Nothing
library(timekit)
context("Test tk_ts")
AAPL_tbl <- tidyquant::tq_get("AAPL", from = "2015-01-01", to = "2016-12-31")
AAPL_xts <- tk_xts(AAPL_tbl, silent = TRUE)
AAPL_zoo <- tk_zoo(AAPL_tbl, silent = TRUE)
# FUNCTION: tk_ts -----
# tbl to ts -----
test_that("tbl to ts test returns ts with correct rows and columns.", {
# Use date column to specify order
test_ts_1 <- tk_ts(AAPL_tbl, select = -date, freq = 252, start = 2015)
expect_equal(nrow(test_ts_1), 504)
expect_equal(ncol(test_ts_1), 6)
# Reverse coercion
test_ts_2 <- test_ts_1 %>%
tk_tbl(rename_index = "date", timekit_idx = TRUE)
expect_identical(AAPL_tbl, test_ts_2)
# Auto-drop columns
expect_warning(tk_ts(AAPL_tbl, freq = 252, start = 2015)) # dropping date column
# NSE
select <- "adjusted"
test_ts_3 <- tk_ts_(AAPL_tbl, select = select, freq = 252, start = 2015)
expect_equal(nrow(test_ts_3), 504)
expect_equal(ncol(test_ts_3), 1)
expect_equal(colnames(test_ts_3), select)
})
# xts to ts -----
test_that("xts to ts test returns ts with correct rows and columns.", {
# Use date column to specify order
test_ts_4 <- tk_ts(AAPL_xts, freq = 252, start = 2015)
expect_equal(nrow(test_ts_4), 504)
expect_equal(ncol(test_ts_4), 6)
# Reverse coercion
test_ts_5 <- test_ts_4 %>%
tk_xts()
expect_identical(AAPL_xts, test_ts_5)
# Warning if using select field
expect_warning(tk_ts(AAPL_xts, select = -date,
freq = 252, start = 2015)) # only for use with data.frames
# Warning if using date_var field
expect_error(tk_ts(AAPL_xts, date_var = date,
freq = 252, start = 2015)) # date_var not used
})
# zoo to ts -----
test_that("zoo to ts test returns ts with correct rows and columns.", {
# Use date column to specify order
test_ts_6 <- tk_ts(AAPL_zoo, freq = 252, start = 2015)
expect_equal(nrow(test_ts_6), 504)
expect_equal(ncol(test_ts_6), 6)
# Reverse coercion
test_ts_7 <- test_ts_6 %>%
tk_zoo()
expect_identical(AAPL_zoo, test_ts_7)
# Warning if using select field
expect_warning(tk_ts(AAPL_xts, select = -date,
freq = 252, start = 2015)) # only for use with data.frames
# Warning if using date_var field
expect_error(tk_ts(AAPL_xts, date_var = date,
freq = 252, start = 2015)) # date_var not used
})
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.