R的新手，并希望在一个小问题上得到一些帮助。
我有OHLC的股票价格的XTS数据集和其他一些信息。有关我的数据集的结构，请参见图像。如果前一行的“关闭”值高于“打开”值，则“Is.Previous.Up”列为1。我希望迭代所有行并记录3个先前记录在“Is.Previous.Up”中的值为1。基本上，只是想查看日志。
以下是我尝试这样做的方法，虽然这不会产生结果，但也不会产生错误。我认为有一种更清洁的方法可以做到这一点。
nrowstotal <- nrow(nq1m_rth_withruns)
counter = 0
for ( i in 1:nrowstotal)
{
if (isTRUE(nq1m_rth_withruns$Is.Previous.Up) & isTRUE(lag(nq1m_rth_withruns$Is.Previous.Up, 1)) & isTRUE(lag(nq1m_rth_withruns$Is.Previous.Up, 2)))
{
counter = counter + 1
}
}
counter
非常感谢任何帮助。
以下是数据示例。应该有3个实例，其中1个连续3次出现在“PrevUp”列中。
structure(c(6267.75, 6262.75, 6260.25, 6263, 6258.5, 6259, 6255.75,
6241.25, 6243.5, 6244.75, 6235.25, 6233.75, 6235.75, 6240.75,
6239, 6237.25, 6240.5, 6244.25, 6249.25, 6246.25, 6242.25, 6238.75,
6239.75, 6246.5, 6240.75, 6240.5, 6240.25, 6242, 6239.25, 6238.25,
6239.75, 6241.5, 6242.25, 6250.75, 6247.5, 6251, 6251, 6253.75,
6255, 6254.25, 6254, 6255.75, 6257.5, 6256.25, 6253.25, 6252.5,
6254.5, 6258.5, 6256.75, 6258.5, 6259, 6256.25, 6254.5, 6257.5,
6258.75, 6259.75, 6260.25, 6261, 6268.5, 6264, 6264.75, 6264,
6262.5, 6260.25, 6256, 6246.25, 6246, 6244.75, 6235.75, 6239,
6241.25, 6241.25, 6241.25, 6240.75, 6244.75, 6249.75, 6249.25,
6246.25, 6242.75, 6240, 6247.5, 6247.5, 6242.5, 6242, 6243.5,
6242.5, 6240.5, 6241.5, 6243.75, 6243.25, 6250.75, 6251, 6251.5,
6253.5, 6254, 6255.75, 6257, 6254.5, 6258, 6258.75, 6258.25,
6257, 6254, 6254.75, 6258.75, 6259.25, 6259.25, 6261.25, 6260.75,
6257.75, 6258.75, 6260, 6261.75, 6260.5, 6263, 6262, 6262.75,
6259.25, 6259.25, 6257.5, 6258.25, 6254.5, 6238.25, 6241, 6242.5,
6231.25, 6230.75, 6233.75, 6235.5, 6237.75, 6235, 6236, 6239.25,
6243.25, 6245.5, 6241.25, 6236.75, 6236.25, 6239.5, 6238.75,
6238.75, 6237.25, 6239, 6239.5, 6237, 6238.25, 6237.75, 6240.5,
6242.25, 6247.25, 6247.5, 6249.5, 6250, 6253, 6253, 6251.75,
6254, 6255.25, 6255.25, 6252.25, 6250.75, 6251, 6253.75, 6255.75,
6255.5, 6257.25, 6254.75, 6254.5, 6253.75, 6257.25, 6258.25,
6258.75, 6260.25, 6259.25, 6262.75, 6260.5, 6263.25, 6258.75,
6259, 6255.75, 6241, 6243.25, 6245, 6235, 6234, 6235.5, 6241,
6238.75, 6237.25, 6240.25, 6244.25, 6249.5, 6246.25, 6242.5,
6238.5, 6240, 6246.25, 6240.75, 6240.75, 6240.25, 6241.75, 6239.5,
6238.25, 6239.75, 6241.25, 6242.25, 6250.75, 6247.75, 6251.25,
6251, 6254, 6255, 6254.25, 6253.75, 6255.75, 6257.5, 6256, 6253.25,
6252.5, 6254.5, 6258.5, 6256.75, 6258.25, 6259, 6256.25, 6254.5,
6257.75, 6259, 6259.75, 6260.25, 6260.75, 6260.5, 3815, 3606,
2650, 2513, 1621, 4364, 9874, 3553, 1886, 5396, 3196, 2982, 2803,
1993, 2453, 1646, 3815, 2376, 1890, 1534, 2122, 1584, 2229, 2159,
1474, 1448, 1460, 892, 1287, 782, 1413, 1458, 2513, 1392, 1097,
2488, 3091, 1653, 2331, 1162, 1441, 2007, 905, 1102, 1568, 1122,
1219, 805, 1417, 3126, 1828, 833, 1574, 903, 941, 575, 1256,
998, 2777, 2521, 1939, 1838, 1194, 2964, 6090, 2399, 1354, 3852,
2245, 2041, 1962, 1458, 1779, 1323, 2602, 1788, 1455, 1181, 1651,
1207, 1789, 1579, 1201, 1035, 1157, 756, 1065, 644, 1087, 875,
1841, 1076, 855, 1806, 1646, 1114, 1445, 844, 1031, 1234, 658,
840, 996, 673, 913, 633, 958, 1653, 1086, 615, 1003, 688, 692,
422, 931, 648, 2347, 2185, 1223, 1582, 817, 2400, 6234, 1614,
923, 3301, 1569, 1158, 1236, 1132, 1237, 695, 1627, 833, 1062,
1001, 1300, 838, 930, 1376, 656, 698, 651, 443, 759, 320, 621,
634, 782, 813, 383, 1214, 1479, 786, 1190, 712, 592, 855, 536,
736, 913, 416, 441, 442, 520, 1430, 968, 507, 608, 378, 462,
334, 502, 470, 1468, 1421, 1427, 931, 804, 1964, 3640, 1939,
963, 2095, 1627, 1824, 1567, 861, 1216, 951, 2188, 1543, 828,
533, 822, 746, 1299, 783, 818, 750, 809, 449, 528, 462, 792,
824, 1731, 579, 714, 1274, 1612, 867, 1141, 450, 849, 1152, 369,
366, 655, 706, 778, 363, 897, 1696, 860, 326, 966, 525, 479,
241, 754, 528, 1, 0, 0, 1, 0, 1, 0, 0, 1, 1, 0, 0, 1, 1, 0, 0,
1, 1, 1, 0, 0, 0, 1, 1, 0, 0, 0, 1, 0, 0, 1, 1, 1, 1, 0, 1, 0,
1, 1, 0, 0, 1, 1, 0, 0, 0, 1, 1, 0, 1, 1, 0, 0, 1, 1, 1, 1, 1
), class = c("xts", "zoo"), .indexCLASS = c("POSIXct", "POSIXt"
), tclass = c("POSIXct", "POSIXt"), .indexTZ = "", tzone = "", index = structure(c(1510756200,
1510756260, 1510756320, 1510756380, 1510756440, 1510756500, 1510756560,
1510756620, 1510756680, 1510756740, 1510756800, 1510756860, 1510756920,
1510756980, 1510757040, 1510757100, 1510757160, 1510757220, 1510757280,
1510757340, 1510757400, 1510757460, 1510757520, 1510757580, 1510757640,
1510757700, 1510757760, 1510757820, 1510757880, 1510757940, 1510758000,
1510758060, 1510758120, 1510758180, 1510758240, 1510758300, 1510758360,
1510758420, 1510758480, 1510758540, 1510758600, 1510758660, 1510758720,
1510758780, 1510758840, 1510758900, 1510758960, 1510759020, 1510759080,
1510759140, 1510759200, 1510759260, 1510759320, 1510759380, 1510759440,
1510759500, 1510759560, 1510759620), tzone = "", tclass = c("POSIXct",
"POSIXt")), .Dim = c(58L, 9L), .Dimnames = list(NULL, c("Open",
"High", "Low", "Close", "Volume", "NumberOfTrades", "BidVolume",
"AskVolume", "PrevUp")))
答案 0 :(得分：2)
我认为问题出在您的if statement上。您实际上是在告诉它，如果Is.Previous.Up列为真且如果Is.Previous.Up列之前的观察结果为真，并且之前的观察结果为真，则向计数器添加一个。您没有指定if statement要执行的特定行。
以下是我的写作方式：
runs.counter<-0
stop.counter<-0
for (i in 1:nrow(dataset)){
if(dataset[i,"PrevUp"]==1&&
dataset[i-1,"PrevUp"]==1&&
dataset[i-2,"PrevUp"]==1&&
stop.counter==0){
runs.counter<-runs.counter+1
stop.counter<-1
}else if(dataset[i,"PrevUp"]==0){
stop.counter<-0
}
}
答案 1 :(得分：1)
rle（运行长度编码）计算沿向量的不同值的长度。在这里，我创建了一个只有一列的简短示例。
df<-data.frame(x=c(1,0,1,1,0,1,1,1,1,0,1,0,1,1,1,0,0))
rledf<-rle(df$x)
#Run Length Encoding
# lengths: int [1:10] 1 1 2 1 4 1 1 1 3 2
# values : num [1:10] 1 0 1 0 1 0 1 0 1 0
使用cumsum，您将获得向量中的位置。
position<-cumsum(rledf$length)
通过对位置向量进行子集化以仅获得长度> = 3且值= 1的值
来找到起始指标starting_indice<-position[rledf$values==1&rledf$length>=3]-3
答案 2 :(得分：1)
find_OC_diff()函数将找到close值大于上一行中的开放值的位置。
未使用PrevUp列。相反，它使用Close对象的Open和xts列中的值。
find_OC_diff <- function(obj, val, col1, col2)
{
# difference between close and open
xts2 <- lag(obj[, col1] - obj[, col2])
# assign the first value of close with 1
xts2[1, 1] <- 1
# get run length encoding for xts2$Close value greater than zero
xts2_rle <- rle(as.vector(xts2 > 0))
# check if run lengths greater than val: example val = 3
# get its position
xts2_rle3 <- which(xts2_rle$lengths >= val)
# get the xts2_rle index where TRUE is greater than or equal to 3
hits <- xts2_rle3[xts2_rle$values[xts2_rle3]]
# create a dummy list based on xts2_rle structure. It will help
# isolate the hits with TRUE and the rest with FALSE values
close_hits <- Map(rep, x = FALSE, times = xts2_rle$lengths)
# assign TRUE for close_hits with hits indices
for( i in hits ){
close_hits[[i]] <- rep(TRUE, times = length(close_hits[[i]]))
}
# return the indices of xts object (obj) where the run length of
# a condition is greater than or equal to 3 (val).
return(close_hits)
}
library(xts)
which(unlist(find_OC_diff(obj = xts1, val = 3, col1 = "Close", col2 = "Open")))
# [1] 17 18 19 31 32 33 34 54 55 56 57 58
xts1[which(unlist(find_OC_diff(obj = xts1, val = 3, col1 = "Close", col2 = "Open")))]
# Open High Low Close Volume NumberOfTrades BidVolume AskVolume PrevUp
# 2017-11-15 09:46:00 6240.50 6244.75 6239.25 6244.25 3815 2602 1627 2188 1
# 2017-11-15 09:47:00 6244.25 6249.75 6243.25 6249.50 2376 1788 833 1543 1
# 2017-11-15 09:48:00 6249.25 6249.25 6245.50 6246.25 1890 1455 1062 828 1
# 2017-11-15 10:00:00 6239.75 6243.75 6237.75 6241.25 1413 1087 621 792 1
# 2017-11-15 10:01:00 6241.50 6243.25 6240.50 6242.25 1458 875 634 824 1
# 2017-11-15 10:02:00 6242.25 6250.75 6242.25 6250.75 2513 1841 782 1731 1
# 2017-11-15 10:03:00 6250.75 6251.00 6247.25 6247.75 1392 1076 813 579 1
# 2017-11-15 10:23:00 6257.50 6260.00 6257.25 6259.00 903 688 378 525 1
# 2017-11-15 10:24:00 6258.75 6261.75 6258.25 6259.75 941 692 462 479 1
# 2017-11-15 10:25:00 6259.75 6260.50 6258.75 6260.25 575 422 334 241 1
# 2017-11-15 10:26:00 6260.25 6263.00 6260.25 6260.75 1256 931 502 754 1
# 2017-11-15 10:27:00 6261.00 6262.00 6259.25 6260.50 998 648 470 528 1
数据：
xts1 <- structure(c(6267.75, 6262.75, 6260.25, 6263, 6258.5, 6259, 6255.75,
6241.25, 6243.5, 6244.75, 6235.25, 6233.75, 6235.75, 6240.75,
6239, 6237.25, 6240.5, 6244.25, 6249.25, 6246.25, 6242.25, 6238.75,
6239.75, 6246.5, 6240.75, 6240.5, 6240.25, 6242, 6239.25, 6238.25,
6239.75, 6241.5, 6242.25, 6250.75, 6247.5, 6251, 6251, 6253.75,
6255, 6254.25, 6254, 6255.75, 6257.5, 6256.25, 6253.25, 6252.5,
6254.5, 6258.5, 6256.75, 6258.5, 6259, 6256.25, 6254.5, 6257.5,
6258.75, 6259.75, 6260.25, 6261, 6268.5, 6264, 6264.75, 6264,
6262.5, 6260.25, 6256, 6246.25, 6246, 6244.75, 6235.75, 6239,
6241.25, 6241.25, 6241.25, 6240.75, 6244.75, 6249.75, 6249.25,
6246.25, 6242.75, 6240, 6247.5, 6247.5, 6242.5, 6242, 6243.5,
6242.5, 6240.5, 6241.5, 6243.75, 6243.25, 6250.75, 6251, 6251.5,
6253.5, 6254, 6255.75, 6257, 6254.5, 6258, 6258.75, 6258.25,
6257, 6254, 6254.75, 6258.75, 6259.25, 6259.25, 6261.25, 6260.75,
6257.75, 6258.75, 6260, 6261.75, 6260.5, 6263, 6262, 6262.75,
6259.25, 6259.25, 6257.5, 6258.25, 6254.5, 6238.25, 6241, 6242.5,
6231.25, 6230.75, 6233.75, 6235.5, 6237.75, 6235, 6236, 6239.25,
6243.25, 6245.5, 6241.25, 6236.75, 6236.25, 6239.5, 6238.75,
6238.75, 6237.25, 6239, 6239.5, 6237, 6238.25, 6237.75, 6240.5,
6242.25, 6247.25, 6247.5, 6249.5, 6250, 6253, 6253, 6251.75,
6254, 6255.25, 6255.25, 6252.25, 6250.75, 6251, 6253.75, 6255.75,
6255.5, 6257.25, 6254.75, 6254.5, 6253.75, 6257.25, 6258.25,
6258.75, 6260.25, 6259.25, 6262.75, 6260.5, 6263.25, 6258.75,
6259, 6255.75, 6241, 6243.25, 6245, 6235, 6234, 6235.5, 6241,
6238.75, 6237.25, 6240.25, 6244.25, 6249.5, 6246.25, 6242.5,
6238.5, 6240, 6246.25, 6240.75, 6240.75, 6240.25, 6241.75, 6239.5,
6238.25, 6239.75, 6241.25, 6242.25, 6250.75, 6247.75, 6251.25,
6251, 6254, 6255, 6254.25, 6253.75, 6255.75, 6257.5, 6256, 6253.25,
6252.5, 6254.5, 6258.5, 6256.75, 6258.25, 6259, 6256.25, 6254.5,
6257.75, 6259, 6259.75, 6260.25, 6260.75, 6260.5, 3815, 3606,
2650, 2513, 1621, 4364, 9874, 3553, 1886, 5396, 3196, 2982, 2803,
1993, 2453, 1646, 3815, 2376, 1890, 1534, 2122, 1584, 2229, 2159,
1474, 1448, 1460, 892, 1287, 782, 1413, 1458, 2513, 1392, 1097,
2488, 3091, 1653, 2331, 1162, 1441, 2007, 905, 1102, 1568, 1122,
1219, 805, 1417, 3126, 1828, 833, 1574, 903, 941, 575, 1256,
998, 2777, 2521, 1939, 1838, 1194, 2964, 6090, 2399, 1354, 3852,
2245, 2041, 1962, 1458, 1779, 1323, 2602, 1788, 1455, 1181, 1651,
1207, 1789, 1579, 1201, 1035, 1157, 756, 1065, 644, 1087, 875,
1841, 1076, 855, 1806, 1646, 1114, 1445, 844, 1031, 1234, 658,
840, 996, 673, 913, 633, 958, 1653, 1086, 615, 1003, 688, 692,
422, 931, 648, 2347, 2185, 1223, 1582, 817, 2400, 6234, 1614,
923, 3301, 1569, 1158, 1236, 1132, 1237, 695, 1627, 833, 1062,
1001, 1300, 838, 930, 1376, 656, 698, 651, 443, 759, 320, 621,
634, 782, 813, 383, 1214, 1479, 786, 1190, 712, 592, 855, 536,
736, 913, 416, 441, 442, 520, 1430, 968, 507, 608, 378, 462,
334, 502, 470, 1468, 1421, 1427, 931, 804, 1964, 3640, 1939,
963, 2095, 1627, 1824, 1567, 861, 1216, 951, 2188, 1543, 828,
533, 822, 746, 1299, 783, 818, 750, 809, 449, 528, 462, 792,
824, 1731, 579, 714, 1274, 1612, 867, 1141, 450, 849, 1152, 369,
366, 655, 706, 778, 363, 897, 1696, 860, 326, 966, 525, 479,
241, 754, 528, 1, 0, 0, 1, 0, 1, 0, 0, 1, 1, 0, 0, 1, 1, 0, 0,
1, 1, 1, 0, 0, 0, 1, 1, 0, 0, 0, 1, 0, 0, 1, 1, 1, 1, 0, 1, 0,
1, 1, 0, 0, 1, 1, 0, 0, 0, 1, 1, 0, 1, 1, 0, 0, 1, 1, 1, 1, 1
), class = c("xts", "zoo"), .indexCLASS = c("POSIXct", "POSIXt"
), tclass = c("POSIXct", "POSIXt"),
.indexTZ = "", tzone = "",
index = structure(c(1510756200,
1510756260, 1510756320, 1510756380, 1510756440, 1510756500, 1510756560,
1510756620, 1510756680, 1510756740, 1510756800, 1510756860, 1510756920,
1510756980, 1510757040, 1510757100, 1510757160, 1510757220, 1510757280,
1510757340, 1510757400, 1510757460, 1510757520, 1510757580, 1510757640,
1510757700, 1510757760, 1510757820, 1510757880, 1510757940, 1510758000,
1510758060, 1510758120, 1510758180, 1510758240, 1510758300, 1510758360,
1510758420, 1510758480, 1510758540, 1510758600, 1510758660, 1510758720,
1510758780, 1510758840, 1510758900, 1510758960, 1510759020, 1510759080,
1510759140, 1510759200, 1510759260, 1510759320, 1510759380, 1510759440,
1510759500, 1510759560, 1510759620),
tzone = "", tclass = c("POSIXct", "POSIXt")),
.Dim = c(58L, 9L),
.Dimnames = list(NULL, c("Open", "High", "Low", "Close", "Volume", "NumberOfTrades",
"BidVolume", "AskVolume", "PrevUp")))