我有一个包含超过一百万行和67列的数据集。我创建了一个新列，根据下面的代码记录分数。
我陷入了需要照顾的状况：
DF$change[DF[,63] == "M"] <- DF$change[DF[,63] == "M"] - pos2
当我DF$change[DF[,63] == "M"] - pos2 = 0时，我需要查看是否在竞价方或询问方发生了这种情况。我可以通过查看DF [，64]的位置是偶数（askside）还是奇数（bidside）的方式确定。有一点需要注意，我无法使用我已经计算过的pos2的值来执行此操作，因为我的函数名为mywhich（如果需要，我可以提供代码）在代码中使用。
所以要确定偶数/奇数，我必须重新计算DF [，64]的位置。一旦我知道偶数或奇数，DF $变化应该是-1或1，这取决于DF [，66]＆gt; DF [，64]或＆lt;。
现在，我已尝试过子集，但我不知道这是如何起作用的，因为我重新计算了这些位置。我尝试不使用mywhich这个部分，但我似乎无法理解它使它工作。
任何指针/建议？我还应该尝试什么？我应该写一个单独的函数来处理这个吗？写另一个版本的哪个功能？我有点失落
这是我到目前为止所做的：
> DF$change <- apply(DF[, 1:62] == DF[,64], 1, mywhich)
> DF$change[DF[,63] == "C"] <- apply(DF[which(DF[,63] == "C") - 1, 1:62] == DF[DF[,63] == "C",64], 1, mywhich)*(-1)
> pos2 <- apply(DF[which(DF[,63] == "M") - 1, 1:62] == DF[DF[,63] == "M",66], 1, mywhich)
> DF$change[DF[,63] == "M"] <- DF$change[DF[,63] == "M"] - pos2
这是输出：
> head(DF, 20)
DateTime Seq BP1 BQ1 BO1 AP1 AQ1 AO1 BP2 BQ2 BO2 AP2 AQ2 AO2 BP3 BQ3 BO3 AP3 AQ3 AO3 BP4 BQ4 BO4 AP4 AQ4 AO4 BP5 BQ5 BO5 AP5 AQ5 AO5 BP6 BQ6 BO6 AP6 AQ6 AO6 BP7 BQ7 BO7 AP7 AQ7 AO7 BP8 BQ8 BO8 AP8 AQ8 AO8 BP9 BQ9 BO9 AP9
1 2015-11-30 09:15:00.368 92 80830 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
2 2015-11-30 09:15:00.368 108 80830 1 1 83435 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
3 2015-11-30 09:15:00.375 406 81100 1 1 83435 1 1 80830 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
4 2015-11-30 09:15:00.375 479 81100 1 1 82165 1 1 80830 1 1 83435 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
5 2015-11-30 09:15:00.377 643 81100 1 1 82165 1 1 80830 1 1 83200 1 1 0 0 0 83435 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
6 2015-11-30 09:15:00.378 722 81100 1 1 82165 1 1 80830 1 1 82650 1 1 0 0 0 83200 1 1 0 0 0 83435 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
7 2015-11-30 09:15:00.380 811 81100 1 1 82165 1 1 80830 1 1 82650 1 1 0 0 0 83200 1 1 0 0 0 83430 1 1 0 0 0 83435 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
8 2015-11-30 09:15:00.380 822 81100 1 1 82165 1 1 80835 1 1 82650 1 1 80830 1 1 83200 1 1 0 0 0 83430 1 1 0 0 0 83435 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
9 2015-11-30 09:15:00.380 828 81100 1 1 82345 1 1 80835 1 1 82650 1 1 80830 1 1 83200 1 1 0 0 0 83430 1 1 0 0 0 83435 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
10 2015-11-30 09:15:00.383 1046 81100 1 1 82345 1 1 80835 1 1 82650 1 1 80830 1 1 83200 1 1 0 0 0 83430 1 1 0 0 0 83435 1 1 0 0 0 83500 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
11 2015-11-30 09:15:00.384 1103 81100 1 1 82165 1 1 80835 1 1 82650 1 1 80830 1 1 83200 1 1 0 0 0 83430 1 1 0 0 0 83435 1 1 0 0 0 83500 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
12 2015-11-30 09:15:00.384 1171 81100 1 1 82345 1 1 80835 1 1 82650 1 1 80830 1 1 83200 1 1 0 0 0 83430 1 1 0 0 0 83435 1 1 0 0 0 83500 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
13 2015-11-30 09:15:00.384 1186 81100 1 1 82345 1 1 80835 1 1 82650 1 1 80830 1 1 82900 1 1 0 0 0 83200 1 1 0 0 0 83430 1 1 0 0 0 83435 1 1 0 0 0 83500 1 1 0 0 0 0 0 0 0 0 0 0
14 2015-11-30 09:15:00.384 1196 81100 1 1 82165 1 1 80835 1 1 82650 1 1 80830 1 1 82900 1 1 0 0 0 83200 1 1 0 0 0 83430 1 1 0 0 0 83435 1 1 0 0 0 83500 1 1 0 0 0 0 0 0 0 0 0 0
15 2015-11-30 09:15:00.385 1238 81100 1 1 82340 1 1 80835 1 1 82650 1 1 80830 1 1 82900 1 1 0 0 0 83200 1 1 0 0 0 83430 1 1 0 0 0 83435 1 1 0 0 0 83500 1 1 0 0 0 0 0 0 0 0 0 0
16 2015-11-30 09:15:00.385 1249 81100 1 1 82340 1 1 80835 1 1 82650 1 1 80830 1 1 82900 1 1 0 0 0 83200 2 1 0 0 0 83430 1 1 0 0 0 83435 1 1 0 0 0 83500 1 1 0 0 0 0 0 0 0 0 0 0
17 2015-11-30 09:15:00.385 1254 81200 1 1 82340 1 1 81100 1 1 82650 1 1 80835 1 1 82900 1 1 80830 1 1 83200 2 1 0 0 0 83430 1 1 0 0 0 83435 1 1 0 0 0 83500 1 1 0 0 0 0 0 0 0 0 0 0
18 2015-11-30 09:15:00.387 1273 81200 1 1 82340 1 1 81100 1 1 82650 1 1 80835 1 1 82900 1 1 80830 1 1 83200 2 1 80035 1 1 83430 1 1 0 0 0 83435 1 1 0 0 0 83500 1 1 0 0 0 0 0 0 0 0 0 0
19 2015-11-30 09:15:00.388 1333 81200 1 1 82165 1 1 81100 1 1 82650 1 1 80835 1 1 82900 1 1 80830 1 1 83200 2 1 80035 1 1 83430 1 1 0 0 0 83435 1 1 0 0 0 83500 1 1 0 0 0 0 0 0 0 0 0 0
20 2015-11-30 09:15:00.388 1343 81200 1 1 82340 1 1 81100 1 1 82650 1 1 80835 1 1 82900 1 1 80830 1 1 83200 2 1 80035 1 1 83430 1 1 0 0 0 83435 1 1 0 0 0 83500 1 1 0 0 0 0 0 0 0 0 0 0
AQ9 AO9 BP10 BQ10 BO10 AP10 AQ10 AO10 C Price Qty OldPrice OldQty change
1 0 0 0 0 0 0 0 0 N 80830 1 NA NA 5
2 0 0 0 0 0 0 0 0 N 83435 1 NA NA 5
3 0 0 0 0 0 0 0 0 N 81100 1 NA NA 5
4 0 0 0 0 0 0 0 0 N 82165 1 NA NA 5
5 0 0 0 0 0 0 0 0 N 83200 1 NA NA 4
6 0 0 0 0 0 0 0 0 N 82650 1 NA NA 4
7 0 0 0 0 0 0 0 0 N 83430 1 NA NA 2
8 0 0 0 0 0 0 0 0 N 80835 1 NA NA 4
9 0 0 0 0 0 0 0 0 M 82345 1 82165 1 0
10 0 0 0 0 0 0 0 0 N 83500 1 NA NA 0
11 0 0 0 0 0 0 0 0 M 82165 1 82345 1 0
12 0 0 0 0 0 0 0 0 M 82345 1 82165 1 0
13 0 0 0 0 0 0 0 0 N 82900 1 NA NA 3
14 0 0 0 0 0 0 0 0 M 82165 1 82345 1 0
15 0 0 0 0 0 0 0 0 M 82340 1 82165 1 0
16 0 0 0 0 0 0 0 0 N 83200 1 NA NA 2
17 0 0 0 0 0 0 0 0 N 81200 1 NA NA 5
18 0 0 0 0 0 0 0 0 N 80035 1 NA NA 1
19 0 0 0 0 0 0 0 0 M 82165 1 82340 1 0
20 0 0 0 0 0 0 0 0 M 82340 1 82165 1 0
> dput(DF[1:20,])
structure(list(DateTime = structure(c(1448855100.369, 1448855100.369,
1448855100.375, 1448855100.376, 1448855100.378, 1448855100.379,
1448855100.38, 1448855100.38, 1448855100.38, 1448855100.383,
1448855100.384, 1448855100.385, 1448855100.385, 1448855100.385,
1448855100.386, 1448855100.386, 1448855100.386, 1448855100.387,
1448855100.389, 1448855100.389), class = c("POSIXct", "POSIXt"
), tzone = ""), Seq = c(92L, 108L, 406L, 479L, 643L, 722L, 811L,
822L, 828L, 1046L, 1103L, 1171L, 1186L, 1196L, 1238L, 1249L,
1254L, 1273L, 1333L, 1343L), BP1 = c(80830L, 80830L, 81100L,
81100L, 81100L, 81100L, 81100L, 81100L, 81100L, 81100L, 81100L,
81100L, 81100L, 81100L, 81100L, 81100L, 81200L, 81200L, 81200L,
81200L), BQ1 = c(1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L,
1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L), BO1 = c(1L, 1L, 1L, 1L,
1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L
), AP1 = c(0L, 83435L, 83435L, 82165L, 82165L, 82165L, 82165L,
82165L, 82345L, 82345L, 82165L, 82345L, 82345L, 82165L, 82340L,
82340L, 82340L, 82340L, 82165L, 82340L), AQ1 = c(0L, 1L, 1L,
1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L,
1L), AO1 = c(0L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L,
1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L), BP2 = c(0L, 0L, 80830L, 80830L,
80830L, 80830L, 80830L, 80835L, 80835L, 80835L, 80835L, 80835L,
80835L, 80835L, 80835L, 80835L, 81100L, 81100L, 81100L, 81100L
), BQ2 = c(0L, 0L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L,
1L, 1L, 1L, 1L, 1L, 1L, 1L), BO2 = c(0L, 0L, 1L, 1L, 1L, 1L,
1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L), AP2 = c(0L,
0L, 0L, 83435L, 83200L, 82650L, 82650L, 82650L, 82650L, 82650L,
82650L, 82650L, 82650L, 82650L, 82650L, 82650L, 82650L, 82650L,
82650L, 82650L), AQ2 = c(0L, 0L, 0L, 1L, 1L, 1L, 1L, 1L, 1L,
1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L), AO2 = c(0L, 0L,
0L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L,
1L, 1L), BP3 = c(0L, 0L, 0L, 0L, 0L, 0L, 0L, 80830L, 80830L,
80830L, 80830L, 80830L, 80830L, 80830L, 80830L, 80830L, 80835L,
80835L, 80835L, 80835L), BQ3 = c(0L, 0L, 0L, 0L, 0L, 0L, 0L,
1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L), BO3 = c(0L,
0L, 0L, 0L, 0L, 0L, 0L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L,
1L, 1L, 1L), AP3 = c(0L, 0L, 0L, 0L, 83435L, 83200L, 83200L,
83200L, 83200L, 83200L, 83200L, 83200L, 82900L, 82900L, 82900L,
82900L, 82900L, 82900L, 82900L, 82900L), AQ3 = c(0L, 0L, 0L,
0L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L,
1L), AO3 = c(0L, 0L, 0L, 0L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L,
1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L), BP4 = c(0L, 0L, 0L, 0L, 0L,
0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 80830L, 80830L, 80830L,
80830L), BQ4 = c(0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L,
0L, 0L, 0L, 0L, 0L, 1L, 1L, 1L, 1L), BO4 = c(0L, 0L, 0L, 0L,
0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 1L, 1L, 1L, 1L
), AP4 = c(0L, 0L, 0L, 0L, 0L, 83435L, 83430L, 83430L, 83430L,
83430L, 83430L, 83430L, 83200L, 83200L, 83200L, 83200L, 83200L,
83200L, 83200L, 83200L), AQ4 = c(0L, 0L, 0L, 0L, 0L, 1L, 1L,
1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 2L, 2L, 2L, 2L, 2L), AO4 = c(0L,
0L, 0L, 0L, 0L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L,
1L, 1L, 1L), BP5 = c(0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L,
0L, 0L, 0L, 0L, 0L, 0L, 0L, 80035L, 80035L, 80035L), BQ5 = c(0L,
0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L,
1L, 1L, 1L), BO5 = c(0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L,
0L, 0L, 0L, 0L, 0L, 0L, 0L, 1L, 1L, 1L), AP5 = c(0L, 0L, 0L,
0L, 0L, 0L, 83435L, 83435L, 83435L, 83435L, 83435L, 83435L, 83430L,
83430L, 83430L, 83430L, 83430L, 83430L, 83430L, 83430L), AQ5 = c(0L,
0L, 0L, 0L, 0L, 0L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L,
1L, 1L, 1L), AO5 = c(0L, 0L, 0L, 0L, 0L, 0L, 1L, 1L, 1L, 1L,
1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L), BP6 = c(0L, 0L, 0L,
0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L,
0L), BQ6 = c(0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L,
0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L), BO6 = c(0L, 0L, 0L, 0L, 0L,
0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L),
AP6 = c(0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 83500L, 83500L,
83500L, 83435L, 83435L, 83435L, 83435L, 83435L, 83435L, 83435L,
83435L), AQ6 = c(0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 1L,
1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L), AO6 = c(0L, 0L,
0L, 0L, 0L, 0L, 0L, 0L, 0L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L,
1L, 1L, 1L), BP7 = c(0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L,
0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L), BQ7 = c(0L,
0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L,
0L, 0L, 0L, 0L), BO7 = c(0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L,
0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L), AP7 = c(0L,
0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 83500L, 83500L,
83500L, 83500L, 83500L, 83500L, 83500L, 83500L), AQ7 = c(0L,
0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 1L, 1L, 1L, 1L,
1L, 1L, 1L, 1L), AO7 = c(0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L,
0L, 0L, 0L, 0L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L), BP8 = c(0L,
0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L,
0L, 0L, 0L, 0L), BQ8 = c(0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L,
0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L), BO8 = c(0L,
0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L,
0L, 0L, 0L, 0L), AP8 = c(0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L,
0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L), AQ8 = c(0L,
0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L,
0L, 0L, 0L, 0L), AO8 = c(0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L,
0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L), BP9 = c(0L,
0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L,
0L, 0L, 0L, 0L), BQ9 = c(0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L,
0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L), BO9 = c(0L,
0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L,
0L, 0L, 0L, 0L), AP9 = c(0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L,
0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L), AQ9 = c(0L,
0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L,
0L, 0L, 0L, 0L), AO9 = c(0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L,
0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L), BP10 = c(0L,
0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L,
0L, 0L, 0L, 0L), BQ10 = c(0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L,
0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L), BO10 = c(0L,
0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L,
0L, 0L, 0L, 0L), AP10 = c(0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L,
0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L), AQ10 = c(0L,
0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L,
0L, 0L, 0L, 0L), AO10 = c(0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L,
0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L), C = structure(c(4L,
4L, 4L, 4L, 4L, 4L, 4L, 4L, 3L, 4L, 3L, 3L, 4L, 3L, 3L, 4L,
4L, 4L, 3L, 3L), .Label = c("", "C", "M", "N"), class = "factor"),
Price = c(80830L, 83435L, 81100L, 82165L, 83200L, 82650L,
83430L, 80835L, 82345L, 83500L, 82165L, 82345L, 82900L, 82165L,
82340L, 83200L, 81200L, 80035L, 82165L, 82340L), Qty = c(1L,
1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L,
1L, 1L, 1L, 1L), OldPrice = c(NA, NA, NA, NA, NA, NA, NA,
NA, 82165L, NA, 82345L, 82165L, NA, 82345L, 82165L, NA, NA,
NA, 82340L, 82165L), OldQty = c(NA, NA, NA, NA, NA, NA, NA,
NA, 1L, NA, 1L, 1L, NA, 1L, 1L, NA, NA, NA, 1L, 1L), change = c(5,
5, 5, 5, 4, 4, 2, 4, 0, 0, 0, 0, 3, 0, 0, 2, 5, 1, 0, 0)), .Names = c("DateTime",
"Seq", "BP1", "BQ1", "BO1", "AP1", "AQ1", "AO1", "BP2", "BQ2",
"BO2", "AP2", "AQ2", "AO2", "BP3", "BQ3", "BO3", "AP3", "AQ3",
"AO3", "BP4", "BQ4", "BO4", "AP4", "AQ4", "AO4", "BP5", "BQ5",
"BO5", "AP5", "AQ5", "AO5", "BP6", "BQ6", "BO6", "AP6", "AQ6",
"AO6", "BP7", "BQ7", "BO7", "AP7", "AQ7", "AO7", "BP8", "BQ8",
"BO8", "AP8", "AQ8", "AO8", "BP9", "BQ9", "BO9", "AP9", "AQ9",
"AO9", "BP10", "BQ10", "BO10", "AP10", "AQ10", "AO10", "C", "Price",
"Qty", "OldPrice", "OldQty", "change"), row.names = c(NA, 20L
), class = "data.frame")
向下滚动以查找dput（DF）
答案 0 :(得分：0)
我终于明白了这一点，我想我可以创建尽可能多的新列，以便计算我所拥有的内容，以便我做了什么。我认为这是最好的方法，但如果有其他方式甚至更快，我愿意接受建议。
这是我的代码：
DF<- read.csv(file = file,header = FALSE,sep = "", col.names = c("DateTime","Seq","BP1","BQ1","BO1","AP1","AQ1","AO1","BP2","BQ2","BO2","AP2","AQ2","AO2","BP3","BQ3","BO3","AP3","AQ3","AO3","BP4","BQ4","BO4","AP4","AQ4","AO4","BP5","BQ5","BO5","AP5","AQ5","AO5","BP6","BQ6","BO6","AP6","AQ6","AO6","BP7","BQ7","BO7","AP7","AQ7","AO7","BP8","BQ8","BO8","AP8","AQ8","AO8","BP9","BQ9","BO9","AP9","AQ9","AO9","BP10","BQ10","BO10","AP10","AQ10","AO10","C","Price","Qty","OldPrice","OldQty"))
DF<- DF[which(DF$DateTime != 0),]
options(digits.secs = 3)
DF$DateTime= as.POSIXct(DF$DateTime/(10^9), origin="1970-01-01", tz = "GMT") #timestamp conversion
source('~/R/mywhich.R')
source('~/nwhich.R')
#matching with same line for all
DF$change <- apply(DF[, 1:62] == DF[,64], 1, mywhich)
#matching "C" with previous line
DF$change[DF[,63] == "C"] <- apply(DF[which(DF[,63] == "C") - 1, 1:62] == DF[DF[,63] == "C",64], 1, mywhich)*(-1)
#matching old price with previous line in "M"
pos2 <- apply(DF[which(DF[,63] == "M") - 1, 1:62] == DF[DF[,63] == "M",66], 1, mywhich)
#subracting the two position in "M"
DF$change[DF[,63] == "M"] <- DF$change[DF[,63] == "M"] - pos2
# arbitrary number to create side
DF$side <- 1000
DF$side[DF[,63] == "M" & DF[,68] == 0] <- apply(DF[which(DF[,63] == "M"), 1:62] == DF[DF[,63] == "M",64], 1, nwhich)%%2 #check this -- erroneous for modifications that have happend outside level 5 -- might have to add another column for this
#DF$side[DF[,63] == "M" & DF[,68] != 0] <- DF$change[DF[,63] == "M" & DF[,68] != 0]
#DF$side[DF[,63] == "N"] <- DF$change[DF[,63] == "N"]
#DF$side[DF[,63] == "C"] <- DF$change[DF[,63] == "C"]
DF$diff <- 0
#price difference
DF$diff[DF[,63] == "M" & DF[,68] == 0] <- DF$OldPrice[DF[,63] == "M" & DF[,68] == 0] - DF$Price[DF[,63] == "M" & DF[,68] == 0]
#askside -- price increase
DF$modify[DF[,69] == 0 & DF[,70] > 0] <- -1
#askside -- price decrease
DF$modify[DF[,69] == 0 & DF[,70] < 0] <- 1
#bidside -- price decrease
DF$modify[DF[,69] == 1 & DF[,70] < 0] <- -1
#bidside -- price increase
DF$modify[DF[,69] == 1 & DF[,70] > 0] <- 1
#copying change to modify
DF$modify[DF[,63] == "N"] <- DF$change[DF[,63] == "N"]
DF$modify[DF[,63] == "C"] <- DF$change[DF[,63] == "C"]
DF$modify[DF[,63] == "M" & DF[,68] != 0] <- DF$change[DF[,63] == "M" & DF[,68] != 0]
df = data.frame(Time=DF$DateTime, Modify = DF$modify)
finalxts <- as.xts(x = df$Modify, order.by = df$Time)
#finalxts <- aggregatets(finalxts, FUN = "sum", on = "minutes", k = 1, dropna = TRUE)
finalxts
感谢大家的帮助。