如何识别连续5次涨价的序列？

Question

我有一列过去 3 年的每日股价。现在，我想找到价格连续上涨 5 倍的序列，然后创建一个我设置为“购买”的新列。谁能帮我生成这个？

这就是我尝试过的方法，但如果因为我是初学者而没有多大意义，请见谅

x <- FB[,"Close"] if (x<x+1, x+1<x+2, x+2<x+3, x+3<x+4, x+4<5) { FB$buy <- 1 }

Answer 1

你的这个 post 标签说 dplyr 所以我将提供一个 dplyr 方法而不是基本 R 方法。这是一种蛮力方法，但应该很容易理解。

library(dplyr) 

FB <- data.frame(
  "Close" = c(1,2,3,4,5,6,1,2,3,4,1,2,3,4,5,6),
  stringsAsFactors = FALSE
)

# Brute Force dplyr
x <- FB %>%
  mutate(buy = Close>lag(Close,1) & 
           lag(Close,1)>lag(Close,2) & 
           lag(Close,2)>lag(Close,3) & 
           lag(Close,3)>lag(Close,4) & 
           lag(Close,4)>lag(Close,5)
         ) %>%
  # If you really need a 1 instead of a True
  mutate(buy = as.numeric(buy)) # %>%
  # If there weren't 5 previous the result is NA
  # and you can impute something that makes sense
  # if anything makes sense.
  # mutate(buy = ifelse(is.na(buy),0,buy))
x
# Close buy
#     1  NA
#     2  NA
#     3  NA
#     4  NA
#     5  NA
#     6   1
#     1   0
#     2   0
#     3   0
#     4   0
#     1   0
#     2   0
#     3   0
#     4   0
#     5   0
#     6   1

如何识别连续5次涨价的序列？

How to identify sequences of price increasing for 5 times in a row?

r

seq

dplyr