我有以下问题,我真的不知道如何解决它。
我正在尝试两个加入两个 data.tables - 第一个包含超过8000行,第二个包含超过10000行。为简单起见,请将第一个 DT 表示为:
DT1 <- data.table(ticker=LETTERS[rep(seq(1,4), each=3)],
date=seq(as.Date("2015-03-08"), by= "day", length.out = 3),
PX_LAST = c(10,12,14,8,4,6,7,5,7,6,3,5), ticker2=rep(c("GLEN LN", "JPEE IA", "BEE GR", "ISA GG"), each=3))
,第二个 DT 为:
DT2 <- data.table(ticker=rep(c("GLEN LN", "JPEE IA", "BEE GR", "ISA GG"), each=5),
date=seq(as.Date("2015-03-07"), by= "day", length.out = 5),
Z_SPRD=c(66,76,68,70,69,112,117,125,122,114,22,25,20,21,24,323,270,290,333,299),
BID=c(6.2,7.2,8.5,7.9,6.9,11.2,11.7,12.5,12.2,11.4,2.5,2.5,2.4,2.1,2.4,32.1,27.4,29.3,33.8,29.2))
我想知道的是加入关键"date"
和"ticker2 = ticker"
。
最终输出应如下所示:
DT3 <- data.table(ticker=LETTERS[rep(seq(1,4), each=3)],
date=seq(as.Date("2015-03-08"), by= "day", length.out = 3),
PX_LAST = c(10,12,14,8,4,6,7,5,7,6,3,5), ticker2=rep(c("GLEN LN", "JPEE IA", "BEE GR", "ISA GG"), each=3),
Z_SPRD=c(76,68,70,117,125,122,25,20,21,270,290,333),
BID=c(7.2,8.5,7.9,11.7,12.5,12.2,2.5,2.4,2.1,27.4,29.3,33.8))
ticker date PX_LAST ticker2 Z_SPRD BID
1: A 2015-03-08 10 GLEN LN 76 7.2
2: A 2015-03-09 12 GLEN LN 68 8.5
3: A 2015-03-10 14 GLEN LN 70 7.9
4: B 2015-03-08 8 JPEE IA 117 11.7
5: B 2015-03-09 4 JPEE IA 125 12.5
6: B 2015-03-10 6 JPEE IA 122 12.2
7: C 2015-03-08 7 BEE GR 25 2.5
8: C 2015-03-09 5 BEE GR 20 2.4
9: C 2015-03-10 7 BEE GR 21 2.1
10: D 2015-03-08 6 ISA GG 270 27.4
11: D 2015-03-09 3 ISA GG 290 29.3
12: D 2015-03-10 5 ISA GG 333 33.8
非常感谢任何帮助。也许解决方案很简单但不适合我。
谢谢!