Fix typo in walk.forward, update WFA test assertion

See #125
braverock · Aug 25, 2020 · 08f225f · 08f225f
1 parent d6b1680
commit 08f225f
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Showing 2 changed files with 4 additions and 2 deletions.
diff --git a/R/walk.forward.R b/R/walk.forward.R
@@ -371,6 +371,7 @@ walk.forward <- function(  strategy.st
       results[[time.range]][['testing.timespan']] <- result$testing.timespan
       results[[time.range]][['training.timespan']] <- result$training.timespan
       results[[time.range]]$tradeStats <- result$apply.paramsets$tradeStats
+      results[[time.range]]$dailyStats <- result$apply.paramsets$dailyStats
       if(saveenv){
         results[[time.range]]$audit <- .audit
       }
@@ -409,6 +410,7 @@ walk.forward <- function(  strategy.st
     updatePortf(test.portfolio.st, Dates=total.timespan, sep='')
 
     results$tradeStats <- tradeStats(test.portfolio.st)
+    results$dailyStats <- dailyStats(test.portfolio.st)
     #results$portfolio <- portfolio
 
     iso.format <- "%Y%m%dT%H%M%S"

diff --git a/tests/testthat/test_demo_macdParameters.R b/tests/testthat/test_demo_macdParameters.R
@@ -8,8 +8,8 @@ context("deom/macdParameters.R")
 
 source(paste0(path.package("quantstrat"),"/demo/macdParameters.R"))
 
-test_that("results environment has 33 objects", {
-  expect_equal(length(results), 33)
+test_that("results environment has 34 objects", {
+  expect_equal(length(results), 34)
 })
 
 # Cannot test End.Equity since we use a random sample of all possible parameter combinations,