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################################################################################
##
## $Id: tradelist.calcSwapsActual.test.R 346 2006-10-01 05:08:55Z enos $
##
## Tests "calcSwapsActual" method of "tradelist" class
##
################################################################################
library(portfolio)
load("tradelist.calcSwapsActual.test.RData")
## save(tl, tl.1, tl.2, truth.swaps.actual, truth.row.names, file = "tradelist.calcSwapsActual.test.RData", compress = TRUE)
## tests that overall behavior of method is correct
tl <- portfolio:::calcSwapsActual(tl)
## truth.swaps.actual <- tl@swaps.actual
stopifnot(all.equal(tl@swaps.actual, truth.swaps.actual))
## tests that setting turnover to 0 causes all swaps to be removed
tl.1 <- portfolio:::calcSwapsActual(tl.1)
stopifnot(all.equal(nrow(tl.1@swaps.actual), 0))
## tests that setting rank.gain.min to 3 removes all swaps with a
## rank.gain of less than 3
tl.2 <- portfolio:::calcSwapsActual(tl.2)
stopifnot(all.equal(row.names(tl.2@swaps.actual), truth.row.names))
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