[Blotter-commits] r1375 - pkg/quantstrat/inst/tests
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Jan 22 00:20:44 CET 2013
Author: milktrader
Date: 2013-01-22 00:20:44 +0100 (Tue, 22 Jan 2013)
New Revision: 1375
Modified:
pkg/quantstrat/inst/tests/TEMPLATE_test_demo.R
pkg/quantstrat/inst/tests/test_bbandParameters.R
pkg/quantstrat/inst/tests/test_bbands.R
pkg/quantstrat/inst/tests/test_bee.R
pkg/quantstrat/inst/tests/test_faber.R
pkg/quantstrat/inst/tests/test_faberMC.R
pkg/quantstrat/inst/tests/test_faber_rebal.R
pkg/quantstrat/inst/tests/test_luxor-3.11.R
pkg/quantstrat/inst/tests/test_luxor-3.12.R
pkg/quantstrat/inst/tests/test_luxor-3.16.R
pkg/quantstrat/inst/tests/test_luxor.1.R
pkg/quantstrat/inst/tests/test_luxor.2.R
pkg/quantstrat/inst/tests/test_luxor.3.Parameters.R
pkg/quantstrat/inst/tests/test_luxor.3.Parameters.tradegraphs.R
pkg/quantstrat/inst/tests/test_luxor.3.R
pkg/quantstrat/inst/tests/test_luxor.4.R
pkg/quantstrat/inst/tests/test_luxor.4.Timespans.R
pkg/quantstrat/inst/tests/test_luxor.4.Timespans.tradegraphs.R
pkg/quantstrat/inst/tests/test_luxor.StopLoss.R
pkg/quantstrat/inst/tests/test_luxor.StopTrailing.R
pkg/quantstrat/inst/tests/test_luxor.TakeProfit.R
pkg/quantstrat/inst/tests/test_luxor.exits.R
pkg/quantstrat/inst/tests/test_luxor.orderchains.R
pkg/quantstrat/inst/tests/test_luxor.strategy.R
pkg/quantstrat/inst/tests/test_maCross.R
pkg/quantstrat/inst/tests/test_macd.R
pkg/quantstrat/inst/tests/test_macdParameters.R
pkg/quantstrat/inst/tests/test_macdRebalancing.R
pkg/quantstrat/inst/tests/test_pair_trade.R
pkg/quantstrat/inst/tests/test_rocema.R
pkg/quantstrat/inst/tests/test_rsi.R
Log:
revamped test script templates
Modified: pkg/quantstrat/inst/tests/TEMPLATE_test_demo.R
===================================================================
--- pkg/quantstrat/inst/tests/TEMPLATE_test_demo.R 2013-01-21 19:10:54 UTC (rev 1374)
+++ pkg/quantstrat/inst/tests/TEMPLATE_test_demo.R 2013-01-21 23:20:44 UTC (rev 1375)
@@ -1,9 +1,15 @@
-##### PLACE THIS BLOCK AHEAD OF DATE INITS IN DEMO SCRIPT ######
-# if(!exists('in_test') || !isTRUE(in_test)){
-# initDate='2005-12-31' # ensure this is demo default
-# endDate=Sys.Date() # ensure this is demo default
-# }
-################################################################
+##### PLACE DEMO AND TEST DATES HERE #################
+#
+# if(isTRUE(options('in_test')$in_test))
+# # use test dates
+# {initDate="2011-01-01"
+# endDate="2012-12-31"
+# } else
+# # use demo defaults
+# {initDate="1999-12-31"
+# endDate=Sys.Date()}
+#
+###############################################################
##### PLACE THIS BLOCK AT END OF DEMO SCRIPT ###################
# book = getOrderBook(port)
@@ -25,13 +31,10 @@
require(testthat)
require(PortfolioAnalytics)
-######### INITIALIZE DATES AND SOURCE DEMO #####################
+######### ACTIVATE TEST DATES AND SOURCE DEMO #####################
-in_test <- TRUE
-initDate <- "2011-01-01"
-endDate <- "2012-12-31"
-
-demo("DEMO", ask=FALSE, echo=FALSE)
+options(in_test=TRUE)
+source('DEMO.R')
################### DEFINE VARIABLES TO BE TESTED ##############
Modified: pkg/quantstrat/inst/tests/test_bbandParameters.R
===================================================================
--- pkg/quantstrat/inst/tests/test_bbandParameters.R 2013-01-21 19:10:54 UTC (rev 1374)
+++ pkg/quantstrat/inst/tests/test_bbandParameters.R 2013-01-21 23:20:44 UTC (rev 1375)
@@ -1,20 +1,3 @@
-
-##### PLACE THIS BLOCK AHEAD OF DATE INITS IN DEMO SCRIPT ######
-#
-# if(!exists('in_test') || !isTRUE(in_test)){
-# initDate='2005-12-31' # ensure this is demo default
-# endDate=Sys.Date() # ensure this is demo default
-# }
-################################################################
-
-##### PLACE THIS BLOCK AT END OF DEMO SCRIPT ###################
-#
-# book = getOrderBook(port)
-# stats = tradeStats(port)
-# rets = PortfReturns(acct)
-################################################################
-
-
################## TEMPLATE FILL OUT ###########################
##### ####
##### DEMO = %s/DEMO/_the_name_of_my_demo/g ####
@@ -28,13 +11,10 @@
require(testthat)
require(PortfolioAnalytics)
-######### INITIALIZE DATES AND SOURCE DEMO #####################
+######### ACTIVATE TEST DATES AND SOURCE DEMO #####################
-in_test <- TRUE
-initDate <- "2011-01-01"
-endDate <- "2012-12-31"
-
-demo("DEMO", ask=FALSE, echo=FALSE)
+options(in_test=TRUE)
+source('DEMO.R')
################### DEFINE VARIABLES TO BE TESTED ##############
Modified: pkg/quantstrat/inst/tests/test_bbands.R
===================================================================
--- pkg/quantstrat/inst/tests/test_bbands.R 2013-01-21 19:10:54 UTC (rev 1374)
+++ pkg/quantstrat/inst/tests/test_bbands.R 2013-01-21 23:20:44 UTC (rev 1375)
@@ -1,20 +1,3 @@
-
-##### PLACE THIS BLOCK AHEAD OF DATE INITS IN DEMO SCRIPT ######
-#
-# if(!exists('in_test') || !isTRUE(in_test)){
-# initDate='2005-12-31' # ensure this is demo default
-# endDate=Sys.Date() # ensure this is demo default
-# }
-################################################################
-
-##### PLACE THIS BLOCK AT END OF DEMO SCRIPT ###################
-#
-# book = getOrderBook(port)
-# stats = tradeStats(port)
-# rets = PortfReturns(acct)
-################################################################
-
-
################## TEMPLATE FILL OUT ###########################
##### ####
##### DEMO = %s/DEMO/_the_name_of_my_demo/g ####
@@ -28,13 +11,10 @@
require(testthat)
require(PortfolioAnalytics)
-######### INITIALIZE DATES AND SOURCE DEMO #####################
+######### ACTIVATE TEST DATES AND SOURCE DEMO #####################
-in_test <- TRUE
-initDate <- "2011-01-01"
-endDate <- "2012-12-31"
-
-demo("DEMO", ask=FALSE, echo=FALSE)
+options(in_test=TRUE)
+source('DEMO.R')
################### DEFINE VARIABLES TO BE TESTED ##############
Modified: pkg/quantstrat/inst/tests/test_bee.R
===================================================================
--- pkg/quantstrat/inst/tests/test_bee.R 2013-01-21 19:10:54 UTC (rev 1374)
+++ pkg/quantstrat/inst/tests/test_bee.R 2013-01-21 23:20:44 UTC (rev 1375)
@@ -1,54 +1,26 @@
-
-##### PLACE THIS BLOCK AHEAD OF DATE INITS IN DEMO SCRIPT ######
-#
-# if(!exists('in_test') || !isTRUE(in_test)){
-# initDate='2005-12-31' # ensure this is demo default
-# endDate=Sys.Date() # ensure this is demo default
-# }
-################################################################
-
-##### PLACE THIS BLOCK AT END OF DEMO SCRIPT ###################
-#
-# book = getOrderBook(port)
-# stats = tradeStats(port)
-# rets = PortfReturns(acct)
-################################################################
-
-
-################## TEMPLATE FILL OUT ###########################
-##### ####
-##### DEMO = %s/DEMO/_the_name_of_my_demo/g ####
-##### PORTFOLIO = %s/PORTFOLIO/_the_name_of_my_portfolio/g ####
-##### STOCK = %s/STOCK/_the_name_of_my_stock/g ####
-##### ####
-################################################################
-
################## LOAD TESTING FRAMEWORK ######################
require(testthat)
require(PortfolioAnalytics)
-######### INITIALIZE DATES AND SOURCE DEMO #####################
+######### ACTIVATE TEST DATES AND SOURCE BEE #####################
-in_test <- TRUE
-initDate <- "2011-01-01"
-endDate <- "2012-12-31"
-
-demo("DEMO", ask=FALSE, echo=FALSE)
+options(in_test=TRUE)
+source('bee.R')
################### DEFINE VARIABLES TO BE TESTED ##############
-qty = book$PORTFOLIO$STOCK[,"Order.Qty"]
-price = book$PORTFOLIO$STOCK[,"Order.Price"]
-type = book$PORTFOLIO$STOCK[,"Order.Type"]
-side = book$PORTFOLIO$STOCK[,"Order.Side"]
-status = book$PORTFOLIO$STOCK[,"Order.Status"]
-fees = book$PORTFOLIO$STOCK[,"Txn.Fees"]
-rule = book$PORTFOLIO$STOCK[,"Rule"]
+qty = book$bug$GLD[,"Order.Qty"]
+price = book$bug$GLD[,"Order.Price"]
+type = book$bug$GLD[,"Order.Type"]
+side = book$bug$GLD[,"Order.Side"]
+status = book$bug$GLD[,"Order.Status"]
+fees = book$bug$GLD[,"Txn.Fees"]
+rule = book$bug$GLD[,"Rule"]
######################## ORDER BOOK ############################
-context("DEMO order book is consistent ")
+context("bee order book is consistent ")
## quantity
test_that("The first entry is 100",
@@ -83,7 +55,7 @@
######################## STATS #################################
-context("DEMO trade statistics are consistent ")
+context("bee trade statistics are consistent ")
test_that("Num.Txns is 19",
{ expect_that(stats$Num.Txns , equals(19)) })
@@ -140,9 +112,9 @@
test_that("End.Equity is -36",
{ expect_equal(stats$End.Equity , -36, .0001) })
-######################## PORTFOLIO RETURNS ######################
+######################## bug RETURNS ######################
-context("DEMO portfolio returns are consistent ")
+context("bee portfolio returns are consistent ")
test_that("min return is -0.00597",
{ expect_equal(min(rets), -0.00597, .0001) })
Modified: pkg/quantstrat/inst/tests/test_faber.R
===================================================================
--- pkg/quantstrat/inst/tests/test_faber.R 2013-01-21 19:10:54 UTC (rev 1374)
+++ pkg/quantstrat/inst/tests/test_faber.R 2013-01-21 23:20:44 UTC (rev 1375)
@@ -1,20 +1,3 @@
-
-##### PLACE THIS BLOCK AHEAD OF DATE INITS IN DEMO SCRIPT ######
-#
-# if(!exists('in_test') || !isTRUE(in_test)){
-# initDate='2005-12-31' # ensure this is demo default
-# endDate=Sys.Date() # ensure this is demo default
-# }
-################################################################
-
-##### PLACE THIS BLOCK AT END OF DEMO SCRIPT ###################
-#
-# book = getOrderBook(port)
-# stats = tradeStats(port)
-# rets = PortfReturns(acct)
-################################################################
-
-
################## TEMPLATE FILL OUT ###########################
##### ####
##### DEMO = %s/DEMO/_the_name_of_my_demo/g ####
@@ -28,13 +11,10 @@
require(testthat)
require(PortfolioAnalytics)
-######### INITIALIZE DATES AND SOURCE DEMO #####################
+######### ACTIVATE TEST DATES AND SOURCE DEMO #####################
-in_test <- TRUE
-initDate <- "2011-01-01"
-endDate <- "2012-12-31"
-
-demo("DEMO", ask=FALSE, echo=FALSE)
+options(in_test=TRUE)
+source('DEMO.R')
################### DEFINE VARIABLES TO BE TESTED ##############
Modified: pkg/quantstrat/inst/tests/test_faberMC.R
===================================================================
--- pkg/quantstrat/inst/tests/test_faberMC.R 2013-01-21 19:10:54 UTC (rev 1374)
+++ pkg/quantstrat/inst/tests/test_faberMC.R 2013-01-21 23:20:44 UTC (rev 1375)
@@ -1,20 +1,3 @@
-
-##### PLACE THIS BLOCK AHEAD OF DATE INITS IN DEMO SCRIPT ######
-#
-# if(!exists('in_test') || !isTRUE(in_test)){
-# initDate='2005-12-31' # ensure this is demo default
-# endDate=Sys.Date() # ensure this is demo default
-# }
-################################################################
-
-##### PLACE THIS BLOCK AT END OF DEMO SCRIPT ###################
-#
-# book = getOrderBook(port)
-# stats = tradeStats(port)
-# rets = PortfReturns(acct)
-################################################################
-
-
################## TEMPLATE FILL OUT ###########################
##### ####
##### DEMO = %s/DEMO/_the_name_of_my_demo/g ####
@@ -28,13 +11,10 @@
require(testthat)
require(PortfolioAnalytics)
-######### INITIALIZE DATES AND SOURCE DEMO #####################
+######### ACTIVATE TEST DATES AND SOURCE DEMO #####################
-in_test <- TRUE
-initDate <- "2011-01-01"
-endDate <- "2012-12-31"
-
-demo("DEMO", ask=FALSE, echo=FALSE)
+options(in_test=TRUE)
+source('DEMO.R')
################### DEFINE VARIABLES TO BE TESTED ##############
Modified: pkg/quantstrat/inst/tests/test_faber_rebal.R
===================================================================
--- pkg/quantstrat/inst/tests/test_faber_rebal.R 2013-01-21 19:10:54 UTC (rev 1374)
+++ pkg/quantstrat/inst/tests/test_faber_rebal.R 2013-01-21 23:20:44 UTC (rev 1375)
@@ -1,20 +1,3 @@
-
-##### PLACE THIS BLOCK AHEAD OF DATE INITS IN DEMO SCRIPT ######
-#
-# if(!exists('in_test') || !isTRUE(in_test)){
-# initDate='2005-12-31' # ensure this is demo default
-# endDate=Sys.Date() # ensure this is demo default
-# }
-################################################################
-
-##### PLACE THIS BLOCK AT END OF DEMO SCRIPT ###################
-#
-# book = getOrderBook(port)
-# stats = tradeStats(port)
-# rets = PortfReturns(acct)
-################################################################
-
-
################## TEMPLATE FILL OUT ###########################
##### ####
##### DEMO = %s/DEMO/_the_name_of_my_demo/g ####
@@ -28,13 +11,10 @@
require(testthat)
require(PortfolioAnalytics)
-######### INITIALIZE DATES AND SOURCE DEMO #####################
+######### ACTIVATE TEST DATES AND SOURCE DEMO #####################
-in_test <- TRUE
-initDate <- "2011-01-01"
-endDate <- "2012-12-31"
-
-demo("DEMO", ask=FALSE, echo=FALSE)
+options(in_test=TRUE)
+source('DEMO.R')
################### DEFINE VARIABLES TO BE TESTED ##############
Modified: pkg/quantstrat/inst/tests/test_luxor-3.11.R
===================================================================
--- pkg/quantstrat/inst/tests/test_luxor-3.11.R 2013-01-21 19:10:54 UTC (rev 1374)
+++ pkg/quantstrat/inst/tests/test_luxor-3.11.R 2013-01-21 23:20:44 UTC (rev 1375)
@@ -1,20 +1,3 @@
-
-##### PLACE THIS BLOCK AHEAD OF DATE INITS IN DEMO SCRIPT ######
-#
-# if(!exists('in_test') || !isTRUE(in_test)){
-# initDate='2005-12-31' # ensure this is demo default
-# endDate=Sys.Date() # ensure this is demo default
-# }
-################################################################
-
-##### PLACE THIS BLOCK AT END OF DEMO SCRIPT ###################
-#
-# book = getOrderBook(port)
-# stats = tradeStats(port)
-# rets = PortfReturns(acct)
-################################################################
-
-
################## TEMPLATE FILL OUT ###########################
##### ####
##### DEMO = %s/DEMO/_the_name_of_my_demo/g ####
@@ -28,13 +11,10 @@
require(testthat)
require(PortfolioAnalytics)
-######### INITIALIZE DATES AND SOURCE DEMO #####################
+######### ACTIVATE TEST DATES AND SOURCE DEMO #####################
-in_test <- TRUE
-initDate <- "2011-01-01"
-endDate <- "2012-12-31"
-
-demo("DEMO", ask=FALSE, echo=FALSE)
+options(in_test=TRUE)
+source('DEMO.R')
################### DEFINE VARIABLES TO BE TESTED ##############
Modified: pkg/quantstrat/inst/tests/test_luxor-3.12.R
===================================================================
--- pkg/quantstrat/inst/tests/test_luxor-3.12.R 2013-01-21 19:10:54 UTC (rev 1374)
+++ pkg/quantstrat/inst/tests/test_luxor-3.12.R 2013-01-21 23:20:44 UTC (rev 1375)
@@ -1,20 +1,3 @@
-
-##### PLACE THIS BLOCK AHEAD OF DATE INITS IN DEMO SCRIPT ######
-#
-# if(!exists('in_test') || !isTRUE(in_test)){
-# initDate='2005-12-31' # ensure this is demo default
-# endDate=Sys.Date() # ensure this is demo default
-# }
-################################################################
-
-##### PLACE THIS BLOCK AT END OF DEMO SCRIPT ###################
-#
-# book = getOrderBook(port)
-# stats = tradeStats(port)
-# rets = PortfReturns(acct)
-################################################################
-
-
################## TEMPLATE FILL OUT ###########################
##### ####
##### DEMO = %s/DEMO/_the_name_of_my_demo/g ####
@@ -28,13 +11,10 @@
require(testthat)
require(PortfolioAnalytics)
-######### INITIALIZE DATES AND SOURCE DEMO #####################
+######### ACTIVATE TEST DATES AND SOURCE DEMO #####################
-in_test <- TRUE
-initDate <- "2011-01-01"
-endDate <- "2012-12-31"
-
-demo("DEMO", ask=FALSE, echo=FALSE)
+options(in_test=TRUE)
+source('DEMO.R')
################### DEFINE VARIABLES TO BE TESTED ##############
Modified: pkg/quantstrat/inst/tests/test_luxor-3.16.R
===================================================================
--- pkg/quantstrat/inst/tests/test_luxor-3.16.R 2013-01-21 19:10:54 UTC (rev 1374)
+++ pkg/quantstrat/inst/tests/test_luxor-3.16.R 2013-01-21 23:20:44 UTC (rev 1375)
@@ -1,20 +1,3 @@
-
-##### PLACE THIS BLOCK AHEAD OF DATE INITS IN DEMO SCRIPT ######
-#
-# if(!exists('in_test') || !isTRUE(in_test)){
-# initDate='2005-12-31' # ensure this is demo default
-# endDate=Sys.Date() # ensure this is demo default
-# }
-################################################################
-
-##### PLACE THIS BLOCK AT END OF DEMO SCRIPT ###################
-#
-# book = getOrderBook(port)
-# stats = tradeStats(port)
-# rets = PortfReturns(acct)
-################################################################
-
-
################## TEMPLATE FILL OUT ###########################
##### ####
##### DEMO = %s/DEMO/_the_name_of_my_demo/g ####
@@ -28,13 +11,10 @@
require(testthat)
require(PortfolioAnalytics)
-######### INITIALIZE DATES AND SOURCE DEMO #####################
+######### ACTIVATE TEST DATES AND SOURCE DEMO #####################
-in_test <- TRUE
-initDate <- "2011-01-01"
-endDate <- "2012-12-31"
-
-demo("DEMO", ask=FALSE, echo=FALSE)
+options(in_test=TRUE)
+source('DEMO.R')
################### DEFINE VARIABLES TO BE TESTED ##############
Modified: pkg/quantstrat/inst/tests/test_luxor.1.R
===================================================================
--- pkg/quantstrat/inst/tests/test_luxor.1.R 2013-01-21 19:10:54 UTC (rev 1374)
+++ pkg/quantstrat/inst/tests/test_luxor.1.R 2013-01-21 23:20:44 UTC (rev 1375)
@@ -1,20 +1,3 @@
-
-##### PLACE THIS BLOCK AHEAD OF DATE INITS IN DEMO SCRIPT ######
-#
-# if(!exists('in_test') || !isTRUE(in_test)){
-# initDate='2005-12-31' # ensure this is demo default
-# endDate=Sys.Date() # ensure this is demo default
-# }
-################################################################
-
-##### PLACE THIS BLOCK AT END OF DEMO SCRIPT ###################
-#
-# book = getOrderBook(port)
-# stats = tradeStats(port)
-# rets = PortfReturns(acct)
-################################################################
-
-
################## TEMPLATE FILL OUT ###########################
##### ####
##### DEMO = %s/DEMO/_the_name_of_my_demo/g ####
@@ -28,13 +11,10 @@
require(testthat)
require(PortfolioAnalytics)
-######### INITIALIZE DATES AND SOURCE DEMO #####################
+######### ACTIVATE TEST DATES AND SOURCE DEMO #####################
-in_test <- TRUE
-initDate <- "2011-01-01"
-endDate <- "2012-12-31"
-
-demo("DEMO", ask=FALSE, echo=FALSE)
+options(in_test=TRUE)
+source('DEMO.R')
################### DEFINE VARIABLES TO BE TESTED ##############
Modified: pkg/quantstrat/inst/tests/test_luxor.2.R
===================================================================
--- pkg/quantstrat/inst/tests/test_luxor.2.R 2013-01-21 19:10:54 UTC (rev 1374)
+++ pkg/quantstrat/inst/tests/test_luxor.2.R 2013-01-21 23:20:44 UTC (rev 1375)
@@ -1,20 +1,3 @@
-
-##### PLACE THIS BLOCK AHEAD OF DATE INITS IN DEMO SCRIPT ######
-#
-# if(!exists('in_test') || !isTRUE(in_test)){
-# initDate='2005-12-31' # ensure this is demo default
-# endDate=Sys.Date() # ensure this is demo default
-# }
-################################################################
-
-##### PLACE THIS BLOCK AT END OF DEMO SCRIPT ###################
-#
-# book = getOrderBook(port)
-# stats = tradeStats(port)
-# rets = PortfReturns(acct)
-################################################################
-
-
################## TEMPLATE FILL OUT ###########################
##### ####
##### DEMO = %s/DEMO/_the_name_of_my_demo/g ####
@@ -28,13 +11,10 @@
require(testthat)
require(PortfolioAnalytics)
-######### INITIALIZE DATES AND SOURCE DEMO #####################
+######### ACTIVATE TEST DATES AND SOURCE DEMO #####################
-in_test <- TRUE
-initDate <- "2011-01-01"
-endDate <- "2012-12-31"
-
-demo("DEMO", ask=FALSE, echo=FALSE)
+options(in_test=TRUE)
+source('DEMO.R')
################### DEFINE VARIABLES TO BE TESTED ##############
Modified: pkg/quantstrat/inst/tests/test_luxor.3.Parameters.R
===================================================================
--- pkg/quantstrat/inst/tests/test_luxor.3.Parameters.R 2013-01-21 19:10:54 UTC (rev 1374)
+++ pkg/quantstrat/inst/tests/test_luxor.3.Parameters.R 2013-01-21 23:20:44 UTC (rev 1375)
@@ -1,20 +1,3 @@
-
-##### PLACE THIS BLOCK AHEAD OF DATE INITS IN DEMO SCRIPT ######
-#
-# if(!exists('in_test') || !isTRUE(in_test)){
-# initDate='2005-12-31' # ensure this is demo default
-# endDate=Sys.Date() # ensure this is demo default
-# }
-################################################################
-
-##### PLACE THIS BLOCK AT END OF DEMO SCRIPT ###################
-#
-# book = getOrderBook(port)
-# stats = tradeStats(port)
-# rets = PortfReturns(acct)
-################################################################
-
-
################## TEMPLATE FILL OUT ###########################
##### ####
##### DEMO = %s/DEMO/_the_name_of_my_demo/g ####
@@ -28,13 +11,10 @@
require(testthat)
require(PortfolioAnalytics)
-######### INITIALIZE DATES AND SOURCE DEMO #####################
+######### ACTIVATE TEST DATES AND SOURCE DEMO #####################
-in_test <- TRUE
-initDate <- "2011-01-01"
-endDate <- "2012-12-31"
-
-demo("DEMO", ask=FALSE, echo=FALSE)
+options(in_test=TRUE)
+source('DEMO.R')
################### DEFINE VARIABLES TO BE TESTED ##############
Modified: pkg/quantstrat/inst/tests/test_luxor.3.Parameters.tradegraphs.R
===================================================================
--- pkg/quantstrat/inst/tests/test_luxor.3.Parameters.tradegraphs.R 2013-01-21 19:10:54 UTC (rev 1374)
+++ pkg/quantstrat/inst/tests/test_luxor.3.Parameters.tradegraphs.R 2013-01-21 23:20:44 UTC (rev 1375)
@@ -1,20 +1,3 @@
-
-##### PLACE THIS BLOCK AHEAD OF DATE INITS IN DEMO SCRIPT ######
-#
-# if(!exists('in_test') || !isTRUE(in_test)){
-# initDate='2005-12-31' # ensure this is demo default
-# endDate=Sys.Date() # ensure this is demo default
-# }
-################################################################
-
-##### PLACE THIS BLOCK AT END OF DEMO SCRIPT ###################
-#
-# book = getOrderBook(port)
-# stats = tradeStats(port)
-# rets = PortfReturns(acct)
-################################################################
-
-
################## TEMPLATE FILL OUT ###########################
##### ####
##### DEMO = %s/DEMO/_the_name_of_my_demo/g ####
@@ -28,13 +11,10 @@
require(testthat)
require(PortfolioAnalytics)
-######### INITIALIZE DATES AND SOURCE DEMO #####################
+######### ACTIVATE TEST DATES AND SOURCE DEMO #####################
-in_test <- TRUE
-initDate <- "2011-01-01"
-endDate <- "2012-12-31"
-
-demo("DEMO", ask=FALSE, echo=FALSE)
+options(in_test=TRUE)
+source('DEMO.R')
################### DEFINE VARIABLES TO BE TESTED ##############
Modified: pkg/quantstrat/inst/tests/test_luxor.3.R
===================================================================
--- pkg/quantstrat/inst/tests/test_luxor.3.R 2013-01-21 19:10:54 UTC (rev 1374)
+++ pkg/quantstrat/inst/tests/test_luxor.3.R 2013-01-21 23:20:44 UTC (rev 1375)
@@ -1,20 +1,3 @@
-#!/usr/bin/Rscript --vanilla
-##### PLACE THIS BLOCK AHEAD OF DATE INITS IN DEMO SCRIPT ######
-#
-# if(!exists('in_test') || !isTRUE(in_test)){
-# initDate='2005-12-31' # ensure this is demo default
-# endDate=Sys.Date() # ensure this is demo default
-# }
-################################################################
-
-##### PLACE THIS BLOCK AT END OF DEMO SCRIPT ###################
-#
-# book = getOrderBook(port)
-# stats = tradeStats(port)
-# rets = PortfReturns(acct)
-################################################################
-
-
################## TEMPLATE FILL OUT ###########################
##### ####
##### DEMO = %s/DEMO/_the_name_of_my_demo/g ####
@@ -28,13 +11,10 @@
require(testthat)
require(PortfolioAnalytics)
-######### INITIALIZE DATES AND SOURCE DEMO #####################
+######### ACTIVATE TEST DATES AND SOURCE DEMO #####################
-in_test <- TRUE
-initDate <- "2011-01-01"
-endDate <- "2012-12-31"
-
-demo("DEMO", ask=FALSE, echo=FALSE)
+options(in_test=TRUE)
+source('DEMO.R')
################### DEFINE VARIABLES TO BE TESTED ##############
Modified: pkg/quantstrat/inst/tests/test_luxor.4.R
===================================================================
--- pkg/quantstrat/inst/tests/test_luxor.4.R 2013-01-21 19:10:54 UTC (rev 1374)
+++ pkg/quantstrat/inst/tests/test_luxor.4.R 2013-01-21 23:20:44 UTC (rev 1375)
@@ -1,20 +1,3 @@
-
-##### PLACE THIS BLOCK AHEAD OF DATE INITS IN DEMO SCRIPT ######
-#
-# if(!exists('in_test') || !isTRUE(in_test)){
-# initDate='2005-12-31' # ensure this is demo default
-# endDate=Sys.Date() # ensure this is demo default
-# }
-################################################################
-
-##### PLACE THIS BLOCK AT END OF DEMO SCRIPT ###################
-#
-# book = getOrderBook(port)
-# stats = tradeStats(port)
-# rets = PortfReturns(acct)
-################################################################
-
-
################## TEMPLATE FILL OUT ###########################
##### ####
##### DEMO = %s/DEMO/_the_name_of_my_demo/g ####
@@ -28,13 +11,10 @@
require(testthat)
require(PortfolioAnalytics)
-######### INITIALIZE DATES AND SOURCE DEMO #####################
+######### ACTIVATE TEST DATES AND SOURCE DEMO #####################
-in_test <- TRUE
-initDate <- "2011-01-01"
-endDate <- "2012-12-31"
-
-demo("DEMO", ask=FALSE, echo=FALSE)
+options(in_test=TRUE)
+source('DEMO.R')
################### DEFINE VARIABLES TO BE TESTED ##############
Modified: pkg/quantstrat/inst/tests/test_luxor.4.Timespans.R
===================================================================
--- pkg/quantstrat/inst/tests/test_luxor.4.Timespans.R 2013-01-21 19:10:54 UTC (rev 1374)
+++ pkg/quantstrat/inst/tests/test_luxor.4.Timespans.R 2013-01-21 23:20:44 UTC (rev 1375)
@@ -1,20 +1,3 @@
-
-##### PLACE THIS BLOCK AHEAD OF DATE INITS IN DEMO SCRIPT ######
-#
-# if(!exists('in_test') || !isTRUE(in_test)){
-# initDate='2005-12-31' # ensure this is demo default
-# endDate=Sys.Date() # ensure this is demo default
-# }
-################################################################
-
-##### PLACE THIS BLOCK AT END OF DEMO SCRIPT ###################
-#
-# book = getOrderBook(port)
-# stats = tradeStats(port)
-# rets = PortfReturns(acct)
-################################################################
-
-
################## TEMPLATE FILL OUT ###########################
##### ####
##### DEMO = %s/DEMO/_the_name_of_my_demo/g ####
@@ -28,13 +11,10 @@
require(testthat)
require(PortfolioAnalytics)
-######### INITIALIZE DATES AND SOURCE DEMO #####################
+######### ACTIVATE TEST DATES AND SOURCE DEMO #####################
-in_test <- TRUE
-initDate <- "2011-01-01"
-endDate <- "2012-12-31"
-
-demo("DEMO", ask=FALSE, echo=FALSE)
+options(in_test=TRUE)
+source('DEMO.R')
################### DEFINE VARIABLES TO BE TESTED ##############
Modified: pkg/quantstrat/inst/tests/test_luxor.4.Timespans.tradegraphs.R
===================================================================
--- pkg/quantstrat/inst/tests/test_luxor.4.Timespans.tradegraphs.R 2013-01-21 19:10:54 UTC (rev 1374)
+++ pkg/quantstrat/inst/tests/test_luxor.4.Timespans.tradegraphs.R 2013-01-21 23:20:44 UTC (rev 1375)
@@ -1,20 +1,3 @@
-
-##### PLACE THIS BLOCK AHEAD OF DATE INITS IN DEMO SCRIPT ######
-#
-# if(!exists('in_test') || !isTRUE(in_test)){
-# initDate='2005-12-31' # ensure this is demo default
-# endDate=Sys.Date() # ensure this is demo default
-# }
-################################################################
-
-##### PLACE THIS BLOCK AT END OF DEMO SCRIPT ###################
-#
-# book = getOrderBook(port)
-# stats = tradeStats(port)
-# rets = PortfReturns(acct)
-################################################################
-
-
################## TEMPLATE FILL OUT ###########################
##### ####
##### DEMO = %s/DEMO/_the_name_of_my_demo/g ####
@@ -28,13 +11,10 @@
require(testthat)
require(PortfolioAnalytics)
-######### INITIALIZE DATES AND SOURCE DEMO #####################
+######### ACTIVATE TEST DATES AND SOURCE DEMO #####################
-in_test <- TRUE
-initDate <- "2011-01-01"
-endDate <- "2012-12-31"
-
-demo("DEMO", ask=FALSE, echo=FALSE)
+options(in_test=TRUE)
+source('DEMO.R')
################### DEFINE VARIABLES TO BE TESTED ##############
Modified: pkg/quantstrat/inst/tests/test_luxor.StopLoss.R
===================================================================
--- pkg/quantstrat/inst/tests/test_luxor.StopLoss.R 2013-01-21 19:10:54 UTC (rev 1374)
+++ pkg/quantstrat/inst/tests/test_luxor.StopLoss.R 2013-01-21 23:20:44 UTC (rev 1375)
@@ -1,20 +1,3 @@
-
-##### PLACE THIS BLOCK AHEAD OF DATE INITS IN DEMO SCRIPT ######
-#
-# if(!exists('in_test') || !isTRUE(in_test)){
-# initDate='2005-12-31' # ensure this is demo default
-# endDate=Sys.Date() # ensure this is demo default
-# }
-################################################################
-
-##### PLACE THIS BLOCK AT END OF DEMO SCRIPT ###################
-#
-# book = getOrderBook(port)
-# stats = tradeStats(port)
-# rets = PortfReturns(acct)
-################################################################
-
-
################## TEMPLATE FILL OUT ###########################
##### ####
##### DEMO = %s/DEMO/_the_name_of_my_demo/g ####
@@ -28,13 +11,10 @@
require(testthat)
require(PortfolioAnalytics)
-######### INITIALIZE DATES AND SOURCE DEMO #####################
+######### ACTIVATE TEST DATES AND SOURCE DEMO #####################
-in_test <- TRUE
-initDate <- "2011-01-01"
-endDate <- "2012-12-31"
-
-demo("DEMO", ask=FALSE, echo=FALSE)
+options(in_test=TRUE)
+source('DEMO.R')
################### DEFINE VARIABLES TO BE TESTED ##############
Modified: pkg/quantstrat/inst/tests/test_luxor.StopTrailing.R
===================================================================
--- pkg/quantstrat/inst/tests/test_luxor.StopTrailing.R 2013-01-21 19:10:54 UTC (rev 1374)
+++ pkg/quantstrat/inst/tests/test_luxor.StopTrailing.R 2013-01-21 23:20:44 UTC (rev 1375)
@@ -1,20 +1,3 @@
-
-##### PLACE THIS BLOCK AHEAD OF DATE INITS IN DEMO SCRIPT ######
-#
-# if(!exists('in_test') || !isTRUE(in_test)){
-# initDate='2005-12-31' # ensure this is demo default
-# endDate=Sys.Date() # ensure this is demo default
-# }
-################################################################
-
-##### PLACE THIS BLOCK AT END OF DEMO SCRIPT ###################
-#
-# book = getOrderBook(port)
-# stats = tradeStats(port)
-# rets = PortfReturns(acct)
-################################################################
-
-
################## TEMPLATE FILL OUT ###########################
##### ####
##### DEMO = %s/DEMO/_the_name_of_my_demo/g ####
@@ -28,13 +11,10 @@
require(testthat)
require(PortfolioAnalytics)
-######### INITIALIZE DATES AND SOURCE DEMO #####################
+######### ACTIVATE TEST DATES AND SOURCE DEMO #####################
-in_test <- TRUE
-initDate <- "2011-01-01"
-endDate <- "2012-12-31"
-
-demo("DEMO", ask=FALSE, echo=FALSE)
+options(in_test=TRUE)
+source('DEMO.R')
################### DEFINE VARIABLES TO BE TESTED ##############
Modified: pkg/quantstrat/inst/tests/test_luxor.TakeProfit.R
===================================================================
--- pkg/quantstrat/inst/tests/test_luxor.TakeProfit.R 2013-01-21 19:10:54 UTC (rev 1374)
+++ pkg/quantstrat/inst/tests/test_luxor.TakeProfit.R 2013-01-21 23:20:44 UTC (rev 1375)
@@ -1,20 +1,3 @@
-
-##### PLACE THIS BLOCK AHEAD OF DATE INITS IN DEMO SCRIPT ######
-#
-# if(!exists('in_test') || !isTRUE(in_test)){
-# initDate='2005-12-31' # ensure this is demo default
-# endDate=Sys.Date() # ensure this is demo default
-# }
-################################################################
-
-##### PLACE THIS BLOCK AT END OF DEMO SCRIPT ###################
-#
-# book = getOrderBook(port)
-# stats = tradeStats(port)
-# rets = PortfReturns(acct)
-################################################################
-
-
################## TEMPLATE FILL OUT ###########################
##### ####
##### DEMO = %s/DEMO/_the_name_of_my_demo/g ####
@@ -28,13 +11,10 @@
require(testthat)
require(PortfolioAnalytics)
-######### INITIALIZE DATES AND SOURCE DEMO #####################
+######### ACTIVATE TEST DATES AND SOURCE DEMO #####################
-in_test <- TRUE
-initDate <- "2011-01-01"
-endDate <- "2012-12-31"
-
-demo("DEMO", ask=FALSE, echo=FALSE)
+options(in_test=TRUE)
+source('DEMO.R')
################### DEFINE VARIABLES TO BE TESTED ##############
Modified: pkg/quantstrat/inst/tests/test_luxor.exits.R
===================================================================
--- pkg/quantstrat/inst/tests/test_luxor.exits.R 2013-01-21 19:10:54 UTC (rev 1374)
+++ pkg/quantstrat/inst/tests/test_luxor.exits.R 2013-01-21 23:20:44 UTC (rev 1375)
@@ -1,20 +1,3 @@
-
-##### PLACE THIS BLOCK AHEAD OF DATE INITS IN DEMO SCRIPT ######
-#
-# if(!exists('in_test') || !isTRUE(in_test)){
-# initDate='2005-12-31' # ensure this is demo default
-# endDate=Sys.Date() # ensure this is demo default
-# }
-################################################################
-
-##### PLACE THIS BLOCK AT END OF DEMO SCRIPT ###################
-#
-# book = getOrderBook(port)
-# stats = tradeStats(port)
-# rets = PortfReturns(acct)
[TRUNCATED]
To get the complete diff run:
svnlook diff /svnroot/blotter -r 1375
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