- using R version 4.4.1 (2024-06-14)
- using platform: x86_64-apple-darwin20
- R was compiled by
Apple clang version 14.0.0 (clang-1400.0.29.202)
GNU Fortran (GCC) 12.2.0
- running under: macOS Ventura 13.3.1
- using session charset: UTF-8
- checking for file ‘dispositionEffect/DESCRIPTION’ ... OK
- checking extension type ... Package
- this is package ‘dispositionEffect’ version ‘1.0.1’
- package encoding: UTF-8
- checking package namespace information ... OK
- checking package dependencies ... OK
- checking if this is a source package ... OK
- checking if there is a namespace ... OK
- checking for executable files ... OK
- checking for hidden files and directories ... OK
- checking for portable file names ... OK
- checking for sufficient/correct file permissions ... OK
- checking whether package ‘dispositionEffect’ can be installed ... [3s/5s] OK
See the install log for details.
- checking installed package size ... OK
- checking package directory ... OK
- checking ‘build’ directory ... OK
- checking DESCRIPTION meta-information ... OK
- checking top-level files ... OK
- checking for left-over files ... OK
- checking index information ... OK
- checking package subdirectories ... OK
- checking code files for non-ASCII characters ... OK
- checking R files for syntax errors ... OK
- checking whether the package can be loaded ... [0s/0s] OK
- checking whether the package can be loaded with stated dependencies ... [0s/0s] OK
- checking whether the package can be unloaded cleanly ... [0s/0s] OK
- checking whether the namespace can be loaded with stated dependencies ... [0s/0s] OK
- checking whether the namespace can be unloaded cleanly ... [0s/0s] OK
- checking loading without being on the library search path ... [0s/0s] OK
- checking whether startup messages can be suppressed ... [0s/0s] OK
- checking dependencies in R code ... OK
- checking S3 generic/method consistency ... OK
- checking replacement functions ... OK
- checking foreign function calls ... OK
- checking R code for possible problems ... [4s/5s] OK
- checking Rd files ... [0s/0s] OK
- checking Rd metadata ... OK
- checking Rd cross-references ... OK
- checking for missing documentation entries ... OK
- checking for code/documentation mismatches ... OK
- checking Rd \usage sections ... OK
- checking Rd contents ... OK
- checking for unstated dependencies in examples ... OK
- checking contents of ‘data’ directory ... OK
- checking data for non-ASCII characters ... [0s/0s] OK
- checking LazyData ... OK
- checking data for ASCII and uncompressed saves ... OK
- checking installed files from ‘inst/doc’ ... OK
- checking files in ‘vignettes’ ... OK
- checking examples ... NONE
- checking for unstated dependencies in ‘tests’ ... OK
- checking tests ... [7s/10s] 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
- checking for unstated dependencies in vignettes ... OK
- checking package vignettes ... OK
- checking re-building of vignette outputs ... [60s/89s] OK
- checking PDF version of manual ... [6s/9s] OK
- DONE
Status: 1 ERROR
- using check arguments '--no-clean-on-error '