[Blotter-commits] r1340 - in pkg/quantstrat: inst/tests tests
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Fri Jan 4 17:48:15 CET 2013
Author: milktrader
Date: 2013-01-04 17:48:15 +0100 (Fri, 04 Jan 2013)
New Revision: 1340
Modified:
pkg/quantstrat/inst/tests/test_yellow.R
pkg/quantstrat/inst/tests/yellow.R
pkg/quantstrat/tests/run-all.R
Log:
uncommenting failing tests of unimplemented features
Modified: pkg/quantstrat/inst/tests/test_yellow.R
===================================================================
--- pkg/quantstrat/inst/tests/test_yellow.R 2013-01-04 00:28:50 UTC (rev 1339)
+++ pkg/quantstrat/inst/tests/test_yellow.R 2013-01-04 16:48:15 UTC (rev 1340)
@@ -1,9 +1,9 @@
-suppressMessages(require(testthat))
+require(testthat)
#source('nuke_environments.R')
######################## DEFINE VARIABLES TO BE TESTED #######
-suppressMessages(source('yellow.R'))
+source('yellow.R')
qty = book$yellowPort$spx[,'Order.Qty']
price = book$yellowPort$spx[,'Order.Price']
@@ -58,59 +58,66 @@
{ expect_that(stats$Num.Txns , equals(19)) })
test_that("Num.Trades is 9",
{ expect_that(stats$Num.Trades , equals(9)) })
-# test_that("Net.Trading.PL is -36",
-# { expect_that(stats$Net.Trading.PL, equals(-36)) })
-# test_that("Avg.Trade.PL is -4",
-# { expect_that(stats$Avg.Trade.PL, equals(-4)) })
-# test_that("Med.Trade.PL is 6",
-# { expect_that(stats$Med.Trade.PL, equals(6)) })
-# test_that("Largest.Winnner is 581",
-# { expect_that(stats$Largest.Winner, equals(581)) })
-# test_that("Largest.Loser is -1064",
-# { expect_that(stats$Largest.Loser, equals(-1064)) })
-# test_that("Gross.Profits is 1425",
-# { expect_that(stats$Gross.Profits, equals(1425)) })
-# test_that("Gross.Losses is -1461",
-# { expect_that(stats$Gross.Losses, equals(-1461)) })
-# test_that("Std.Dev.Trade.PL is 477.7599",
-# { expect_equal(stats$Std.Dev.Trade.PL, 477.7599, .0001) })
-# test_that("Percent.Positive is 55.55556",
-# { expect_equal(stats$Percent.Positive, 55.55556, .0001) })
-# test_that("Percent.Negative is 44.44444",
-# { expect_equal(stats$Percent.Negative, 44.44444, .0001) })
-# test_that("Profit.Factor is 0.9753593",
-# { expect_equal(stats$Profit.Factor, 0.9753593, .0001) })
-# test_that("Avg.Win.Trade is 285",
-# { expect_that(stats$Avg.Win.Trade, equals(285)) })
-# test_that("Med.Win.Trade is 221",
-# { expect_that(stats$Med.Win.Trade, equals(221)) })
-# test_that("Avg.Losing.Trade is -365.25",
-# { expect_that(stats$Avg.Losing.Trade, equals(-365.25)) })
-# test_that("Med.Losing.Trade is -159.5",
-# { expect_that(stats$Med.Losing.Trade, equals(-159.5)) })
-# test_that("Avg.Daily.PL is -4",
-# { expect_that(stats$Avg.Daily.PL, equals(-4)) })
-# test_that("Med.Daily.PL is 6",
-# { expect_that(stats$Med.Daily.PL, equals(6)) })
-# test_that("Std.Dev.Daily.PL is 477.7599",
-# { expect_equal(stats$Std.Dev.Daily.PL, 477.7599, .0001) })
-# test_that("Max.Drawdown is -1789",
-# { expect_that(stats$Max.Drawdown, equals(-1789)) })
-# test_that("Profit.to.Max.Draw is -0.02012297",
-# { expect_equal(stats$Profit.to.Max.Draw, -0.02012297, .0001) })
-# test_that("Avg.WinLoss.Ratio is 0.7802875",
-# { expect_equal(stats$Avg.WinLoss.Ratio, 0.7802875, .0001) })
-# test_that("Med.WinLoss.Ratio is 1.38558",
-# { expect_equal(stats$Med.WinLoss.Ratio , 1.38558, .0001) })
-# test_that("Max.Equity is 390",
-# { expect_that(stats$Max.Equity , equals(390)) })
-# test_that("Min.Equity is -1539",
-# { expect_equal(stats$Min.Equity , -1539, .0001) })
-# test_that("End.Equity is -36",
-# { expect_equal(stats$End.Equity , -36, .0001) })
+test_that("Net.Trading.PL is -36",
+ { expect_that(stats$Net.Trading.PL, equals(-36)) })
+test_that("Avg.Trade.PL is -4",
+ { expect_that(stats$Avg.Trade.PL, equals(-4)) })
+test_that("Med.Trade.PL is 6",
+ { expect_that(stats$Med.Trade.PL, equals(6)) })
+test_that("Largest.Winnner is 581",
+ { expect_that(stats$Largest.Winner, equals(581)) })
+test_that("Largest.Loser is -1064",
+ { expect_that(stats$Largest.Loser, equals(-1064)) })
+test_that("Gross.Profits is 1425",
+ { expect_that(stats$Gross.Profits, equals(1425)) })
+test_that("Gross.Losses is -1461",
+ { expect_that(stats$Gross.Losses, equals(-1461)) })
+test_that("Std.Dev.Trade.PL is 477.7599",
+ { expect_equal(stats$Std.Dev.Trade.PL, 477.7599, .0001) })
+test_that("Percent.Positive is 55.55556",
+ { expect_equal(stats$Percent.Positive, 55.55556, .0001) })
+test_that("Percent.Negative is 44.44444",
+ { expect_equal(stats$Percent.Negative, 44.44444, .0001) })
+test_that("Profit.Factor is 0.9753593",
+ { expect_equal(stats$Profit.Factor, 0.9753593, .0001) })
+test_that("Avg.Win.Trade is 285",
+ { expect_that(stats$Avg.Win.Trade, equals(285)) })
+test_that("Med.Win.Trade is 221",
+ { expect_that(stats$Med.Win.Trade, equals(221)) })
+test_that("Avg.Losing.Trade is -365.25",
+ { expect_that(stats$Avg.Losing.Trade, equals(-365.25)) })
+test_that("Med.Losing.Trade is -159.5",
+ { expect_that(stats$Med.Losing.Trade, equals(-159.5)) })
+test_that("Avg.Daily.PL is -4",
+ { expect_that(stats$Avg.Daily.PL, equals(-4)) })
+test_that("Med.Daily.PL is 6",
+ { expect_that(stats$Med.Daily.PL, equals(6)) })
+test_that("Std.Dev.Daily.PL is 477.7599",
+ { expect_equal(stats$Std.Dev.Daily.PL, 477.7599, .0001) })
+test_that("Max.Drawdown is -1789",
+ { expect_that(stats$Max.Drawdown, equals(-1789)) })
+test_that("Profit.To.Max.Draw is -0.02012297",
+ { expect_equal(stats$Profit.To.Max.Draw, -0.02012297, .0001) })
+test_that("Avg.WinLoss.Ratio is 0.7802875",
+ { expect_equal(stats$Avg.WinLoss.Ratio, 0.7802875, .0001) })
+test_that("Med.WinLoss.Ratio is 1.38558",
+ { expect_equal(stats$Med.WinLoss.Ratio , 1.38558, .0001) })
+test_that("Max.Equity is 390",
+ { expect_that(stats$Max.Equity , equals(390)) })
+test_that("Min.Equity is -1539",
+ { expect_equal(stats$Min.Equity , -1539, .0001) })
+test_that("End.Equity is -36",
+ { expect_equal(stats$End.Equity , -36, .0001) })
-
-
-
-test_that("K.Ratio is 1",
+test_that("Buy.And.Hold is implemented",
+ { expect_that(stats$Buy.And.Hold , equals(1)) })
+test_that("Time.In.Market is implemented",
+ { expect_that(stats$Time.In.Market , equals(1)) })
+test_that("RINA.Index is implemented",
+ { expect_that(stats$RINA.Index , equals(1)) })
+test_that("Sharpe.Ratio is implemented",
+ { expect_that(stats$Sharpe.Ratio , equals(1)) })
+test_that("Sortino.Ratio is implemented",
+ { expect_that(stats$Sortino.Ratio , equals(1)) })
+test_that("K.Ratio is implemented",
{ expect_that(stats$K.Ratio , equals(1)) })
Modified: pkg/quantstrat/inst/tests/yellow.R
===================================================================
--- pkg/quantstrat/inst/tests/yellow.R 2013-01-04 00:28:50 UTC (rev 1339)
+++ pkg/quantstrat/inst/tests/yellow.R 2013-01-04 16:48:15 UTC (rev 1340)
@@ -11,7 +11,7 @@
#
################### LOAD QUANTSTRAT #################
-suppressMessages(require(quantstrat))
+require(quantstrat)
###################### LOAD DATA ######################
Modified: pkg/quantstrat/tests/run-all.R
===================================================================
--- pkg/quantstrat/tests/run-all.R 2013-01-04 00:28:50 UTC (rev 1339)
+++ pkg/quantstrat/tests/run-all.R 2013-01-04 16:48:15 UTC (rev 1340)
@@ -1,4 +1,5 @@
-library(testthat)
-library(quantstrat)
+require(testthat)
+require(quantstrat)
try(test_package("quantstrat"))
+
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