tests/testthat/test-UCTSUpload.R

In DatastreamDSWS2R: Provides a Link Between the 'Refinitiv Datastream' System and R

##############################################################################################

context("UCTSUpload.R : test of uploading timeSeries")



#------------------------------------------------------------------------------
test_that("test the password encryption function", {

  # Test the password encryption function which should return "134060072035020251227029" for "A1B2c3d5"

  expect_equal(DatastreamDSWS2R:::.EncryptPassword("A1B2c3d5"),
               "134060072035020251227029")

})



#------------------------------------------------------------------------------
test_that(" Test the post string generation code", {
  if(Sys.getenv("DatastreamUsername") == ""){
    skip("Username not available")
  }
  skip_on_cran()


  require(xts)
  testData <- xts(x=c(1, 2.2, 3.12345, 4.5), order.by = as.Date(c("2014-04-22","2014-04-23","2014-04-24","2014-04-25")))


  #Try uploading a real dataset
  sPost <- UCTSUpload(TSCode="TSTEST01",
                      MGMTGroup="TEST",
                      freq = "D",
                      seriesName="Automatic Upload Test",
                      Units="par",
                      Decimals=2,
                      ActPer="Y",
                      freqConversion="END",
                      Alignment="MID",
                      Carry="NO",
                      PrimeCurr="U$",
                      tsData=testData)


  sExpected <-  structure(TRUE, error = "")

  expect_equal(sPost, sExpected)

})



#------------------------------------------------------------------------------
test_that("Test a dataset with an NaN in it", {
  skip_on_cran()

  testData <- xts::xts(x=c(4.445, 4.121, -30754.896, 0.0001, NaN, NA, "TEXT"),
                  order.by = as.Date(c("2013-01-01", "2013-02-01", "2013-03-01", "2013-04-01", "2013-05-01", "2013-06-01", "2013-07-01")))

  sPost <- DatastreamDSWS2R:::.getTimeseries(testData,"M",2,"NA")

  sExpected <-  "4.45,4.12,-30754.90,0.00,NA,NA,NA,"

  expect_equal(sPost , sExpected)

})



#------------------------------------------------------------------------------
test_that("Test a dataset with an NaN, NA and a large value in it", {
  if(Sys.getenv("DatastreamUsername") == ""){
    skip("Username not available")
  }
  skip_on_cran()


  require(xts)
  testData <- xts(x=c(1, 2.2, 3.12345, 14.5, NaN), order.by = as.Date(c("2013-01-01","2013-02-01","2013-03-01","2013-04-01","2013-05-01")))

  sPost <- DatastreamDSWS2R:::.getTimeseries(testData,"M",2,"NA")

  sExpected <- "1.00,2.20,3.12,14.50,NA,"

  expect_equal(sPost , sExpected)

  sPost <- UCTSUpload(TSCode="TSTEST01",
                      MGMTGroup="TEST",
                      freq = "M",
                      seriesName="Automatic Upload Test",
                      Units="par",
                      Decimals=2,
                      ActPer="Y",
                      freqConversion="END",
                      Alignment="MID",
                      Carry="NO",
                      PrimeCurr="U$",
                      tsData=testData)


  sExpected <-  structure(TRUE, error = "")

  expect_equal(sPost , sExpected)

})


#------------------------------------------------------------------------------
test_that("Try uploading a real dataset", {
  if(Sys.getenv("DatastreamUsername") == ""){
    skip("Username not available")
  }
  skip_on_cran()

  require(xts)
  load("testData/f.RData")
  #load("tests/testthat/testData/f.RData")
  fTest<-head(f$First,10)

  # Test getTimeseries for the first 10 points
  tData <- DatastreamDSWS2R:::.getTimeseries(Data=fTest, freq="D", digits=4, NA_VALUE="NA")
  tDataExpected <- "0.8559,NA,NA,NA,0.8579,0.8512,0.8599,NA,NA,0.8596,NA,0.8393,0.8406,0.8274,0.8505,0.8444,"
  expect_equal(tData , tDataExpected)

  #Try a round trip and check if data is the same
  sPost <- UCTSUpload(TSCode="TSTEST01",
                      MGMTGroup="TEST",
                      freq = "D",
                      seriesName="Automatic Upload Test",
                      Units="",
                      Decimals=3,
                      ActPer="Y",
                      freqConversion="END",
                      Alignment="END",
                      Carry="NO",
                      PrimeCurr="",
                      tsData=fTest)
  expect_equal(sPost , structure(TRUE, error = ""))  #Failed to upload

  #Now lets download the data
  dwei <- getDataStream(User=Sys.getenv("DatastreamUsername"), Pass=Sys.getenv("DatastreamPassword"))
  sGet <- timeSeriesRequest(dwei = dwei,
                            DSCodes = "TSTEST01",
                            Instrument = "",
                            startDate = index(first(fTest)),
                            endDate = index(last(fTest)),
                            frequency = "D",
                            sStockList = sTest,
                            aTimeSeries = aTS,
                            verbose = FALSE)

  #So success is aTS is the same as f$First

  xResult <- cbind(round(fTest,digits=3),aTS)  # Need to round to the same number of digits as in upload

  colnames(xResult) <- c("Sent","Got")
  expect_equal(!FALSE %in% as.vector(xResult$Sent==xResult$Got), TRUE)

})


#------------------------------------------------------------------------------
test_that("Try uploading a real dataset with GBP isocode currency", {
  if(Sys.getenv("DatastreamUsername") == ""){
    skip("Username not available")
  }
  skip_on_cran()

  require(xts)
  load(file.path(testthat::test_path(), "testData", "f.RData"))
  fTest<-head(f$First,10)

  # Test getTimeseries for the first 10 points
  tData <- DatastreamDSWS2R:::.getTimeseries(Data=fTest, freq="D", digits=4, NA_VALUE="NA")
  tDataExpected <- "0.8559,NA,NA,NA,0.8579,0.8512,0.8599,NA,NA,0.8596,NA,0.8393,0.8406,0.8274,0.8505,0.8444,"
  expect_equal(tData , tDataExpected)

  #Try a round trip and check if data is the same
  sPost <- UCTSUpload(TSCode="TSTEST99",
                      MGMTGroup="TEST",
                      freq = "D",
                      seriesName="Automatic Upload Test",
                      Units="",
                      Decimals=3,
                      ActPer="Y",
                      freqConversion="END",
                      Alignment="END",
                      Carry="NO",
                      PrimeCurr="GBP",
                      tsData=f)
  expect_equal(sPost , structure(TRUE, error = ""))

  #Now lets download the data
  dwei <- getDataStream(User=Sys.getenv("DatastreamUsername"), Pass=Sys.getenv("DatastreamPassword"))
  sGet <- timeSeriesRequest(dwei = dwei,
                            DSCodes = "TSTEST01",
                            Instrument = "",
                            startDate = index(first(fTest)),
                            endDate = index(last(fTest)),
                            frequency = "D",
                            sStockList = sTest,
                            aTimeSeries = aTS,
                            verbose = FALSE)

  #So success is aTS is the same as f$First

  xResult <- cbind(round(fTest,digits=3),aTS)  # Need to round to the same number of digits as in upload

  colnames(xResult) <- c("Sent","Got")
  expect_equal(!FALSE %in% as.vector(xResult$Sent==xResult$Got), TRUE)

})


#------------------------------------------------------------------------------
test_that("Error when uploading invalid 4 digit currency", {
  if(Sys.getenv("DatastreamUsername") == ""){
    skip("Username not available")
  }
  skip_on_cran()

  require(xts)
  load("testData/f.RData")
  #load("tests/testthat/testData/f.RData")
  fTest<-head(f$First,10)

  # Test getTimeseries for the first 10 points
  tData <- DatastreamDSWS2R:::.getTimeseries(Data=fTest, freq="D", digits=4, NA_VALUE="NA")
  tDataExpected <- "0.8559,NA,NA,NA,0.8579,0.8512,0.8599,NA,NA,0.8596,NA,0.8393,0.8406,0.8274,0.8505,0.8444,"
  expect_equal(tData , tDataExpected)


  #Try a round trip and check if data is the same
  expect_error(UCTSUpload(TSCode="TSTEST01",
                      MGMTGroup="TEST",
                      freq = "D",
                      seriesName="Automatic Upload Test",
                      Units="",
                      Decimals=3,
                      ActPer="Y",
                      freqConversion="END",
                      Alignment="END",
                      Carry="NO",
                      PrimeCurr="GBPS",
                      tsData=fTest),
               "Invalid currency.  Should be either 3 digit ISO code or Datastream code")

})

#------------------------------------------------------------------------------
test_that("Error when uploading invalid 2 digit currency", {
  if(Sys.getenv("DatastreamUsername") == ""){
    skip("Username not available")
  }
  skip_on_cran()

  require(xts)
  load("testData/f.RData")
  #load("tests/testthat/testData/f.RData")
  fTest<-head(f$First,10)

  # Test getTimeseries for the first 10 points
  tData <- DatastreamDSWS2R:::.getTimeseries(Data=fTest, freq="D", digits=4, NA_VALUE="NA")
  tDataExpected <- "0.8559,NA,NA,NA,0.8579,0.8512,0.8599,NA,NA,0.8596,NA,0.8393,0.8406,0.8274,0.8505,0.8444,"
  expect_equal(tData , tDataExpected)

  #Try a round trip and check if data is the same
  expect_error(UCTSUpload(TSCode="TSTEST01",
                          MGMTGroup="TEST",
                          freq = "D",
                          seriesName="Automatic Upload Test",
                          Units="",
                          Decimals=3,
                          ActPer="Y",
                          freqConversion="END",
                          Alignment="END",
                          Carry="NO",
                          PrimeCurr="ZZ",
                          tsData=fTest),
               "Invalid currency.  Should be an Datastream code in table currencyDS2ISO.")

})

#------------------------------------------------------------------------------
test_that("Error when uploading invalid 3 digit currency", {
  if(Sys.getenv("DatastreamUsername") == ""){
    skip("Username not available")
  }
  skip_on_cran()

  require(xts)
  load("testData/f.RData")
  #load("tests/testthat/testData/f.RData")
  fTest<-head(f$First,10)

  # Test getTimeseries for the first 10 points
  tData <- DatastreamDSWS2R:::.getTimeseries(Data=fTest, freq="D", digits=4, NA_VALUE="NA")
  tDataExpected <- "0.8559,NA,NA,NA,0.8579,0.8512,0.8599,NA,NA,0.8596,NA,0.8393,0.8406,0.8274,0.8505,0.8444,"
  expect_equal(tData , tDataExpected)


  #Try a round trip and check if data is the same
  expect_error(UCTSUpload(TSCode="TSTEST01",
                          MGMTGroup="TEST",
                          freq = "D",
                          seriesName="Automatic Upload Test",
                          Units="",
                          Decimals=3,
                          ActPer="Y",
                          freqConversion="END",
                          Alignment="END",
                          Carry="NO",
                          PrimeCurr="ZZZ",
                          tsData=fTest),
               "Invalid currency.  Should be an ISO code in table currencyDS2ISO.")

})