Question

我有一个库存数据的大型数据文件。

我已经通过自动收报机和数据组织了它：

Ticker   Date        Vol.
A        20050501     23
A        20050502     45
AB       20050501    100
AV       20050503    100
BC       20050501     50

如何在保持相同的字母和日期格式的同时，将数据分组并汇总为每周音量？例如，将23和45相加并输入如下所示的条目：

A    20050501  68
AB   20050501  100

我想列出A的每周总量，然后列出AB的所有每周总和等。

谢谢。

Answer 1

以下是使用lubridate和dplyr的解决方案：

require(lubridate)
require(dplyr)
set.seed(1)
Ticker<-rep(c("a","b","c"),6)
Vol.<-rnorm(18,100,100)
Date<-c("20050501","20050502","20050503","20050504","20050505","20050506","20050507","20050508","20050509",
         "20050510","20050511","20050512","20050513","20050514","20050515","20050516","20050517","20050518")
dat<-data.frame(Ticker,Date,Vol.)
dat$Date<-ymd(dat$Date)
dat$Week<-week(dat$Date)
dat_summary<-dat%>%
  group_by(Week,Ticker)%>%
  summarize(sumweek=sum(Vol.))

dat_summary
#Source: local data frame [9 x 3]
#Groups: Week

#  Week Ticker   sumweek
#1   18      a 296.88270
#2   18      b 251.31511
#3   18      c  16.43714
#4   19      a 218.20407
#5   19      b 425.01059
#6   19      c 314.51562
#7   20      a 133.38258
#8   20      b -23.08902
#9   20      c 406.87671

如果您的数据有一年以上，那么您需要创建“年度列”dat$Year<-year(dat$Date)，然后按“周和年”group_by(Week,Year,Ticker)进行分组。

R：将每日数据汇总成每周数据

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