Nothing
context("Test tk_xts")
FB_tbl <- FANG %>% dplyr::filter(symbol == "FB")
FB_zoo <- tk_zoo(FB_tbl, silent = TRUE)
# FUNCTION: tk_xts -----
# tbl to xts -----
test_that("tbl to xts test returns xts with correct rows and columns.", {
# Use date column to specify order
test_xts_1 <- tk_xts(FB_tbl, select = -c(date, symbol), date_var = date)
expect_equal(nrow(test_xts_1), 1008)
expect_equal(ncol(test_xts_1), 6)
# Use order.by to specify order
test_xts_2 <- tk_xts(FB_tbl[,-2], order.by = FB_tbl$date, silent = TRUE)
expect_equal(nrow(test_xts_2), 1008)
expect_equal(ncol(test_xts_2), 6)
# Auto-index date
expect_message(tk_xts(FB_tbl, select = -c(symbol, date))) # using `date` column as date
# Auto-drop columns
expect_warning(tk_xts(FB_tbl, date_var = date)) # dropping date column
# Auto-index and auto-drop columns
expect_message(expect_warning(tk_xts(FB_tbl))) # using `date` column as date, dropping date column
# NSE
select <- "adjusted"
date_var <- "date"
test_xts_3 <- tk_xts_(FB_tbl, select = select, date_var = date_var)
expect_equal(nrow(test_xts_3), 1008)
expect_equal(ncol(test_xts_3), 1)
expect_equal(colnames(test_xts_3), select)
# Test back-ticked columns
tib <- dplyr::tibble(
`date column` = seq.Date(from = as.Date("2017-01-01"), by = "day", length.out = 10),
`my value` = 1:10
)
test <- tk_xts(tib, silent = TRUE)
expect_equal(nrow(test), 10)
expect_equal(ncol(test), 1)
expect_is(test, "xts")
})
# zoo to xts -----
# Default is xts::xts() for other objects; only test zoo
test_that("zoo to xts test returns xts with correct rows and columns.", {
# Use date column to specify order
test_xts_4 <- tk_xts(FB_zoo)
expect_equal(nrow(test_xts_4), 1008)
expect_equal(ncol(test_xts_4), 6)
# Use order.by to specify order
test_xts_5 <- tk_xts(FB_zoo, order.by = zoo::index(FB_zoo))
expect_equal(nrow(test_xts_5), 1008)
expect_equal(ncol(test_xts_5), 6)
# Warning if using select field
expect_warning(tk_xts(FB_zoo, select = -date)) # only for use with data.frames
# Warning if using date_var field
expect_warning(tk_xts(FB_zoo, date_var = date)) # only for use with data.frames
# Two warnings: select and date_var args only applicable to data.frames
expect_warning(tk_xts(FB_zoo, select = -date, date_var = date))
})
# ts to xts -----
# Default is xts::xts() for other objects; only test zoo
test_that("ts to xts test returns xts with correct rows and columns.", {
# Use date column to specify order
expect_tz_warning(test_xts_6 <- tk_ts(FB_tbl, silent = TRUE) %>% tk_xts())
expect_equal(nrow(test_xts_6), 1008)
expect_equal(ncol(test_xts_6), 6)
})
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