tests/testthat/test_internals_utilities.R

In jonathancornelissen/highfrequency: Tools for Highfrequency Data Analysis

library(testthat)
set.seed(1)

# colCumsum ---------------------------------------------------------------
test_that("colCumsum works correctly", {
  
  x <- matrix(rnorm(100), nrow = 10, ncol = 10)
  expect_equal(colCumsum(x), apply(x, 2, cumsum))
  
})

# tickGrouping_RETURNS ----------------------------------------------------
test_that("tickGrouping_RETURNS works correctly", {
  expect_equal(as.numeric(tickGrouping_RETURNS(100, 3)), c(rep(0:32, each = 3), 33))
})


# KK(.) -------------------------------------------------------------------
test_that("KK cpp function works correctly", {
  
  x <- 1.5
  expect_equal(highfrequency:::KK(x, 1), 1-x)
  expect_equal(highfrequency:::KK(x, 2), 1 - 2 * x^3)
  expect_equal(highfrequency:::KK(x, 3), 1 - x^2)
  expect_equal(highfrequency:::KK(x, 4), 1 - 3 * x^2 + 2 * x^3)
  expect_equal(highfrequency:::KK(x, 5), 1 - 10 * x^3 + 15 * x^4 - 6 * x^5)
  expect_equal(highfrequency:::KK(x, 6), 1 - 15 * x^4 + 24 * x^5 - 10 * x^6)
  expect_equal(highfrequency:::KK(x, 7), 1 - 21 * x^5 + 35 * x^6 - 15 * x^7)
  expect_equal(highfrequency:::KK(x, 8), 1 - 28 * x^6 + 48 * x^7 - 21 * x^8)
  expect_equal(highfrequency:::KK(x, 9), 2 * (1 - x)^3)
  expect_equal(highfrequency:::KK(x-1, 9), 1 - 6 * (x-1)^2 + 6 * (x-1)^3)
  expect_equal(highfrequency:::KK(x, 10), (1 + sin(pi/2 - pi * x))/2)
  expect_equal(highfrequency:::KK(x, 11), (1 - sin(pi/2 - pi * (1 - x) * (1 - x)))/2)
  expect_equal(highfrequency:::KK(x, 12), -999)
  
})