inst/unitTests/runit.drawdowns.R

In timeSeries: Financial Time Series Objects (Rmetrics)

# Rmetrics is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# Rmetrics is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Library General Public License for more details.
#
# You should have received a copy of the GNU Library General
# Public License along with this library; if not, write to the
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston,
# MA  02111-1307  USA


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test.drawdowns <-
function()
{
    # RUnit Test:

    tS = timeSeries(
        data = matrix(rnorm(200, sd = 1e-3), 100),
            charvec = format(timeSequence(length.out = 100))
        )
    tS
    drawdowns(tS)

    tS = timeSeries(
        data = matrix(rnorm(200, sd = 1e-3), 100),
            charvec = 1:100, format = "counts"
        )
    tS
    drawdowns(tS)
}


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