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# vim: set filetype=R
rm(list=ls())
assert('optional_arguments_1a', {
Prices(series, asset.class='equity', periodicity='daily') %as% {
series@asset.class <- asset.class
series@periodicity <- periodicity
series
}
returns(x) %when% {
x@asset.class == "equity"
x@periodicity == "daily"
} %as% {
x[2:length(x)] / x[1:(length(x) - 1)] - 1
}
seal(Prices)
seal(returns)
ps <- Prices(abs(rnorm(50)))
(attr(ps,'asset.class') == 'equity')
(attr(ps,'periodicity') == 'daily')
ps <- Prices(abs(rnorm(50)), 'fx')
(attr(ps,'asset.class') == 'fx')
(attr(ps,'periodicity') == 'daily')
ps <- Prices(abs(rnorm(50)), periodicity='monthly')
(attr(ps,'asset.class') == 'equity')
(attr(ps,'periodicity') == 'monthly')
ps <- Prices(periodicity='monthly', series=abs(rnorm(50)))
(attr(ps,'asset.class') == 'equity')
(attr(ps,'periodicity') == 'monthly')
err <- tryCatch(returns(ps), error=function(x) 'error')
(err == 'error')
ps <- Prices(abs(rnorm(50)))
(length(returns(ps)) == length(ps) - 1)
})
rm(list=ls())
assert('optional_arguments_1b', {
Temperature(x, system='metric', units='celsius') %as% {
x@system <- system
x@units <- units
x
}
freezing(x) %::% Temperature : logical
freezing(x) %when% {
x@system == 'metric'
x@units == 'celsius'
} %as% {
if (x < 0) { TRUE }
else { FALSE }
}
freezing(x) %when% {
x@system == 'metric'
x@units == 'kelvin'
} %as% {
if (x < 273) { TRUE }
else { FALSE }
}
seal(Temperature)
seal(freezing)
ctemp <- Temperature(20)
(! freezing(ctemp))
ktemp <- Temperature(20, units='kelvin')
(freezing(ktemp))
})
rm(list=ls())
assert('optional_arguments_1c', {
avg(x, fun=mean) %as% { fun(x) }
a <- 1:4
a.mean <- avg(a)
(a.mean == 2.5)
a.med <- avg(a, median)
(a.med == 2.5)
})
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