Nothing
library(orderbook)
load("read.orders.time.test.RData")
filename <- system.file("extdata", "sample.txt",
package = "orderbook")
ob <- orderbook(file = filename)
ob <- read.orders(ob, 5000)
## Best bid
stopifnot(isTRUE(identical(11.4, best.bid(ob)[[1]])))
## Best ask
stopifnot(isTRUE(identical(11.41, best.ask(ob)[[1]])))
## Bid Price Levels
stopifnot(isTRUE(identical(as.integer(181), bid.price.levels(ob))))
## Ask Price Levels
stopifnot(isTRUE(identical(as.integer(534), ask.price.levels(ob))))
## Total Price Levels
stopifnot(isTRUE(identical(as.integer(715), total.price.levels(ob))))
## Bid orders
stopifnot(isTRUE(identical(615, bid.orders(ob))))
## Ask orders
stopifnot(isTRUE(identical(1834, ask.orders(ob))))
## Total orders
stopifnot(isTRUE(identical(2449, total.orders(ob))))
## Midpoint
stopifnot(isTRUE(identical(11.405, round(mid.point(ob)[[1]], 3))))
## Inside.market
test <- inside.market(ob, invis = TRUE)
stopifnot(isTRUE(identical(11.41, test[[1]])))
stopifnot(isTRUE(identical(11.4, test[[2]])))
stopifnot(isTRUE(identical(300, test[[3]])))
stopifnot(isTRUE(identical(7400, test[[4]])))
## Spread
stopifnot(isTRUE(identical(0.01, round(spread(ob), 2))))
## "["
ids = c("6487521", "6552654", "6598723")
stopifnot(isTRUE(all(ids %in% ob["11.41"]$id)))
## Midpoint Returns test
midpoints <- midpoint.return(ob, 5, c(5, 10))
stopifnot(isTRUE(identical(round(midpoints[[1]], 2), 0.02)))
stopifnot(isTRUE(identical(round(midpoints[[2]], 2), 0.02)))
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