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fix_has_ohlcv_305 #426

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merged 9 commits into from
Nov 5, 2024
Merged

fix_has_ohlcv_305 #426

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ccae8ef
initial fix
ethanbsmith Oct 22, 2024
ea6735e
added word baoundaries
ethanbsmith Oct 22, 2024
2f1749b
Update test_has.R
ethanbsmith Oct 22, 2024
16010a9
added tests and fixed more edge cases
ethanbsmith Oct 22, 2024
83a22fb
Update test_has.R
ethanbsmith Oct 22, 2024
5a14f88
more tests
ethanbsmith Oct 22, 2024
6ec395c
Update test_has.R
ethanbsmith Oct 22, 2024
bfee411
added test for VLOWY
ethanbsmith Oct 26, 2024
070d9f7
cleaned up tests
ethanbsmith Oct 28, 2024
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62 changes: 36 additions & 26 deletions R/OHLC.transformations.R
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Original file line number Diff line number Diff line change
Expand Up @@ -207,9 +207,10 @@ function(x)
`Op` <-
function(x)
{
if(has.Op(x))
return(x[,grep('Open',colnames(x),ignore.case=TRUE)])
stop('subscript out of bounds: no column name containing "Open"')
loc <- has.Op(x,which = TRUE)
if ((length(loc) == 1) && (is.numeric(loc)))
return(x[,loc])
stop('subscript out of bounds: no or multiple column name containing "Open"')
}

`has.Op` <-
Expand All @@ -219,7 +220,8 @@ function(x,which=FALSE)
if(!is.null(colAttr))
return(if(which) colAttr else TRUE)

loc <- grep('Open',colnames(x),ignore.case=TRUE)
loc <- grep('\\bOpen\\b',colnames(x),ignore.case=TRUE)
if (length(loc) > 1) loc <- grep('\\.Open$',colnames(x),ignore.case=TRUE)
if(!identical(loc,integer(0))) {
return(if(which) loc else TRUE)
} else FALSE
Expand All @@ -228,9 +230,10 @@ function(x,which=FALSE)
`Hi` <-
function(x)
{
if(has.Hi(x))
return(x[,grep('High',colnames(x),ignore.case=TRUE)])
stop('subscript out of bounds: no column name containing "High"')
loc <- has.Hi(x,which = TRUE)
if ((length(loc) == 1) && (is.numeric(loc)))
return(x[,loc])
stop('subscript out of bounds: no or multiple column name containing "High"')
}

`has.Hi` <-
Expand All @@ -240,7 +243,8 @@ function(x,which=FALSE)
if(!is.null(colAttr))
return(if(which) colAttr else TRUE)

loc <- grep('High',colnames(x),ignore.case=TRUE)
loc <- grep('\\bHigh\\b',colnames(x),ignore.case=TRUE)
if (length(loc) > 1) loc <- grep('\\.High$',colnames(x),ignore.case=TRUE)
if(!identical(loc,integer(0))) {
return(if(which) loc else TRUE)
} else FALSE
Expand All @@ -249,9 +253,10 @@ function(x,which=FALSE)
`Lo` <-
function(x)
{
if(has.Lo(x))
return(x[,grep('Low',colnames(x),ignore.case=TRUE)])
stop('subscript out of bounds: no column name containing "Low"')
loc <- has.Lo(x,which = TRUE)
if ((length(loc) == 1) && (is.numeric(loc)))
return(x[,loc])
stop('subscript out of bounds: no or multiple column name containing "Low"')
}

`has.Lo` <-
Expand All @@ -261,7 +266,8 @@ function(x,which=FALSE)
if(!is.null(colAttr))
return(if(which) colAttr else TRUE)

loc <- grep('Low',colnames(x),ignore.case=TRUE)
loc <- grep('\\bLow\\b',colnames(x),ignore.case=TRUE)
if (length(loc) > 1) loc <- grep('\\.Low$',colnames(x),ignore.case=TRUE)
if(!identical(loc,integer(0))) {
return(if(which) loc else TRUE)
} else FALSE
Expand All @@ -270,9 +276,10 @@ function(x,which=FALSE)
`Cl` <-
function(x)
{
if(has.Cl(x))
return(x[,grep('Close',colnames(x),ignore.case=TRUE)])
stop('subscript out of bounds: no column name containing "Close"')
loc <- has.Cl(x,which = TRUE)
if ((length(loc) == 1) && (is.numeric(loc)))
return(x[,loc])
stop('subscript out of bounds: no or multiple column name containing "Close"')
}
`has.Cl` <-
function(x,which=FALSE)
Expand All @@ -281,7 +288,8 @@ function(x,which=FALSE)
if(!is.null(colAttr))
return(if(which) colAttr else TRUE)

loc <- grep('Close',colnames(x),ignore.case=TRUE)
loc <- grep('\\bClose\\b',colnames(x),ignore.case=TRUE)
if (length(loc) > 1) loc <- grep('\\.Close$',colnames(x),ignore.case=TRUE)
if(!identical(loc,integer(0))) {
return(if(which) loc else TRUE)
} else FALSE
Expand All @@ -290,11 +298,10 @@ function(x,which=FALSE)
`Vo` <-
function(x)
{
#vo <- grep('Volume',colnames(x))
#if(!identical(vo,integer(0)))
if(has.Vo(x))
return(x[,grep('Volume',colnames(x),ignore.case=TRUE)])
stop('subscript out of bounds: no column name containing "Volume"')
loc <- has.Vo(x,which = TRUE)
if ((length(loc) == 1) && (is.numeric(loc)))
return(x[,loc])
stop('subscript out of bounds: no or multiple column name containing "Volume"')
}
`has.Vo` <-
function(x,which=FALSE)
Expand All @@ -303,7 +310,8 @@ function(x,which=FALSE)
if(!is.null(colAttr))
return(if(which) colAttr else TRUE)

loc <- grep('Volume',colnames(x),ignore.case=TRUE)
loc <- grep('\\bVolume\\b',colnames(x),ignore.case=TRUE)
if (length(loc) > 1) loc <- grep('\\.Volume\\b',colnames(x),ignore.case=TRUE)
if(!identical(loc,integer(0))) {
return(if(which) loc else TRUE)
} else FALSE
Expand All @@ -312,9 +320,10 @@ function(x,which=FALSE)
`Ad` <-
function(x)
{
if(has.Ad(x))
return(x[,grep('Adjusted',colnames(x),ignore.case=TRUE)])
stop('subscript out of bounds: no column name containing "Adjusted"')
loc <- has.Ad(x,which = TRUE)
if ((length(loc) == 1) && (is.numeric(loc)))
return(x[,loc])
stop('subscript out of bounds: no or multiple column name containing "Adjusted"')
}
`has.Ad` <-
function(x,which=FALSE)
Expand All @@ -323,7 +332,8 @@ function(x,which=FALSE)
if(!is.null(colAttr))
return(if(which) colAttr else TRUE)

loc <- grep('Adjusted',colnames(x),ignore.case=TRUE)
loc <- grep('\\bAdjusted\\b',colnames(x),ignore.case=TRUE)
if (length(loc) > 1) loc <- grep('\\.Adjusted\\b',colnames(x),ignore.case=TRUE)
if(!identical(loc,integer(0))) {
return(if(which) loc else TRUE)
} else FALSE
Expand Down
94 changes: 94 additions & 0 deletions tests/test_has.R
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Original file line number Diff line number Diff line change
@@ -0,0 +1,94 @@
library(quantmod)
library(tinytest)

data(sample_matrix, package = "xts")
stock <- as.xts(sample_matrix)
stock$Volume <- stock$Close
stock$Adjusted <- stock$Close
simple.colnames <- c("Open", "High", "Low", "Close", "Volume", "Adjusted")

# basic functionality
colnames(stock) <- paste("MSFT", simple.colnames, sep = ".")
expect_true(has.Op(stock))
expect_true(has.Hi(stock))
expect_true(has.Lo(stock))
expect_true(has.Cl(stock))
expect_true(has.Vo(stock))
expect_true(has.Ad(stock))
expect_true(is.HLC(stock))
expect_true(all(has.HLC(stock)))
expect_true(is.OHLC(stock))
expect_true(all(has.OHLC(stock)))
expect_true(is.OHLCV(stock))
expect_true(all(has.OHLCV(stock)))

# Test which for has/OHLC functions.
expect_equal(has.Op(stock, which = TRUE), 1)
expect_equal(has.Hi(stock, which = TRUE), 2)
expect_equal(has.Lo(stock, which = TRUE), 3)
expect_equal(has.Cl(stock, which = TRUE), 4)
expect_equal(has.Vo(stock, which = TRUE), 5)
expect_equal(has.Ad(stock, which = TRUE), 6)
expect_equal(has.HLC(stock, which = TRUE), c(2,3,4))
expect_equal(has.OHLC(stock, which = TRUE), c(1,2,3,4))
expect_equal(has.OHLCV(stock, which = TRUE), c(1,2,3,4,5))

#has.OHLC will test underlying has.Op, has.Cl, etc. It will NOT test has.Ad
colnames(stock) <- simple.colnames
expect_true(all(has.OHLCV(stock)))
expect_equal(has.OHLCV(stock, which = T), c(1,2,3,4,5))

colnames(stock) <- paste("OPEN", simple.colnames, sep = ".")
expect_true(all(has.OHLCV(stock)))
expect_equal(has.OHLCV(stock, which = T), c(1,2,3,4,5))

colnames(stock) <- paste("HIGH", simple.colnames, sep = ".")
expect_true(all(has.OHLCV(stock)))
expect_equal(has.OHLCV(stock, which = T), c(1,2,3,4,5))

colnames(stock) <- paste("LOW", simple.colnames, sep = ".")
expect_true(all(has.OHLCV(stock)))
expect_equal(has.OHLCV(stock, which = T), c(1,2,3,4,5))

colnames(stock) <- paste("CLOSE", simple.colnames, sep = ".")
expect_true(all(has.OHLCV(stock)))
expect_equal(has.OHLCV(stock, which = T), c(1,2,3,4,5))

colnames(stock) <- paste("VOLUME", simple.colnames, sep = ".")
expect_true(all(has.OHLCV(stock)))
expect_equal(has.OHLCV(stock, which = T), c(1,2,3,4,5))

colnames(stock) <- paste("ADJUSTED", simple.colnames, sep = ".")
expect_true(all(has.OHLCV(stock)))
expect_equal(has.OHLCV(stock, which = T), c(1,2,3,4,5))

colnames(stock) <- paste("ILOW", simple.colnames, sep = ".")
expect_true(all(has.OHLCV(stock)))
expect_equal(has.OHLCV(stock, which = T), c(1,2,3,4,5))

colnames(stock) <- paste("LOW.W", simple.colnames, sep = ".")
expect_true(all(has.OHLCV(stock)))
expect_equal(has.OHLCV(stock, which = T), c(1,2,3,4,5))

colnames(stock) <- paste("LOW_A", simple.colnames, sep = ".")
expect_true(all(has.OHLCV(stock)))
expect_equal(has.OHLCV(stock, which = T), c(1,2,3,4,5))

colnames(stock) <- paste("^LOW", simple.colnames, sep = ".")
expect_true(all(has.OHLCV(stock)))
expect_equal(has.OHLCV(stock, which = T), c(1,2,3,4,5))

colnames(stock) <- paste("My.LOW", simple.colnames, sep = ".")
expect_true(all(has.OHLCV(stock)))
expect_equal(has.OHLCV(stock, which = T), c(1,2,3,4,5))

colnames(stock) <- paste("VLOWY", simple.colnames, sep = ".")
expect_true(all(has.OHLCV(stock)))
expect_equal(has.OHLCV(stock, which = T), c(1,2,3,4,5))

# low in colname returned by function TTR::stoch()
colnames(stock) <- paste("LOW", simple.colnames, sep = ".")
stock$slowD <- stock[,4]
expect_true(all(has.OHLCV(stock)))
expect_equal(has.OHLCV(stock, which = T), c(1,2,3,4,5))
stock$slowD <- NULL