Nothing
context("realized_value's arguments")
# portfolio_quantity, portfolio_price, transaction_quantity, transaction_price, transaction_type
# Er = (trx_prz - portf_prz) / portf_prz
test_that("realized_value works (zero quantity)", {
expect_equal(realized_value(0, 0, 0, 0, "B", allow_short = TRUE),
c("RG_value" = 0, "RL_value" = 0, "PG_value" = 0, "PL_value" = 0))
expect_equal(realized_value(0, 0, 0, 0, "S", allow_short = TRUE),
c("RG_value" = 0, "RL_value" = 0, "PG_value" = 0, "PL_value" = 0))
})
test_that("realized_value works (long)", {
# paper loss
expect_equal(realized_value(2, 15, 1, 10, "B", allow_short = TRUE),
c("RG_value" = 0, "RL_value" = 0, "PG_value" = 0, "PL_value" = (10 - 15) / 15))
# paper gain
expect_equal(realized_value(2, 10, 1, 15, "B", allow_short = TRUE),
c("RG_value" = 0, "RL_value" = 0, "PG_value" = (15 - 10) / 10, "PL_value" = 0))
# realized loss + paper loss
expect_equal(realized_value(2, 15, -1, 10, "S", allow_short = TRUE),
c("RG_value" = 0, "RL_value" = (10 - 15) / 15, "PG_value" = 0, "PL_value" = (10 - 15) / 15))
# realized gain + paper gain
expect_equal(realized_value(2, 10, -1, 15, "S", allow_short = TRUE),
c("RG_value" = (15 - 10) / 10, "RL_value" = 0, "PG_value" = (15 - 10) / 10, "PL_value" = 0))
# realized loss
expect_equal(realized_value(2, 15, -2, 10, "S", allow_short = TRUE),
c("RG_value" = 0, "RL_value" = (10 - 15) / 15, "PG_value" = 0, "PL_value" = 0))
# realized gain
expect_equal(realized_value(2, 10, -2, 15, "S", allow_short = TRUE),
c("RG_value" = (15 - 10) / 10, "RL_value" = 0, "PG_value" = 0, "PL_value" = 0))
})
test_that("realized_value works (short)", {
# paper loss
expect_equal(realized_value(-2, 15, -1, 10, "S", allow_short = TRUE),
c("RG_value" = 0, "RL_value" = 0, "PG_value" = -(10 - 15) / 15, "PL_value" = 0))
# paper gain
expect_equal(realized_value(-2, 10, -1, 15, "S", allow_short = TRUE),
c("RG_value" = 0, "RL_value" = 0, "PG_value" = 0, "PL_value" = -(15 - 10) / 10))
# realized loss + paper loss
expect_equal(realized_value(-2, 15, 1, 10, "B", allow_short = TRUE),
c("RG_value" = -(10 - 15) / 15, "RL_value" = 0, "PG_value" = -(10 - 15) / 15, "PL_value" = 0))
# realized gain + paper gain
expect_equal(realized_value(-2, 10, 1, 15, "B", allow_short = TRUE),
c("RG_value" = 0, "RL_value" = -(15 - 10) / 10, "PG_value" = 0, "PL_value" = -(15 - 10) / 10))
# realized loss
expect_equal(realized_value(-2, 15, 2, 10, "B", allow_short = TRUE),
c("RG_value" = -(10 - 15) / 15, "RL_value" = 0, "PG_value" = 0, "PL_value" = 0))
# realized gain
expect_equal(realized_value(-2, 10, 2, 15, "B", allow_short = TRUE),
c("RG_value" = 0, "RL_value" = -(15 - 10) / 10, "PG_value" = 0, "PL_value" = 0))
})
test_that("realized_value works (allow_short = FALSE)", {
# long
# paper loss
expect_equal(realized_value(2, 15, 1, 10, "B", allow_short = FALSE),
c("RG_value" = 0, "RL_value" = 0, "PG_value" = 0, "PL_value" = (10 - 15) / 15))
# paper gain
expect_equal(realized_value(2, 10, 1, 15, "B", allow_short = FALSE),
c("RG_value" = 0, "RL_value" = 0, "PG_value" = (15 - 10) / 10, "PL_value" = 0))
# realized loss + paper loss
expect_equal(realized_value(2, 15, -1, 10, "S", allow_short = FALSE),
c("RG_value" = 0, "RL_value" = (10 - 15) / 15, "PG_value" = 0, "PL_value" = (10 - 15) / 15))
# realized gain + paper gain
expect_equal(realized_value(2, 10, -1, 15, "S", allow_short = FALSE),
c("RG_value" = (15 - 10) / 10, "RL_value" = 0, "PG_value" = (15 - 10) / 10, "PL_value" = 0))
# realized loss
expect_equal(realized_value(2, 15, -2, 10, "S", allow_short = FALSE),
c("RG_value" = 0, "RL_value" = (10 - 15) / 15, "PG_value" = 0, "PL_value" = 0))
# realized gain
expect_equal(realized_value(2, 10, -2, 15, "S", allow_short = FALSE),
c("RG_value" = (15 - 10) / 10, "RL_value" = 0, "PG_value" = 0, "PL_value" = 0))
# short
# paper loss
expect_equal(realized_value(-2, 15, -1, 10, "S", allow_short = FALSE),
c("RG_value" = 0, "RL_value" = 0, "PG_value" = 0, "PL_value" = 0))
# paper gain
expect_equal(realized_value(-2, 10, -1, 15, "S", allow_short = FALSE),
c("RG_value" = 0, "RL_value" = 0, "PG_value" = 0, "PL_value" = 0))
# realized loss + paper loss
expect_equal(realized_value(-2, 15, 1, 10, "B", allow_short = FALSE),
c("RG_value" = 0, "RL_value" = 0, "PG_value" = 0, "PL_value" = 0))
# realized gain + paper gain
expect_equal(realized_value(-2, 10, 1, 15, "B", allow_short = FALSE),
c("RG_value" = 0, "RL_value" = 0, "PG_value" = 0, "PL_value" = 0))
# realized loss
expect_equal(realized_value(-2, 15, 2, 10, "B", allow_short = FALSE),
c("RG_value" = 0, "RL_value" = 0, "PG_value" = 0, "PL_value" = 0))
# realized gain
expect_equal(realized_value(-2, 10, 2, 15, "B", allow_short = FALSE),
c("RG_value" = 0, "RL_value" = 0, "PG_value" = 0, "PL_value" = 0))
})
test_that("realized_value works (realized_only = TRUE)", {
# allow_short = TRUE
# long
# paper loss
expect_equal(realized_value(2, 15, 1, 10, "B", allow_short = TRUE, realized_only = TRUE),
c("RG_value" = 0, "RL_value" = 0, "PG_value" = 0, "PL_value" = 0))
# paper gain
expect_equal(realized_value(2, 10, 1, 15, "B", allow_short = TRUE, realized_only = TRUE),
c("RG_value" = 0, "RL_value" = 0, "PG_value" = 0, "PL_value" = 0))
# realized loss + paper loss
expect_equal(realized_value(2, 15, -1, 10, "S", allow_short = TRUE, realized_only = TRUE),
c("RG_value" = 0, "RL_value" = (10 - 15) / 15, "PG_value" = 0, "PL_value" = 0))
# realized gain + paper gain
expect_equal(realized_value(2, 10, -1, 15, "S", allow_short = TRUE, realized_only = TRUE),
c("RG_value" = (15 - 10) / 10, "RL_value" = 0, "PG_value" = 0, "PL_value" = 0))
# realized loss
expect_equal(realized_value(2, 15, -2, 10, "S", allow_short = TRUE, realized_only = TRUE),
c("RG_value" = 0, "RL_value" = (10 - 15) / 15, "PG_value" = 0, "PL_value" = 0))
# realized gain
expect_equal(realized_value(2, 10, -2, 15, "S", allow_short = TRUE, realized_only = TRUE),
c("RG_value" = (15 - 10) / 10, "RL_value" = 0, "PG_value" = 0, "PL_value" = 0))
# short
# paper loss
expect_equal(realized_value(-2, 15, -1, 10, "S", allow_short = TRUE, realized_only = TRUE),
c("RG_value" = 0, "RL_value" = 0, "PG_value" = 0, "PL_value" = 0))
# paper gain
expect_equal(realized_value(-2, 10, -1, 15, "S", allow_short = TRUE, realized_only = TRUE),
c("RG_value" = 0, "RL_value" = 0, "PG_value" = 0, "PL_value" = 0))
# realized loss + paper loss
expect_equal(realized_value(-2, 15, 1, 10, "B", allow_short = TRUE, realized_only = TRUE),
c("RG_value" = -(10 - 15) / 15, "RL_value" = 0, "PG_value" = 0, "PL_value" = 0))
# realized gain + paper gain
expect_equal(realized_value(-2, 10, 1, 15, "B", allow_short = TRUE, realized_only = TRUE),
c("RG_value" = 0, "RL_value" = -(15 - 10) / 10, "PG_value" = 0, "PL_value" = 0))
# realized loss
expect_equal(realized_value(-2, 15, 2, 10, "B", allow_short = TRUE, realized_only = TRUE),
c("RG_value" = -(10 - 15) / 15, "RL_value" = 0, "PG_value" = 0, "PL_value" = 0))
# realized gain
expect_equal(realized_value(-2, 10, 2, 15, "B", allow_short = TRUE, realized_only = TRUE),
c("RG_value" = 0, "RL_value" = -(15 - 10) / 10, "PG_value" = 0, "PL_value" = 0))
# allow_short = FALSE
# long
# paper loss
expect_equal(realized_value(2, 15, 1, 10, "B", allow_short = FALSE, realized_only = TRUE),
c("RG_value" = 0, "RL_value" = 0, "PG_value" = 0, "PL_value" = 0))
# paper gain
expect_equal(realized_value(2, 10, 1, 15, "B", allow_short = FALSE, realized_only = TRUE),
c("RG_value" = 0, "RL_value" = 0, "PG_value" = 0, "PL_value" = 0))
# realized loss + paper loss
expect_equal(realized_value(2, 15, -1, 10, "S", allow_short = FALSE, realized_only = TRUE),
c("RG_value" = 0, "RL_value" = (10 - 15) / 15, "PG_value" = 0, "PL_value" = 0))
# realized gain + paper gain
expect_equal(realized_value(2, 10, -1, 15, "S", allow_short = FALSE, realized_only = TRUE),
c("RG_value" = (15 - 10) / 10, "RL_value" = 0, "PG_value" = 0, "PL_value" = 0))
# realized loss
expect_equal(realized_value(2, 15, -2, 10, "S", allow_short = FALSE, realized_only = TRUE),
c("RG_value" = 0, "RL_value" = (10 - 15) / 15, "PG_value" = 0, "PL_value" = 0))
# realized gain
expect_equal(realized_value(2, 10, -2, 15, "S", allow_short = FALSE, realized_only = TRUE),
c("RG_value" = (15 - 10) / 10, "RL_value" = 0, "PG_value" = 0, "PL_value" = 0))
# short
# paper loss
expect_equal(realized_value(-2, 15, -1, 10, "S", allow_short = FALSE, realized_only = TRUE),
c("RG_value" = 0, "RL_value" = 0, "PG_value" = 0, "PL_value" = 0))
# paper gain
expect_equal(realized_value(-2, 10, -1, 15, "S", allow_short = FALSE, realized_only = TRUE),
c("RG_value" = 0, "RL_value" = 0, "PG_value" = 0, "PL_value" = 0))
# realized loss + paper loss
expect_equal(realized_value(-2, 15, 1, 10, "B", allow_short = FALSE, realized_only = TRUE),
c("RG_value" = 0, "RL_value" = 0, "PG_value" = 0, "PL_value" = 0))
# realized gain + paper gain
expect_equal(realized_value(-2, 10, 1, 15, "B", allow_short = FALSE, realized_only = TRUE),
c("RG_value" = 0, "RL_value" = 0, "PG_value" = 0, "PL_value" = 0))
# realized loss
expect_equal(realized_value(-2, 15, 2, 10, "B", allow_short = FALSE, realized_only = TRUE),
c("RG_value" = 0, "RL_value" = 0, "PG_value" = 0, "PL_value" = 0))
# realized gain
expect_equal(realized_value(-2, 10, 2, 15, "B", allow_short = FALSE, realized_only = TRUE),
c("RG_value" = 0, "RL_value" = 0, "PG_value" = 0, "PL_value" = 0))
})
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