我有一个 data.frame 下面给出。我正在尝试将其从长格式移动到宽格式。使用扩展列作为日期。使用tidyr
包中的传播函数存在两个问题:
- 数据用 NA 填充
- 月份按字母顺序排列
那么我该如何从
30-Apr-2015 632.95
28-May-2015 532.95
25-Jun-2015 232.95
至
30-Apr-2015 28-May-2015 25-Jun-2015
632.95 532.95 232.95
相反,我最终在
30-Apr-2015 25-Jun-2015 28-May-2015
632.95 NA 232.95
NA 232.95 NA
NA NA 532.95
实际日期无关紧要,但它们的相对顺序很重要,即最近的月份数据应该按顺序排到第一列,然后是其他两个月的数据。这是必要的,因为我正在使用rbind
结果
我试过的代码
data = tidyr::spread(data, key = EXPIRY_DT, value = CHG_IN_OI)
colnames(data)[3:5] = c('Month1', 'Month2', 'Month3')
data.frame 如下所示:
data = structure(list(SYMBOL = c("A", "A", "A", "B", "B", "B", "C",
"C", "C", "D", "D", "D"), EXPIRY_DT = c("30-Apr-2015", "28-May-2015",
"25-Jun-2015", "30-Apr-2015", "28-May-2015", "25-Jun-2015", "30-Apr-2015",
"28-May-2015", "25-Jun-2015", "30-Apr-2015", "28-May-2015", "25-Jun-2015"
), OPEN = c(1750, 1789, 0, 1627.5, 1653.3, 0, 632.95, 644.1,
0, 317.8, 319.5, 0), HIGH = c(1788.05, 1795, 0, 1656.5, 1653.3,
0, 646.4, 650.5, 0, 324.6, 326.65, 0), LOW = c(1746, 1760, 0,
1627.5, 1645.45, 0, 629.65, 635, 0, 315.85, 318.4, 0), CLOSE = c(1782.3,
1791.85, 1695.1, 1642.95, 1646.75, 1613.9, 640.85, 644.35, 614.6,
320.55, 322.35, 310.85), SETTLE_PR = c(1782.3, 1791.85, 1804.8,
1642.95, 1653.85, 1664.35, 640.85, 644.35, 649.1, 320.55, 322.35,
325.35), CONTRACTS = c(1469L, 78L, 0L, 2638L, 14L, 0L, 4964L,
181L, 0L, 3416L, 82L, 0L), VALUE = c(6496.96, 347.91, 0, 10830.05,
57.68, 0, 15869.41, 583.38, 0, 10969.31, 264.93, 0), OPEN_INT = c(1353750L,
8500L, 0L, 1377250L, 17000L, 0L, 6264000L, 98000L, 0L, 8228000L,
216000L, 0L), CHG_IN_OI = c(15250L, 1250L, 0L, -21000L, 1500L,
0L, 73500L, 6000L, 0L, -192000L, 13000L, 0L), TIMESTAMP = c("10-APR-2015",
"10-APR-2015", "10-APR-2015", "10-APR-2015", "10-APR-2015", "10-APR-2015",
"10-APR-2015", "10-APR-2015", "10-APR-2015", "10-APR-2015", "10-APR-2015",
"10-APR-2015")), .Names = c("SYMBOL", "EXPIRY_DT", "OPEN", "HIGH",
"LOW", "CLOSE", "SETTLE_PR", "CONTRACTS", "VALUE", "OPEN_INT",
"CHG_IN_OI", "TIMESTAMP"), row.names = 40:51, class = "data.frame")
谢谢阅读。
编辑:
在@akrun 添加预期输出的评论之后。因为每个日期的值是不同的,即需要将每个月的数据一个接一个地放置,列名附加字符串“Month1/2/3”而不是实际日期。希望有帮助。
output = structure(list(SYMBOL = c("A", "B", "C", "D"), TIMESTAMP = c("10-Apr-15",
"10-Apr-15", "10-Apr-15", "10-Apr-15"), OPEN.Month1 = c(1750,
1627.5, 632.95, 317.8), HIGH.Month1 = c(1788.05, 1656.5, 646.4,
324.6), LOW.Month1 = c(1746, 1627.5, 629.65, 315.85), CLOSE.Month1 = c(1782.3,
1642.95, 640.85, 320.55), SETTLE_PR.Month1 = c(1782.3, 1642.95,
640.85, 320.55), CONTRACTS.Month1 = c(1469L, 2638L, 4964L, 3416L
), VALUE.Month1 = c(6496.96, 10830.05, 15869.41, 10969.31), OPEN_INT.Month1 = c(1353750L,
1377250L, 6264000L, 8228000L), CHG_IN_OI.Month1 = c(15250L, -21000L,
73500L, -192000L), OPEN.Month2 = c(1789, 1653.3, 644.1, 319.5
), HIGH.Month2 = c(1795, 1653.3, 650.5, 326.65), LOW.Month2 = c(1760,
1645.45, 635, 318.4), CLOSE.Month2 = c(1791.85, 1646.75, 644.35,
322.35), SETTLE_PR.Month2 = c(1791.85, 1653.85, 644.35, 322.35
), CONTRACTS.Month2 = c(78L, 14L, 181L, 82L), VALUE.Month2 = c(347.91,
57.68, 583.38, 264.93), OPEN_INT.Month2 = c(8500L, 17000L, 98000L,
216000L), CHG_IN_OI.Month2 = c(1250L, 1500L, 6000L, 13000L),
OPEN.Month3 = c(0L, 0L, 0L, 0L), HIGH.Month3 = c(0L, 0L,
0L, 0L), LOW.Month3 = c(0L, 0L, 0L, 0L), CLOSE.Month3 = c(1695.1,
1613.9, 614.6, 310.85), SETTLE_PR.Month3 = c(1804.8, 1664.35,
649.1, 325.35), CONTRACTS.Month3 = c(0L, 0L, 0L, 0L), VALUE.Month3 = c(0L,
0L, 0L, 0L), OPEN_INT.Month3 = c(0L, 0L, 0L, 0L), CHG_IN_OI.Month3 = c(0L,
0L, 0L, 0L)), .Names = c("SYMBOL", "TIMESTAMP", "OPEN.Month1",
"HIGH.Month1", "LOW.Month1", "CLOSE.Month1", "SETTLE_PR.Month1",
"CONTRACTS.Month1", "VALUE.Month1", "OPEN_INT.Month1", "CHG_IN_OI.Month1",
"OPEN.Month2", "HIGH.Month2", "LOW.Month2", "CLOSE.Month2", "SETTLE_PR.Month2",
"CONTRACTS.Month2", "VALUE.Month2", "OPEN_INT.Month2", "CHG_IN_OI.Month2",
"OPEN.Month3", "HIGH.Month3", "LOW.Month3", "CLOSE.Month3", "SETTLE_PR.Month3",
"CONTRACTS.Month3", "VALUE.Month3", "OPEN_INT.Month3", "CHG_IN_OI.Month3"
), class = "data.frame", row.names = c(NA, -4L))