inst/tinytest/test_returns_dataframe.R

In enricoschumann/PMwR: Portfolio Management with R

## returns without 'period'

x <- 1:10
expect_true(inherits(returns(data.frame(x)), "data.frame"))
expect_equal(returns(data.frame(x))[[1]], returns(x))
expect_equal(returns(data.frame(x), pad = 0)[[1]], returns(x, pad = 0))


x <- cbind(1:10, 2:11)
expect_true(inherits(returns(data.frame(x)), "data.frame"))
expect_equivalent(as.matrix(returns(data.frame(x))), returns(x))
expect_equivalent(as.matrix(returns(data.frame(x), pad = 0)), returns(x, pad = 0))


## returns with 'period'
dax <- DAX[[1]]
t <- as.Date(row.names(DAX))
ans1 <- returns(dax, t, period = "ytd!")
ans2 <- returns(data.frame(dax), t, period = "ytd!")
expect_equal(as.numeric(ans1), as.numeric(ans2))

## expect_true(inherits(returns(data.frame(x), t, period = "quarter"), "data.frame"))
## expect_true(inherits(returns(data.frame(cbind(x, x)), t, period = "quarter"), "data.frame"))