tests/testthat/test-gene.R

In tomaszbiegacz/gpw: Warsaw Stock Exchange playground

context("gene")

getTestDataBasic <- function () {
  dataFrame <- data.frame(
    symbol = c('11BIT'),
    timestamp = c(
      as.POSIXct('2016-01-04')
    ),
    timespan = 2L,
    prc_open = c(1),
    volume = c(2),
    prc_close = c(1.2),
    prc_min = c(0.8),
    prc_max = c(1.5),
    stringsAsFactors = FALSE
  )

  dataImport <- as.gpw.import(dataFrame)
  as.gpw.relative(dataImport)
}

getTestDataMutation <- function () {
  dataFrame <- data.frame(
    symbol = c('11BIT', 'ABCD', '11BIT'),
    timestamp = c(
      as.POSIXct('2016-01-04'),
      as.POSIXct('2016-01-05'),
      as.POSIXct('2016-01-05')
    ),
    timespan = c(2L, 3L, 3L),
    prc_open = c(1, 2, 2),
    volume = c(2, 4, 4),
    prc_close = c(1.2, 1.3, 1.3),
    prc_min = c(0.8, 2.1, 2.1),
    prc_max = c(1.5, 5, 5),
    stringsAsFactors = FALSE
  )

  dataImport <- as.gpw.import(dataFrame)
  as.gpw.relative(dataImport)
}

#
# Tests
#

test_that("gpw.geneAggregatorAbsMedian happy day", {
  dataFrame <- data.frame(
    symbol = c('11BIT', '11BIT', '11BIT'),
    timestamp = c(
      as.POSIXct('2016-01-04'),
      as.POSIXct('2016-01-05'),
      as.POSIXct('2016-01-06')
    ),
    timespan = c(2L, 3L, 4L),
    prc_open = c(1, 1, 1),
    volume = c(2, 4, 8),
    prc_close = c(1.2, 1.3, 1.8),
    prc_min = c(0.8, 0.9, 0.1),
    prc_max = c(1.5, 1.6, 1.9),
    stringsAsFactors = FALSE
  )
  dataImport <- as.gpw.import(dataFrame)
  dataRelative <- as.gpw.relative(dataImport)

  expected <- list(
    prc_close_rel = 0.3,
    prc_min_rel = 0.2,
    prc_max_rel = 0.6,
    prc_var_rel = 0.7,
    volume = 4
  )
  expect_equal(gpw.geneAggregatorAbsMedian(dataRelative), expected)
})

test_that("operatorEquals", {
  expect_true(operatorEquals(1000, 1001))
  expect_true(operatorEquals(-1000, -1001))

  expect_false(operatorEquals(100, 101))
  expect_false(operatorEquals(-100, -101))

  expect_true(operatorEquals(100, 101, allowedDiff = 0.1))
  expect_false(operatorEquals(100, -101, allowedDiff = 0.1))
})

test_that("operatorGreater", {
  expect_false(operatorGreater(1000, 1001))
  expect_true(operatorGreater(-1000, -1001))
})

test_that("operatorSmaller", {
  expect_true(operatorSmaller(1000, 1001))
  expect_false(operatorSmaller(-1000, -1001))
})

test_that("gpw.gene validation happy day", {
  data <- as.gpw.gene(
    stockData = getTestDataBasic(),
    stockName = '11BIT',
    pastRelativeTimePos = 1L,
    aggregationTimespan = 2L,
    aggregator = 'prc_close_rel',
    operator = '>',
    value = 0.1
  )

  expect_identical(class(data)[1], 'gpw.gene')
  expect_true(gpw.isEnabled(data, 2))
  expect_identical(as.character(data), '11BIT with prc_close_rel > 0.1 over ( 1 timepos and 2 timespan )')
  expect_identical(gpw.signature(data), '11BIT|2|prc_close_rel')

  # resiliency
  expect_false(gpw.isEnabled(data, 3))
  expect_false(gpw.isEnabled(data, 1))
})

test_that("gpw.gene stockRecords happy day", {
  dataFrame <- data.frame(
    symbol = c('11BIT', '11BIT' , '12BIT'),
    timestamp = c(
      as.POSIXct('2016-01-04'),
      as.POSIXct('2016-01-05'),
      as.POSIXct('2016-01-06')
    ),
    timespan = c(2L, 3L, 2L),
    prc_open = c(1, 2, 1),
    volume = c(2, 4, 2),
    prc_close = c(1.2, 1.3, 1),
    prc_min = c(0.8, 2.1, 1),
    prc_max = c(1.5, 5, 1),
    stringsAsFactors = FALSE
  )

  dataImport <- as.gpw.import(dataFrame)
  stockData <- as.gpw.relative(dataImport)

  data <- as.gpw.gene(
    stockData = stockData,
    stockName = '11BIT',
    pastRelativeTimePos = 1L,
    aggregationTimespan = 2L,
    aggregator = 'prc_close_rel',
    operator = '>',
    value = 0.1
  )

  expect_identical(nrow(stockRecords(data)), 1L)
})

test_that("gpw.gene prc_min_rel <", {
  data <- as.gpw.gene(
    stockData = getTestDataBasic(),
    stockName = '11BIT',
    pastRelativeTimePos = 1L,
    aggregationTimespan = 2L,
    aggregator = 'prc_min_rel',
    operator = '<',
    value = -0.1
  )

  expect_true(gpw.isEnabled(data, 2))
})

test_that("gpw.gene prc_min_rel =", {
  data <- as.gpw.gene(
    stockData = getTestDataBasic(),
    stockName = '11BIT',
    pastRelativeTimePos = 1L,
    aggregationTimespan = 2L,
    aggregator = 'prc_min_rel',
    operator = '=',
    value = -0.2
  )

  expect_true(gpw.isEnabled(data, 2))
})

test_that("mutateName happy day", {
  expect_identical(mutateName(c('one', 'two'), 'one', newNamePosition = 2), 'two')
  expect_identical(mutateName(c('one', 'two'), 'two', newNamePosition = 2), 'one')

  expect_identical(mutateName(c(2L, 3L), 3L, newNamePosition = 2), 2L)
})

test_that("mutateInteger happy day", {
  expect_identical(mutateInteger(c(1, 10), 2, valueShift = 1.1), 3L)
  expect_identical(mutateInteger(c(1, 10), 2, valueShift = 1.5), 4L)
  expect_identical(mutateInteger(c(1, 10), 2, valueShift = 11.1), 10L)
  expect_identical(mutateInteger(c(2, 10), 3, valueShift = -2), 2L)
})

test_that("mutateNumericPositive happy day", {
  expect_identical(mutateNumericPositive(10, valueShift = 1.1), 11.1)
  expect_identical(mutateNumericPositive(10, valueShift = -11.1), 0)
})

test_that("mutateGenePart stockName", {
  gene <- as.gpw.gene(
    stockData = getTestDataMutation(),
    stockName = '11BIT',
    pastRelativeTimePos = 1L,
    aggregationTimespan = 3L,
    aggregator = 'prc_min_rel',
    operator = '=',
    value = -0.2
  )

  mutated <- mutateGenePart(gene, 1)
  expect_true(gene@id != mutated@id)
  expect_identical(gene@stockData, mutated@stockData)
  expect_true(gene@stockName != mutated@stockName)
  expect_identical(gene@pastRelativeTimePos, mutated@pastRelativeTimePos)
  expect_identical(gene@timespan, mutated@timespan)
  expect_identical(gene@aggregator, mutated@aggregator)
  expect_identical(gene@operator, mutated@operator)
  expect_identical(gene@value, mutated@value)
})

test_that("mutateGenePart pastRelativeTimePos", {
  gene <- as.gpw.gene(
    stockData = getTestDataMutation(),
    stockName = '11BIT',
    pastRelativeTimePos = 1L,
    aggregationTimespan = 2L,
    aggregator = 'prc_min_rel',
    operator = '=',
    value = -0.2
  )

  mutated <- mutateGenePart(gene, 4)
  expect_true(gene@id != mutated@id)
  expect_identical(gene@stockData, mutated@stockData)
  expect_identical(gene@stockName, mutated@stockName)
  expect_true(gene@pastRelativeTimePos != mutated@pastRelativeTimePos)
  expect_identical(gene@timespan, mutated@timespan)
  expect_identical(gene@aggregator, mutated@aggregator)
  expect_identical(gene@operator, mutated@operator)
  expect_identical(gene@value, mutated@value)
})

test_that("mutateGenePart timespan", {
  gene <- as.gpw.gene(
    stockData = getTestDataMutation(),
    stockName = '11BIT',
    pastRelativeTimePos = 1L,
    aggregationTimespan = 2L,
    aggregator = 'prc_min_rel',
    operator = '=',
    value = -0.2
  )

  mutated <- mutateGenePart(gene, 2)
  expect_true(gene@id != mutated@id)
  expect_identical(gene@stockData, mutated@stockData)
  expect_identical(gene@stockName, mutated@stockName)
  expect_identical(gene@pastRelativeTimePos, mutated@pastRelativeTimePos)
  expect_true(gene@timespan != mutated@timespan)
  expect_identical(gene@aggregator, mutated@aggregator)
  expect_identical(gene@operator, mutated@operator)
  expect_identical(gene@value, mutated@value)
})

test_that("mutateGenePart aggregator", {
  gene <- as.gpw.gene(
    stockData = getTestDataMutation(),
    stockName = '11BIT',
    pastRelativeTimePos = 1L,
    aggregationTimespan = 2L,
    aggregator = 'prc_min_rel',
    operator = '=',
    value = -0.2
  )

  mutated <- mutateGenePart(gene, 3)
  expect_true(gene@id != mutated@id)
  expect_identical(gene@stockData, mutated@stockData)
  expect_identical(gene@stockName, mutated@stockName)
  expect_identical(gene@pastRelativeTimePos, mutated@pastRelativeTimePos)
  expect_identical(gene@timespan, mutated@timespan)
  expect_true(gene@aggregator != mutated@aggregator)
  expect_identical(gene@operator, mutated@operator)
  expect_identical(gene@value, mutated@value)
})

test_that("mutateGenePart operator", {
  gene <- as.gpw.gene(
    stockData = getTestDataMutation(),
    stockName = '11BIT',
    pastRelativeTimePos = 1L,
    aggregationTimespan = 2L,
    aggregator = 'prc_min_rel',
    operator = '=',
    value = -0.2
  )

  mutated <- mutateGenePart(gene, 5)
  expect_true(gene@id != mutated@id)
  expect_identical(gene@stockData, mutated@stockData)
  expect_identical(gene@stockName, mutated@stockName)
  expect_identical(gene@pastRelativeTimePos, mutated@pastRelativeTimePos)
  expect_identical(gene@timespan, mutated@timespan)
  expect_identical(gene@aggregator, mutated@aggregator)
  expect_true(gene@operator != mutated@operator)
  expect_identical(gene@value, mutated@value)
})

test_that("mutateGenePart value", {
  gene <- as.gpw.gene(
    stockData = getTestDataMutation(),
    stockName = '11BIT',
    pastRelativeTimePos = 1L,
    aggregationTimespan = 2L,
    aggregator = 'prc_min_rel',
    operator = '=',
    value = -0.2
  )

  mutated <- mutateGenePart(gene, 6)
  expect_true(gene@id != mutated@id)
  expect_identical(gene@stockData, mutated@stockData)
  expect_identical(gene@stockName, mutated@stockName)
  expect_identical(gene@pastRelativeTimePos, mutated@pastRelativeTimePos)
  expect_identical(gene@timespan, mutated@timespan)
  expect_identical(gene@aggregator, mutated@aggregator)
  expect_identical(gene@operator, mutated@operator)
  expect_true(gene@value != mutated@value)
})

test_that("gpw.mutate happy day", {
  dataFrame <- data.frame(
    symbol = c('11BIT', 'ABCD', '11BIT', 'ABCD', '11BIT', 'ABCD', '11BIT', 'ABCD'),
    timestamp = c(
      as.POSIXct('2016-01-04'),
      as.POSIXct('2016-01-04'),
      as.POSIXct('2016-01-04'),
      as.POSIXct('2016-01-04'),
      as.POSIXct('2016-01-05'),
      as.POSIXct('2016-01-05'),
      as.POSIXct('2016-01-05'),
      as.POSIXct('2016-01-05')
    ),
    timespan = c(2L, 2L, 3L, 3L, 2L, 2L, 3L, 3L),
    prc_open = as.numeric(c(1:8)),
    volume = as.numeric(c(1:8)),
    prc_close = as.numeric(c(1:8)),
    prc_min = as.numeric(c(1:8)),
    prc_max = as.numeric(c(1:8)),
    stringsAsFactors = FALSE
  )

  dataImport <- as.gpw.import(dataFrame)
  gene <- as.gpw.gene(
    stockData = as.gpw.relative(dataImport),
    stockName = '11BIT',
    pastRelativeTimePos = 1L,
    aggregationTimespan = 2L,
    aggregator = 'prc_min_rel',
    operator = '=',
    value = -0.2
  )

  mutated <- gpw.mutate(gene, 0.2, randomNumberGenerator = function() 0.1)
  expect_true(inherits(mutated, 'gpw.gene'))
  expect_true(gene@id != mutated@id)

  notMutated <- gpw.mutate(gene, 0.2, randomNumberGenerator = function() 0.3)
  expect_true(gene@id == notMutated@id)
})

test_that("gpw.randomGene happy day", {
  dataFrame <- data.frame(
    symbol = c('11BIT', 'ABCD', '11BIT', 'ABCD', '11BIT', 'ABCD', '11BIT', 'ABCD'),
    timestamp = c(
      as.POSIXct('2016-01-04'),
      as.POSIXct('2016-01-04'),
      as.POSIXct('2016-01-04'),
      as.POSIXct('2016-01-04'),
      as.POSIXct('2016-01-05'),
      as.POSIXct('2016-01-05'),
      as.POSIXct('2016-01-05'),
      as.POSIXct('2016-01-05')
    ),
    timespan = c(2L, 2L, 3L, 3L, 2L, 2L, 3L, 3L),
    prc_open = as.numeric(c(1:8)),
    volume = as.numeric(c(1:8)),
    prc_close = as.numeric(c(1:8)),
    prc_min = as.numeric(c(1:8)),
    prc_max = as.numeric(c(1:8)),
    stringsAsFactors = FALSE
  )

  dataImport <- as.gpw.import(dataFrame)
  stockData <- as.gpw.relative(dataImport)

  result <- gpw.randomGene(stockData)
  expect_true(inherits(result, 'gpw.gene'))
})

test_that("gpw.mutate happy day", {
  dataFrame <- data.frame(
    symbol = c('11BIT', 'ABCD'),
    timestamp = c(
      as.POSIXct('2016-01-04'),
      as.POSIXct('2016-01-05')
    ),
    timespan = c(2L, 3L),
    prc_open = as.numeric(c(1:2)),
    volume = as.numeric(c(1:2)),
    prc_close = as.numeric(c(1:2)),
    prc_min = as.numeric(c(1:2)),
    prc_max = as.numeric(c(1:2)),
    stringsAsFactors = FALSE
  )
  dataImport <- as.gpw.import(dataFrame)
  stockData <- as.gpw.relative(dataImport)

  gene1 <- as.gpw.gene(
    stockData = stockData,
    stockName = '11BIT',
    aggregationTimespan = 2L,
    aggregator = 'prc_min_rel',
    pastRelativeTimePos = 1L,
    operator = '<',
    value = -1
  )
  gene2 <- as.gpw.gene(
    stockData = stockData,
    stockName = '11BIT',
    aggregationTimespan = 2L,
    aggregator = 'prc_min_rel',
    pastRelativeTimePos = 2L,
    operator = '>',
    value = 2
  )

  replicated <- gpw.crossover(gene1, gene2)

  expect_identical(replicated@stockData, stockData)
  expect_identical(replicated@timespan, 2L)
  expect_identical(replicated@aggregator, 'prc_min_rel')

  expect_identical(replicated@pastRelativeTimePos, 2L)
  expect_true('<' %in% c('<','>'))
  expect_identical(replicated@value, 0.5)
})