tests/test_tradeStatsExt.R
In cloudcello/rfintools: Utility Functions
# reference on testing packages:
# http://bioconductor.org/developers/unitTesting-guidelines/
# To start using testing packages quickly, here is
# the bare minimum: http://www.johnmyleswhite.com/notebook/2010/08/17/unit-testing-in-r-the-bare-minimum/
# The following test function was borrowed from the package 'rredis'
# checkEquals <- function(x, y) if(!isTRUE(all.equal(x, y, check.attributes=FALSE))) stop()
# require(RUnit)
require(blotter)
require(quantstrat)
require(rfintools)
options(digits=22) # default == 7
# ?Sys.info()
Sys.timezone()
Sys.setenv(TZ='UTC')
# switch to this: http://r-pkgs.had.co.nz/tests.html
checkEquals <- function(x, y)
{
if(!isTRUE(all.equal(x, y, check.attributes=FALSE))) stop()
}
# dir=system.file('data',package='quantstrat')
dir=system.file('extdata',package='rfintools')
cat(dir,"\n")
load(file = paste0(dir,"/","test_tradeStats.RData"), envir=.GlobalEnv)
load(file = paste0(dir,"/","GBPUSD.RData"), envir=.GlobalEnv)
loadInstruments("TestInstruments.RData", dir=dir)
put.portfolio(portf2,portfolio.st = "forex")
(ls_instruments()) # for display only
if(0) {
getPortfolio("forex")$symbols$GBPUSD$txn
getPortfolio("forex")$symbols$GBPUSD$posPL
}
# full data ------------------------------------------------------------------ -
if(1) {
cat("-------------------------------------------------------------------\n",
"running test on the full data\n")
ts <- tradeStatsExt("forex","GBPUSD", debugF = TRUE)
attr(ts$Date.Min, "tzone") <- "UTC"
attr(ts$Date.Max, "tzone") <- "UTC"
str(ts)
checkEquals( levels(ts$Portfolio) , "forex" )
checkEquals( levels(ts$Symbol) , "GBPUSD" )
checkEquals( ts$Num.Txns , 24 )
checkEquals( ts$Num.Trades , 12 )
checkEquals( ts$Net.Trading.PL , -492 )
checkEquals( ts$Avg.Trade.PL , -41 )
checkEquals( ts$Med.Trade.PL , -136 )
checkEquals( ts$Largest.Winner , 414 )
checkEquals( ts$Largest.Loser , -396 )
checkEquals( ts$Gross.Profits , 1296 )
checkEquals( ts$Gross.Losses , -1788 )
checkEquals( ts$Std.Dev.Trade.PL , 285.3865 )
checkEquals( ts$Percent.Positive , 33.333333333333329 )
checkEquals( ts$Percent.Negative , 66.666666666666657 )
checkEquals( ts$Profit.Factor , 0.72483221476512438 )
checkEquals( ts$Avg.Win.Trade , 324 )
checkEquals( ts$Med.Win.Trade , 359 )
checkEquals( ts$Avg.Losing.Trade , -223.5 )
checkEquals( ts$Med.Losing.Trade , -241 )
checkEquals( ts$Avg.Daily.PL , -61.5 )
checkEquals( ts$Med.Daily.PL , -121 )
checkEquals( ts$Std.Dev.Daily.PL , 377.67975852566377 )
checkEquals( ts$Ann.Sharpe , -2.5849471986368129 )
checkEquals( ts$Max.Drawdown , -1424 )
checkEquals( ts$Profit.To.Max.Draw , -0.3455056179775281 )
checkEquals( ts$Avg.WinLoss.Ratio , 1.4496644295302488 )
checkEquals( ts$Med.WinLoss.Ratio , 1.4896265560166377 )
checkEquals( ts$Max.Equity , 400 )
checkEquals( ts$Min.Equity , -1024 )
checkEquals( ts$End.Equity , -492 )
checkEquals( ts$Max.Consec.Win.Trades , 2 )
checkEquals( ts$Max.Consec.Los.Trades , 4 )
checkEquals( ts$Avg.PLRecs.All.Trades , 22.583333333333332 )
checkEquals( ts$Avg.PLRecs.Win.Trades , 27 )
checkEquals( ts$Avg.PLRecs.Los.Trades , 20.375 )
checkEquals( ts$Max.PLRecs.Flat.Period , 51 )
checkEquals( ts$Percent.Time.In.Market , 68.781725888324871 )
checkEquals( ts$RINA.Index , -1.1947141204532867 )
checkEquals( ts$Date.Min, as.POSIXct("2002-10-21 00:30:00 UTC", tz="UTC") )
checkEquals( ts$Date.Max, as.POSIXct("2002-11-04 23:00:00", tz="UTC") )
}
# scoped data ---------------------------------------------------------------- -
if(1) {
cat("-------------------------------------------------------------------\n",
"running test on the scoped data\n")
pd <- .parseISO8601("2002-10-22::2002-10-30", tz="UTC")
dates <- paste0(pd$first.time,"::",pd$last.time)
print(dates)
ts <- tradeStatsExt("forex","GBPUSD", Dates = dates)
attr(ts$Date.Min, "tzone") <- "UTC"
attr(ts$Date.Max, "tzone") <- "UTC"
str(ts)
checkEquals( levels(ts$Portfolio) , "forex" )
checkEquals( levels(ts$Symbol) , "GBPUSD" )
checkEquals( ts$Num.Txns , 15 )
checkEquals( ts$Num.Trades , 7 )
checkEquals( ts$Net.Trading.PL , -912 )
checkEquals( ts$Avg.Trade.PL , -87.428571428565633 )
checkEquals( ts$Med.Trade.PL , -126 )
checkEquals( ts$Largest.Winner , 364 )
checkEquals( ts$Largest.Loser , -396 )
checkEquals( ts$Gross.Profits , 528 )
checkEquals( ts$Gross.Losses , -1140 )
checkEquals( ts$Std.Dev.Trade.PL , 263.97149918306059 )
checkEquals( ts$Percent.Positive , 28.571428571428569 )
checkEquals( ts$Percent.Negative , 71.428571428571431 )
checkEquals( ts$Profit.Factor , 0.46315789473686186 )
checkEquals( ts$Avg.Win.Trade , 264 )
checkEquals( ts$Med.Win.Trade , 264 )
checkEquals( ts$Avg.Losing.Trade , -228 )
checkEquals( ts$Med.Losing.Trade , -246 )
checkEquals( ts$Avg.Daily.PL , -122.39999999999191 )
checkEquals( ts$Med.Daily.PL , -126 )
checkEquals( ts$Std.Dev.Daily.PL , 421.5765648135594 )
checkEquals( ts$Ann.Sharpe , -4.6089842866502995 )
checkEquals( ts$Max.Drawdown , -1424 )
checkEquals( ts$Profit.To.Max.Draw , -0.6404494382022472 )
checkEquals( ts$Avg.WinLoss.Ratio , 1.1578947368421546 )
checkEquals( ts$Med.WinLoss.Ratio , 1.0731707317073498 )
checkEquals( ts$Max.Equity , 400 )
checkEquals( ts$Min.Equity , -1024 )
checkEquals( ts$End.Equity , -912 )
checkEquals( ts$Max.Consec.Win.Trades , 2 )
checkEquals( ts$Max.Consec.Los.Trades , 4 )
checkEquals( ts$Avg.PLRecs.All.Trades , 24.142857142857142 )
checkEquals( ts$Avg.PLRecs.Win.Trades , 24 )
checkEquals( ts$Avg.PLRecs.Los.Trades , 24.2 )
checkEquals( ts$Max.PLRecs.Flat.Period , 19 )
checkEquals( ts$Percent.Time.In.Market , 85.067873303167417 )
checkEquals( ts$RINA.Index , -1.0735954363659634 )
checkEquals( ts$Date.Min, as.POSIXct( "2002-10-22 UTC", tz="UTC") )
checkEquals( ts$Date.Max, as.POSIXct("2002-10-30 23:30:00 UTC", tz="UTC") )
}
# scoped data ---------------------------------------------------------------- -
if(1) {
cat("-------------------------------------------------------------------\n",
"running test on the scoped data: initial exit transaction, to check ",
"for the number of transactions\n")
pd <- .parseISO8601("2002-10-23::2002-10-31", tz="UTC")
dates <- paste0(pd$first.time,"::",pd$last.time)
print(dates)
ts <- tradeStatsExt("forex","GBPUSD", Dates = dates) # NetTrPL == -532
attr(ts$Date.Min, "tzone") <- "UTC"
attr(ts$Date.Max, "tzone") <- "UTC"
str(ts)
# 'data.frame': 1 obs. of 40 variables:
checkEquals( levels(ts$Portfolio) , "forex" )
checkEquals( levels(ts$Symbol) , "GBPUSD" )
checkEquals( ts$Num.Txns , 14 )
# includes the opening / initial exit transaction, i.e. counts thansactions
# correctly
checkEquals( ts$Num.Trades , 7 )
checkEquals( ts$Date.Min, as.POSIXct( "2002-10-23 UTC", tz="UTC") )
checkEquals( ts$Date.Max, as.POSIXct("2002-10-31 23:30:00 UTC", tz="UTC") )
}
# scoped data ---------------------------------------------------------------- -
if(1) {
cat("-------------------------------------------------------------------\n",
"running test on the scoped data with \"interval\" : initial exit",
"transaction, to check for the number of transactions\n")
pd <- .parseISO8601("2002-10-23::2002-10-31", tz="UTC")
dates <- paste0(pd$first.time,"::",pd$last.time)
print(dates)
ts <- tradeStatsExt("forex","GBPUSD", Dates = dates, debugF = TRUE,
Interval = "6hours")
attr(ts$Date.Min, "tzone") <- "UTC"
attr(ts$Date.Max, "tzone") <- "UTC"
str(ts)
checkEquals( levels(ts$Portfolio) , "forex" )
checkEquals( levels(ts$Symbol) , "GBPUSD" )
checkEquals( ts$Num.Txns , 14 )
checkEquals( ts$Num.Trades , 7 )
checkEquals( ts$Net.Trading.PL , -382 )
checkEquals( ts$Avg.Trade.PL , -107.42857142856978 )
checkEquals( ts$Med.Trade.PL , -245.99999999999577 )
checkEquals( ts$Largest.Winner , 364.00000000000364 )
checkEquals( ts$Largest.Loser , -396.00000000000148 )
checkEquals( ts$Gross.Profits , 528.00000000000705 )
checkEquals( ts$Gross.Losses , -1279.9999999999957 )
checkEquals( ts$Std.Dev.Trade.PL , 272.54532170072878 )
checkEquals( ts$Percent.Positive , 28.571428571428569 )
checkEquals( ts$Percent.Negative , 71.428571428571431 )
checkEquals( ts$Profit.Factor , 0.41250000000000692 )
checkEquals( ts$Avg.Win.Trade , 264.00000000000352 )
checkEquals( ts$Med.Win.Trade , 264.00000000000352 )
checkEquals( ts$Avg.Losing.Trade , -255.99999999999912 )
checkEquals( ts$Med.Losing.Trade , -255.99999999999466 )
checkEquals( ts$Avg.Daily.PL , -150.3999999999977 )
checkEquals( ts$Med.Daily.PL , -255.99999999999466 )
checkEquals( ts$Std.Dev.Daily.PL , 426.4959554321735 )
checkEquals( ts$Ann.Sharpe , -5.5980038091694011 )
checkEquals( ts$Max.Drawdown , -948 )
checkEquals( ts$Profit.To.Max.Draw , -0.40295358649789031 )
checkEquals( ts$Avg.WinLoss.Ratio , 1.0312500000000173 )
checkEquals( ts$Med.WinLoss.Ratio , 1.0312500000000353 )
checkEquals( ts$Max.Equity , 150 )
checkEquals( ts$Min.Equity , -798 )
checkEquals( ts$End.Equity , -382 )
checkEquals( ts$Max.Consec.Win.Trades , 2 )
checkEquals( ts$Max.Consec.Los.Trades , 3 )
checkEquals( ts$Avg.PLRecs.All.Trades , 21 )
checkEquals( ts$Avg.PLRecs.Win.Trades , 24 )
checkEquals( ts$Avg.PLRecs.Los.Trades , 19.800000000000001 )
checkEquals( ts$Max.PLRecs.Flat.Period , 19 )
checkEquals( ts$Percent.Time.In.Market , 71.428571428571431 )
checkEquals( ts$RINA.Index , -5.5689672544079754 )
checkEquals( ts$Date.Min , "2002-10-23 UTC" )
checkEquals( ts$Date.Max , "2002-10-31 23:30:00 UTC" )
}
# end ------- ---------------------------------------------------------------- -
cat("end of test\n")
# t(tradeStatsExt("forex","GBPUSD", Dates = "2002-10-23::2002-10-30", debugF = TRUE))
# t(tradeStatsExt("forex","GBPUSD", Dates = "2002-10-21 00:00 UST::2002-10-30 00:00 UST",debugF = TRUE))
# done!
cloudcello/rfintools documentation built on May 13, 2019, 8:17 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
# reference on testing packages:
# http://bioconductor.org/developers/unitTesting-guidelines/
# To start using testing packages quickly, here is
# the bare minimum: http://www.johnmyleswhite.com/notebook/2010/08/17/unit-testing-in-r-the-bare-minimum/
# The following test function was borrowed from the package 'rredis'
# checkEquals <- function(x, y) if(!isTRUE(all.equal(x, y, check.attributes=FALSE))) stop()
# require(RUnit)
require(blotter)
require(quantstrat)
require(rfintools)
options(digits=22) # default == 7
# ?Sys.info()
Sys.timezone()
Sys.setenv(TZ='UTC')
# switch to this: http://r-pkgs.had.co.nz/tests.html
checkEquals <- function(x, y)
{
if(!isTRUE(all.equal(x, y, check.attributes=FALSE))) stop()
}
# dir=system.file('data',package='quantstrat')
dir=system.file('extdata',package='rfintools')
cat(dir,"\n")
load(file = paste0(dir,"/","test_tradeStats.RData"), envir=.GlobalEnv)
load(file = paste0(dir,"/","GBPUSD.RData"), envir=.GlobalEnv)
loadInstruments("TestInstruments.RData", dir=dir)
put.portfolio(portf2,portfolio.st = "forex")
(ls_instruments()) # for display only
if(0) {
getPortfolio("forex")$symbols$GBPUSD$txn
getPortfolio("forex")$symbols$GBPUSD$posPL
}
# full data ------------------------------------------------------------------ -
if(1) {
cat("-------------------------------------------------------------------\n",
"running test on the full data\n")
ts <- tradeStatsExt("forex","GBPUSD", debugF = TRUE)
attr(ts$Date.Min, "tzone") <- "UTC"
attr(ts$Date.Max, "tzone") <- "UTC"
str(ts)
checkEquals( levels(ts$Portfolio) , "forex" )
checkEquals( levels(ts$Symbol) , "GBPUSD" )
checkEquals( ts$Num.Txns , 24 )
checkEquals( ts$Num.Trades , 12 )
checkEquals( ts$Net.Trading.PL , -492 )
checkEquals( ts$Avg.Trade.PL , -41 )
checkEquals( ts$Med.Trade.PL , -136 )
checkEquals( ts$Largest.Winner , 414 )
checkEquals( ts$Largest.Loser , -396 )
checkEquals( ts$Gross.Profits , 1296 )
checkEquals( ts$Gross.Losses , -1788 )
checkEquals( ts$Std.Dev.Trade.PL , 285.3865 )
checkEquals( ts$Percent.Positive , 33.333333333333329 )
checkEquals( ts$Percent.Negative , 66.666666666666657 )
checkEquals( ts$Profit.Factor , 0.72483221476512438 )
checkEquals( ts$Avg.Win.Trade , 324 )
checkEquals( ts$Med.Win.Trade , 359 )
checkEquals( ts$Avg.Losing.Trade , -223.5 )
checkEquals( ts$Med.Losing.Trade , -241 )
checkEquals( ts$Avg.Daily.PL , -61.5 )
checkEquals( ts$Med.Daily.PL , -121 )
checkEquals( ts$Std.Dev.Daily.PL , 377.67975852566377 )
checkEquals( ts$Ann.Sharpe , -2.5849471986368129 )
checkEquals( ts$Max.Drawdown , -1424 )
checkEquals( ts$Profit.To.Max.Draw , -0.3455056179775281 )
checkEquals( ts$Avg.WinLoss.Ratio , 1.4496644295302488 )
checkEquals( ts$Med.WinLoss.Ratio , 1.4896265560166377 )
checkEquals( ts$Max.Equity , 400 )
checkEquals( ts$Min.Equity , -1024 )
checkEquals( ts$End.Equity , -492 )
checkEquals( ts$Max.Consec.Win.Trades , 2 )
checkEquals( ts$Max.Consec.Los.Trades , 4 )
checkEquals( ts$Avg.PLRecs.All.Trades , 22.583333333333332 )
checkEquals( ts$Avg.PLRecs.Win.Trades , 27 )
checkEquals( ts$Avg.PLRecs.Los.Trades , 20.375 )
checkEquals( ts$Max.PLRecs.Flat.Period , 51 )
checkEquals( ts$Percent.Time.In.Market , 68.781725888324871 )
checkEquals( ts$RINA.Index , -1.1947141204532867 )
checkEquals( ts$Date.Min, as.POSIXct("2002-10-21 00:30:00 UTC", tz="UTC") )
checkEquals( ts$Date.Max, as.POSIXct("2002-11-04 23:00:00", tz="UTC") )
}
# scoped data ---------------------------------------------------------------- -
if(1) {
cat("-------------------------------------------------------------------\n",
"running test on the scoped data\n")
pd <- .parseISO8601("2002-10-22::2002-10-30", tz="UTC")
dates <- paste0(pd$first.time,"::",pd$last.time)
print(dates)
ts <- tradeStatsExt("forex","GBPUSD", Dates = dates)
attr(ts$Date.Min, "tzone") <- "UTC"
attr(ts$Date.Max, "tzone") <- "UTC"
str(ts)
checkEquals( levels(ts$Portfolio) , "forex" )
checkEquals( levels(ts$Symbol) , "GBPUSD" )
checkEquals( ts$Num.Txns , 15 )
checkEquals( ts$Num.Trades , 7 )
checkEquals( ts$Net.Trading.PL , -912 )
checkEquals( ts$Avg.Trade.PL , -87.428571428565633 )
checkEquals( ts$Med.Trade.PL , -126 )
checkEquals( ts$Largest.Winner , 364 )
checkEquals( ts$Largest.Loser , -396 )
checkEquals( ts$Gross.Profits , 528 )
checkEquals( ts$Gross.Losses , -1140 )
checkEquals( ts$Std.Dev.Trade.PL , 263.97149918306059 )
checkEquals( ts$Percent.Positive , 28.571428571428569 )
checkEquals( ts$Percent.Negative , 71.428571428571431 )
checkEquals( ts$Profit.Factor , 0.46315789473686186 )
checkEquals( ts$Avg.Win.Trade , 264 )
checkEquals( ts$Med.Win.Trade , 264 )
checkEquals( ts$Avg.Losing.Trade , -228 )
checkEquals( ts$Med.Losing.Trade , -246 )
checkEquals( ts$Avg.Daily.PL , -122.39999999999191 )
checkEquals( ts$Med.Daily.PL , -126 )
checkEquals( ts$Std.Dev.Daily.PL , 421.5765648135594 )
checkEquals( ts$Ann.Sharpe , -4.6089842866502995 )
checkEquals( ts$Max.Drawdown , -1424 )
checkEquals( ts$Profit.To.Max.Draw , -0.6404494382022472 )
checkEquals( ts$Avg.WinLoss.Ratio , 1.1578947368421546 )
checkEquals( ts$Med.WinLoss.Ratio , 1.0731707317073498 )
checkEquals( ts$Max.Equity , 400 )
checkEquals( ts$Min.Equity , -1024 )
checkEquals( ts$End.Equity , -912 )
checkEquals( ts$Max.Consec.Win.Trades , 2 )
checkEquals( ts$Max.Consec.Los.Trades , 4 )
checkEquals( ts$Avg.PLRecs.All.Trades , 24.142857142857142 )
checkEquals( ts$Avg.PLRecs.Win.Trades , 24 )
checkEquals( ts$Avg.PLRecs.Los.Trades , 24.2 )
checkEquals( ts$Max.PLRecs.Flat.Period , 19 )
checkEquals( ts$Percent.Time.In.Market , 85.067873303167417 )
checkEquals( ts$RINA.Index , -1.0735954363659634 )
checkEquals( ts$Date.Min, as.POSIXct( "2002-10-22 UTC", tz="UTC") )
checkEquals( ts$Date.Max, as.POSIXct("2002-10-30 23:30:00 UTC", tz="UTC") )
}
# scoped data ---------------------------------------------------------------- -
if(1) {
cat("-------------------------------------------------------------------\n",
"running test on the scoped data: initial exit transaction, to check ",
"for the number of transactions\n")
pd <- .parseISO8601("2002-10-23::2002-10-31", tz="UTC")
dates <- paste0(pd$first.time,"::",pd$last.time)
print(dates)
ts <- tradeStatsExt("forex","GBPUSD", Dates = dates) # NetTrPL == -532
attr(ts$Date.Min, "tzone") <- "UTC"
attr(ts$Date.Max, "tzone") <- "UTC"
str(ts)
# 'data.frame': 1 obs. of 40 variables:
checkEquals( levels(ts$Portfolio) , "forex" )
checkEquals( levels(ts$Symbol) , "GBPUSD" )
checkEquals( ts$Num.Txns , 14 )
# includes the opening / initial exit transaction, i.e. counts thansactions
# correctly
checkEquals( ts$Num.Trades , 7 )
checkEquals( ts$Date.Min, as.POSIXct( "2002-10-23 UTC", tz="UTC") )
checkEquals( ts$Date.Max, as.POSIXct("2002-10-31 23:30:00 UTC", tz="UTC") )
}
# scoped data ---------------------------------------------------------------- -
if(1) {
cat("-------------------------------------------------------------------\n",
"running test on the scoped data with \"interval\" : initial exit",
"transaction, to check for the number of transactions\n")
pd <- .parseISO8601("2002-10-23::2002-10-31", tz="UTC")
dates <- paste0(pd$first.time,"::",pd$last.time)
print(dates)
ts <- tradeStatsExt("forex","GBPUSD", Dates = dates, debugF = TRUE,
Interval = "6hours")
attr(ts$Date.Min, "tzone") <- "UTC"
attr(ts$Date.Max, "tzone") <- "UTC"
str(ts)
checkEquals( levels(ts$Portfolio) , "forex" )
checkEquals( levels(ts$Symbol) , "GBPUSD" )
checkEquals( ts$Num.Txns , 14 )
checkEquals( ts$Num.Trades , 7 )
checkEquals( ts$Net.Trading.PL , -382 )
checkEquals( ts$Avg.Trade.PL , -107.42857142856978 )
checkEquals( ts$Med.Trade.PL , -245.99999999999577 )
checkEquals( ts$Largest.Winner , 364.00000000000364 )
checkEquals( ts$Largest.Loser , -396.00000000000148 )
checkEquals( ts$Gross.Profits , 528.00000000000705 )
checkEquals( ts$Gross.Losses , -1279.9999999999957 )
checkEquals( ts$Std.Dev.Trade.PL , 272.54532170072878 )
checkEquals( ts$Percent.Positive , 28.571428571428569 )
checkEquals( ts$Percent.Negative , 71.428571428571431 )
checkEquals( ts$Profit.Factor , 0.41250000000000692 )
checkEquals( ts$Avg.Win.Trade , 264.00000000000352 )
checkEquals( ts$Med.Win.Trade , 264.00000000000352 )
checkEquals( ts$Avg.Losing.Trade , -255.99999999999912 )
checkEquals( ts$Med.Losing.Trade , -255.99999999999466 )
checkEquals( ts$Avg.Daily.PL , -150.3999999999977 )
checkEquals( ts$Med.Daily.PL , -255.99999999999466 )
checkEquals( ts$Std.Dev.Daily.PL , 426.4959554321735 )
checkEquals( ts$Ann.Sharpe , -5.5980038091694011 )
checkEquals( ts$Max.Drawdown , -948 )
checkEquals( ts$Profit.To.Max.Draw , -0.40295358649789031 )
checkEquals( ts$Avg.WinLoss.Ratio , 1.0312500000000173 )
checkEquals( ts$Med.WinLoss.Ratio , 1.0312500000000353 )
checkEquals( ts$Max.Equity , 150 )
checkEquals( ts$Min.Equity , -798 )
checkEquals( ts$End.Equity , -382 )
checkEquals( ts$Max.Consec.Win.Trades , 2 )
checkEquals( ts$Max.Consec.Los.Trades , 3 )
checkEquals( ts$Avg.PLRecs.All.Trades , 21 )
checkEquals( ts$Avg.PLRecs.Win.Trades , 24 )
checkEquals( ts$Avg.PLRecs.Los.Trades , 19.800000000000001 )
checkEquals( ts$Max.PLRecs.Flat.Period , 19 )
checkEquals( ts$Percent.Time.In.Market , 71.428571428571431 )
checkEquals( ts$RINA.Index , -5.5689672544079754 )
checkEquals( ts$Date.Min , "2002-10-23 UTC" )
checkEquals( ts$Date.Max , "2002-10-31 23:30:00 UTC" )
}
# end ------- ---------------------------------------------------------------- -
cat("end of test\n")
# t(tradeStatsExt("forex","GBPUSD", Dates = "2002-10-23::2002-10-30", debugF = TRUE))
# t(tradeStatsExt("forex","GBPUSD", Dates = "2002-10-21 00:00 UST::2002-10-30 00:00 UST",debugF = TRUE))
# done!
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