tests/testthat/test-term.R

In wilsonfreitas/R-fixedincome: Fixed Income Models, Calculations, Data Structures and Instruments

# context('term class')

test_that("it should create a term object", {
  t <- term(6, "months")
  expect_s4_class(t, "Term")
  expect_s4_class(t, "Term")
  expect_true(t@units == "month")
  t <- term(1:10, "days")
  expect_true(all(t@units == "day"))
})

# test_that("it should test equality", {
#   t <- term(6, 'months')
#   expect_true(t == "6 months")
#   expect_true("6 months" == t)
#   t <- term(1, 'months')
#   expect_true(t == "1 month")
#   expect_true("1 month" == t)
# })

test_that("it should coerce term to numeric", {
  t <- term(6, "months")
  expect_equal(as.numeric(t), 6)
})

test_that("it should coerce term to character", {
  t <- term(6, "month")
  expect_equal(as(t, "character"), "6 months")
  t <- term(6:9, "month")
  expect_equal(
    as(t, "character"),
    c("6 months", "7 months", "8 months", "9 months")
  )
  # expect_warning(t <- term(6:9, c("month", "year")))
  # expect_equal(
  #   as(t, "character"),
  #   c("6 months", "7 months", "8 months", "9 months")
  # )
})

test_that("it should raise error", {
  expect_error(term(6, "nada"))
})

test_that("it should create a term object from a string", {
  t <- as.term("6 months")
  expect_true(as.numeric(t) == 6)
  expect_true(t@units == "month")

  expect_error(as.term("nada"))

  t <- as.term(c("6 months", "12 months"))
  expect_equal(as.numeric(t), c(6, 12))
  expect_equal(t@units, c("month", "month"))

  t <- as.term(c("6 months", "1 year"))
  expect_equal(as.numeric(t), c(6, 1))
  expect_equal(t@units, c("month", "year"))
})

test_that("it should check the length of a term", {
  t <- term(1, "day")
  expect_equal(length(t), 1)
  t <- term(1:10, "day")
  expect_equal(length(t), 10)
})

test_that("it should access elements of a term", {
  t <- term(1, "day")
  expect_equal(t[1], term(1, "day"))
  t <- term(1:10, "day")
  expect_equal(t[c(5, 6)], term(c(5, 6), "day"))
})

test_that("it should put a term object into a data.frame column", {
  t <- term(1:10, "day")
  df <- data.frame(term = t)
  expect_s3_class(df, "data.frame")
  expect_s4_class(df$term, "Term")
  expect_equal(df[1, "term"], term(1, "day"))
  # expect_equal(df[c(T, F),"term"], term(c(1, 3, 5, 7, 9), "day"))
})

test_that("it should not create terms with different units", {
  t1 <- term(c(1, 2), c("day", "month"))
  expect_equal(length(t1@units), 2)
  expect_equal(t1@units, c("day", "month"))
  expect_error(t1 <- term(c(1, 2), c("day", "month", "year")))
})

test_that("it should ops terms", {
  t1 <- term(1, "day")
  t2 <- term(2, "days")
  expect_error(t1 < t2)
  expect_error(t1 + t2)
})

test_that("it should create a DateRangeTerm", {
  t <- term(as.Date("2022-02-14"), as.Date("2022-02-18"), "actual")
  expect_equal(t@units, "day")
  expect_equal(as(t, "character"), "4 days")
  expect_equal(as(t, "numeric"), 4)
})

test_that("it should shift a term object", {
  t <- term(1:5, "days")
  st <- shift(t)
  expect_s4_class(st, "Term")
  expect_equal(as.numeric(st), c(NA, 1, 2, 3, 4))
})

test_that("it should concatenate terms", {
  t1 <- term(1:5, "days")
  t2 <- term(6:10, "days")
  t <- c(t1, t2)
  expect_s4_class(t, "Term")
  expect_equal(as.numeric(t), 1:10)
})

# test_that("it should concatenate numeric with terms", {
#   t2 <- term(6:10, "days")
#   t <- c(1:5, t2)
#   expect_s4_class(t, "Term")
#   expect_equal(as.numeric(t), 1:10)
# })

test_that("it should diff terms", {
  t1 <- term(1:5, "days")
  t <- diff(t1)
  expect_s4_class(t, "Term")
  expect_length(t, 4)
  expect_equal(as.numeric(t), rep(1, 4))
  t1 <- term(1:5, "days")
  t <- diff(t1, fill = NA)
  expect_s4_class(t, "Term")
  expect_length(t, 5)
  expect_equal(as.numeric(t), c(NA, rep(1, 4)))
})

# test_that("it should compare terms with different units", {
#   t1 <- term(252, "days", "business/252")
#   t2 <- term(1, "year", "business/252")
#   expect_true(t1 == t2)
#   t1 <- term(12, "months", "business/252")
#   t2 <- term(1, "year", "business/252")
#   expect_true(t1 == t2)
#   # this is annoying - we can compare terms with different daycounts
#   t1 <- term(12, "months", "actual/360")
#   t2 <- term(1, "year", "business/252")
#   expect_true(t1 == t2)
#   # this is annoying - we can't compare terms with different daycounts
#   t1 <- term(1, "days", "actual/360")
#   t2 <- term(1, "days", "business/252")
#   expect_true(t1 != t2)
# })