Nothing
################################################################################
##
## $Id: weight.test.R 1625 2010-02-18 19:44:29Z enos $
##
## Tests for the weight function.
##
################################################################################
library(portfolio)
load("weight.test.RData")
## save(x, file = "weight.test.RData", compress = TRUE)
## assigns a value to "in.var" that is not in names(x)
trial.0 <- try(weight(x, in.var = "foo", type = "equal",
size = 2, sides = c("long","short")), silent = TRUE)
if(class(trial.0) == "try-error"){
stopifnot(isTRUE(as.logical(grep("Error.*in\\.var.\\%in\\%.names",trial.0[1]))))
}
## class of x[[in.var]] is not numeric
trial.1 <- try(weight(x, in.var = "alpha.num", type = "equal",
size = 0, sides = c("long","short")), silent = TRUE)
if(class(trial.1) == "try-error"){
stopifnot(isTRUE(as.logical(grep("Error.*is\\.numeric", trial.1[1]))))
}
## Some long + short weight formation tests:
stopifnot(
all.equal(x$out.1.1, weight(x, in.var = "in.1", type = "equal",
size = 2, sides = c("long","short"))),
all.equal(x$out.1.2, weight(x, in.var = "in.1", type = "equal",
size = 3, sides = c("long","short"))),
all.equal(x$out.1.3, weight(x, in.var = "in.1", type = "equal",
size = "quintile",
sides = c("long","short"))),
all.equal(x$out.1.4, weight(x, in.var = "in.1", type = "equal",
size = "tercile",
sides = c("long","short"))),
all.equal(x$out.1.5, weight(x, in.var = "in.1", type = "linear",
size = "tercile",
sides = c("long","short"))),
all.equal(x$out.1.6, weight(x, in.var = "in.1", type = "sigmoid",
size = "demile",
sides = c("long","short"))),
all.equal(x$out.1.7, weight(x, in.var = "in.1",
type = "centroid", size = "demile",
sides = c("long","short")))
)
## The above tests repeated, but for one side only.
## Short-only:
x.s <- x
is.na(x.s) <- !is.na(x.s) & x > 0
stopifnot(
all.equal(x.s$out.1.1, weight(x, in.var = "in.1", type = "equal",
size = 2, sides = c("short"))),
all.equal(x.s$out.1.2, weight(x, in.var = "in.1", type = "equal",
size = 3, sides = c("short"))),
all.equal(x.s$out.1.3, weight(x, in.var = "in.1", type = "equal",
size = "quintile", sides = c("short"))),
all.equal(x.s$out.1.4, weight(x, in.var = "in.1", type = "equal",
size = "tercile", sides = c("short"))),
all.equal(x.s$out.1.5, weight(x, in.var = "in.1", type = "linear",
size = "tercile", sides = c("short"))),
all.equal(x.s$out.1.6, weight(x, in.var = "in.1", type = "sigmoid",
size = "demile", sides = c("short"))),
all.equal(x.s$out.1.7, weight(x, in.var = "in.1", type = "centroid",
size = "demile", sides = c("short")))
)
## Long-only:
x.l <- x
is.na(x.l) <- !is.na(x.l) & x < 0
stopifnot(
all.equal(x.l$out.1.1, weight(x, in.var = "in.1", type = "equal",
size = 2, sides = c("long"))),
all.equal(x.l$out.1.2, weight(x, in.var = "in.1", type = "equal",
size = 3, sides = c("long"))),
all.equal(x.l$out.1.3, weight(x, in.var = "in.1", type = "equal",
size = "quintile", sides = c("long"))),
all.equal(x.l$out.1.4, weight(x, in.var = "in.1", type = "equal",
size = "tercile", sides = c("long"))),
all.equal(x.l$out.1.5, weight(x, in.var = "in.1", type = "linear",
size = "tercile", sides = c("long"))),
all.equal(x.l$out.1.6, weight(x, in.var = "in.1", type = "sigmoid",
size = "demile", sides = c("long"))),
all.equal(x.l$out.1.7, weight(x, in.var = "in.1", type = "centroid",
size = "demile", sides = c("long")))
)
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