFI

.gitignore

@@ -1,4 +1,8 @@
 target
+.mypy_cache/
+__pycache__
+*.so
+.gdb_history
 .mypy_cache
 __pycache__
 *.so

Cargo.toml

@@ -34,7 +34,7 @@ pyo3 = "0.20"
 numpy = "0.20"
 time = { version = "0.3", features = ["parsing", "macros"] }
 ndarray = "0.15"
-# num-complex = "0.4"
+pyxirr-core = { path = "./core", features = ["vectorization", "python"] }
 
 [dev-dependencies]
 assert_approx_eq = "1.1"

c/Cargo.toml

@@ -0,0 +1,13 @@
+[package]
+name = "xirr-capi"
+version = "0.0.0"
+edition = "2021"
+
+[lib]
+name = "xirr"
+crate-type = ["cdylib"]
+doctest = false
+
+[dependencies]
+libc = "0.2"
+pyxirr-core = { path = "../core" }

c/README.md

@@ -0,0 +1,143 @@
+# FFI interface
+
+FFI (Foreign Function Interface) is a mechanism that allows programs written in
+one programming language to use functions or libraries written in another
+language.
+
+This crate provides financial functions via FFI, so they can be used with other
+languages, such as C, C#, Ruby, NodeJS and many others.
+
+## Building
+
+```bash
+cargo build --release
+```
+
+## `C`
+
+```c
+#include <stdio.h>
+#include <stdlib.h>
+
+// Function to calculate XIRR in C
+extern int xirr(
+    long* dates,
+    int date_count,
+    double* amounts,
+    int amount_count,
+    double guess,
+    unsigned short day_count,
+    double* result
+);
+
+int main() {
+    // Input data
+    long timestamp[] = {1577833200, 1580511600, 1583017200};
+    double amounts[] = {-1000, 750, 500};
+
+    // Call the xirr function
+    double rate;
+    int result_code = xirr(timestamp, 3, amounts, 3, 0.1, 0, &rate);
+
+    // Check the result code and process the result
+    if (result_code == 0) {
+        printf("XIRR result: %lf\n", rate);
+    } else {
+        printf("Error calculating XIRR. Result code: %d\n", result_code);
+    }
+
+    return 0;
+}
+```
+
+Compilation:
+
+```bash
+gcc -L ./target/release -l xirr example.c
+LD_LIBRARY_PATH=./target/release ./a.out
+```
+
+## `C#`
+
+```csharp
+using System;
+using System.Runtime.InteropServices;
+
+public class FFIExample
+{
+    // Change the library name accordingly
+    const string __DllPath = "./target/release/libxirr.so";
+
+    // Import the foreign functions
+    [DllImport(__DllPath)]
+    private static extern int xirr(
+        long[] dates,
+        int dates_length,
+        double[] values,
+        int values_length,
+        double guess,
+        ushort day_count,
+        out double result
+    );
+
+    private static DateTime UNIX_EPOCH = new DateTime(1970, 1, 1);
+
+    public static double XIRR(DateTime[] dates, double[] values, double? guess)
+    {
+        // Prepare data for the foreign function
+        long[] timestamps = dates.Select(DateTimeToUnixTimestamp).ToArray();
+
+        // Call the foreign function
+        int resultCode = xirr(
+            timestamps,
+            timestamps.Length,
+            values,
+            values.Length,
+            guess ?? 0.1,
+            0,
+            out double result
+        );
+
+        // Check the result code and process the result as needed
+        if (resultCode != 0)
+        {
+            throw new Exception($"Error Code: {resultCode}");
+        }
+
+        return result;
+    }
+
+    private static long DateTimeToUnixTimestamp(DateTime datetime)
+    {
+        return (long)(datetime.Subtract(UNIX_EPOCH).TotalSeconds);
+    }
+
+    public static void Main()
+    {
+        // Example data
+        var values = new double[]
+        {
+            -1000.0,
+            750.0,
+            500.0,
+        };
+
+        var dates = new DateTime[]
+        {
+            new DateTime(2020, 1, 1),
+            new DateTime(2020, 2, 1),
+            new DateTime(2020, 3, 1),
+        };
+
+        // Call foreign function
+        double r1 = XIRR(dates, values, null);
+        Console.WriteLine($"XIRR: {r1}");
+    }
+}
+```
+
+Compilation:
+
+```bash
+dotnet run
+```