我正在分析股票退货,有一个带有报价器和头寸权重的数据框,另一个带有退货的数据框。我在下面提供了一个示例。我需要根据代码和日期代码将返回数据从df 2提取到df 1中的空列。这是一个例子。还有更多的行情自动收录器和日期。我尝试了以前帖子中的方法,但未成功。我是R的新手。有人可以帮忙吗?谢谢!
Df 1
+-----------+-----------+--------+
| Date code | Ticker | Return |
+-----------+-----------+--------+
| 1 | Ticker 3 | |
| 1 | Ticker 4 | |
| 1 | Ticker 5 | |
| 2 | Ticker 1 | |
| 2 | Ticker 10 | |
| 2 | Ticker 8 | |
| 3 | Ticker 9 | |
| 3 | Ticker 3 | |
| 3 | Ticker 7 | |
| 4 | Ticker 5 | |
| 4 | Ticker 5 | |
| 4 | Ticker 10 | |
| 5 | Ticker 8 | |
| 5 | Ticker 1 | |
| 5 | Ticker 7 | |
| 6 | Ticker 3 | |
| 6 | Ticker 9 | |
| 6 | Ticker 1 | |
| 7 | Ticker 6 | |
| 7 | Ticker 8 | |
| 7 | Ticker 3 | |
| 8 | Ticker 4 | |
| 8 | Ticker 5 | |
| 8 | Ticker 3 | |
| 9 | Ticker 5 | |
| 9 | Ticker 3 | |
| 9 | Ticker 9 | |
| 10 | Ticker 5 | |
| 10 | Ticker 5 | |
| 10 | Ticker 3 | |
+-----------+-----------+--------+
Df 2
+-----------+----------+----------+----------+----------+----------+----------+----------+----------+----------+-----------+
| Date code | Ticker 1 | Ticker 2 | Ticker 3 | Ticker 4 | Ticker 5 | Ticker 6 | Ticker 7 | Ticker 8 | Ticker 9 | Ticker 10 |
+-----------+----------+----------+----------+----------+----------+----------+----------+----------+----------+-----------+
| 1 | 0% | -3% | 3% | 1% | -3% | -1% | 0% | 0% | -3% | 0% |
| 2 | -2% | 1% | -2% | -3% | -1% | -2% | -1% | -2% | -3% | -1% |
| 3 | 2% | -2% | 2% | 1% | -1% | 2% | 0% | 3% | -3% | 1% |
| 4 | 1% | -2% | 2% | -1% | 0% | 0% | -2% | -3% | 3% | 3% |
| 5 | 3% | -2% | 1% | 0% | 0% | -1% | 0% | 3% | 3% | 0% |
| 6 | -3% | -3% | 0% | 2% | 0% | -3% | 0% | 0% | -3% | -2% |
| 7 | -1% | -2% | -2% | -1% | 3% | -3% | -3% | -2% | 2% | -3% |
| 8 | 0% | 1% | 2% | 2% | -2% | -3% | -3% | 3% | 3% | -3% |
| 9 | -2% | 2% | 3% | 2% | 1% | 3% | 0% | 2% | 1% | -3% |
| 10 | 2% | -2% | -2% | 0% | -2% | 1% | 1% | -3% | 3% | 1% |
+-----------+----------+----------+----------+----------+----------+----------+----------+----------+----------+-----------+
Excepted result:
+-----------+-----------+--------+
| Date code | Ticker | Return |
+-----------+-----------+--------+
| 1 | Ticker 3 | 3% |
| 1 | Ticker 4 | 1% |
| 1 | Ticker 5 | -3% |
| 2 | Ticker 1 | -2% |
| 2 | Ticker 10 | -1% |
| 2 | Ticker 8 | -2% |
| 3 | Ticker 9 | -3% |
| 3 | Ticker 3 | 2% |
| 3 | Ticker 7 | 0% |
| 4 | Ticker 5 | 0% |
| 4 | Ticker 2 | -2% |
| 4 | Ticker 10 | 3% |
| 5 | Ticker 8 | 3% |
| 5 | Ticker 1 | 3% |
| 5 | Ticker 7 | 0% |
| 6 | Ticker 3 | 0% |
| 6 | Ticker 9 | -3% |
| 6 | Ticker 1 | -3% |
| 7 | Ticker 6 | -3% |
| 7 | Ticker 8 | -2% |
| 7 | Ticker 3 | -2% |
| 8 | Ticker 4 | 1% |
| 8 | Ticker 5 | -2% |
| 8 | Ticker 3 | 2% |
| 9 | Ticker 5 | 1% |
| 9 | Ticker 3 | 3% |
| 9 | Ticker 9 | 1% |
| 10 | Ticker 5 | -2% |
| 10 | Ticker 9 | 3% |
| 10 | Ticker 3 | -2% |
+-----------+-----------+--------+