tests/testthat/test-symbol-rank.R

In greatgray/scorecard: GGCM Model Performance Scorecard

context("Symbol rank")


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

test_that("monthly rank works", {
  h <- load_data()
  mp <- monthly_prices(c("XLE","XLK"),h)
  colnames(mp) <- gsub(".Adjusted",".Rank",colnames(mp))
  symbol_rank_monthly(c("XLK","XLE"),mp,h)

  fv <- as.numeric(xts::last(get("XLE",envir=h)))
  expect_gt(fv[1],76.1)
  expect_lt(fv[1],76.2)
})

test_that("monthly rank empty list", {
  expect_error(symbol_rank_monthly(c()))
  expect_error(symbol_rank_monthly(c("XLP"),rank_obj = NA))
})

test_that("daily rank works", {
  h <- load_data()
  pv <- get("XLE",envir=h)
  pv$Rank <- 4

  symbol_rank_daily("XLE",pv$Rank,h)

  fv <- as.numeric(xts::last(get("XLE",envir=h)))
  expect_gt(fv[1],74.0)
  expect_lt(fv[1],74.1)
})

test_that("daily rank empty list", {
  expect_error(symbol_rank_daily(c()))
  expect_error(symbol_rank_daily(c("XLP"),rank_obj = NA))
})