Last updated on 2025-01-30 16:49:03 CET.
| Package | ERROR | OK |
|---|---|---|
| dispositionEffect | 4 | 9 |
Current CRAN status: ERROR: 4, OK: 9
Version: 1.0.1
Check: tests
Result: ERROR
Running ‘testthat.R’ [4s/4s]
Running the tests in ‘tests/testthat.R’ failed.
Complete output:
> library(testthat)
> library(dispositionEffect)
--------------------------------------------
The dispositionEffect is the first R package to perform behavioural analysis on financial data.
Use citation('dispositionEffect') to cite the package.
Learn more at: https://marcozanotti.github.io/dispositionEffect/index.html
--------------------------------------------
>
> test_check("dispositionEffect")
[ FAIL 36 | WARN 0 | SKIP 0 | PASS 331 ]
══ Failed tests ════════════════════════════════════════════════════════════════
── Failure ('test-paper_compute.R:46:2'): paper_compute works (method = duration) ──
paper_compute(...) not equal to res[, c(1, 14:17)].
Component "PG_duration": Mean relative difference: 0.06666667
Component "PL_duration": Mean relative difference: 0.06666667
── Failure ('test-paper_compute.R:52:2'): paper_compute works (method = all) ───
paper_compute(...) not equal to `res`.
Component "PG_duration": Mean relative difference: 0.06666667
Component "PL_duration": Mean relative difference: 0.06666667
── Failure ('test-portfolio_compute.R:10:2'): portfolio_compute works (arg method) ──
portfolio_compute(investor, marketprices, method = "duration") not equal to portfolio_results[, c(1:5, 18:21)].
Component "RG_duration": Mean relative difference: 0.007344991
Component "RL_duration": Mean relative difference: 0.04026507
Component "PG_duration": Mean relative difference: 0.07414429
── Failure ('test-portfolio_compute.R:11:2'): portfolio_compute works (arg method) ──
portfolio_compute(investor, marketprices, method = "all") not equal to `portfolio_results`.
Component "RG_duration": Mean relative difference: 0.007344991
Component "RL_duration": Mean relative difference: 0.04026507
Component "PG_duration": Mean relative difference: 0.07414429
── Failure ('test-realized_compute.R:73:2'): realized_compute works (method = duration) ──
dplyr::bind_rows(...) not equal to res[, c(1, 14:17)].
Component "RG_duration": Mean relative difference: 0.03448276
Component "RL_duration": Mean relative difference: 0.03448276
Component "PG_duration": Mean relative difference: 0.06666667
Component "PL_duration": Mean relative difference: 0.06666667
── Failure ('test-realized_compute.R:85:2'): realized_compute works (method = all) ──
dplyr::bind_rows(...) not equal to `res`.
Component "RG_duration": Mean relative difference: 0.03448276
Component "RL_duration": Mean relative difference: 0.03448276
Component "PG_duration": Mean relative difference: 0.06666667
Component "PL_duration": Mean relative difference: 0.06666667
── Failure ('test-realized_duration.R:22:2'): realized_duration works (long) ───
realized_duration(2, 15, 1, 10, "B", pt_dtt, p_dtt, t_dtt, allow_short = TRUE) not equal to c(RG_duration = 0, RL_duration = 0, PG_duration = 0, PL_duration = dtt_diff).
1/4 mismatches
[4] 15 - 14 == 1
── Failure ('test-realized_duration.R:25:2'): realized_duration works (long) ───
realized_duration(2, 10, 1, 15, "B", pt_dtt, p_dtt, t_dtt, allow_short = TRUE) not equal to c(RG_duration = 0, RL_duration = 0, PG_duration = dtt_diff, PL_duration = 0).
1/4 mismatches
[3] 15 - 14 == 1
── Failure ('test-realized_duration.R:28:2'): realized_duration works (long) ───
realized_duration(2, 15, -1, 10, "S", pt_dtt, p_dtt, t_dtt, allow_short = TRUE) not equal to c(...).
2/4 mismatches (average diff: 1)
[2] 29 - 28 == 1
[4] 15 - 14 == 1
── Failure ('test-realized_duration.R:31:2'): realized_duration works (long) ───
realized_duration(2, 10, -1, 15, "S", pt_dtt, p_dtt, t_dtt, allow_short = TRUE) not equal to c(...).
2/4 mismatches (average diff: 1)
[1] 29 - 28 == 1
[3] 15 - 14 == 1
── Failure ('test-realized_duration.R:34:2'): realized_duration works (long) ───
realized_duration(2, 15, -2, 10, "S", pt_dtt, p_dtt, t_dtt, allow_short = TRUE) not equal to c(...).
1/4 mismatches
[2] 29 - 28 == 1
── Failure ('test-realized_duration.R:37:2'): realized_duration works (long) ───
realized_duration(2, 10, -2, 15, "S", pt_dtt, p_dtt, t_dtt, allow_short = TRUE) not equal to c(...).
1/4 mismatches
[1] 29 - 28 == 1
── Failure ('test-realized_duration.R:43:2'): realized_duration works (short) ──
realized_duration(...) not equal to c(RG_duration = 0, RL_duration = 0, PG_duration = dtt_diff, PL_duration = 0).
1/4 mismatches
[3] 15 - 14 == 1
── Failure ('test-realized_duration.R:46:2'): realized_duration works (short) ──
realized_duration(...) not equal to c(RG_duration = 0, RL_duration = 0, PG_duration = 0, PL_duration = dtt_diff).
1/4 mismatches
[4] 15 - 14 == 1
── Failure ('test-realized_duration.R:49:2'): realized_duration works (short) ──
realized_duration(-2, 15, 1, 10, "B", pt_dtt, p_dtt, t_dtt, allow_short = TRUE) not equal to c(...).
2/4 mismatches (average diff: 1)
[1] 29 - 28 == 1
[3] 15 - 14 == 1
── Failure ('test-realized_duration.R:52:2'): realized_duration works (short) ──
realized_duration(-2, 10, 1, 15, "B", pt_dtt, p_dtt, t_dtt, allow_short = TRUE) not equal to c(...).
2/4 mismatches (average diff: 1)
[2] 29 - 28 == 1
[4] 15 - 14 == 1
── Failure ('test-realized_duration.R:55:2'): realized_duration works (short) ──
realized_duration(-2, 15, 2, 10, "B", pt_dtt, p_dtt, t_dtt, allow_short = TRUE) not equal to c(...).
1/4 mismatches
[1] 29 - 28 == 1
── Failure ('test-realized_duration.R:58:2'): realized_duration works (short) ──
realized_duration(-2, 10, 2, 15, "B", pt_dtt, p_dtt, t_dtt, allow_short = TRUE) not equal to c(...).
1/4 mismatches
[2] 29 - 28 == 1
── Failure ('test-realized_duration.R:65:2'): realized_duration works (allow_short = FALSE) ──
realized_duration(2, 15, 1, 10, "B", pt_dtt, p_dtt, t_dtt, allow_short = FALSE) not equal to c(RG_duration = 0, RL_duration = 0, PG_duration = 0, PL_duration = dtt_diff).
1/4 mismatches
[4] 15 - 14 == 1
── Failure ('test-realized_duration.R:68:2'): realized_duration works (allow_short = FALSE) ──
realized_duration(2, 10, 1, 15, "B", pt_dtt, p_dtt, t_dtt, allow_short = FALSE) not equal to c(RG_duration = 0, RL_duration = 0, PG_duration = dtt_diff, PL_duration = 0).
1/4 mismatches
[3] 15 - 14 == 1
── Failure ('test-realized_duration.R:71:2'): realized_duration works (allow_short = FALSE) ──
realized_duration(2, 15, -1, 10, "S", pt_dtt, p_dtt, t_dtt, allow_short = FALSE) not equal to c(...).
2/4 mismatches (average diff: 1)
[2] 29 - 28 == 1
[4] 15 - 14 == 1
── Failure ('test-realized_duration.R:74:2'): realized_duration works (allow_short = FALSE) ──
realized_duration(2, 10, -1, 15, "S", pt_dtt, p_dtt, t_dtt, allow_short = FALSE) not equal to c(...).
2/4 mismatches (average diff: 1)
[1] 29 - 28 == 1
[3] 15 - 14 == 1
── Failure ('test-realized_duration.R:77:2'): realized_duration works (allow_short = FALSE) ──
realized_duration(2, 15, -2, 10, "S", pt_dtt, p_dtt, t_dtt, allow_short = FALSE) not equal to c(...).
1/4 mismatches
[2] 29 - 28 == 1
── Failure ('test-realized_duration.R:80:2'): realized_duration works (allow_short = FALSE) ──
realized_duration(2, 10, -2, 15, "S", pt_dtt, p_dtt, t_dtt, allow_short = FALSE) not equal to c(...).
1/4 mismatches
[1] 29 - 28 == 1
── Failure ('test-realized_duration.R:113:2'): realized_duration works (realized_only = TRUE) ──
realized_duration(...) not equal to c(...).
1/4 mismatches
[2] 29 - 28 == 1
── Failure ('test-realized_duration.R:116:2'): realized_duration works (realized_only = TRUE) ──
realized_duration(...) not equal to c(...).
1/4 mismatches
[1] 29 - 28 == 1
── Failure ('test-realized_duration.R:119:2'): realized_duration works (realized_only = TRUE) ──
realized_duration(...) not equal to c(...).
1/4 mismatches
[2] 29 - 28 == 1
── Failure ('test-realized_duration.R:122:2'): realized_duration works (realized_only = TRUE) ──
realized_duration(...) not equal to c(...).
1/4 mismatches
[1] 29 - 28 == 1
── Failure ('test-realized_duration.R:132:2'): realized_duration works (realized_only = TRUE) ──
realized_duration(...) not equal to c(...).
1/4 mismatches
[1] 29 - 28 == 1
── Failure ('test-realized_duration.R:135:2'): realized_duration works (realized_only = TRUE) ──
realized_duration(...) not equal to c(...).
1/4 mismatches
[2] 29 - 28 == 1
── Failure ('test-realized_duration.R:138:2'): realized_duration works (realized_only = TRUE) ──
realized_duration(...) not equal to c(...).
1/4 mismatches
[1] 29 - 28 == 1
── Failure ('test-realized_duration.R:141:2'): realized_duration works (realized_only = TRUE) ──
realized_duration(...) not equal to c(...).
1/4 mismatches
[2] 29 - 28 == 1
── Failure ('test-realized_duration.R:152:2'): realized_duration works (realized_only = TRUE) ──
realized_duration(...) not equal to c(...).
1/4 mismatches
[2] 29 - 28 == 1
── Failure ('test-realized_duration.R:155:2'): realized_duration works (realized_only = TRUE) ──
realized_duration(...) not equal to c(...).
1/4 mismatches
[1] 29 - 28 == 1
── Failure ('test-realized_duration.R:158:2'): realized_duration works (realized_only = TRUE) ──
realized_duration(...) not equal to c(...).
1/4 mismatches
[2] 29 - 28 == 1
── Failure ('test-realized_duration.R:161:2'): realized_duration works (realized_only = TRUE) ──
realized_duration(...) not equal to c(...).
1/4 mismatches
[1] 29 - 28 == 1
[ FAIL 36 | WARN 0 | SKIP 0 | PASS 331 ]
Error: Test failures
Execution halted
Flavor: r-release-macos-arm64
Version: 1.0.1
Check: tests
Result: ERROR
Running ‘testthat.R’ [7s/10s]
Running the tests in ‘tests/testthat.R’ failed.
Complete output:
> library(testthat)
> library(dispositionEffect)
--------------------------------------------
The dispositionEffect is the first R package to perform behavioural analysis on financial data.
Use citation('dispositionEffect') to cite the package.
Learn more at: https://marcozanotti.github.io/dispositionEffect/index.html
--------------------------------------------
>
> test_check("dispositionEffect")
[ FAIL 36 | WARN 0 | SKIP 0 | PASS 331 ]
══ Failed tests ════════════════════════════════════════════════════════════════
── Failure ('test-paper_compute.R:46:2'): paper_compute works (method = duration) ──
paper_compute(...) not equal to res[, c(1, 14:17)].
Component "PG_duration": Mean relative difference: 0.1764706
Component "PL_duration": Mean relative difference: 0.1764706
── Failure ('test-paper_compute.R:52:2'): paper_compute works (method = all) ───
paper_compute(...) not equal to `res`.
Component "PG_duration": Mean relative difference: 0.1764706
Component "PL_duration": Mean relative difference: 0.1764706
── Failure ('test-portfolio_compute.R:10:2'): portfolio_compute works (arg method) ──
portfolio_compute(investor, marketprices, method = "duration") not equal to portfolio_results[, c(1:5, 18:21)].
Component "PG_duration": Mean relative difference: 0.01597873
── Failure ('test-portfolio_compute.R:11:2'): portfolio_compute works (arg method) ──
portfolio_compute(investor, marketprices, method = "all") not equal to `portfolio_results`.
Component "PG_duration": Mean relative difference: 0.01597873
── Failure ('test-realized_compute.R:73:2'): realized_compute works (method = duration) ──
dplyr::bind_rows(...) not equal to res[, c(1, 14:17)].
Component "RG_duration": Mean relative difference: 0.09677419
Component "RL_duration": Mean relative difference: 0.09677419
Component "PG_duration": Mean relative difference: 0.1764706
Component "PL_duration": Mean relative difference: 0.1764706
── Failure ('test-realized_compute.R:85:2'): realized_compute works (method = all) ──
dplyr::bind_rows(...) not equal to `res`.
Component "RG_duration": Mean relative difference: 0.09677419
Component "RL_duration": Mean relative difference: 0.09677419
Component "PG_duration": Mean relative difference: 0.1764706
Component "PL_duration": Mean relative difference: 0.1764706
── Failure ('test-realized_duration.R:22:2'): realized_duration works (long) ───
realized_duration(2, 15, 1, 10, "B", pt_dtt, p_dtt, t_dtt, allow_short = TRUE) not equal to c(RG_duration = 0, RL_duration = 0, PG_duration = 0, PL_duration = dtt_diff).
1/4 mismatches
[4] 17 - 14 == 3
── Failure ('test-realized_duration.R:25:2'): realized_duration works (long) ───
realized_duration(2, 10, 1, 15, "B", pt_dtt, p_dtt, t_dtt, allow_short = TRUE) not equal to c(RG_duration = 0, RL_duration = 0, PG_duration = dtt_diff, PL_duration = 0).
1/4 mismatches
[3] 17 - 14 == 3
── Failure ('test-realized_duration.R:28:2'): realized_duration works (long) ───
realized_duration(2, 15, -1, 10, "S", pt_dtt, p_dtt, t_dtt, allow_short = TRUE) not equal to c(...).
2/4 mismatches (average diff: 3)
[2] 31 - 28 == 3
[4] 17 - 14 == 3
── Failure ('test-realized_duration.R:31:2'): realized_duration works (long) ───
realized_duration(2, 10, -1, 15, "S", pt_dtt, p_dtt, t_dtt, allow_short = TRUE) not equal to c(...).
2/4 mismatches (average diff: 3)
[1] 31 - 28 == 3
[3] 17 - 14 == 3
── Failure ('test-realized_duration.R:34:2'): realized_duration works (long) ───
realized_duration(2, 15, -2, 10, "S", pt_dtt, p_dtt, t_dtt, allow_short = TRUE) not equal to c(...).
1/4 mismatches
[2] 31 - 28 == 3
── Failure ('test-realized_duration.R:37:2'): realized_duration works (long) ───
realized_duration(2, 10, -2, 15, "S", pt_dtt, p_dtt, t_dtt, allow_short = TRUE) not equal to c(...).
1/4 mismatches
[1] 31 - 28 == 3
── Failure ('test-realized_duration.R:43:2'): realized_duration works (short) ──
realized_duration(...) not equal to c(RG_duration = 0, RL_duration = 0, PG_duration = dtt_diff, PL_duration = 0).
1/4 mismatches
[3] 17 - 14 == 3
── Failure ('test-realized_duration.R:46:2'): realized_duration works (short) ──
realized_duration(...) not equal to c(RG_duration = 0, RL_duration = 0, PG_duration = 0, PL_duration = dtt_diff).
1/4 mismatches
[4] 17 - 14 == 3
── Failure ('test-realized_duration.R:49:2'): realized_duration works (short) ──
realized_duration(-2, 15, 1, 10, "B", pt_dtt, p_dtt, t_dtt, allow_short = TRUE) not equal to c(...).
2/4 mismatches (average diff: 3)
[1] 31 - 28 == 3
[3] 17 - 14 == 3
── Failure ('test-realized_duration.R:52:2'): realized_duration works (short) ──
realized_duration(-2, 10, 1, 15, "B", pt_dtt, p_dtt, t_dtt, allow_short = TRUE) not equal to c(...).
2/4 mismatches (average diff: 3)
[2] 31 - 28 == 3
[4] 17 - 14 == 3
── Failure ('test-realized_duration.R:55:2'): realized_duration works (short) ──
realized_duration(-2, 15, 2, 10, "B", pt_dtt, p_dtt, t_dtt, allow_short = TRUE) not equal to c(...).
1/4 mismatches
[1] 31 - 28 == 3
── Failure ('test-realized_duration.R:58:2'): realized_duration works (short) ──
realized_duration(-2, 10, 2, 15, "B", pt_dtt, p_dtt, t_dtt, allow_short = TRUE) not equal to c(...).
1/4 mismatches
[2] 31 - 28 == 3
── Failure ('test-realized_duration.R:65:2'): realized_duration works (allow_short = FALSE) ──
realized_duration(2, 15, 1, 10, "B", pt_dtt, p_dtt, t_dtt, allow_short = FALSE) not equal to c(RG_duration = 0, RL_duration = 0, PG_duration = 0, PL_duration = dtt_diff).
1/4 mismatches
[4] 17 - 14 == 3
── Failure ('test-realized_duration.R:68:2'): realized_duration works (allow_short = FALSE) ──
realized_duration(2, 10, 1, 15, "B", pt_dtt, p_dtt, t_dtt, allow_short = FALSE) not equal to c(RG_duration = 0, RL_duration = 0, PG_duration = dtt_diff, PL_duration = 0).
1/4 mismatches
[3] 17 - 14 == 3
── Failure ('test-realized_duration.R:71:2'): realized_duration works (allow_short = FALSE) ──
realized_duration(2, 15, -1, 10, "S", pt_dtt, p_dtt, t_dtt, allow_short = FALSE) not equal to c(...).
2/4 mismatches (average diff: 3)
[2] 31 - 28 == 3
[4] 17 - 14 == 3
── Failure ('test-realized_duration.R:74:2'): realized_duration works (allow_short = FALSE) ──
realized_duration(2, 10, -1, 15, "S", pt_dtt, p_dtt, t_dtt, allow_short = FALSE) not equal to c(...).
2/4 mismatches (average diff: 3)
[1] 31 - 28 == 3
[3] 17 - 14 == 3
── Failure ('test-realized_duration.R:77:2'): realized_duration works (allow_short = FALSE) ──
realized_duration(2, 15, -2, 10, "S", pt_dtt, p_dtt, t_dtt, allow_short = FALSE) not equal to c(...).
1/4 mismatches
[2] 31 - 28 == 3
── Failure ('test-realized_duration.R:80:2'): realized_duration works (allow_short = FALSE) ──
realized_duration(2, 10, -2, 15, "S", pt_dtt, p_dtt, t_dtt, allow_short = FALSE) not equal to c(...).
1/4 mismatches
[1] 31 - 28 == 3
── Failure ('test-realized_duration.R:113:2'): realized_duration works (realized_only = TRUE) ──
realized_duration(...) not equal to c(...).
1/4 mismatches
[2] 31 - 28 == 3
── Failure ('test-realized_duration.R:116:2'): realized_duration works (realized_only = TRUE) ──
realized_duration(...) not equal to c(...).
1/4 mismatches
[1] 31 - 28 == 3
── Failure ('test-realized_duration.R:119:2'): realized_duration works (realized_only = TRUE) ──
realized_duration(...) not equal to c(...).
1/4 mismatches
[2] 31 - 28 == 3
── Failure ('test-realized_duration.R:122:2'): realized_duration works (realized_only = TRUE) ──
realized_duration(...) not equal to c(...).
1/4 mismatches
[1] 31 - 28 == 3
── Failure ('test-realized_duration.R:132:2'): realized_duration works (realized_only = TRUE) ──
realized_duration(...) not equal to c(...).
1/4 mismatches
[1] 31 - 28 == 3
── Failure ('test-realized_duration.R:135:2'): realized_duration works (realized_only = TRUE) ──
realized_duration(...) not equal to c(...).
1/4 mismatches
[2] 31 - 28 == 3
── Failure ('test-realized_duration.R:138:2'): realized_duration works (realized_only = TRUE) ──
realized_duration(...) not equal to c(...).
1/4 mismatches
[1] 31 - 28 == 3
── Failure ('test-realized_duration.R:141:2'): realized_duration works (realized_only = TRUE) ──
realized_duration(...) not equal to c(...).
1/4 mismatches
[2] 31 - 28 == 3
── Failure ('test-realized_duration.R:152:2'): realized_duration works (realized_only = TRUE) ──
realized_duration(...) not equal to c(...).
1/4 mismatches
[2] 31 - 28 == 3
── Failure ('test-realized_duration.R:155:2'): realized_duration works (realized_only = TRUE) ──
realized_duration(...) not equal to c(...).
1/4 mismatches
[1] 31 - 28 == 3
── Failure ('test-realized_duration.R:158:2'): realized_duration works (realized_only = TRUE) ──
realized_duration(...) not equal to c(...).
1/4 mismatches
[2] 31 - 28 == 3
── Failure ('test-realized_duration.R:161:2'): realized_duration works (realized_only = TRUE) ──
realized_duration(...) not equal to c(...).
1/4 mismatches
[1] 31 - 28 == 3
[ FAIL 36 | WARN 0 | SKIP 0 | PASS 331 ]
Error: Test failures
Execution halted
Flavor: r-release-macos-x86_64
Version: 1.0.1
Check: tests
Result: ERROR
Running ‘testthat.R’ [4s/4s]
Running the tests in ‘tests/testthat.R’ failed.
Last 13 lines of output:
realized_duration(...) not equal to c(...).
1/4 mismatches
[1] 29 - 28 == 1
── Failure ('test-realized_duration.R:158:2'): realized_duration works (realized_only = TRUE) ──
realized_duration(...) not equal to c(...).
1/4 mismatches
[2] 29 - 28 == 1
── Failure ('test-realized_duration.R:161:2'): realized_duration works (realized_only = TRUE) ──
realized_duration(...) not equal to c(...).
1/4 mismatches
[1] 29 - 28 == 1
[ FAIL 36 | WARN 0 | SKIP 0 | PASS 331 ]
Error: Test failures
Execution halted
Flavor: r-oldrel-macos-arm64
Version: 1.0.1
Check: tests
Result: ERROR
Running ‘testthat.R’ [6s/9s]
Running the tests in ‘tests/testthat.R’ failed.
Last 13 lines of output:
realized_duration(...) not equal to c(...).
1/4 mismatches
[1] 31 - 28 == 3
── Failure ('test-realized_duration.R:158:2'): realized_duration works (realized_only = TRUE) ──
realized_duration(...) not equal to c(...).
1/4 mismatches
[2] 31 - 28 == 3
── Failure ('test-realized_duration.R:161:2'): realized_duration works (realized_only = TRUE) ──
realized_duration(...) not equal to c(...).
1/4 mismatches
[1] 31 - 28 == 3
[ FAIL 36 | WARN 0 | SKIP 0 | PASS 331 ]
Error: Test failures
Execution halted
Flavor: r-oldrel-macos-x86_64
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