Nothing
context("paper_compute's arguments")
df <- data.frame("asset" = LETTERS[1:5],
"quantity" = c(0, 2, 2, -2, -2),
"price" = c(0, 15, 10, 15, 10),
"market_price" = c(0, 10, 15, 10, 15))
res <- data.frame("asset" = LETTERS[1:5],
"RG_count" = c(0, 0, 0, 0, 0),
"RL_count" = c(0, 0, 0, 0, 0),
"PG_count" = c(0, 0, 1, 1, 0),
"PL_count" = c(0, 1, 0, 0, 1),
"RG_total" = c(0, 0, 0, 0, 0),
"RL_total" = c(0, 0, 0, 0, 0),
"PG_total" = c(0, 0, 2, 2, 0),
"PL_total" = c(0, 2, 0, 0, 2),
"RG_value" = c(0, 0, 0, 0, 0),
"RL_value" = c(0, 0, 0, 0, 0),
"PG_value" = c(0, 0, (15 - 10) / 10, -(10 - 15) / 15, 0),
"PL_value" = c(0, (10 - 15) / 15, 0, 0, -(15 - 10) / 10),
"RG_duration" = c(0, 0, 0, 0, 0),
"RL_duration" = c(0, 0, 0, 0, 0),
"PG_duration" = c(0, 0, 14, 14, 0),
"PL_duration" = c(0, 14, 0, 0, 14))
prev_dtt <- as.POSIXct("2021-01-04 10:00:00", tz = "UTC")
trx_dtt <- as.POSIXct("2021-01-05 10:00:00", tz = "UTC")
test_that("paper_compute works (method = count)", {
expect_equal(paper_compute(df$quantity, df$price, df$market_price, prev_dtt, trx_dtt,
df$asset, allow_short = TRUE, method = "count"),
res[, c(1, 2:5)])
})
test_that("paper_compute works (method = total)", {
expect_equal(paper_compute(df$quantity, df$price, df$market_price, prev_dtt, trx_dtt,
df$asset, allow_short = TRUE, method = "total"),
res[, c(1, 6:9)])
})
test_that("paper_compute works (method = value)", {
expect_equal(paper_compute(df$quantity, df$price, df$market_price, prev_dtt, trx_dtt,
df$asset, allow_short = TRUE, method = "value"),
res[, c(1, 10:13)])
})
test_that("paper_compute works (method = duration)", {
expect_equal(paper_compute(df$quantity, df$price, df$market_price, prev_dtt, trx_dtt,
df$asset, allow_short = TRUE, method = "duration"),
res[, c(1, 14:17)])
})
test_that("paper_compute works (method = all)", {
expect_equal(paper_compute(df$quantity, df$price, df$market_price, prev_dtt, trx_dtt,
df$asset, allow_short = TRUE, method = "all"),
res)
})
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.