tests/testthat/test-fill_strategy_prices.R

test_that("Refreshing prices returns correct prices", {

  original_prices <- strategy$legs[[1]]$prices

  strategy$legs[[1]]$prices <- head(strategy$legs[[1]]$prices, 10)

  refreshed_strategy <- refresh_strategy(strategy)

  expect_equal(refreshed_strategy$legs[[1]]$prices$close, original_prices$close)
})

test_that("No missing price data", {
  diffs <- tail(strategy$legs[[1]]$prices$date_time, -1) - tail(dplyr::lag(strategy$legs[[1]]$prices$date_time), -1)

  expect_equal(as.numeric(mean(diffs)), 1)
})
zumthor86/OptionsAnalytics documentation built on Oct. 20, 2020, 1:15 p.m.