R Under development (unstable) (2024-08-23 r87049 ucrt) -- "Unsuffered Consequences"
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> ################################################################################
> ##
> ## $Id: weight.test.R 1625 2010-02-18 19:44:29Z enos $
> ##
> ## Tests for the weight function.
> ##
> ################################################################################
> 
> library(portfolio)
Loading required package: grid
Loading required package: lattice
> 
> load("weight.test.RData")
> 
> ## save(x, file = "weight.test.RData", compress = TRUE)
> 
> ## assigns a value to "in.var" that is not in names(x)
> 
> trial.0 <- try(weight(x, in.var = "foo", type = "equal",
+                       size = 2, sides = c("long","short")), silent = TRUE)
> 
> if(class(trial.0) == "try-error"){
+   stopifnot(isTRUE(as.logical(grep("Error.*in\\.var.\\%in\\%.names",trial.0[1]))))
+ }
> 
> ## class of x[[in.var]] is not numeric
> 
> trial.1 <- try(weight(x, in.var = "alpha.num", type = "equal",
+                       size = 0, sides = c("long","short")), silent = TRUE) 
> 
> if(class(trial.1) == "try-error"){
+   stopifnot(isTRUE(as.logical(grep("Error.*is\\.numeric", trial.1[1]))))
+ }
> 
> ## Some long + short weight formation tests:
> 
> stopifnot(
+           all.equal(x$out.1.1, weight(x, in.var = "in.1", type = "equal",
+                                       size = 2, sides = c("long","short"))),
+           all.equal(x$out.1.2, weight(x, in.var = "in.1", type = "equal",
+                                       size = 3, sides = c("long","short"))),
+           all.equal(x$out.1.3, weight(x, in.var = "in.1", type = "equal",
+                                       size = "quintile",
+                                       sides = c("long","short"))),
+           all.equal(x$out.1.4, weight(x, in.var = "in.1", type = "equal",
+                                       size = "tercile",
+                                       sides = c("long","short"))),
+ 
+           all.equal(x$out.1.5, weight(x, in.var = "in.1", type = "linear",
+                                       size = "tercile",
+                                       sides = c("long","short"))),
+           all.equal(x$out.1.6, weight(x, in.var = "in.1", type = "sigmoid",
+                                       size = "demile",
+                                       sides = c("long","short"))),
+           all.equal(x$out.1.7, weight(x, in.var = "in.1",
+                                       type = "centroid", size = "demile",
+                                       sides = c("long","short")))
+           )
> 
> ## The above tests repeated, but for one side only.
> 
> ## Short-only:
> 
> x.s <- x
> is.na(x.s) <- !is.na(x.s) & x > 0
Warning message:
In Ops.factor(left, right) : '>' not meaningful for factors
> 
> stopifnot(
+           all.equal(x.s$out.1.1, weight(x, in.var = "in.1", type = "equal",
+                                         size = 2, sides = c("short"))),
+           all.equal(x.s$out.1.2, weight(x, in.var = "in.1", type = "equal",
+                                         size = 3, sides = c("short"))),
+           all.equal(x.s$out.1.3, weight(x, in.var = "in.1", type = "equal",
+                                         size = "quintile", sides = c("short"))),
+           all.equal(x.s$out.1.4, weight(x, in.var = "in.1", type = "equal",
+                                         size = "tercile", sides = c("short"))),
+           all.equal(x.s$out.1.5, weight(x, in.var = "in.1", type = "linear",
+                                         size = "tercile", sides = c("short"))),
+           all.equal(x.s$out.1.6, weight(x, in.var = "in.1", type = "sigmoid",
+                                         size = "demile", sides = c("short"))),
+           all.equal(x.s$out.1.7, weight(x, in.var = "in.1", type = "centroid",
+                                         size = "demile", sides = c("short")))
+           )
> 
> ## Long-only:
> 
> x.l <- x
> is.na(x.l) <- !is.na(x.l) & x < 0
Warning message:
In Ops.factor(left, right) : '<' not meaningful for factors
> 
> stopifnot(
+           all.equal(x.l$out.1.1, weight(x, in.var = "in.1", type = "equal",
+                                         size = 2, sides = c("long"))),
+           all.equal(x.l$out.1.2, weight(x, in.var = "in.1", type = "equal",
+                                         size = 3, sides = c("long"))),
+           all.equal(x.l$out.1.3, weight(x, in.var = "in.1", type = "equal",
+                                         size = "quintile", sides = c("long"))),
+           all.equal(x.l$out.1.4, weight(x, in.var = "in.1", type = "equal",
+                                         size = "tercile", sides = c("long"))),
+           all.equal(x.l$out.1.5, weight(x, in.var = "in.1", type = "linear",
+                                         size = "tercile", sides = c("long"))),
+           all.equal(x.l$out.1.6, weight(x, in.var = "in.1", type = "sigmoid",
+                                         size = "demile", sides = c("long"))),
+           all.equal(x.l$out.1.7, weight(x, in.var = "in.1", type = "centroid",
+                                         size = "demile", sides = c("long")))
+           )
> 
> proc.time()
   user  system elapsed 
   0.43    0.10    0.53