Nothing
##### Load packages #####
require(testthat)
require(PortfolioAnalytics)
##### Source Demo Script #####
source(system.file("demo/demo_max_Sharpe.R", package="PortfolioAnalytics"))
context("demo_max_Sharpe")
test_that("init.portf contains mean as an objective",
{ expect_that(init.portf$objectives[[1]]$name == "mean", is_true()) })
test_that("init.portf contains StdDev as an objective",
{ expect_that(init.portf$objectives[[2]]$name == "StdDev", is_true()) })
##### maxSR.lo.ROI #####
context("maxSR.lo.ROI")
test_that("maxSR.lo.ROI objective measure mean = 0.006062083",
{ expect_equal(as.numeric(extractObjectiveMeasures(maxSR.lo.ROI)$mean), 0.006062083, tolerance=1e-6) })
test_that("maxSR.lo.ROI objective measure StdDev = 0.008843188",
{ expect_equal(as.numeric(extractObjectiveMeasures(maxSR.lo.ROI)$StdDev), 0.008843188, tolerance=1e-6) })
##### maxSR.lo.RP #####
context("maxSR.lo.RP")
test_that("maxSR.lo.RP objective measure mean is numeric",
{ expect_that(is.numeric(extractObjectiveMeasures(maxSR.lo.RP)$mean), is_true()) })
test_that("maxSR.lo.RP objective measure StdDev is numeric",
{ expect_that(is.numeric(extractObjectiveMeasures(maxSR.lo.RP)$StdDev), is_true()) })
##### maxSR.lo.DE #####
context("maxSR.lo.DE")
test_that("maxSR.lo.DE objective measure mean is numeric",
{ expect_that(is.numeric(extractObjectiveMeasures(maxSR.lo.DE)$mean), is_true()) })
test_that("maxSR.lo.DE objective measure StdDev is numeric",
{ expect_that(is.numeric(extractObjectiveMeasures(maxSR.lo.DE)$StdDev), is_true()) })
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