I have a xts object with logical data .
> tail(q1)
..1
2010-02-19 TRUE
2010-02-22 FALSE
2010-02-23 FALSE
2010-02-24 FALSE
2010-02-25 FALSE
2010-02-26 FALSE
>
I want to build a xts that records the dates that there is a change. If
TRUE -> FALSE it is "down" if FALSE -> TRUE it is "up"
I can do it like this...
q2 <- matrix(ncol=2, nrow = length(q1[,1]))
for(i in 1:length(q1)){
if(q1[i-1,1]){
## Last one was TRUE
if(!q1[i, 1]){
## Changed to FALSE
q2[j,] = c(as.character(index(q1[i,1])), "SELL")
j <- j+1
}
}else{
## Last one was FALSE
if(q1[i, 1]){
## Changed to TRUE
q2[j,] = c(as.character(index(q1[i,1])), "BUY")
j <- j+1
}
}
}
q3 <- xts(q2[1:(j-1), 2], order.by=as.Date(q2[1:(j-1), 1]))
q3 is now the xts I want. But there *has* to be a better way!
can anybody help?
cheers
Worik
What is wrong:
* I am building a huge matrix then only using a few rows. I need a
structure I can dynamically add rows to.
* q1[,1] is already a date. Converting it to a string then back to a date
is superfluous, surly?
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