tests/calc.true.weight.test.R

In backtest: Exploring Portfolio-Based Conjectures About Financial Instruments

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## Tests for function "calc.true.weight"
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library(backtest)

load("calc.true.weight.test.RData")

## save(calc.data, calc.truth, file = "calc.true.weight.RData")


result <- backtest:::calc.true.weight(calc.data, "date", "id", 2)
true.weight.result <- result$weight


stopifnot(
          isTRUE(all.equal(true.weight.result, calc.truth))
          )