R 行业分类的勾选测试
在撰写硕士论文时,我下载了交易数据:R 行业分类的勾选测试,r,if-statement,trading,R,If Statement,Trading,在撰写硕士论文时,我下载了交易数据: >head(Data1) PRICE PREVIOUS 1 100 99 2 98 100 3 100 98 4 100 100 5 100 100 6 101 100 目标是添加一列,指明交易是买方(“买入”)还是卖方(“卖出”)发起的。规则如下: 价格卖出 价格>上一次=>购买 价格==以前的=>以前的分类 应该是这样的 >head(Data1) PRICE PREVI
>head(Data1)
PRICE PREVIOUS
1 100 99
2 98 100
3 100 98
4 100 100
5 100 100
6 101 100
目标是添加一列,指明交易是买方(“买入”)还是卖方(“卖出”)发起的。规则如下:
- 价格
卖出 - 价格>上一次=>购买
- 价格==以前的=>以前的分类
>head(Data1)
PRICE PREVIOUS TICK
1 100 99 Buy
2 98 100 Sell
3 100 98 Buy
4 100 100 Buy
5 100 100 Buy
6 101 100 Buy
我编写了以下代码:
Data1$TICK <- ifelse(Data1$PRICE == Data1$PREVIOUS, yes = shift(Data1[ ,3]), no = ifelse(Data1$PRICE>Data1$PREVIOUS, yes= "Buy", no = "Sell"))
Data1$TICK Data1$PREVIOUS,yes=“买入”,no=“卖出”))
但是,当我尝试执行代码时,我得到警告:
[.data.frame
(数据1,3)中出错:`:选择了未定义的列
因此,我有两个问题:
这里有一个简单的使用base的方法
data1 <- data.frame(PRICE = c(100,98,100,100,100,101), PREVIOUS = c(99,100,98,100,100,100))
tk <- c("Sell", NA, "Buy")[sign(data1$PRICE-data1$PREVIOUS)+2]
for(i in 2:length(tk)) if (is.na(tk[i])) tk[i] <- tk[i-1]
data1$TICK <- tk
print(data1)
# PRICE PREVIOUS TICK
# 1 100 99 Buy
# 2 98 100 Sell
# 3 100 98 Buy
# 4 100 100 Buy
# 5 100 100 Buy
# 6 101 100 Buy
data1这里有一个使用base的简单方法
data1 <- data.frame(PRICE = c(100,98,100,100,100,101), PREVIOUS = c(99,100,98,100,100,100))
tk <- c("Sell", NA, "Buy")[sign(data1$PRICE-data1$PREVIOUS)+2]
for(i in 2:length(tk)) if (is.na(tk[i])) tk[i] <- tk[i-1]
data1$TICK <- tk
print(data1)
# PRICE PREVIOUS TICK
# 1 100 99 Buy
# 2 98 100 Sell
# 3 100 98 Buy
# 4 100 100 Buy
# 5 100 100 Buy
# 6 101 100 Buy
baser中的data1:transform(data1,m=ifelse(Reduce)(函数(x,y)ifelse(is.na(y),x,y),`is.nain base R:transform(data1,m=ifelse)(Reduce(函数(x,y))ifelse(is.na(y),x,y),`is.na
tk <- c("Sell", "Prior", "Buy")[sign(data1$PRICE-data1$PREVIOUS)+2]
for(i in 2:length(tk)) if (tk[i] == "Prior") tk[i] <- tk[i-1]