tests/testthat/test-UCTSUpload.R
In CharlesCara/DatastreamDSWS2R: Provides a Link Between the 'LSEG Datastream' System and R
##############################################################################################
context("UCTSUpload.R : test of uploading timeSeries")
#------------------------------------------------------------------------------
test_that("test the password encryption function", {
# Test the password encryption function which should return "134060072035020251227029" for "A1B2c3d5"
expect_equal(DatastreamDSWS2R:::.EncryptPassword("A1B2c3d5"),
"134060072035020251227029")
})
#------------------------------------------------------------------------------
test_that(" Test the post string generation code", {
if (Sys.getenv("DatastreamUsername") == "") {
skip("Username not available")
}
skip_on_cran()
testData <- xts::xts(x = c(1, 2.2, 3.12345, 4.5), order.by = as.Date(c("2014-04-22","2014-04-23","2014-04-24","2014-04-25")))
#Try uploading a real dataset
sPost <- UCTSUpload(TSCode = "TSTEST01",
MGMTGroup = "TEST",
freq = "D",
seriesName = "Automatic Upload Test",
Units = "par",
Decimals = 2,
ActPer = "Y",
freqConversion = "END",
Alignment = "MID",
Carry = "NO",
PrimeCurr = "U$",
tsData = testData)
sExpected <- structure(TRUE, error = "")
expect_equal(sPost, sExpected)
})
#------------------------------------------------------------------------------
test_that("Test a dataset with an NaN in it", {
skip_on_cran()
testData <- xts::xts(x = c(4.445, 4.121, -30754.896, 0.0001, NaN, NA, "TEXT"),
order.by = as.Date(c("2013-01-01", "2013-02-01", "2013-03-01", "2013-04-01", "2013-05-01", "2013-06-01", "2013-07-01")))
sPost <- DatastreamDSWS2R:::.getTimeseries(testData,"M",2,"NA")
sExpected <- "4.45,4.12,-30754.90,0.00,NA,NA,NA,"
expect_equal(sPost , sExpected)
})
#------------------------------------------------------------------------------
test_that("Test a dataset with an NaN, NA and a large value in it", {
if (Sys.getenv("DatastreamUsername") == "") {
skip("Username not available")
}
skip_on_cran()
testData <- xts::xts(x = c(1, 2.2, 3.12345, 14.5, NaN), order.by = as.Date(c("2013-01-01","2013-02-01","2013-03-01","2013-04-01","2013-05-01")))
sPost <- DatastreamDSWS2R:::.getTimeseries(testData,"M",2,"NA")
sExpected <- "1.00,2.20,3.12,14.50,NA,"
expect_equal(sPost , sExpected)
sPost <- UCTSUpload(TSCode = "TSTEST01",
MGMTGroup = "TEST",
freq = "M",
seriesName = "Automatic Upload Test",
Units = "par",
Decimals = 2,
ActPer = "Y",
freqConversion = "END",
Alignment = "MID",
Carry = "NO",
PrimeCurr = "U$",
tsData = testData)
sExpected <- structure(TRUE, error = "")
expect_equal(sPost , sExpected)
})
#------------------------------------------------------------------------------
test_that("Try uploading a real dataset", {
if (Sys.getenv("DatastreamUsername") == "") {
skip("Username not available")
}
skip_on_cran()
load("testData/f.RData")
#load("tests/testthat/testData/f.RData")
fTest <- head(f$First,10)
# Test getTimeseries for the first 10 points
tData <- DatastreamDSWS2R:::.getTimeseries(Data = fTest, freq = "D", digits = 4, NA_VALUE = "NA")
tDataExpected <- "0.8559,NA,NA,NA,0.8579,0.8512,0.8599,NA,NA,0.8596,NA,0.8393,0.8406,0.8274,0.8505,0.8444,"
expect_equal(tData , tDataExpected)
#Try a round trip and check if data is the same
sPost <- UCTSUpload(TSCode = "TSTEST01",
MGMTGroup = "TEST",
freq = "D",
seriesName = "Automatic Upload Test",
Units = "",
Decimals = 3,
ActPer = "Y",
freqConversion = "END",
Alignment = "END",
Carry = "NO",
PrimeCurr = "",
tsData = fTest)
expect_equal(sPost , structure(TRUE, error = "")) #Failed to upload
#Now lets download the data
dwei <- getDataStream(User = Sys.getenv("DatastreamUsername"), Pass = Sys.getenv("DatastreamPassword"))
sGet <- timeSeriesRequest(dwei = dwei,
DSCodes = "TSTEST01",
Instrument = "",
startDate = index(first(fTest)),
endDate = index(last(fTest)),
frequency = "D",
sStockList = sTest,
aTimeSeries = aTS,
verbose = FALSE)
#So success is aTS is the same as f$First
xResult <- cbind(round(fTest, digits = 3), aTS) # Need to round to the same number of digits as in upload
colnames(xResult) <- c("Sent", "Got")
expect_equal(!FALSE %in% as.vector(xResult$Sent == xResult$Got), TRUE)
})
#------------------------------------------------------------------------------
test_that("Try uploading a real dataset with GBP isocode currency", {
if (Sys.getenv("DatastreamUsername") == "") {
skip("Username not available")
}
skip_on_cran()
load(file.path(testthat::test_path(), "testData", "f.RData"))
fTest <- head(f$First, 10)
# Test getTimeseries for the first 10 points
tData <- DatastreamDSWS2R:::.getTimeseries(Data = fTest, freq = "D", digits = 4, NA_VALUE = "NA")
tDataExpected <- "0.8559,NA,NA,NA,0.8579,0.8512,0.8599,NA,NA,0.8596,NA,0.8393,0.8406,0.8274,0.8505,0.8444,"
expect_equal(tData , tDataExpected)
#Try a round trip and check if data is the same
sPost <- UCTSUpload(TSCode = "TSTEST99",
MGMTGroup = "TEST",
freq = "D",
seriesName = "Automatic Upload Test",
Units = "",
Decimals = 3,
ActPer = "Y",
freqConversion = "END",
Alignment = "END",
Carry = "NO",
PrimeCurr = "GBP",
tsData = f)
expect_equal(sPost , structure(TRUE, error = ""))
#Now lets download the data
dwei <- getDataStream(User = Sys.getenv("DatastreamUsername"),
Pass = Sys.getenv("DatastreamPassword"))
sGet <- timeSeriesRequest(dwei = dwei,
DSCodes = "TSTEST01",
Instrument = "",
startDate = index(first(fTest)),
endDate = index(last(fTest)),
frequency = "D",
sStockList = sTest,
aTimeSeries = aTS,
verbose = FALSE)
#So success is aTS is the same as f$First
xResult <- cbind(round(fTest,digits = 3), aTS) # Need to round to the same number of digits as in upload
colnames(xResult) <- c("Sent","Got")
expect_equal(!FALSE %in% as.vector(xResult$Sent == xResult$Got), TRUE)
})
#------------------------------------------------------------------------------
test_that("Error when uploading invalid 4 digit currency", {
if (Sys.getenv("DatastreamUsername") == "") {
skip("Username not available")
}
skip_on_cran()
load("testData/f.RData")
#load("tests/testthat/testData/f.RData")
fTest <- head(f$First,10)
# Test getTimeseries for the first 10 points
tData <- DatastreamDSWS2R:::.getTimeseries(Data = fTest, freq = "D", digits = 4, NA_VALUE = "NA")
tDataExpected <- "0.8559,NA,NA,NA,0.8579,0.8512,0.8599,NA,NA,0.8596,NA,0.8393,0.8406,0.8274,0.8505,0.8444,"
expect_equal(tData , tDataExpected)
#Try a round trip and check if data is the same
expect_error(UCTSUpload(TSCode = "TSTEST01",
MGMTGroup = "TEST",
freq = "D",
seriesName = "Automatic Upload Test",
Units = "",
Decimals = 3,
ActPer = "Y",
freqConversion = "END",
Alignment = "END",
Carry = "NO",
PrimeCurr = "GBPS",
tsData = fTest),
"Invalid currency. Should be either 3 digit ISO code or Datastream code")
})
#------------------------------------------------------------------------------
test_that("Error when uploading invalid 2 digit currency", {
if (Sys.getenv("DatastreamUsername") == "") {
skip("Username not available")
}
skip_on_cran()
load("testData/f.RData")
#load("tests/testthat/testData/f.RData")
fTest <- head(f$First,10)
# Test getTimeseries for the first 10 points
tData <- DatastreamDSWS2R:::.getTimeseries(Data = fTest, freq = "D", digits = 4, NA_VALUE = "NA")
tDataExpected <- "0.8559,NA,NA,NA,0.8579,0.8512,0.8599,NA,NA,0.8596,NA,0.8393,0.8406,0.8274,0.8505,0.8444,"
expect_equal(tData , tDataExpected)
#Try a round trip and check if data is the same
expect_error(UCTSUpload(TSCode = "TSTEST01",
MGMTGroup = "TEST",
freq = "D",
seriesName = "Automatic Upload Test",
Units = "",
Decimals = 3,
ActPer = "Y",
freqConversion = "END",
Alignment = "END",
Carry = "NO",
PrimeCurr = "ZZ",
tsData = fTest),
"Invalid currency. Should be an Datastream code in table currencyDS2ISO.")
})
#------------------------------------------------------------------------------
test_that("Error when uploading invalid 3 digit currency", {
if (Sys.getenv("DatastreamUsername") == "") {
skip("Username not available")
}
skip_on_cran()
load("testData/f.RData")
#load("tests/testthat/testData/f.RData")
fTest <- head(f$First,10)
# Test getTimeseries for the first 10 points
tData <- DatastreamDSWS2R:::.getTimeseries(Data = fTest, freq = "D", digits = 4, NA_VALUE = "NA")
tDataExpected <- "0.8559,NA,NA,NA,0.8579,0.8512,0.8599,NA,NA,0.8596,NA,0.8393,0.8406,0.8274,0.8505,0.8444,"
expect_equal(tData , tDataExpected)
#Try a round trip and check if data is the same
expect_error(UCTSUpload(TSCode = "TSTEST01",
MGMTGroup = "TEST",
freq = "D",
seriesName = "Automatic Upload Test",
Units = "",
Decimals = 3,
ActPer = "Y",
freqConversion = "END",
Alignment = "END",
Carry = "NO",
PrimeCurr = "ZZZ",
tsData = fTest),
"Invalid currency. Should be an ISO code in table currencyDS2ISO.")
})
#------------------------------------------------------------------------------
test_that("Check timing of daily uploads which start on the weekend", {
if (Sys.getenv("DatastreamUsername") == "") {
skip("Username not available")
}
skip_on_cran()
mydsws <- dsws$new()
# Start date is a Tuesday
fTest <- xts::xts(1:10,
order.by = as.Date(c(
"2024-01-09",
"2024-01-10",
"2024-01-11",
"2024-01-12",
"2024-01-15",
"2024-01-16",
"2024-01-17",
"2024-01-18",
"2024-01-19",
"2024-01-22")))
ret <- UCTSUpload(TSCode = "TSTESTD2",
MGMTGroup = "TEST",
freq = "D",
seriesName = "Automatic Upload Test",
Units = "",
Decimals = 3,
ActPer = "Y",
freqConversion = "END",
Alignment = "END",
Carry = "NO",
PrimeCurr = "",
tsData = fTest)
Sys.sleep(3)
fRet <- mydsws$timeSeriesRequest(instrument = "TSTESTD2",
datatype = "",
startDate = as.Date("2024-01-09"),
endDate = as.Date("2024-01-22"),
frequency = "D")
fM <- xts::merge.xts(fTest, fRet)
fM$Diff <- fM[,1] - fM[,2]
testthat::expect_false(any(fM$Diff != 0))
rm(fTest, fRet, fM, ret)
# Start date is a Friday
fTest <- xts::xts(1:10,
order.by = as.Date(c(
"2024-01-12",
"2024-01-15",
"2024-01-16",
"2024-01-17",
"2024-01-18",
"2024-01-19",
"2024-01-22",
"2024-01-23",
"2024-01-24",
"2024-01-25")))
ret <- UCTSUpload(TSCode = "TSTESTD5",
MGMTGroup = "TEST",
freq = "D",
seriesName = "Automatic Upload Test",
Units = "",
Decimals = 3,
ActPer = "Y",
freqConversion = "END",
Alignment = "END",
Carry = "NO",
PrimeCurr = "",
tsData = fTest)
Sys.sleep(3)
fRet <- mydsws$timeSeriesRequest(instrument = "TSTESTD5",
datatype = "",
startDate = as.Date("2024-01-12"),
endDate = as.Date("2024-01-25"),
frequency = "D")
fM <- xts::merge.xts(fTest, fRet)
fM$Diff <- fM[,1] - fM[,2]
testthat::expect_false(any(fM$Diff != 0))
rm(fTest, fRet, fM, ret)
# Start date is a Saturday, but have weekends
fTest <- xts::xts(1:10,
order.by = as.Date(c(
"2024-01-13",
"2024-01-15",
"2024-01-16",
"2024-01-17",
"2024-01-18",
"2024-01-19",
"2024-01-22",
"2024-01-23",
"2024-01-24",
"2024-01-25")))
ret <- UCTSUpload(TSCode = "TSTESTD6",
MGMTGroup = "TEST",
freq = "D",
seriesName = "SaturdayStart",
Units = "",
Decimals = 3,
ActPer = "Y",
freqConversion = "END",
Alignment = "END",
Carry = "NO",
PrimeCurr = "",
tsData = fTest)
Sys.sleep(3)
fRet <- mydsws$timeSeriesRequest(instrument = "TSTESTD6",
datatype = "",
startDate = as.Date("2024-01-12"),
endDate = as.Date("2024-01-25"),
frequency = "D")
fM <- xts::merge.xts(fTest, fRet)
fM$Diff <- fM[,1] - fM[,2]
testthat::expect_false(any(fM$Diff[-(1:2)] != 0))
testthat::expect_true(zoo::index(fM)[1] == as.Date("2024-01-12"))
rm(fTest, fRet, fM, ret)
# Start date is a Sunday, but have weekends
fTest <- xts::xts(1:10,
order.by = as.Date(c(
"2024-01-14",
"2024-01-15",
"2024-01-16",
"2024-01-17",
"2024-01-18",
"2024-01-19",
"2024-01-22",
"2024-01-23",
"2024-01-24",
"2024-01-25")))
ret <- UCTSUpload(TSCode = "TSTESTD7",
MGMTGroup = "TEST",
freq = "D",
seriesName = "SundayStart",
Units = "",
Decimals = 3,
ActPer = "Y",
freqConversion = "END",
Alignment = "END",
Carry = "NO",
PrimeCurr = "",
tsData = fTest)
Sys.sleep(3)
fRet <- mydsws$timeSeriesRequest(instrument = "TSTESTD7",
datatype = "",
startDate = as.Date("2024-01-12"),
endDate = as.Date("2024-01-25"),
frequency = "D")
fM <- xts::merge.xts(fTest, fRet)
fM$Diff <- fM[,1] - fM[,2]
testthat::expect_true(zoo::index(fM)[1] == as.Date("2024-01-12"))
testthat::expect_false(any(fM$Diff[-(1:2)] != 0))
rm(fTest, fRet, fM, ret)
})
CharlesCara/DatastreamDSWS2R documentation built on Jan. 31, 2024, 1 a.m.
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##############################################################################################
context("UCTSUpload.R : test of uploading timeSeries")
#------------------------------------------------------------------------------
test_that("test the password encryption function", {
# Test the password encryption function which should return "134060072035020251227029" for "A1B2c3d5"
expect_equal(DatastreamDSWS2R:::.EncryptPassword("A1B2c3d5"),
"134060072035020251227029")
})
#------------------------------------------------------------------------------
test_that(" Test the post string generation code", {
if (Sys.getenv("DatastreamUsername") == "") {
skip("Username not available")
}
skip_on_cran()
testData <- xts::xts(x = c(1, 2.2, 3.12345, 4.5), order.by = as.Date(c("2014-04-22","2014-04-23","2014-04-24","2014-04-25")))
#Try uploading a real dataset
sPost <- UCTSUpload(TSCode = "TSTEST01",
MGMTGroup = "TEST",
freq = "D",
seriesName = "Automatic Upload Test",
Units = "par",
Decimals = 2,
ActPer = "Y",
freqConversion = "END",
Alignment = "MID",
Carry = "NO",
PrimeCurr = "U$",
tsData = testData)
sExpected <- structure(TRUE, error = "")
expect_equal(sPost, sExpected)
})
#------------------------------------------------------------------------------
test_that("Test a dataset with an NaN in it", {
skip_on_cran()
testData <- xts::xts(x = c(4.445, 4.121, -30754.896, 0.0001, NaN, NA, "TEXT"),
order.by = as.Date(c("2013-01-01", "2013-02-01", "2013-03-01", "2013-04-01", "2013-05-01", "2013-06-01", "2013-07-01")))
sPost <- DatastreamDSWS2R:::.getTimeseries(testData,"M",2,"NA")
sExpected <- "4.45,4.12,-30754.90,0.00,NA,NA,NA,"
expect_equal(sPost , sExpected)
})
#------------------------------------------------------------------------------
test_that("Test a dataset with an NaN, NA and a large value in it", {
if (Sys.getenv("DatastreamUsername") == "") {
skip("Username not available")
}
skip_on_cran()
testData <- xts::xts(x = c(1, 2.2, 3.12345, 14.5, NaN), order.by = as.Date(c("2013-01-01","2013-02-01","2013-03-01","2013-04-01","2013-05-01")))
sPost <- DatastreamDSWS2R:::.getTimeseries(testData,"M",2,"NA")
sExpected <- "1.00,2.20,3.12,14.50,NA,"
expect_equal(sPost , sExpected)
sPost <- UCTSUpload(TSCode = "TSTEST01",
MGMTGroup = "TEST",
freq = "M",
seriesName = "Automatic Upload Test",
Units = "par",
Decimals = 2,
ActPer = "Y",
freqConversion = "END",
Alignment = "MID",
Carry = "NO",
PrimeCurr = "U$",
tsData = testData)
sExpected <- structure(TRUE, error = "")
expect_equal(sPost , sExpected)
})
#------------------------------------------------------------------------------
test_that("Try uploading a real dataset", {
if (Sys.getenv("DatastreamUsername") == "") {
skip("Username not available")
}
skip_on_cran()
load("testData/f.RData")
#load("tests/testthat/testData/f.RData")
fTest <- head(f$First,10)
# Test getTimeseries for the first 10 points
tData <- DatastreamDSWS2R:::.getTimeseries(Data = fTest, freq = "D", digits = 4, NA_VALUE = "NA")
tDataExpected <- "0.8559,NA,NA,NA,0.8579,0.8512,0.8599,NA,NA,0.8596,NA,0.8393,0.8406,0.8274,0.8505,0.8444,"
expect_equal(tData , tDataExpected)
#Try a round trip and check if data is the same
sPost <- UCTSUpload(TSCode = "TSTEST01",
MGMTGroup = "TEST",
freq = "D",
seriesName = "Automatic Upload Test",
Units = "",
Decimals = 3,
ActPer = "Y",
freqConversion = "END",
Alignment = "END",
Carry = "NO",
PrimeCurr = "",
tsData = fTest)
expect_equal(sPost , structure(TRUE, error = "")) #Failed to upload
#Now lets download the data
dwei <- getDataStream(User = Sys.getenv("DatastreamUsername"), Pass = Sys.getenv("DatastreamPassword"))
sGet <- timeSeriesRequest(dwei = dwei,
DSCodes = "TSTEST01",
Instrument = "",
startDate = index(first(fTest)),
endDate = index(last(fTest)),
frequency = "D",
sStockList = sTest,
aTimeSeries = aTS,
verbose = FALSE)
#So success is aTS is the same as f$First
xResult <- cbind(round(fTest, digits = 3), aTS) # Need to round to the same number of digits as in upload
colnames(xResult) <- c("Sent", "Got")
expect_equal(!FALSE %in% as.vector(xResult$Sent == xResult$Got), TRUE)
})
#------------------------------------------------------------------------------
test_that("Try uploading a real dataset with GBP isocode currency", {
if (Sys.getenv("DatastreamUsername") == "") {
skip("Username not available")
}
skip_on_cran()
load(file.path(testthat::test_path(), "testData", "f.RData"))
fTest <- head(f$First, 10)
# Test getTimeseries for the first 10 points
tData <- DatastreamDSWS2R:::.getTimeseries(Data = fTest, freq = "D", digits = 4, NA_VALUE = "NA")
tDataExpected <- "0.8559,NA,NA,NA,0.8579,0.8512,0.8599,NA,NA,0.8596,NA,0.8393,0.8406,0.8274,0.8505,0.8444,"
expect_equal(tData , tDataExpected)
#Try a round trip and check if data is the same
sPost <- UCTSUpload(TSCode = "TSTEST99",
MGMTGroup = "TEST",
freq = "D",
seriesName = "Automatic Upload Test",
Units = "",
Decimals = 3,
ActPer = "Y",
freqConversion = "END",
Alignment = "END",
Carry = "NO",
PrimeCurr = "GBP",
tsData = f)
expect_equal(sPost , structure(TRUE, error = ""))
#Now lets download the data
dwei <- getDataStream(User = Sys.getenv("DatastreamUsername"),
Pass = Sys.getenv("DatastreamPassword"))
sGet <- timeSeriesRequest(dwei = dwei,
DSCodes = "TSTEST01",
Instrument = "",
startDate = index(first(fTest)),
endDate = index(last(fTest)),
frequency = "D",
sStockList = sTest,
aTimeSeries = aTS,
verbose = FALSE)
#So success is aTS is the same as f$First
xResult <- cbind(round(fTest,digits = 3), aTS) # Need to round to the same number of digits as in upload
colnames(xResult) <- c("Sent","Got")
expect_equal(!FALSE %in% as.vector(xResult$Sent == xResult$Got), TRUE)
})
#------------------------------------------------------------------------------
test_that("Error when uploading invalid 4 digit currency", {
if (Sys.getenv("DatastreamUsername") == "") {
skip("Username not available")
}
skip_on_cran()
load("testData/f.RData")
#load("tests/testthat/testData/f.RData")
fTest <- head(f$First,10)
# Test getTimeseries for the first 10 points
tData <- DatastreamDSWS2R:::.getTimeseries(Data = fTest, freq = "D", digits = 4, NA_VALUE = "NA")
tDataExpected <- "0.8559,NA,NA,NA,0.8579,0.8512,0.8599,NA,NA,0.8596,NA,0.8393,0.8406,0.8274,0.8505,0.8444,"
expect_equal(tData , tDataExpected)
#Try a round trip and check if data is the same
expect_error(UCTSUpload(TSCode = "TSTEST01",
MGMTGroup = "TEST",
freq = "D",
seriesName = "Automatic Upload Test",
Units = "",
Decimals = 3,
ActPer = "Y",
freqConversion = "END",
Alignment = "END",
Carry = "NO",
PrimeCurr = "GBPS",
tsData = fTest),
"Invalid currency. Should be either 3 digit ISO code or Datastream code")
})
#------------------------------------------------------------------------------
test_that("Error when uploading invalid 2 digit currency", {
if (Sys.getenv("DatastreamUsername") == "") {
skip("Username not available")
}
skip_on_cran()
load("testData/f.RData")
#load("tests/testthat/testData/f.RData")
fTest <- head(f$First,10)
# Test getTimeseries for the first 10 points
tData <- DatastreamDSWS2R:::.getTimeseries(Data = fTest, freq = "D", digits = 4, NA_VALUE = "NA")
tDataExpected <- "0.8559,NA,NA,NA,0.8579,0.8512,0.8599,NA,NA,0.8596,NA,0.8393,0.8406,0.8274,0.8505,0.8444,"
expect_equal(tData , tDataExpected)
#Try a round trip and check if data is the same
expect_error(UCTSUpload(TSCode = "TSTEST01",
MGMTGroup = "TEST",
freq = "D",
seriesName = "Automatic Upload Test",
Units = "",
Decimals = 3,
ActPer = "Y",
freqConversion = "END",
Alignment = "END",
Carry = "NO",
PrimeCurr = "ZZ",
tsData = fTest),
"Invalid currency. Should be an Datastream code in table currencyDS2ISO.")
})
#------------------------------------------------------------------------------
test_that("Error when uploading invalid 3 digit currency", {
if (Sys.getenv("DatastreamUsername") == "") {
skip("Username not available")
}
skip_on_cran()
load("testData/f.RData")
#load("tests/testthat/testData/f.RData")
fTest <- head(f$First,10)
# Test getTimeseries for the first 10 points
tData <- DatastreamDSWS2R:::.getTimeseries(Data = fTest, freq = "D", digits = 4, NA_VALUE = "NA")
tDataExpected <- "0.8559,NA,NA,NA,0.8579,0.8512,0.8599,NA,NA,0.8596,NA,0.8393,0.8406,0.8274,0.8505,0.8444,"
expect_equal(tData , tDataExpected)
#Try a round trip and check if data is the same
expect_error(UCTSUpload(TSCode = "TSTEST01",
MGMTGroup = "TEST",
freq = "D",
seriesName = "Automatic Upload Test",
Units = "",
Decimals = 3,
ActPer = "Y",
freqConversion = "END",
Alignment = "END",
Carry = "NO",
PrimeCurr = "ZZZ",
tsData = fTest),
"Invalid currency. Should be an ISO code in table currencyDS2ISO.")
})
#------------------------------------------------------------------------------
test_that("Check timing of daily uploads which start on the weekend", {
if (Sys.getenv("DatastreamUsername") == "") {
skip("Username not available")
}
skip_on_cran()
mydsws <- dsws$new()
# Start date is a Tuesday
fTest <- xts::xts(1:10,
order.by = as.Date(c(
"2024-01-09",
"2024-01-10",
"2024-01-11",
"2024-01-12",
"2024-01-15",
"2024-01-16",
"2024-01-17",
"2024-01-18",
"2024-01-19",
"2024-01-22")))
ret <- UCTSUpload(TSCode = "TSTESTD2",
MGMTGroup = "TEST",
freq = "D",
seriesName = "Automatic Upload Test",
Units = "",
Decimals = 3,
ActPer = "Y",
freqConversion = "END",
Alignment = "END",
Carry = "NO",
PrimeCurr = "",
tsData = fTest)
Sys.sleep(3)
fRet <- mydsws$timeSeriesRequest(instrument = "TSTESTD2",
datatype = "",
startDate = as.Date("2024-01-09"),
endDate = as.Date("2024-01-22"),
frequency = "D")
fM <- xts::merge.xts(fTest, fRet)
fM$Diff <- fM[,1] - fM[,2]
testthat::expect_false(any(fM$Diff != 0))
rm(fTest, fRet, fM, ret)
# Start date is a Friday
fTest <- xts::xts(1:10,
order.by = as.Date(c(
"2024-01-12",
"2024-01-15",
"2024-01-16",
"2024-01-17",
"2024-01-18",
"2024-01-19",
"2024-01-22",
"2024-01-23",
"2024-01-24",
"2024-01-25")))
ret <- UCTSUpload(TSCode = "TSTESTD5",
MGMTGroup = "TEST",
freq = "D",
seriesName = "Automatic Upload Test",
Units = "",
Decimals = 3,
ActPer = "Y",
freqConversion = "END",
Alignment = "END",
Carry = "NO",
PrimeCurr = "",
tsData = fTest)
Sys.sleep(3)
fRet <- mydsws$timeSeriesRequest(instrument = "TSTESTD5",
datatype = "",
startDate = as.Date("2024-01-12"),
endDate = as.Date("2024-01-25"),
frequency = "D")
fM <- xts::merge.xts(fTest, fRet)
fM$Diff <- fM[,1] - fM[,2]
testthat::expect_false(any(fM$Diff != 0))
rm(fTest, fRet, fM, ret)
# Start date is a Saturday, but have weekends
fTest <- xts::xts(1:10,
order.by = as.Date(c(
"2024-01-13",
"2024-01-15",
"2024-01-16",
"2024-01-17",
"2024-01-18",
"2024-01-19",
"2024-01-22",
"2024-01-23",
"2024-01-24",
"2024-01-25")))
ret <- UCTSUpload(TSCode = "TSTESTD6",
MGMTGroup = "TEST",
freq = "D",
seriesName = "SaturdayStart",
Units = "",
Decimals = 3,
ActPer = "Y",
freqConversion = "END",
Alignment = "END",
Carry = "NO",
PrimeCurr = "",
tsData = fTest)
Sys.sleep(3)
fRet <- mydsws$timeSeriesRequest(instrument = "TSTESTD6",
datatype = "",
startDate = as.Date("2024-01-12"),
endDate = as.Date("2024-01-25"),
frequency = "D")
fM <- xts::merge.xts(fTest, fRet)
fM$Diff <- fM[,1] - fM[,2]
testthat::expect_false(any(fM$Diff[-(1:2)] != 0))
testthat::expect_true(zoo::index(fM)[1] == as.Date("2024-01-12"))
rm(fTest, fRet, fM, ret)
# Start date is a Sunday, but have weekends
fTest <- xts::xts(1:10,
order.by = as.Date(c(
"2024-01-14",
"2024-01-15",
"2024-01-16",
"2024-01-17",
"2024-01-18",
"2024-01-19",
"2024-01-22",
"2024-01-23",
"2024-01-24",
"2024-01-25")))
ret <- UCTSUpload(TSCode = "TSTESTD7",
MGMTGroup = "TEST",
freq = "D",
seriesName = "SundayStart",
Units = "",
Decimals = 3,
ActPer = "Y",
freqConversion = "END",
Alignment = "END",
Carry = "NO",
PrimeCurr = "",
tsData = fTest)
Sys.sleep(3)
fRet <- mydsws$timeSeriesRequest(instrument = "TSTESTD7",
datatype = "",
startDate = as.Date("2024-01-12"),
endDate = as.Date("2024-01-25"),
frequency = "D")
fM <- xts::merge.xts(fTest, fRet)
fM$Diff <- fM[,1] - fM[,2]
testthat::expect_true(zoo::index(fM)[1] == as.Date("2024-01-12"))
testthat::expect_false(any(fM$Diff[-(1:2)] != 0))
rm(fTest, fRet, fM, ret)
})
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