tests/testthat/test-EikonGetTimeSeries.R
In GreenGrassBlueOcean/RefinitivR: Connect to Datastream and python Eikon api in r
testthat::test_that("Check EikonGetTimeseries can handle fields = NULL"
, {
Eikon <- check_Eikonapi(ExecutionMode = "Eikon")
CheckTimeSeries <- EikonGetTimeseries( EikonObject = Eikon,
rics = c("MMM", "III.L"),
fields = NULL,
start_date = "2020-01-01T01:00:00",
end_date = "2020-01-10T01:00:00",
corax = "unadjusted" )
GoodCheckEikonTimeSeries <- structure(list(Date = structure(c(1577923200, 1578009600, 1578268800,
1578355200, 1578441600, 1578528000, 1578614400, 1577923200, 1578009600,
1578268800, 1578355200, 1578441600, 1578528000, 1578614400)
, class = c("POSIXct", "POSIXt"), tzone = "GMT")
, Security = c("III.L", "III.L", "III.L", "III.L", "III.L", "III.L", "III.L", "MMM", "MMM", "MMM", "MMM",
"MMM", "MMM", "MMM")
, CLOSE = c(1116.5, 1108, 1088.5, 1086.5, 1088, 1094, 1088.5, 180, 178.45, 178.62, 177.9, 180.63, 181.2,
180.47)
, HIGH = c(1123, 1110.5, 1102.5, 1101, 1089.5, 1096, 1100, 180.01, 178.66, 178.71, 178.51, 181.5, 181.59, 182.18)
, LOW = c(1107.5, 1090.5, 1074, 1086.5, 1075, 1083, 1085, 177.1356, 175.63, 176.35, 176.82, 177.65, 179.76, 180.14)
, OPEN = c(1108, 1110.5, 1101, 1096.5, 1079.5, 1090.5, 1100, 177.68, 177.02, 177.15, 178.28, 178, 181.51, 181.61)
, VOLUME = c(723692L, 717234L, 813990L, 1163565L, 1451744L, 975325L, 2377611L, 3448335L, 2467310L, 1997981L, 2176615L, 2758339L, 2746346L, 2103818L)
, COUNT = c(2083L, 1827L, 2309L, 1436L, 2472L, 2283L, 1248L, 34517L, 29347L, 26959L, 26568L, 30889L, 25663L, 25691L)), row.names = c(NA, -14L), class = "data.frame")
testthat::expect_equal(CheckTimeSeries, GoodCheckEikonTimeSeries, tolerance = 1e-1)}
)
testthat::test_that("Check EikonGetTimeseries returns previously downloaded timeseries with multiple rics"
, {
Eikon <- check_Eikonapi()
CheckTimeSeries <- try(EikonGetTimeseries( EikonObject = Eikon,
rics = c("MMM", "III.L"),
start_date = "2020-01-01T01:00:00",
end_date = "2020-01-10T01:00:00",
corax = "unadjusted"
))
GoodCheckEikonTimeSeries <- structure(list(Date = structure(c(1577923200, 1578009600, 1578268800,
1578355200, 1578441600, 1578528000, 1578614400, 1577923200, 1578009600,
1578268800, 1578355200, 1578441600, 1578528000, 1578614400)
, class = c("POSIXct", "POSIXt"), tzone = "GMT")
, Security = c("III.L", "III.L", "III.L", "III.L", "III.L", "III.L", "III.L", "MMM", "MMM", "MMM", "MMM",
"MMM", "MMM", "MMM")
, CLOSE = c(1116.5, 1108, 1088.5, 1086.5, 1088, 1094, 1088.5, 180, 178.45, 178.62, 177.9, 180.63, 181.2, 180.47)
, HIGH = c(1123, 1110.5, 1102.5, 1101, 1089.5, 1096, 1100, 180.01, 178.66, 178.71, 178.51, 181.5, 181.59, 182.18)
, LOW = c(1107.5, 1090.5, 1074, 1086.5, 1075, 1083, 1085, 177.1356, 175.63, 176.35, 176.82, 177.65, 179.76, 180.14)
, OPEN = c(1108, 1110.5, 1101, 1096.5, 1079.5, 1090.5, 1100, 177.68, 177.02, 177.15, 178.28, 178, 181.51, 181.61)
, VOLUME = c(723692L, 717234L, 813990L, 1163565L, 1451744L, 975325L, 2377611L, 3448335L, 2467310L, 1997981L, 2176615L,
2758339L, 2746346L, 2103818L)), row.names = c(NA, -14L), class = "data.frame")
testthat::expect_equal(CheckTimeSeries, GoodCheckEikonTimeSeries, tolerance = 1e-1)}
)
testthat::test_that("Check EikonGetTimeseries returns also raw data when requested"
, {
Eikon <- check_Eikonapi()
CheckTimeSeries <- try(EikonGetTimeseries( EikonObject = Eikon,
rics = c("MMM", "III.L"),
start_date = "2020-01-01T01:00:00",
end_date = "2020-01-10T01:00:00",
raw_output = TRUE,
corax = "unadjusted"
))
GoodCheckEikonTimeSeries <- list(list(timeseriesData = list(list(dataPoints = list(list("2020-01-02T00:00:00Z", 3448335L, 180.01, 177.1356, 177.68, 180L)
, list("2020-01-03T00:00:00Z", 2467310L, 178.66, 175.63, 177.02, 178.45)
, list("2020-01-06T00:00:00Z", 1997981L, 178.71, 176.35, 177.15, 178.62)
, list("2020-01-07T00:00:00Z", 2176615L, 178.51, 176.82, 178.28, 177.9)
, list("2020-01-08T00:00:00Z", 2758339L, 181.5, 177.65, 178L, 180.63)
, list("2020-01-09T00:00:00Z", 2746346L, 181.59, 179.76, 181.51, 181.2)
, list("2020-01-10T00:00:00Z", 2103818L, 182.18, 180.14, 181.61, 180.47))
, fields = list(list(name = "TIMESTAMP", type = "DateTime"), list(name = "VOLUME", type = "Double"), list(name = "HIGH", type = "Double"),
list(name = "LOW", type = "Double"), list(name = "OPEN", type = "Double"), list(name = "CLOSE", type = "Double")), ric = "MMM", statusCode = "Normal")
, list(dataPoints = list( list("2020-01-02T00:00:00Z", 723692L, 1123L, 1107.5, 1108L, 1116.5)
, list("2020-01-03T00:00:00Z", 717234L, 1110.5, 1090.5, 1110.5, 1108L)
, list("2020-01-06T00:00:00Z", 813990L, 1102.5, 1074L, 1101L, 1088.5)
, list("2020-01-07T00:00:00Z", 1163565L, 1101L, 1086.5, 1096.5, 1086.5)
, list("2020-01-08T00:00:00Z", 1451744L, 1089.5, 1075L, 1079.5, 1088L)
, list("2020-01-09T00:00:00Z", 975325L, 1096L, 1083L, 1090.5, 1094L)
, list("2020-01-10T00:00:00Z", 2377611L, 1100L, 1085L, 1100L, 1088.5))
, fields = list(list(name = "TIMESTAMP", type = "DateTime")
, list(name = "VOLUME", type = "Double")
, list(name = "HIGH", type = "Double")
, list(name = "LOW", type = "Double")
, list(name = "OPEN", type = "Double")
, list(name = "CLOSE", type = "Double")), ric = "III.L", statusCode = "Normal"))))
testthat::expect_equal(CheckTimeSeries, GoodCheckEikonTimeSeries, tolerance = 1e-1)}
)
testthat::test_that("Check EikonGetTimeseries returns previously downloaded timeseries with only one ric"
, {Eikon <- check_Eikonapi()
CheckTimeSeries <- try(EikonGetTimeseries( EikonObject = Eikon,
rics = c("MMM"),
verbose = TRUE,
corax = "unadjusted",
start_date = "2020-01-01T01:00:00",
end_date = "2020-01-10T01:00:00"))
GoodCheckEikonTimeSeries <-structure(list(Date = structure(c(1577923200, 1578009600, 1578268800, 1578355200, 1578441600, 1578528000, 1578614400)
, class = c("POSIXct", "POSIXt"), tzone = "GMT")
, Security = c("MMM", "MMM", "MMM", "MMM", "MMM", "MMM", "MMM")
, CLOSE = c(180, 178.45, 178.62, 177.9, 180.63, 181.2, 180.47)
, HIGH = c(180.01, 178.66, 178.71, 178.51, 181.5, 181.59, 182.18)
, LOW = c(177.1356, 175.63, 176.35, 176.82, 177.65, 179.76, 180.14)
, OPEN = c(177.68, 177.02, 177.15, 178.28, 178, 181.51, 181.61)
, VOLUME = c(3448335, 2467310, 1997981, 2176615, 2758339, 2746346, 2103818))
, row.names = c(NA, -7L), class = "data.frame")
testthat::expect_equal(CheckTimeSeries, GoodCheckEikonTimeSeries, tolerance = 1e-2)
}
)
testthat::test_that("Check EikonGetTimeseries returns previously downloaded timeseries with only one ric and one field"
, {Eikon <- check_Eikonapi()
CheckTimeSeries <- try(EikonGetTimeseries( EikonObject = Eikon,
rics = c("MMM"),
start_date = "2020-01-01T01:00:00",
end_date = "2020-01-10T01:00:00",
fields = "CLOSE",
corax = "unadjusted"
)
)
GoodCheckEikonTimeSeries <-structure(list(Date = structure(c(1577923200, 1578009600, 1578268800, 1578355200, 1578441600, 1578528000, 1578614400),
class = c("POSIXct", "POSIXt"), tzone = "GMT")
, Security = c("MMM", "MMM", "MMM", "MMM", "MMM", "MMM", "MMM")
, CLOSE = c(180, 178.45, 178.62, 177.9, 180.63, 181.2, 180.47)), row.names = c(NA, -7L), class = "data.frame")
testthat::expect_equal(CheckTimeSeries, GoodCheckEikonTimeSeries, tolerance = 5e-2)}
)
testthat::test_that("Check EikonGetTimeseries returns previously downloaded timeseries with only 2 rics and one field"
, {Eikon <- check_Eikonapi()
CheckTimeSeries <- try(EikonGetTimeseries( EikonObject = Eikon,
rics = c("MMM", "III.L"),
start_date = "2020-01-01T01:00:00",
end_date = "2020-01-10T01:00:00",
fields = "CLOSE",
corax = "unadjusted"
)
)
GoodCheckEikonTimeSeries <- structure(list(Date = structure(c(1577923200, 1578009600, 1578268800,
1578355200, 1578441600, 1578528000, 1578614400, 1577923200, 1578009600,
1578268800, 1578355200, 1578441600, 1578528000, 1578614400)
, class = c("POSIXct", "POSIXt"), tzone = "GMT")
, Security = c("III.L", "III.L", "III.L", "III.L", "III.L", "III.L", "III.L", "MMM", "MMM", "MMM", "MMM",
"MMM", "MMM", "MMM")
, CLOSE = c(1116.5, 1108, 1088.5, 1086.5, 1088, 1094, 1088.5, 180, 178.45, 178.62, 177.9, 180.63, 181.2, 180.47))
, row.names = c(NA, -14L), class = "data.frame")
testthat::expect_equal(CheckTimeSeries, GoodCheckEikonTimeSeries, tolerance = 1e-1)}
)
testthat::test_that("Check EikonGetTimeseries returns previously downloaded long timeseries"
, {Eikon <- check_Eikonapi()
CheckTimeSeries <- try(EikonGetTimeseries( EikonObject = Eikon,
rics = c("AAPL.O"),
start_date = "2000-07-28T01:00:00",
end_date = "2010-07-28T23:59:00",
corax = "unadjusted"
)
)
testthat::expect_identical(lapply(CheckTimeSeries, class),list(Date = c("POSIXct", "POSIXt"), Security = "character", CLOSE = "numeric",
HIGH = "numeric", LOW = "numeric", OPEN = "numeric", VOLUME = "integer") )
testthat::expect_identical(nrow(CheckTimeSeries), 2513L)
testthat::expect_identical(min(CheckTimeSeries$Date), structure(965001600, class = c("POSIXct", "POSIXt"), tzone = "GMT"))
testthat::expect_identical(max(CheckTimeSeries$Date), structure(1280275200, class = c("POSIXct", "POSIXt"), tzone = "GMT"))
testthat::expect_equal(min(CheckTimeSeries$CLOSE), 13.12, tolerance = 1e-6)
testthat::expect_equal(max(CheckTimeSeries$CLOSE), 274.074, tolerance = 1e-6)
testthat::expect_equal(min(CheckTimeSeries$VOLUME), 704762, tolerance = 1e-6)
testthat::expect_equal(max(CheckTimeSeries$VOLUME), 132598500, tolerance = 1e-6)
testthat::expect_equal(min(CheckTimeSeries$HIGH), 13.19, tolerance = 1e-6)
testthat::expect_equal(max(CheckTimeSeries$HIGH), 279.01, tolerance = 1e-6)
testthat::expect_equal(min(CheckTimeSeries$LOW), 12.72, tolerance = 1e-6)
testthat::expect_equal(max(CheckTimeSeries$LOW), 271.5, tolerance = 1e-6)
testthat::expect_equal(min(CheckTimeSeries$OPEN), 12.99, tolerance = 1e-6)
testthat::expect_equal(max(CheckTimeSeries$OPEN), 277.69, tolerance = 1e-6)
testthat::expect_equal(unique(CheckTimeSeries$Security), "AAPL.O")
}
)
testthat::test_that("Check EikonGetTimeseries fails with empty ric list"
, {Eikon <- check_Eikonapi()
expect_warning({ checkEikonTS <- Refinitiv::EikonGetTimeseries( EikonObject = Eikon
, rics = c()
, interval= "daily"
, calender = "tradingdays"
, fields = c("TIMESTAMP","VOLUME","HIGH","LOW","OPEN","CLOSE")
, start_date = "2020-07-21T01:00:00"
, end_date = "2020-07-28T01:00:00")})
Expected_outcome <- structure(list(), .Names = character(0), row.names = integer(0), class = "data.frame")
expect_equal(checkEikonTS, Expected_outcome)
})
testthat::test_that("Check EikonGetTimeseries works with wrong ric in list"
, {Eikon <- check_Eikonapi()
Correct_timeseries <- structure(list(Date = structure(c(1595376000, 1595462400, 1595548800, 1595808000, 1595894400)
, class = c("POSIXct", "POSIXt"), tzone = "GMT"),
Security = c("MMM", "MMM", "MMM", "MMM", "MMM")
, CLOSE = c(158.71, 159.29, 159.84, 163.24, 155.33)
, HIGH = c(159.93, 159.65, 161.6, 163.38, 157.48)
, LOW = c(157.02, 158.36, 158.7249, 159.33, 153.8)
, OPEN = c(157.43, 159, 160.05, 159.53, 155.47)
, VOLUME = c(1899582L, 2695122L, 2524854L, 3198457L, 7738796L))
, row.names = c(NA, -5L), class = "data.frame")
testtimeseries <- Refinitiv::EikonGetTimeseries( EikonObject = Eikon
, rics = c("wrongRic", "MMM")
, interval= "daily"
, calender = "tradingdays"
, fields = c("TIMESTAMP","VOLUME","HIGH","LOW","OPEN","CLOSE")
, start_date = "2020-07-21T01:00:00"
, end_date = "2020-07-28T01:00:00"
, corax = "unadjusted"
)
expect_equivalent(testtimeseries, Correct_timeseries, tolerance = 1e0)
})
testthat::test_that("EikonGetTimeseries satisfies corax conditions and can switch", {
Eikon <- check_Eikonapi()
AdjustedTS <- Refinitiv::EikonGetTimeseries(EikonObject = Eikon
, rics = c("AIRP.PA")
, start_date = as.Date("2019-01-01")
, end_date = as.Date("2019-01-10")
, corax = "adjusted"
)
testthat::expect_error(AdjustedTS, NA)
UnAdjustedTS <- Refinitiv::EikonGetTimeseries(EikonObject = Eikon
, rics = c("AIRP.PA")
, start_date = as.Date("2019-01-01")
, end_date = as.Date("2019-01-10")
, corax = "unadjusted"
)
Correct_UnAdjustedTS <- structure(list( Date = structure(c(1546387200, 1546473600, 1546560000, 1546819200, 1546905600, 1546992000, 1547078400), class = c("POSIXct", "POSIXt"), tzone = "GMT")
, Security = c("AIRP.PA", "AIRP.PA","AIRP.PA", "AIRP.PA", "AIRP.PA", "AIRP.PA", "AIRP.PA")
, CLOSE = c(106.1, 104.15, 107.05, 106.45, 106.6, 105.15, 104)
, HIGH = c(106.7, 105.65, 107.4, 107.8, 107.95, 107, 104.4)
, LOW = c(105.35, 104.15, 104.7, 105.75, 106.15, 105.15, 103.15)
, OPEN = c(106.65, 105.3,105.1, 107.45, 106.15, 106.65, 104.2)
, VOLUME = c(680205L, 777365L,778924L, 599457L, 766811L, 1054076L, 781718L)), row.names = c(NA, -7L), class = "data.frame")
testthat::expect_equivalent(UnAdjustedTS, Correct_UnAdjustedTS, tolerance = 1e-4)
})
## TEST CASE PROBLEM ---
test_that( "empty downloaded data.frame can be processed", {
Eikon <- check_Eikonapi()
EikonTimeseries <- EikonGetTimeseries(EikonObject = Eikon
, rics = list("ATM.NZ")
, start_date = "2006-02-01T01:00:00"
, end_date = "2006-02-20T01:00:00"
)
expect_equivalent(EikonTimeseries,structure(list(), .Names = character(0), row.names = integer(0), class = "data.frame") )
})
test_that( "empty downloaded data.frame can be processed", {
Eikon <- check_Eikonapi()
EikonTimeseries <- EikonGetTimeseries(EikonObject = Eikon
, rics = list("ATM.NZ", "MMM")
, corax = "unadjusted"
, start_date = "2006-02-01T01:00:00"
, end_date = "2006-02-20T01:00:00"
)
EikonTimeseriesCorrect <- structure(list( Date = structure(c(1138838400, 1138924800, 1139184000, 1139270400, 1139356800, 1139443200, 1139529600, 1139788800
, 1139875200, 1139961600, 1140048000, 1140134400), class = c("POSIXct", "POSIXt"), tzone = "GMT")
, Security = c("MMM", "MMM", "MMM", "MMM", "MMM", "MMM", "MMM", "MMM", "MMM", "MMM", "MMM", "MMM")
, CLOSE = c(72.15, 71.1, 71.17, 70.65, 71, 72.12, 72.61, 72.91, 73.7, 73.13, 73.05, 73.77)
, HIGH = c(73.68, 72.09, 71.3, 71.29, 71.28, 72.88, 72.99, 73.42, 74.12, 74.18, 73.35, 74.15)
, LOW = c(72.05, 71, 70.99, 70.57, 70.3, 71.25, 71.5, 72.64, 73.41, 73.09, 72.5, 73.08)
, OPEN = c(73.16, 71.75, 71, 71.16, 70.65, 71.36, 72.29, 72.69, 73.5, 73.71, 73.2, 73.15)
, VOLUME = c(3207100, 3258300, 2551500, 3133200, 2846100, 3798100, 2932400, 2310200, 3859400, 2672900, 2923000, 2338600))
, row.names = c(NA, -12L), class = "data.frame")
expect_equivalent(EikonTimeseries,EikonTimeseriesCorrect )
})
test_that("one wrong ric does not blow it for the rest in EikonGetTimeseries", {
Eikon <- check_Eikonapi()
requireNamespace("lubridate", quietly = TRUE)
suppressWarnings(test_problem_ts <- EikonGetTimeseries(EikonObject = Eikon
, start_date = "2003-07-03T01:00:00"
, end_date = "2013-07-03T23:59:00"
, rics = c("FORTUM.HE", "WrongRIC", "0656.HK")
, raw_output = FALSE
, corax = "unadjusted"
))
expect_equal(lapply(test_problem_ts, class), list(Date = c("POSIXct", "POSIXt"), Security = "character", CLOSE = "numeric",HIGH = "numeric", LOW = "numeric", OPEN = "numeric", VOLUME = "integer") )
expect_false("WrongRIC" %in% test_problem_ts$Security)
})
test_that("works fields = NULL", {
requireNamespace("lubridate", quietly = TRUE)
Eikon <- check_Eikonapi()
testEconSeries <- EikonGetTimeseries(EikonObject = Eikon, rics = "USCPI=ECI"
, start_date = "2018-07-03T01:00:00"
, end_date = "2023-07-03T01:00:00"
, interval = "monthly", fields = NULL, corax = "unadjusted")
expect_equal(lapply(testEconSeries, class), list(Date = c("POSIXct", "POSIXt"), Security = "character", VALUE = "numeric") )
expect_true("USCPI=ECI" == unique(testEconSeries$Security))
}
)
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testthat::test_that("Check EikonGetTimeseries can handle fields = NULL"
, {
Eikon <- check_Eikonapi(ExecutionMode = "Eikon")
CheckTimeSeries <- EikonGetTimeseries( EikonObject = Eikon,
rics = c("MMM", "III.L"),
fields = NULL,
start_date = "2020-01-01T01:00:00",
end_date = "2020-01-10T01:00:00",
corax = "unadjusted" )
GoodCheckEikonTimeSeries <- structure(list(Date = structure(c(1577923200, 1578009600, 1578268800,
1578355200, 1578441600, 1578528000, 1578614400, 1577923200, 1578009600,
1578268800, 1578355200, 1578441600, 1578528000, 1578614400)
, class = c("POSIXct", "POSIXt"), tzone = "GMT")
, Security = c("III.L", "III.L", "III.L", "III.L", "III.L", "III.L", "III.L", "MMM", "MMM", "MMM", "MMM",
"MMM", "MMM", "MMM")
, CLOSE = c(1116.5, 1108, 1088.5, 1086.5, 1088, 1094, 1088.5, 180, 178.45, 178.62, 177.9, 180.63, 181.2,
180.47)
, HIGH = c(1123, 1110.5, 1102.5, 1101, 1089.5, 1096, 1100, 180.01, 178.66, 178.71, 178.51, 181.5, 181.59, 182.18)
, LOW = c(1107.5, 1090.5, 1074, 1086.5, 1075, 1083, 1085, 177.1356, 175.63, 176.35, 176.82, 177.65, 179.76, 180.14)
, OPEN = c(1108, 1110.5, 1101, 1096.5, 1079.5, 1090.5, 1100, 177.68, 177.02, 177.15, 178.28, 178, 181.51, 181.61)
, VOLUME = c(723692L, 717234L, 813990L, 1163565L, 1451744L, 975325L, 2377611L, 3448335L, 2467310L, 1997981L, 2176615L, 2758339L, 2746346L, 2103818L)
, COUNT = c(2083L, 1827L, 2309L, 1436L, 2472L, 2283L, 1248L, 34517L, 29347L, 26959L, 26568L, 30889L, 25663L, 25691L)), row.names = c(NA, -14L), class = "data.frame")
testthat::expect_equal(CheckTimeSeries, GoodCheckEikonTimeSeries, tolerance = 1e-1)}
)
testthat::test_that("Check EikonGetTimeseries returns previously downloaded timeseries with multiple rics"
, {
Eikon <- check_Eikonapi()
CheckTimeSeries <- try(EikonGetTimeseries( EikonObject = Eikon,
rics = c("MMM", "III.L"),
start_date = "2020-01-01T01:00:00",
end_date = "2020-01-10T01:00:00",
corax = "unadjusted"
))
GoodCheckEikonTimeSeries <- structure(list(Date = structure(c(1577923200, 1578009600, 1578268800,
1578355200, 1578441600, 1578528000, 1578614400, 1577923200, 1578009600,
1578268800, 1578355200, 1578441600, 1578528000, 1578614400)
, class = c("POSIXct", "POSIXt"), tzone = "GMT")
, Security = c("III.L", "III.L", "III.L", "III.L", "III.L", "III.L", "III.L", "MMM", "MMM", "MMM", "MMM",
"MMM", "MMM", "MMM")
, CLOSE = c(1116.5, 1108, 1088.5, 1086.5, 1088, 1094, 1088.5, 180, 178.45, 178.62, 177.9, 180.63, 181.2, 180.47)
, HIGH = c(1123, 1110.5, 1102.5, 1101, 1089.5, 1096, 1100, 180.01, 178.66, 178.71, 178.51, 181.5, 181.59, 182.18)
, LOW = c(1107.5, 1090.5, 1074, 1086.5, 1075, 1083, 1085, 177.1356, 175.63, 176.35, 176.82, 177.65, 179.76, 180.14)
, OPEN = c(1108, 1110.5, 1101, 1096.5, 1079.5, 1090.5, 1100, 177.68, 177.02, 177.15, 178.28, 178, 181.51, 181.61)
, VOLUME = c(723692L, 717234L, 813990L, 1163565L, 1451744L, 975325L, 2377611L, 3448335L, 2467310L, 1997981L, 2176615L,
2758339L, 2746346L, 2103818L)), row.names = c(NA, -14L), class = "data.frame")
testthat::expect_equal(CheckTimeSeries, GoodCheckEikonTimeSeries, tolerance = 1e-1)}
)
testthat::test_that("Check EikonGetTimeseries returns also raw data when requested"
, {
Eikon <- check_Eikonapi()
CheckTimeSeries <- try(EikonGetTimeseries( EikonObject = Eikon,
rics = c("MMM", "III.L"),
start_date = "2020-01-01T01:00:00",
end_date = "2020-01-10T01:00:00",
raw_output = TRUE,
corax = "unadjusted"
))
GoodCheckEikonTimeSeries <- list(list(timeseriesData = list(list(dataPoints = list(list("2020-01-02T00:00:00Z", 3448335L, 180.01, 177.1356, 177.68, 180L)
, list("2020-01-03T00:00:00Z", 2467310L, 178.66, 175.63, 177.02, 178.45)
, list("2020-01-06T00:00:00Z", 1997981L, 178.71, 176.35, 177.15, 178.62)
, list("2020-01-07T00:00:00Z", 2176615L, 178.51, 176.82, 178.28, 177.9)
, list("2020-01-08T00:00:00Z", 2758339L, 181.5, 177.65, 178L, 180.63)
, list("2020-01-09T00:00:00Z", 2746346L, 181.59, 179.76, 181.51, 181.2)
, list("2020-01-10T00:00:00Z", 2103818L, 182.18, 180.14, 181.61, 180.47))
, fields = list(list(name = "TIMESTAMP", type = "DateTime"), list(name = "VOLUME", type = "Double"), list(name = "HIGH", type = "Double"),
list(name = "LOW", type = "Double"), list(name = "OPEN", type = "Double"), list(name = "CLOSE", type = "Double")), ric = "MMM", statusCode = "Normal")
, list(dataPoints = list( list("2020-01-02T00:00:00Z", 723692L, 1123L, 1107.5, 1108L, 1116.5)
, list("2020-01-03T00:00:00Z", 717234L, 1110.5, 1090.5, 1110.5, 1108L)
, list("2020-01-06T00:00:00Z", 813990L, 1102.5, 1074L, 1101L, 1088.5)
, list("2020-01-07T00:00:00Z", 1163565L, 1101L, 1086.5, 1096.5, 1086.5)
, list("2020-01-08T00:00:00Z", 1451744L, 1089.5, 1075L, 1079.5, 1088L)
, list("2020-01-09T00:00:00Z", 975325L, 1096L, 1083L, 1090.5, 1094L)
, list("2020-01-10T00:00:00Z", 2377611L, 1100L, 1085L, 1100L, 1088.5))
, fields = list(list(name = "TIMESTAMP", type = "DateTime")
, list(name = "VOLUME", type = "Double")
, list(name = "HIGH", type = "Double")
, list(name = "LOW", type = "Double")
, list(name = "OPEN", type = "Double")
, list(name = "CLOSE", type = "Double")), ric = "III.L", statusCode = "Normal"))))
testthat::expect_equal(CheckTimeSeries, GoodCheckEikonTimeSeries, tolerance = 1e-1)}
)
testthat::test_that("Check EikonGetTimeseries returns previously downloaded timeseries with only one ric"
, {Eikon <- check_Eikonapi()
CheckTimeSeries <- try(EikonGetTimeseries( EikonObject = Eikon,
rics = c("MMM"),
verbose = TRUE,
corax = "unadjusted",
start_date = "2020-01-01T01:00:00",
end_date = "2020-01-10T01:00:00"))
GoodCheckEikonTimeSeries <-structure(list(Date = structure(c(1577923200, 1578009600, 1578268800, 1578355200, 1578441600, 1578528000, 1578614400)
, class = c("POSIXct", "POSIXt"), tzone = "GMT")
, Security = c("MMM", "MMM", "MMM", "MMM", "MMM", "MMM", "MMM")
, CLOSE = c(180, 178.45, 178.62, 177.9, 180.63, 181.2, 180.47)
, HIGH = c(180.01, 178.66, 178.71, 178.51, 181.5, 181.59, 182.18)
, LOW = c(177.1356, 175.63, 176.35, 176.82, 177.65, 179.76, 180.14)
, OPEN = c(177.68, 177.02, 177.15, 178.28, 178, 181.51, 181.61)
, VOLUME = c(3448335, 2467310, 1997981, 2176615, 2758339, 2746346, 2103818))
, row.names = c(NA, -7L), class = "data.frame")
testthat::expect_equal(CheckTimeSeries, GoodCheckEikonTimeSeries, tolerance = 1e-2)
}
)
testthat::test_that("Check EikonGetTimeseries returns previously downloaded timeseries with only one ric and one field"
, {Eikon <- check_Eikonapi()
CheckTimeSeries <- try(EikonGetTimeseries( EikonObject = Eikon,
rics = c("MMM"),
start_date = "2020-01-01T01:00:00",
end_date = "2020-01-10T01:00:00",
fields = "CLOSE",
corax = "unadjusted"
)
)
GoodCheckEikonTimeSeries <-structure(list(Date = structure(c(1577923200, 1578009600, 1578268800, 1578355200, 1578441600, 1578528000, 1578614400),
class = c("POSIXct", "POSIXt"), tzone = "GMT")
, Security = c("MMM", "MMM", "MMM", "MMM", "MMM", "MMM", "MMM")
, CLOSE = c(180, 178.45, 178.62, 177.9, 180.63, 181.2, 180.47)), row.names = c(NA, -7L), class = "data.frame")
testthat::expect_equal(CheckTimeSeries, GoodCheckEikonTimeSeries, tolerance = 5e-2)}
)
testthat::test_that("Check EikonGetTimeseries returns previously downloaded timeseries with only 2 rics and one field"
, {Eikon <- check_Eikonapi()
CheckTimeSeries <- try(EikonGetTimeseries( EikonObject = Eikon,
rics = c("MMM", "III.L"),
start_date = "2020-01-01T01:00:00",
end_date = "2020-01-10T01:00:00",
fields = "CLOSE",
corax = "unadjusted"
)
)
GoodCheckEikonTimeSeries <- structure(list(Date = structure(c(1577923200, 1578009600, 1578268800,
1578355200, 1578441600, 1578528000, 1578614400, 1577923200, 1578009600,
1578268800, 1578355200, 1578441600, 1578528000, 1578614400)
, class = c("POSIXct", "POSIXt"), tzone = "GMT")
, Security = c("III.L", "III.L", "III.L", "III.L", "III.L", "III.L", "III.L", "MMM", "MMM", "MMM", "MMM",
"MMM", "MMM", "MMM")
, CLOSE = c(1116.5, 1108, 1088.5, 1086.5, 1088, 1094, 1088.5, 180, 178.45, 178.62, 177.9, 180.63, 181.2, 180.47))
, row.names = c(NA, -14L), class = "data.frame")
testthat::expect_equal(CheckTimeSeries, GoodCheckEikonTimeSeries, tolerance = 1e-1)}
)
testthat::test_that("Check EikonGetTimeseries returns previously downloaded long timeseries"
, {Eikon <- check_Eikonapi()
CheckTimeSeries <- try(EikonGetTimeseries( EikonObject = Eikon,
rics = c("AAPL.O"),
start_date = "2000-07-28T01:00:00",
end_date = "2010-07-28T23:59:00",
corax = "unadjusted"
)
)
testthat::expect_identical(lapply(CheckTimeSeries, class),list(Date = c("POSIXct", "POSIXt"), Security = "character", CLOSE = "numeric",
HIGH = "numeric", LOW = "numeric", OPEN = "numeric", VOLUME = "integer") )
testthat::expect_identical(nrow(CheckTimeSeries), 2513L)
testthat::expect_identical(min(CheckTimeSeries$Date), structure(965001600, class = c("POSIXct", "POSIXt"), tzone = "GMT"))
testthat::expect_identical(max(CheckTimeSeries$Date), structure(1280275200, class = c("POSIXct", "POSIXt"), tzone = "GMT"))
testthat::expect_equal(min(CheckTimeSeries$CLOSE), 13.12, tolerance = 1e-6)
testthat::expect_equal(max(CheckTimeSeries$CLOSE), 274.074, tolerance = 1e-6)
testthat::expect_equal(min(CheckTimeSeries$VOLUME), 704762, tolerance = 1e-6)
testthat::expect_equal(max(CheckTimeSeries$VOLUME), 132598500, tolerance = 1e-6)
testthat::expect_equal(min(CheckTimeSeries$HIGH), 13.19, tolerance = 1e-6)
testthat::expect_equal(max(CheckTimeSeries$HIGH), 279.01, tolerance = 1e-6)
testthat::expect_equal(min(CheckTimeSeries$LOW), 12.72, tolerance = 1e-6)
testthat::expect_equal(max(CheckTimeSeries$LOW), 271.5, tolerance = 1e-6)
testthat::expect_equal(min(CheckTimeSeries$OPEN), 12.99, tolerance = 1e-6)
testthat::expect_equal(max(CheckTimeSeries$OPEN), 277.69, tolerance = 1e-6)
testthat::expect_equal(unique(CheckTimeSeries$Security), "AAPL.O")
}
)
testthat::test_that("Check EikonGetTimeseries fails with empty ric list"
, {Eikon <- check_Eikonapi()
expect_warning({ checkEikonTS <- Refinitiv::EikonGetTimeseries( EikonObject = Eikon
, rics = c()
, interval= "daily"
, calender = "tradingdays"
, fields = c("TIMESTAMP","VOLUME","HIGH","LOW","OPEN","CLOSE")
, start_date = "2020-07-21T01:00:00"
, end_date = "2020-07-28T01:00:00")})
Expected_outcome <- structure(list(), .Names = character(0), row.names = integer(0), class = "data.frame")
expect_equal(checkEikonTS, Expected_outcome)
})
testthat::test_that("Check EikonGetTimeseries works with wrong ric in list"
, {Eikon <- check_Eikonapi()
Correct_timeseries <- structure(list(Date = structure(c(1595376000, 1595462400, 1595548800, 1595808000, 1595894400)
, class = c("POSIXct", "POSIXt"), tzone = "GMT"),
Security = c("MMM", "MMM", "MMM", "MMM", "MMM")
, CLOSE = c(158.71, 159.29, 159.84, 163.24, 155.33)
, HIGH = c(159.93, 159.65, 161.6, 163.38, 157.48)
, LOW = c(157.02, 158.36, 158.7249, 159.33, 153.8)
, OPEN = c(157.43, 159, 160.05, 159.53, 155.47)
, VOLUME = c(1899582L, 2695122L, 2524854L, 3198457L, 7738796L))
, row.names = c(NA, -5L), class = "data.frame")
testtimeseries <- Refinitiv::EikonGetTimeseries( EikonObject = Eikon
, rics = c("wrongRic", "MMM")
, interval= "daily"
, calender = "tradingdays"
, fields = c("TIMESTAMP","VOLUME","HIGH","LOW","OPEN","CLOSE")
, start_date = "2020-07-21T01:00:00"
, end_date = "2020-07-28T01:00:00"
, corax = "unadjusted"
)
expect_equivalent(testtimeseries, Correct_timeseries, tolerance = 1e0)
})
testthat::test_that("EikonGetTimeseries satisfies corax conditions and can switch", {
Eikon <- check_Eikonapi()
AdjustedTS <- Refinitiv::EikonGetTimeseries(EikonObject = Eikon
, rics = c("AIRP.PA")
, start_date = as.Date("2019-01-01")
, end_date = as.Date("2019-01-10")
, corax = "adjusted"
)
testthat::expect_error(AdjustedTS, NA)
UnAdjustedTS <- Refinitiv::EikonGetTimeseries(EikonObject = Eikon
, rics = c("AIRP.PA")
, start_date = as.Date("2019-01-01")
, end_date = as.Date("2019-01-10")
, corax = "unadjusted"
)
Correct_UnAdjustedTS <- structure(list( Date = structure(c(1546387200, 1546473600, 1546560000, 1546819200, 1546905600, 1546992000, 1547078400), class = c("POSIXct", "POSIXt"), tzone = "GMT")
, Security = c("AIRP.PA", "AIRP.PA","AIRP.PA", "AIRP.PA", "AIRP.PA", "AIRP.PA", "AIRP.PA")
, CLOSE = c(106.1, 104.15, 107.05, 106.45, 106.6, 105.15, 104)
, HIGH = c(106.7, 105.65, 107.4, 107.8, 107.95, 107, 104.4)
, LOW = c(105.35, 104.15, 104.7, 105.75, 106.15, 105.15, 103.15)
, OPEN = c(106.65, 105.3,105.1, 107.45, 106.15, 106.65, 104.2)
, VOLUME = c(680205L, 777365L,778924L, 599457L, 766811L, 1054076L, 781718L)), row.names = c(NA, -7L), class = "data.frame")
testthat::expect_equivalent(UnAdjustedTS, Correct_UnAdjustedTS, tolerance = 1e-4)
})
## TEST CASE PROBLEM ---
test_that( "empty downloaded data.frame can be processed", {
Eikon <- check_Eikonapi()
EikonTimeseries <- EikonGetTimeseries(EikonObject = Eikon
, rics = list("ATM.NZ")
, start_date = "2006-02-01T01:00:00"
, end_date = "2006-02-20T01:00:00"
)
expect_equivalent(EikonTimeseries,structure(list(), .Names = character(0), row.names = integer(0), class = "data.frame") )
})
test_that( "empty downloaded data.frame can be processed", {
Eikon <- check_Eikonapi()
EikonTimeseries <- EikonGetTimeseries(EikonObject = Eikon
, rics = list("ATM.NZ", "MMM")
, corax = "unadjusted"
, start_date = "2006-02-01T01:00:00"
, end_date = "2006-02-20T01:00:00"
)
EikonTimeseriesCorrect <- structure(list( Date = structure(c(1138838400, 1138924800, 1139184000, 1139270400, 1139356800, 1139443200, 1139529600, 1139788800
, 1139875200, 1139961600, 1140048000, 1140134400), class = c("POSIXct", "POSIXt"), tzone = "GMT")
, Security = c("MMM", "MMM", "MMM", "MMM", "MMM", "MMM", "MMM", "MMM", "MMM", "MMM", "MMM", "MMM")
, CLOSE = c(72.15, 71.1, 71.17, 70.65, 71, 72.12, 72.61, 72.91, 73.7, 73.13, 73.05, 73.77)
, HIGH = c(73.68, 72.09, 71.3, 71.29, 71.28, 72.88, 72.99, 73.42, 74.12, 74.18, 73.35, 74.15)
, LOW = c(72.05, 71, 70.99, 70.57, 70.3, 71.25, 71.5, 72.64, 73.41, 73.09, 72.5, 73.08)
, OPEN = c(73.16, 71.75, 71, 71.16, 70.65, 71.36, 72.29, 72.69, 73.5, 73.71, 73.2, 73.15)
, VOLUME = c(3207100, 3258300, 2551500, 3133200, 2846100, 3798100, 2932400, 2310200, 3859400, 2672900, 2923000, 2338600))
, row.names = c(NA, -12L), class = "data.frame")
expect_equivalent(EikonTimeseries,EikonTimeseriesCorrect )
})
test_that("one wrong ric does not blow it for the rest in EikonGetTimeseries", {
Eikon <- check_Eikonapi()
requireNamespace("lubridate", quietly = TRUE)
suppressWarnings(test_problem_ts <- EikonGetTimeseries(EikonObject = Eikon
, start_date = "2003-07-03T01:00:00"
, end_date = "2013-07-03T23:59:00"
, rics = c("FORTUM.HE", "WrongRIC", "0656.HK")
, raw_output = FALSE
, corax = "unadjusted"
))
expect_equal(lapply(test_problem_ts, class), list(Date = c("POSIXct", "POSIXt"), Security = "character", CLOSE = "numeric",HIGH = "numeric", LOW = "numeric", OPEN = "numeric", VOLUME = "integer") )
expect_false("WrongRIC" %in% test_problem_ts$Security)
})
test_that("works fields = NULL", {
requireNamespace("lubridate", quietly = TRUE)
Eikon <- check_Eikonapi()
testEconSeries <- EikonGetTimeseries(EikonObject = Eikon, rics = "USCPI=ECI"
, start_date = "2018-07-03T01:00:00"
, end_date = "2023-07-03T01:00:00"
, interval = "monthly", fields = NULL, corax = "unadjusted")
expect_equal(lapply(testEconSeries, class), list(Date = c("POSIXct", "POSIXt"), Security = "character", VALUE = "numeric") )
expect_true("USCPI=ECI" == unique(testEconSeries$Security))
}
)
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