Nothing
context("Test tk_ts")
library(dplyr)
FB_tbl <- FANG %>% dplyr::filter(symbol == "FB")
FB_xts <- tk_xts(FB_tbl, silent = TRUE)
FB_zoo <- tk_zoo(FB_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(FB_tbl, select = -c(date, symbol), frequency = 252, start = 2015)
expect_equal(nrow(test_ts_1), 1008)
expect_equal(ncol(test_ts_1), 6)
# Reverse coercion
expect_tz_warning(test_ts_2 <- tk_tbl(test_ts_1, rename_index = "date", timetk_idx = TRUE))
expect_identical(FB_tbl %>% dplyr::select(-symbol), test_ts_2)
# Auto-drop columns
expect_warning(tk_ts(FB_tbl, frequency = 252, start = 2015)) # dropping date column
# NSE
select <- "adjusted"
test_ts_3 <- tk_ts_(FB_tbl, select = select, frequency = 252, start = 2015)
expect_equal(nrow(test_ts_3), 1008)
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(FB_xts, frequency = 252, start = 2015)
expect_equal(nrow(test_ts_4), 1008)
expect_equal(ncol(test_ts_4), 6)
# Reverse coercion
expect_tz_warning(test_ts_5 <- test_ts_4 %>% tk_xts())
expect_identical(FB_xts, test_ts_5)
# Warning if using select field
expect_warning(tk_ts(FB_xts, select = -date, frequency = 252, start = 2015)) # only for use with data.frames
# Error if using date_var field
expect_error(tk_ts(FB_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(FB_zoo, frequency = 252, start = 2015)
expect_equal(nrow(test_ts_6), 1008)
expect_equal(ncol(test_ts_6), 6)
# Reverse coercion
test_ts_7 <- test_ts_6 %>%
tk_zoo()
expect_identical(FB_zoo, test_ts_7)
# Warning if using select field
expect_warning(tk_ts(FB_xts, select = -date,
frequency = 252, start = 2015)) # only for use with data.frames
# Warning if using date_var field
expect_error(tk_ts(FB_xts, date_var = date,
freq = 252, start = 2015)) # date_var not used
})
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