Nothing
get_portfolio <- function()
{
idx <- as.Date("2011-01-01") + seq(1,20)
rets <- xts(matrix(rnorm(80), ncol=4), idx)
colnames(rets) <- c('A','B','C','D')
TawnyPortfolio(rets, 15)
}
assert('test.window_at.portfolio', {
p <- get_portfolio()
#cat("\ndim(p$returns):",dim(p$returns),"\n")
p1 <- window_at(p,1)
(nrow(p1$returns) == 15)
(all(p1$returns[1,] == p$returns[1,]))
p2 <- window_at(p,2)
(nrow(p2$returns) == 15)
(all(p2$returns[1,] == p$returns[2,]))
p3 <- window_at(p,3)
(nrow(p3$returns) == 15)
(all(p3$returns[1,] == p$returns[3,]))
p4 <- window_at(p,4)
(nrow(p4$returns) == 15)
(all(p4$returns[1,] == p$returns[4,]))
p5 <- window_at(p,5)
(nrow(p5$returns) == 15)
(all(p5$returns[1,] == p$returns[5,]))
p6 <- window_at(p,6)
(nrow(p6$returns) == 15)
(all(p6$returns[1,] == p$returns[6,]))
})
assert('test.start.TawnyPortfolio', {
p <- get_portfolio()
row <- start(p)
#cat("\nRow:",row,"\n")
#cat("\nRow:",p$rets[5,],"\n")
(all(row == p$rets[5,]))
})
assert('test.end.TawnyPortfolio', {
p <- get_portfolio()
row <- end(p)
(all(row == p$rets[nrow(p$rets),]))
})
# TODO: Add test to verify rownames
assert('test.rollapply.TawnyPortfolio', {
p <- get_portfolio()
out <- rollapply(p, function(x) colSums(x$returns))
#cat("\nout:\n")
#print(out)
(all(out[1,] == colSums(p$returns[1:15,] )))
(all(out[2,] == colSums(p$returns[2:16,] )))
(all(out[3,] == colSums(p$returns[3:17,] )))
(all(out[4,] == colSums(p$returns[4:18,] )))
(all(out[5,] == colSums(p$returns[5:19,] )))
(all(out[6,] == colSums(p$returns[6:20,] )))
})
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.