[Blotter-commits] r123 - pkg/blotter/tests
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Nov 24 04:46:44 CET 2009
Author: peter_carl
Date: 2009-11-24 04:46:44 +0100 (Tue, 24 Nov 2009)
New Revision: 123
Modified:
pkg/blotter/tests/addTxn.R
Log:
- added library calls and removed untested functions
Modified: pkg/blotter/tests/addTxn.R
===================================================================
--- pkg/blotter/tests/addTxn.R 2009-11-24 03:46:05 UTC (rev 122)
+++ pkg/blotter/tests/addTxn.R 2009-11-24 03:46:44 UTC (rev 123)
@@ -4,6 +4,8 @@
data(IBM) # data included in package
symbols <- c("IBM")
+suppressMessages(library(blotter)) # to suppress the TZ noise from xts
+suppressMessages(library(quantmod))
# Initialize a portfolio object 'p'
# Creating portfolio:
p = initPortf(symbols=symbols)
@@ -134,66 +136,66 @@
print(all.equal(rpl4, 99.7)) # Test Realized.PL aggregation
# Tests for P&L
-p = updatePortf(p,start(IBM),end(IBM))
-# Resulting postions table:
-# p[["IBM"]]$posPL
-# > p[["IBM"]]$posPL
-# Pos.Qty Pos.Value Txn.Value Txn.Fees Realized.PL Unrealized.PL
-# 1950-01-01 0 0.00 0.00 0.00 0.0 0.00
-# 2007-01-03 50 4863.50 4822.50 2.50 0.0 41.00
-# 2007-01-04 0 0.00 -4857.50 2.50 35.0 -41.00
-# 2007-01-05 0 0.00 0.00 0.00 0.0 0.00
-# 2007-01-08 -10 -989.00 -992.50 0.50 0.0 3.50
-# 2007-01-09 -20 -2001.40 -1001.50 0.50 0.0 -10.90
-# 2007-01-10 -20 -1977.80 0.00 0.00 0.0 23.60
-# 2007-01-11 -20 -1973.00 0.00 0.00 0.0 4.80
-# 2007-01-12 -20 -1986.80 0.00 0.00 0.0 -13.80
-# 2007-01-16 -20 -2016.40 0.00 0.00 0.0 -29.60
-# 2007-01-17 -30 -3000.60 -1003.00 0.50 0.0 18.80
-# 2007-01-18 -30 -2983.50 0.00 0.00 0.0 17.10
-# 2007-01-19 0 0.00 2848.50 1.50 148.5 -13.50
-# 2007-01-22 25 2427.75 2406.25 1.25 0.0 21.50
-# 2007-01-23 50 4854.00 2409.25 1.25 0.0 17.00
-# 2007-01-24 50 4870.00 0.00 0.00 0.0 16.00
-# 2007-01-25 50 4875.50 0.00 0.00 0.0 5.50
-# 2007-01-26 25 2436.25 -2439.25 1.25 31.5 -31.50
-# 2007-01-29 25 2463.50 0.00 0.00 0.0 27.25
-# 2007-01-30 25 2484.25 0.00 0.00 0.0 20.75
-# 2007-01-31 0 0.00 -2471.25 1.25 95.0 -108.00
-# Trading.PL
-# 1950-01-01 0.00
-# 2007-01-03 41.00
-# 2007-01-04 -6.00
-# 2007-01-05 0.00
-# 2007-01-08 3.50
-# 2007-01-09 -10.90
-# 2007-01-10 23.60
-# 2007-01-11 4.80
-# 2007-01-12 -13.80
-# 2007-01-16 -29.60
-# 2007-01-17 18.80
-# 2007-01-18 17.10
-# 2007-01-19 135.00
-# 2007-01-22 21.50
-# 2007-01-23 17.00
-# 2007-01-24 16.00
-# 2007-01-25 5.50
-# 2007-01-26 0.00
-# 2007-01-29 27.25
-# 2007-01-30 20.75
-# 2007-01-31 -13.00
+# p = updatePortf(p,'2007-01')
+# # Resulting postions table:
+# # p[["IBM"]]$posPL
+# # > p[["IBM"]]$posPL
+# # Pos.Qty Pos.Value Txn.Value Txn.Fees Realized.PL Unrealized.PL
+# # 1950-01-01 0 0.00 0.00 0.00 0.0 0.00
+# # 2007-01-03 50 4863.50 4822.50 2.50 0.0 41.00
+# # 2007-01-04 0 0.00 -4857.50 2.50 35.0 -41.00
+# # 2007-01-05 0 0.00 0.00 0.00 0.0 0.00
+# # 2007-01-08 -10 -989.00 -992.50 0.50 0.0 3.50
+# # 2007-01-09 -20 -2001.40 -1001.50 0.50 0.0 -10.90
+# # 2007-01-10 -20 -1977.80 0.00 0.00 0.0 23.60
+# # 2007-01-11 -20 -1973.00 0.00 0.00 0.0 4.80
+# # 2007-01-12 -20 -1986.80 0.00 0.00 0.0 -13.80
+# # 2007-01-16 -20 -2016.40 0.00 0.00 0.0 -29.60
+# # 2007-01-17 -30 -3000.60 -1003.00 0.50 0.0 18.80
+# # 2007-01-18 -30 -2983.50 0.00 0.00 0.0 17.10
+# # 2007-01-19 0 0.00 2848.50 1.50 148.5 -13.50
+# # 2007-01-22 25 2427.75 2406.25 1.25 0.0 21.50
+# # 2007-01-23 50 4854.00 2409.25 1.25 0.0 17.00
+# # 2007-01-24 50 4870.00 0.00 0.00 0.0 16.00
+# # 2007-01-25 50 4875.50 0.00 0.00 0.0 5.50
+# # 2007-01-26 25 2436.25 -2439.25 1.25 31.5 -31.50
+# # 2007-01-29 25 2463.50 0.00 0.00 0.0 27.25
+# # 2007-01-30 25 2484.25 0.00 0.00 0.0 20.75
+# # 2007-01-31 0 0.00 -2471.25 1.25 95.0 -108.00
+# # Trading.PL
+# # 1950-01-01 0.00
+# # 2007-01-03 41.00
+# # 2007-01-04 -6.00
+# # 2007-01-05 0.00
+# # 2007-01-08 3.50
+# # 2007-01-09 -10.90
+# # 2007-01-10 23.60
+# # 2007-01-11 4.80
+# # 2007-01-12 -13.80
+# # 2007-01-16 -29.60
+# # 2007-01-17 18.80
+# # 2007-01-18 17.10
+# # 2007-01-19 135.00
+# # 2007-01-22 21.50
+# # 2007-01-23 17.00
+# # 2007-01-24 16.00
+# # 2007-01-25 5.50
+# # 2007-01-26 0.00
+# # 2007-01-29 27.25
+# # 2007-01-30 20.75
+# # 2007-01-31 -13.00
+#
+# # @todo: add tests for functions currently buried in updatePortf
+#
+# x1 = calcPortfSummary(p)
+# x2 = getBySymbol(p,'Pos.Qty')
+#
+# # Initialize account:
+# a = initAcct(portfolios="p")
+# # Updating account:
+# a = updateAcct(a,'2007-01')
+# a = updateEndEq(a,'2007-01')
-# @todo: add tests for functions currently buried in updatePortf
-x1 = calcPortfSummary(p)
-x2 = getBySymbol(p,'Pos.Qty')
-# Initialize account:
-a = initAcct(portfolios="p")
-# Updating account:
-a = updateAcct(a,'2007-01')
-a = updateEndEq(a,'2007-01')
-
-
-
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