Dear List, This may be the fifth time Ive tried to send this to the list so apologies if there are multiple emails. I need some help getting started with this problem. I have a data frame containing a year of daily stock prices in the following format: Date Open High Low Close 1/15/2000 10 11 8 10 1/16/2000 12 12 10 11 etc.. I want to create a new data frame which shows only the rows where the column value "Open" for 'today' is higher than the column value "High" for the previous day (previous row). How do I loop over each day accessing values from different rows and columns, as is needed here? I have tried 'if' statements but none have worked. Any help appreciated. Regards, Alf Sammassimo Melbourne,Australia
On Mon, 2007-02-19 at 13:38 +1100, Dr Remo Sammassimo wrote:> Dear List, > > This may be the fifth time Ive tried to send this to the list so apologies > if there are multiple emails. > > I need some help getting started with this problem. I have a data frame > containing a year of daily stock prices in the following format: > > Date Open High Low Close > 1/15/2000 10 11 8 10 > 1/16/2000 12 12 10 11 > etc.. > > > I want to create a new data frame which shows only the rows where the column > value "Open" for 'today' is higher than the column value "High" for the > previous day (previous row). How do I loop over each day accessing values > from different rows and columns, as is needed here? > > I have tried 'if' statements but none have worked. > > Any help appreciated. > > Regards, > Alf Sammassimo > Melbourne,AustraliaI think that this should do it. Presuming that your data frame is called 'DF': Rows <- which(sapply(seq(along = rownames(DF))[-1], function(x) DF[x, "Open"] > DF[x - 1, "High"])) + 1 DF.New <- DF[Rows, ] The first line sets up a sequence from 2:nrows(DF) and then loops over those indices. The indices are passed as 'x' to the function, which compares the current row (x) "Open" value with the prior row (x - 1) "High" value. This returns TRUE or FALSE for each row compared. If TRUE, which() then returns the index of the row plus 1, since we do not want the first row. Those indices are assigned to 'Rows', which is then used to subset 'DF' and create 'DF.New'. Just using the data you have above:> DF.NewDate Open High Low Close 2 1/16/2000 12 12 10 11 See ?which, ?sapply and ?seq HTH, Marc Schwartz
Try this: DF[c(FALSE, tail(DF$Open, -1) > head(DF$High, -1)), ] or using zoo objects just compare the Open to the reverse lag of the High. Lines <- "Date Open High Low Close 1/15/2000 10 11 8 10 1/16/2000 12 12 10 11 1/17/2000 12 12 10 11 " library(zoo) z <- read.zoo(textConnection(Lines), header = TRUE, format = "%m/%d/%Y") z[ z[, "Open"] > lag(z[, "High"],-1), ] On 2/18/07, Dr Remo Sammassimo <remosammassimo at bigpond.com> wrote:> Dear List, > > This may be the fifth time Ive tried to send this to the list so apologies > if there are multiple emails. > > I need some help getting started with this problem. I have a data frame > containing a year of daily stock prices in the following format: > > Date Open High Low Close > 1/15/2000 10 11 8 10 > 1/16/2000 12 12 10 11 > etc.. > > > I want to create a new data frame which shows only the rows where the column > value "Open" for 'today' is higher than the column value "High" for the > previous day (previous row). How do I loop over each day accessing values > from different rows and columns, as is needed here? > > I have tried 'if' statements but none have worked. > > Any help appreciated. > > Regards, > Alf Sammassimo > Melbourne,Australia > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >