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dispositionEffect

Analysis of Disposition Effect on Financial Portfolios

v1.0.1 · May 30, 2022 · MIT + file LICENSE
CRAN GitHub Mirror

Description

Evaluate the presence of disposition effect and others irrational investor's behaviors based solely on investor's transactions and financial market data. Experimental data can also be used to perform the analysis. Four different methodologies are implemented to account for the different nature of human behaviors on financial markets. Novel analyses such as portfolio driven and time series disposition effect are also allowed.

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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
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r-devel-linux-x86_64-fedora-gcc OK
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r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 ERROR
r-oldrel-macos-x86_64 ERROR
r-oldrel-windows-x86_64 OK
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                r-devel-linux-x86_64-debian-gcc
              

              
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                r-devel-linux-x86_64-fedora-clang
              

              
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                r-devel-linux-x86_64-fedora-gcc
              

              
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                ERROR
                r-devel-macos-arm64
              

              
tests

              
  Running ‘testthat.R’ [2s/2s]
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")
  Saving _problems/test-paper_compute-48.R
  Saving _problems/test-paper_compute-54.R
  Saving _problems/test-portfolio_compute-10.R
  Saving _problems/test-portfolio_compute-11.R
  Saving _problems/test-realized_compute-81.R
  Saving _problems/test-realized_compute-93.R
  Saving _problems/test-realized_duration-23.R
  Saving _problems/test-realized_duration-26.R
  Saving _problems/test-realized_duration-29.R
  Saving _problems/test-realized_duration-32.R
  Saving _problems/test-realized_duration-35.R
  Saving _problems/test-realized_duration-38.R
  Saving _problems/test-realized_duration-44.R
  Saving _problems/test-realized_duration-47.R
  Saving _problems/test-realized_duration-50.R
  Saving _problems/test-realized_duration-53.R
  Saving _problems/test-realized_duration-56.R
  Saving _problems/test-realized_duration-59.R
  Saving _problems/test-realized_duration-66.R
  Saving _problems/test-realized_duration-69.R
  Saving _problems/test-realized_duration-72.R
  Saving _problems/test-realized_duration-75.R
  Saving _problems/test-realized_duration-78.R
  Saving _problems/test-realized_duration-81.R
  Saving _problems/test-realized_duration-114.R
  Saving _problems/test-realized_duration-117.R
  Saving _problems/test-realized_duration-120.R
  Saving _problems/test-realized_duration-123.R
  Saving _problems/test-realized_duration-133.R
  Saving _problems/test-realized_duration-136.R
  Saving _problems/test-realized_duration-139.R
  Saving _problems/test-realized_duration-142.R
  Saving _problems/test-realized_duration-153.R
  Saving _problems/test-realized_duration-156.R
  Saving _problems/test-realized_duration-159.R
  Saving _problems/test-realized_duration-162.R
  [ FAIL 36 | WARN 0 | SKIP 0 | PASS 331 ]
  
  ══ Failed tests ════════════════════════════════════════════════════════════════
  ── Failure ('test-paper_compute.R:46:2'): paper_compute works (method = duration) ──
  Expected `paper_compute(...)` to equal `res[, c(1, 14:17)]`.
  Differences:
  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) ───
  Expected `paper_compute(...)` to equal `res`.
  Differences:
  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) ──
  Expected `portfolio_compute(investor, marketprices, method = "duration")` to equal `portfolio_results[, c(1:5, 18:21)]`.
  Differences:
  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) ──
  Expected `portfolio_compute(investor, marketprices, method = "all")` to equal `portfolio_results`.
  Differences:
  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) ──
  Expected `dplyr::bind_rows(...)` to equal `res[, c(1, 14:17)]`.
  Differences:
  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) ──
  Expected `dplyr::bind_rows(...)` to equal `res`.
  Differences:
  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) ───
  Expected `realized_duration(2, 15, 1, 10, "B", pt_dtt, p_dtt, t_dtt, allow_short = TRUE)` to equal `c(RG_duration = 0, RL_duration = 0, PG_duration = 0, PL_duration = dtt_diff)`.
  Differences:
  1/4 mismatches
  [4] 15 - 14 == 1
  ── Failure ('test-realized_duration.R:25:2'): realized_duration works (long) ───
  Expected `realized_duration(2, 10, 1, 15, "B", pt_dtt, p_dtt, t_dtt, allow_short = TRUE)` to equal `c(RG_duration = 0, RL_duration = 0, PG_duration = dtt_diff, PL_duration = 0)`.
  Differences:
  1/4 mismatches
  [3] 15 - 14 == 1
  ── Failure ('test-realized_duration.R:28:2'): realized_duration works (long) ───
  Expected `realized_duration(2, 15, -1, 10, "S", pt_dtt, p_dtt, t_dtt, allow_short = TRUE)` to equal `c(...)`.
  Differences:
  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) ───
  Expected `realized_duration(2, 10, -1, 15, "S", pt_dtt, p_dtt, t_dtt, allow_short = TRUE)` to equal `c(...)`.
  Differences:
  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) ───
  Expected `realized_duration(2, 15, -2, 10, "S", pt_dtt, p_dtt, t_dtt, allow_short = TRUE)` to equal `c(...)`.
  Differences:
  1/4 mismatches
  [2] 29 - 28 == 1
  ── Failure ('test-realized_duration.R:37:2'): realized_duration works (long) ───
  Expected `realized_duration(2, 10, -2, 15, "S", pt_dtt, p_dtt, t_dtt, allow_short = TRUE)` to equal `c(...)`.
  Differences:
  1/4 mismatches
  [1] 29 - 28 == 1
  ── Failure ('test-realized_duration.R:43:2'): realized_duration works (short) ──
  Expected `realized_duration(...)` to equal `c(RG_duration = 0, RL_duration = 0, PG_duration = dtt_diff, PL_duration = 0)`.
  Differences:
  1/4 mismatches
  [3] 15 - 14 == 1
  ── Failure ('test-realized_duration.R:46:2'): realized_duration works (short) ──
  Expected `realized_duration(...)` to equal `c(RG_duration = 0, RL_duration = 0, PG_duration = 0, PL_duration = dtt_diff)`.
  Differences:
  1/4 mismatches
  [4] 15 - 14 == 1
  ── Failure ('test-realized_duration.R:49:2'): realized_duration works (short) ──
  Expected `realized_duration(-2, 15, 1, 10, "B", pt_dtt, p_dtt, t_dtt, allow_short = TRUE)` to equal `c(...)`.
  Differences:
  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) ──
  Expected `realized_duration(-2, 10, 1, 15, "B", pt_dtt, p_dtt, t_dtt, allow_short = TRUE)` to equal `c(...)`.
  Differences:
  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) ──
  Expected `realized_duration(-2, 15, 2, 10, "B", pt_dtt, p_dtt, t_dtt, allow_short = TRUE)` to equal `c(...)`.
  Differences:
  1/4 mismatches
  [1] 29 - 28 == 1
  ── Failure ('test-realized_duration.R:58:2'): realized_duration works (short) ──
  Expected `realized_duration(-2, 10, 2, 15, "B", pt_dtt, p_dtt, t_dtt, allow_short = TRUE)` to equal `c(...)`.
  Differences:
  1/4 mismatches
  [2] 29 - 28 == 1
  ── Failure ('test-realized_duration.R:65:2'): realized_duration works (allow_short = FALSE) ──
  Expected `realized_duration(2, 15, 1, 10, "B", pt_dtt, p_dtt, t_dtt, allow_short = FALSE)` to equal `c(RG_duration = 0, RL_duration = 0, PG_duration = 0, PL_duration = dtt_diff)`.
  Differences:
  1/4 mismatches
  [4] 15 - 14 == 1
  ── Failure ('test-realized_duration.R:68:2'): realized_duration works (allow_short = FALSE) ──
  Expected `realized_duration(2, 10, 1, 15, "B", pt_dtt, p_dtt, t_dtt, allow_short = FALSE)` to equal `c(RG_duration = 0, RL_duration = 0, PG_duration = dtt_diff, PL_duration = 0)`.
  Differences:
  1/4 mismatches
  [3] 15 - 14 == 1
  ── Failure ('test-realized_duration.R:71:2'): realized_duration works (allow_short = FALSE) ──
  Expected `realized_duration(2, 15, -1, 10, "S", pt_dtt, p_dtt, t_dtt, allow_short = FALSE)` to equal `c(...)`.
  Differences:
  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) ──
  Expected `realized_duration(2, 10, -1, 15, "S", pt_dtt, p_dtt, t_dtt, allow_short = FALSE)` to equal `c(...)`.
  Differences:
  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) ──
  Expected `realized_duration(2, 15, -2, 10, "S", pt_dtt, p_dtt, t_dtt, allow_short = FALSE)` to equal `c(...)`.
  Differences:
  1/4 mismatches
  [2] 29 - 28 == 1
  ── Failure ('test-realized_duration.R:80:2'): realized_duration works (allow_short = FALSE) ──
  Expected `realized_duration(2, 10, -2, 15, "S", pt_dtt, p_dtt, t_dtt, allow_short = FALSE)` to equal `c(...)`.
  Differences:
  1/4 mismatches
  [1] 29 - 28 == 1
  ── Failure ('test-realized_duration.R:113:2'): realized_duration works (realized_only = TRUE) ──
  Expected `realized_duration(...)` to equal `c(...)`.
  Differences:
  1/4 mismatches
  [2] 29 - 28 == 1
  ── Failure ('test-realized_duration.R:116:2'): realized_duration works (realized_only = TRUE) ──
  Expected `realized_duration(...)` to equal `c(...)`.
  Differences:
  1/4 mismatches
  [1] 29 - 28 == 1
  ── Failure ('test-realized_duration.R:119:2'): realized_duration works (realized_only = TRUE) ──
  Expected `realized_duration(...)` to equal `c(...)`.
  Differences:
  1/4 mismatches
  [2] 29 - 28 == 1
  ── Failure ('test-realized_duration.R:122:2'): realized_duration works (realized_only = TRUE) ──
  Expected `realized_duration(...)` to equal `c(...)`.
  Differences:
  1/4 mismatches
  [1] 29 - 28 == 1
  ── Failure ('test-realized_duration.R:132:2'): realized_duration works (realized_only = TRUE) ──
  Expected `realized_duration(...)` to equal `c(...)`.
  Differences:
  1/4 mismatches
  [1] 29 - 28 == 1
  ── Failure ('test-realized_duration.R:135:2'): realized_duration works (realized_only = TRUE) ──
  Expected `realized_duration(...)` to equal `c(...)`.
  Differences:
  1/4 mismatches
  [2] 29 - 28 == 1
  ── Failure ('test-realized_duration.R:138:2'): realized_duration works (realized_only = TRUE) ──
  Expected `realized_duration(...)` to equal `c(...)`.
  Differences:
  1/4 mismatches
  [1] 29 - 28 == 1
  ── Failure ('test-realized_duration.R:141:2'): realized_duration works (realized_only = TRUE) ──
  Expected `realized_duration(...)` to equal `c(...)`.
  Differences:
  1/4 mismatches
  [2] 29 - 28 == 1
  ── Failure ('test-realized_duration.R:152:2'): realized_duration works (realized_only = TRUE) ──
  Expected `realized_duration(...)` to equal `c(...)`.
  Differences:
  1/4 mismatches
  [2] 29 - 28 == 1
  ── Failure ('test-realized_duration.R:155:2'): realized_duration works (realized_only = TRUE) ──
  Expected `realized_duration(...)` to equal `c(...)`.
  Differences:
  1/4 mismatches
  [1] 29 - 28 == 1
  ── Failure ('test-realized_duration.R:158:2'): realized_duration works (realized_only = TRUE) ──
  Expected `realized_duration(...)` to equal `c(...)`.
  Differences:
  1/4 mismatches
  [2] 29 - 28 == 1
  ── Failure ('test-realized_duration.R:161:2'): realized_duration works (realized_only = TRUE) ──
  Expected `realized_duration(...)` to equal `c(...)`.
  Differences:
  1/4 mismatches
  [1] 29 - 28 == 1
  
  [ FAIL 36 | WARN 0 | SKIP 0 | PASS 331 ]
  Error:
  ! Test failures.
  Execution halted

            

            

              

                OK
                r-devel-windows-x86_64
              

              
*

              

            

            

              

                ERROR
                r-oldrel-macos-arm64
              

              
tests

              
  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

            

            

              

                ERROR
                r-oldrel-macos-x86_64
              

              
tests

              
  Running ‘testthat.R’ [7s/9s]
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

            

            

              

                OK
                r-oldrel-windows-x86_64
              

              
*

              

            

            

              

                OK
                r-patched-linux-x86_64
              

              
*

              

            

            

              

                OK
                r-release-linux-x86_64
              

              
*

              

            

            

              

                ERROR
                r-release-macos-arm64
              

              
tests

              
  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

            

            

              

                ERROR
                r-release-macos-x86_64
              

              
tests

              
  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

            

            

              

                OK
                r-release-windows-x86_64
              

              
*

              

            

          

        

      



      

      
      

        
Check History

        

          

            
              ERROR
              
                9 OK ·                 0 NOTE ·                 0 WARNING ·                 5 ERROR ·                 0 FAILURE              
              Mar 9, 2026
            
            

              

                

                  ERROR
                  r-devel-macos-arm64
                

                
tests

                
  Running ‘testthat.R’ [2s/2s]
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("disp

              

              

                

                  ERROR
                  r-release-macos-arm64
                

                
tests

                
  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("disp

              

              

                

                  ERROR
                  r-release-macos-x86_64
                

                
tests

                
  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("dis

              

              

                

                  ERROR
                  r-oldrel-macos-arm64
                

                
tests

                
  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("disp

              

              

                

                  ERROR
                  r-oldrel-macos-x86_64
                

                
tests

                
  Running ‘testthat.R’ [7s/9s]
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("disp

              

            

          

        

      


      

      
      

        
Dependency Network

        

          
            

            
            
            Dependencies
            
            Reverse dependencies

            
            
            
            
            
            

            

            
            
              
              dplyr
            
            
              
              purrr
            
            
              
              lubridate
            
            
              
              magrittr
            
            
              
              progress
            

            

            
            
            dispositionEffect
          
        

      


      
      

        
Version History

        

          

            new
            1.0.1
            Mar 9, 2026