context('test as_timeseries_.xts')
library(xts)
library(astimeseries)
rets <- xts(matrix(rnorm(9), ncol = 3), order.by = timeBasedSeq('2019-01-01/2019-01-03'))
colnames(rets) <- c("a", "b", "c")
names_rets <- colnames(rets)
dates_rets <- zoo::index(rets)
test_timeseries <- as_timeseries(rets)
test_that("coercion from xts to timeSeries works", {
# xts
expect_equal(nrow(rets), 3)
expect_equal(ncol(rets), 3)
expect_s3_class(rets, 'xts')
# after coercion
expect_equal(nrow(test_timeseries), 3)
expect_equal(ncol(test_timeseries), 3)
expect_s4_class(test_timeseries, 'timeSeries')
expect_named(test_timeseries, names_rets) # names are keeped
expect_equal(rownames(test_timeseries), as.character(dates_rets)) # dates are keeped
})
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