Nothing
test_that("plotting risk adjusted returns for optimal allocation", {
safe_asset_return <- 0.015
risky_asset_return_mean <- 0.040 + safe_asset_return
risky_asset_return_sd <- 0.200
risk_aversion <- 2
rar_ra2 <-
plot_risk_adjusted_returns(
safe_asset_return = safe_asset_return,
risky_asset_return_mean = risky_asset_return_mean,
risky_asset_return_sd = risky_asset_return_sd,
risk_aversion = risk_aversion
)
if (interactive()) print(rar_ra2)
vdiffr::expect_doppelganger("rar_ra2",
rar_ra2)
rar_ra3 <-
plot_risk_adjusted_returns(
safe_asset_return = safe_asset_return,
risky_asset_return_mean = risky_asset_return_mean,
risky_asset_return_sd = risky_asset_return_sd,
risk_aversion = risk_aversion + 1
)
if (interactive()) print(rar_ra3)
vdiffr::expect_doppelganger("rar_ra3",
rar_ra3)
})
test_that("plotting risk adjusted returnswith current allocation", {
safe_asset_return <- 0.015
risky_asset_return_mean <- 0.040 + safe_asset_return
risky_asset_return_sd <- 0.200
risk_aversion <- 2 + 1
rar_craa_1 <-
plot_risk_adjusted_returns(
current_risky_asset_allocation = 0.6666,
safe_asset_return = safe_asset_return,
risky_asset_return_mean = risky_asset_return_mean,
risky_asset_return_sd = risky_asset_return_sd,
risk_aversion = risk_aversion
)
if (interactive()) {print(rar_craa_1)}
vdiffr::expect_doppelganger("rar_craa_1",
rar_craa_1)
rar_craa_2 <-
plot_risk_adjusted_returns(
current_risky_asset_allocation = 0.3333,
safe_asset_return = safe_asset_return,
risky_asset_return_mean = risky_asset_return_mean,
risky_asset_return_sd = risky_asset_return_sd,
risk_aversion = risk_aversion
)
if (interactive()) {print(rar_craa_2)}
vdiffr::expect_doppelganger("rar_craa_2",
rar_craa_2)
rar_craa_3 <-
plot_risk_adjusted_returns(
current_risky_asset_allocation = 0,
safe_asset_return = safe_asset_return,
risky_asset_return_mean = risky_asset_return_mean,
risky_asset_return_sd = risky_asset_return_sd,
risk_aversion = risk_aversion
)
if (interactive()) {print(rar_craa_3)}
vdiffr::expect_doppelganger("rar_craa_3",
rar_craa_3)
})
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