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Replace all unit tests using data factorDataSetDjia5Yrs with CRSP/SPGMI data #75

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JustinMShea opened this issue Dec 23, 2021 · 0 comments
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@JustinMShea
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Using the selectCRSPandSPGMI function with stocksCRSP and factorsSPGMI, create a similar dataset to factorsDataSetDjia5Yrs and replace in all examples. When done, move the legacy data set to the sandbox. Related to #25 & #69

In the package repo, running grep -rnw grep -rnw factorDataSetDjia5Yrs inst/tinytest/*.R from linux terminal gives me:

inst/tinytest/test-fmRsq.R:2:data("factorDataSetDjia5Yrs")
inst/tinytest/test-fmRsq.R:5:fit <- fitFfm(data=factorDataSetDjia5Yr, asset.var="TICKER", ret.var="RETURN", 
inst/tinytest/test-fmRsq.R:18:fit1 <- fitFfm(data=factorDataSetDjia5Yrs, asset.var="TICKER", ret.var="RETURN", 
inst/tinytest/test-fmTstats.R:2:data("factorDataSetDjia5Yrs")
inst/tinytest/test-fmTstats.R:10:fit <- fitFfm(data=factorDataSetDjia5Yrs, asset.var="TICKER", ret.var="RETURN", 
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