tests/testthat/test_calcOpenGapCoefParallel.R

In tmk-c/myrlib: My R library for daily work

context("Test calcOpenGapCoefParallel")

test_that("function returns correct data.", {

  start.date <- "2018-10-01"
  end.date   <- "2018-10-31"
  symbols    <- c("AAPL", "BRKB", "IBM", "INTL", "MSFT")
  window     <- 10

  # data <- getSliceData(settings$sharadar.sqli,
  #                      c("roc.pc2to", "roc.to2tc"),
  #                      start.date, end.date, symbols, TRUE,
  #                      NULL, NULL, NULL, NULL)
  # saveRDS(data, paste0(system.file(package="myrlib"),
  #                      "/testdata/data_calcOpenGapCoefParallel.rds"))

  data <- readRDS(system.file("testdata/data_calcOpenGapCoefParallel.rds",
                              package = "myrlib"))

  result <- calcOpenGapCoefParallel(window, data$roc.pc2to, data$roc.to2tc,
                                    parallel = FALSE)

  # Test names and dim
  expect_equal(names(result), symbols)
  expect_equal(nrow(result), 23)
  expect_equal(ncol(result), length(symbols))

  # Test types
  expect_is(result, "xts")
  expect_is(index(result), "POSIXct")

  # Test values
  expect_equal(as.numeric(result[end.date, "AAPL"]), -0.415255143)
  expect_equal(head(index(result), 1), as.POSIXct(start.date))
  expect_equal(tail(index(result), 1), as.POSIXct(end.date))
})