Question

我正在尝试使用data.table包中的滚动连接，但我似乎无法获得我想要的输出。

我的数据是：

library(data.table)

dt <- fread('    datetime   price
"2016-05-01 18:58:49.078" 2059.25
"2016-05-01 18:58:49.078" 2059.25
"2016-05-01 18:58:49.078" 2059.25
"2016-05-01 18:58:49.078" 2059.25
"2016-05-01 18:58:51.085" 2059.25
"2016-05-01 18:58:51.085" 2059.25
"2016-05-01 18:58:51.085" 2059.25
"2016-05-01 18:58:51.085" 2059.25
"2016-05-01 18:58:51.085" 2059.25
"2016-05-01 18:58:51.085" 2059.25
"2016-05-01 18:58:51.085" 2059.25
"2016-05-01 18:58:53.703" 2059.25
"2016-05-01 18:58:53.757" 2059.25
"2016-05-01 18:58:53.757" 2059.25
"2016-05-01 18:58:53.757" 2059.25
"2016-05-01 18:58:54.155" 2059.50
"2016-05-01 18:59:07.013" 2059.25
"2016-05-01 18:59:07.013" 2059.25
"2016-05-01 18:59:07.015" 2059.25
"2016-05-01 18:59:08.604" 2059.25
"2016-05-01 18:59:31.500" 2059.50
"2016-05-01 18:59:40.723" 2059.25
"2016-05-01 18:59:40.723" 2059.25
"2016-05-01 19:00:00.003" 2059.50
"2016-05-01 19:00:00.003" 2059.50
"2016-05-01 19:00:00.003" 2059.50
"2016-05-01 19:00:00.359" 2059.50
"2016-05-01 19:00:00.381" 2059.50
"2016-05-01 19:00:02.390" 2059.50
"2016-05-01 19:00:04.355" 2059.50
"2016-05-01 19:00:06.230" 2059.50', header = T)

dt$datetime <- as.POSIXct(dt$datetime)

我想知道每分钟最近的价格：

dt_minutes <- data.table(datetime = c(as.POSIXct("2016-05-01 18:59:00"),as.POSIXct("2016-05-01 19:00:00"),as.POSIXct("2016-05-01 19:01:00")))

> dt_minutes
              datetime
1: 2016-05-01 18:59:00
2: 2016-05-01 19:00:00
3: 2016-05-01 19:01:00

我得到的输出是：

> dt[dt_minutes, roll = TRUE, on = "datetime"]
              datetime  price
1: 2016-05-01 18:59:00 2059.5
2: 2016-05-01 19:00:00 2059.5
3: 2016-05-01 19:00:00 2059.5
4: 2016-05-01 19:00:00 2059.5
5: 2016-05-01 19:01:00 2059.5

但我希望：

1: 2016-05-01 18:59:00 2059.5
2: 2016-05-01 19:00:00 2059.25
5: 2016-05-01 19:01:00 2059.5

有人知道为什么我的输出中会重复“2016-05-01 19:00:00”并且当时的价格错误了吗？

Answer 1

在评论中建立弗兰克的答案，如果你运行<?php $states = array("Alabama","Alaska","Arizona","Arkansas", "California","Colorado","Connecticut","Delaware", "Florida","Georgia","Hawaii","Idaho", "Illinois","Indiana","Iowa","Kansas","Kentucky"); $stateAbbr = array("AL","AK","AZ","AR","CA","CO","CT","DE", "FL","GA","HI","ID","IL","IN","IA","KS","KY"); ?> <!DOCTYPE html> <html> <body> <h1>List of States</h1> </body> </html>，你将获得你想要的结果。

另请注意，您可以在setNumericRounding(0)中存储datetime变量的副本，以查看从滚动的时间，以匹配dt中的密钥，这也应该首先明确它是如何四舍五入的：

dt_minutes

R - 使用data.table进行滚动连接的意外输出

1 个答案: