# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This library is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Library General Public License for more details.
#
# You should have received a copy of the GNU Library General
# Public License along with this library; if not, write to the
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston,
# MA  02111-1307  USA

# Copyrights (C)
# for this R-port: 
#   1999 - Diethelm Wuertz, GPL
#   2007 - Rmetrics Foundation, GPL
#   Diethelm Wuertz <wuertz@itp.phys.ethz.ch>
# for code accessed (or partly included) from other sources:
#   see Rmetric's copyright and license files


################################################################################
# FUNCTION:                     DESCRIPTION:
#  portfolioData                 Creates portfolio data list
#  portfolioStatistics           Estimates mu and Sigma statistics
# FUNCTION:                     DESCRIPTION:
#  getData
#   getSeries                    Extracts assets series data 
#   getNumberOfAssets            Extracts number of assets from statistics
#  getStatistics                 Extracts assets statistics, mean and covariance
#   getMu
#   getSigma
#  getTailrisk                   Extracts tail risk
################################################################################


test.portfolioData <- 
    function()
{
    # Load Data:
    data = as.timeSeries(data(smallcap.ts))
    data = data[, c("BKE", "GG", "GYMB", "KRON")]
    head(data)
   
    # Set Default Specifications:
    spec = portfolioSpec()
    spec
    
    # PortfolioData:
    portfolioData(data, spec)
    
    # Return Value:
    return()
}


# ------------------------------------------------------------------------------


test.portfolioStatistics <- 
    function()
{
    # Load Data:
    data = as.timeSeries(data(smallcap.ts))
    data = data[, c("BKE", "GG", "GYMB", "KRON")]
    head(data)
   
    # Set Default Specifications:
    spec = portfolioSpec()
    spec
    
    # PortfolioStatistics:
    
    portfolioStatistics(data, spec)
         
    # Return Value:
    return()
}


# ------------------------------------------------------------------------------


test.Extractors <- 
    function()
{
    # Load Data:
    data = as.timeSeries(data(smallcap.ts))
    data = data[, c("BKE", "GG", "GYMB", "KRON")]
    if (!inherits(data, "fPFOLIODATA")) data = portfolioData(data)
     
    getData(data)
    getSeries(data)
    getNumberOfAssets(data)
     
    getStatistics(data) 
    getMu(data)
    getSigma(data)
         
    # Return Value:
    return()
}
   

################################################################################