tests/testthat/test-Ichimoku.R

In giovannikraushaar/TradingIndicatoR: Technical trading with TradingIndicatoR

# Luca Sanfilippo, 2019-05-09

test_that("Ichimoku works with simple input", {
  h <-c(20, 22, 24, 25, 23, 26, 28, 26, 29, 27, 28, 30, 27, 29, 28,20, 22,
        24, 25, 23, 26, 28, 26, 29, 27, 28, 30, 27,17,4,19, 25, 23, 26, 28,
        26, 29, 27, 28, 30, 27, 29, 28,10,17,4,19, 28,10,17,4,19)
  l <- c(10, 15, 30, 12, 14, 3, 20, 1, 8, 9, 3, 18, 7, 2, 1,20, 22, 24, 25,
         23, 26, 28, 26, 29, 27, 28, 30, 27, 29, 28,10,17,4,19, 25, 23, 26, 
         28, 26, 29, 27, 28, 30, 27, 29, 28,10,17,4,19,17,4)
  a <- c(21,10,17,4,19,3,13,1,3,1,9,8,2,6,1,20, 22, 24, 25, 23, 26, 28, 26,
         29, 27, 28, 30, 27, 29, 25, 23, 26, 28, 26, 29, 27, 28, 30, 27, 29, 
         28,10,17,4,19,17,4,19,17,4,2,1 )
  expect_equal(as.integer(Ichimoku(h, l, a)[10, 4]), 18)
})

test_that("First n-1 values are NA for each Ichimoku indicator", {
  h <-c(20, 22, 24, 25, 23, 26, 28, 26, 29, 27, 28, 30, 27, 29, 28,20, 22,
        24, 25, 23, 26, 28, 26, 29, 27, 28, 30, 27,17,4,19, 25, 23, 26, 28,
        26, 29, 27, 28, 30, 27, 29, 28,10,17,4,19, 28,10,17,4,19)
  l <- c(10, 15, 30, 12, 14, 3, 20, 1, 8, 9, 3, 18, 7, 2, 1,20, 22, 24, 25,
         23, 26, 28, 26, 29, 27, 28, 30, 27, 29, 28,10,17,4,19, 25, 23, 26, 
         28, 26, 29, 27, 28, 30, 27, 29, 28,10,17,4,19,17,4)
  a <- c(21,10,17,4,19,3,13,1,3,1,9,8,2,6,1,20, 22, 24, 25, 23, 26, 28, 26,
         29, 27, 28, 30, 27, 29, 25, 23, 26, 28, 26, 29, 27, 28, 30, 27, 29, 
         28,10,17,4,19,17,4,19,17,4,2,1 )
  # TenkanSen
  n <- 9
  x <- all(is.na(Ichimoku(h, l, a)[1:(n - 1), 4]))
  expect_equal(x, TRUE)
  # KijunSen
  n <- 26
  x <- all(is.na(Ichimoku(h, l, a)[1:(n - 1), 5]))
  expect_equal(x, TRUE)
  # SenkouSpanA
  n <- 26
  x <- all(is.na(Ichimoku(h, l, a)[1:(n - 1), 6]))
  expect_equal(x, TRUE)
  # SenkouSpanB
  n <- 52
  x <- all(is.na(Ichimoku(h, l, a)[1:(n - 1), 7]))
  expect_equal(x, TRUE)
  
})

test_that("input with a valid length", {
  h <-c(20, 22, 24, 25, 23, 26, 28, 26, 29, 27, 28, 30, 27, 29, 28,20, 22,
        24, 25, 23, 26, 28, 26, 29, 27, 28, 30, 27,17,4,19, 25, 23, 26, 28,
        26, 29, 27, 28, 30, 27, 29, 28,10,17,4,19, 28,10,17,4,19)
  l <- c(10, 15, 30, 12, 14, 3, 20, 1, 8, 18, 7, 2, 1,20, 22, 24, 25,
         23, 26, 28, 26, 29, 27, 28, 30, 27, 29, 28,10,17,4,19, 25, 23, 26, 
         28, 26, 29, 27, 28, 30, 27, 29, 28,10,17,4,19,17,4)
  a <- c(21,10,17,4,19,3,13,1,3,1,9,8,2,6,1,20, 22, 24, 25, 23, 26, 28, 26,
         29, 27, 28, 30, 27, 29, 25, 23, 26, 28, 26, 29, 27, 28, 30, 27, 29, 
         28,10,17,4,19,17,4)
  expect_error(Ichimoku(h, l, a))
})

test_that("xts input", {
  expect_true(xts::is.xts(Ichimoku(USGDP, USGDP, USGDP)))
  expect_equal(zoo::index(Ichimoku(USGDP, USGDP, USGDP)), zoo::index(USGDP))
})

test_that("quantmod output as input", {
  expect_length(Ichimoku(BAC$High, BAC$Low, BAC$Close)[, 1], nrow(BAC))
  expect_length(Ichimoku(BAC[, 2], BAC[, 3], BAC[, 4])[, 1] , nrow(BAC))
})