braverock / braverock/FactorAnalytics

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

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#75 0 comments 0 reactions 1 assignee Claimed by @JustinMShea View on GitHub
enhancement
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R
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Description

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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