tests/testthat/test-technical_indicators.R

In pverspeelt/Quantfunctions: Contains a diverse set of functions and indicators to add functionality to Quantmod, TTR and Quantstrat

context("Testing equality techical indicators")

load(file.path("ADM.rda"))

test_that("Test stochRSI: values should be between 0 and 1", {
  x <- stochRSI(ADM)
  expect_equal(1, max(x, na.rm = TRUE))
  expect_equal(0, min(x, na.rm = TRUE))
})

test_that("Test envelope: test outcome ema vs envelope", {
  # test ema
  ema_adm <- TTR::EMA(ADM$ADM.Close, 22)    
  expect_equivalent(envelope(ADM, p = 2.5)$midpoint, ema_adm)
  expect_equivalent(envelope(ADM, p = 2.5)$lower_bound, ema_adm * (1 - 2.5/100))
  
  # test sma
  sma_adm <- TTR::SMA(ADM$ADM.Close, 22)
  expect_equivalent(envelope(ADM, ma = "SMA", p = 2.5)$midpoint, sma_adm)
  expect_equivalent(envelope(ADM, ma = "SMA", p = 2.5)$lower_bound, sma_adm * (1 - 2.5/100))
})


context("Testing incorrect parameters techical indicators")

test_that("Test stochRSI: periods incorrect", {
  expect_error(stochRSI(ADM$ADM.Close, n = 0))
  expect_error(stochRSI(ADM$ADM.Open))
})

test_that("Test envelope: periods, ma, percentage or x is incorrect", {
  expect_error(envelope(ADM, n = 0))
  expect_error(envelope(ADM, p = 101))
  expect_error(envelope(ADM, p = -5))
  expect_error(envelope(ADM, ma = "WMA"))
  expect_error(envelope(mtcars))
})

test_that("Test stochRSI output", {
  expect_s3_class(stochRSI(ADM), "xts")
})

test_that("Test envelope output", {
  expect_s3_class(envelope(ADM), "xts")
})