tests/testthat/test_get_forecasts.R

In Reckziegel/YahooTickers: Download Stock Constituents From Several Stock Indexes

# library(YahooTickers)
# library(forecast)
# library(dplyr)
# library(tidyr)
#
# context("Testing get_forecasts()")
#
# set.seed(1)
#
# stock_fc <- tibble(
#   time = as.Date('2009-01-01') + 0:49,
#   X    = rnorm(50, 0, 1),
#   Y    = rnorm(50, 0, 2),
#   Z    = rnorm(50, 0, 4)
# ) %>%
#   gather(stock, price, -time) %>%
#   get_models(.group      = stock,
#              .col        = price,
#              .initial    = 40,
#              .assess     = 1,
#              .cumulative = TRUE,
#              .fun        = Arima,
#              order       = c(0, 0, 0),
#              seasonal    = c(0, 0, 0)
#              ) %>%
#   get_forecasts()
#
# test_that("The output contains the correct dimmensions", {
#
#   # class
#   expect_is(stock_fc, "tbl")
#   expect_is(stock_fc, "YahooTickers")
#
#   # rows
#   expect_equal(nrow(stock_fc), 30L)
#
#   # cols
#   expect_equal(ncol(stock_fc), 8L)
#
#   # names
#   expect_equal(names(stock_fc),
#                c("time", "stock", "price", "point_forecast", "lo.80", "lo.95", "hi.80", "hi.95")
#   )
#
#
# })