tests/testthat/test-rank.R

In greatgray/scorecard: GGCM Model Performance Scorecard

suppressPackageStartupMessages(require(quantmod))

context("Row rank")

load_data <- function() {
  h <- new.env()
  load("testdata/history.RData",envir=h)
  return(get("history",envir=h))
}

test_that("single column stops", {
  h <- load_data()
  XLE <- get("XLE",envir=h)
  expect_error(xts::last(row_rank(Cl(XLE))))
})

test_that("empty argument stops", {
  expect_error(row_rank())
})

test_that("multiple columns", {
  h <- load_data()
  XLE <- get("XLE",envir=h)
  XLK <- get("XLK",envir=h)
  series <- merge(Op(XLE), Op(XLK))
  rv <- row_rank(series)
  rv <- xts::last(coredata(rv))
  expect_equal(as.numeric(rv[1]), 1)
  expect_equal(as.numeric(rv[2]), 2)
})


test_that("duplicated column equal rank", {
  h <- load_data()
  XLE <- get("XLE",envir=h)

  series <- merge(Op(XLE), Op(XLE))
  colnames(series) <- c("X1", "X2")
  rv <- row_rank(series)
  rv <- xts::last(coredata(rv))
  expect_equivalent(rv[1], rv[2])
  expect_equal(as.numeric(rv[1]), 1.5)
})