[R] Conditional Data Manipulation -Cumulative Product

[Pooya Lalehzari]

Hello,
I have three datasets StartSignals, MainData, StopSignals and need to compound the data for each variable in MainData over dates that fall between the Start and Stop signals. (Stop signals are common and the same to all X1:X5 variables). Please see sample below:
The one way I was thinking of doing this project was to setup a nested "FOR" loop and go through the three data matrices. Is there a more elegant way of doing this?
Thank you.

StartSignals:
Date

X1

X2

X3

X4

X5

1/1/2014

0

0

0

0

0

1/2/2014

0

1

0

0

1

1/3/2014

0

0

1

0

0

1/4/2014

0

0

0

0

0

1/5/2014

1

0

0

0

1

1/6/2014

0

0

1

0

0

1/7/2014

0

0

0

1

0

1/8/2014

0

0

0

0

0

1/9/2014

0

0

0

0

0

1/10/2014

0

0

1

1

0

1/11/2014

1

0

0

0

0

1/12/2014

0

1

0

0

1

1/13/2014

0

0

0

0

0




MainData:
Date

X1

X2

X3

X4

X5

1/1/2014

1.92

1.38

0.83

1.25

1.12

1/2/2014

0.67

1.51

1.21

0.06

1.24

1/3/2014

1.09

0.09

0.2

1.62

0.3

1/4/2014

1.81

1.33

1.57

1.68

1.41

1/5/2014

1.04

0.38

1.72

1.98

1.23

1/6/2014

1.69

1.12

0.76

1.45

1.99

1/7/2014

1.57

1.3

1.22

0.66

1.75

1/8/2014

0.5

1.75

0.27

0.09

1.91

1/9/2014

0

1.26

0.59

0.4

1.81

1/10/2014

1.31

1.57

1.68

0.98

1.79

1/11/2014

0.43

1.63

1.98

1.46

0.81

1/12/2014

1.51

0.78

1.63

0.46

1.84

1/13/2014

0.26

0.34

0.34

0.97

1.13




StopSignals:
Date

Stop

1/1/2014

0

1/2/2014

0

1/3/2014

1

1/4/2014

0

1/5/2014

1

1/6/2014

0

1/7/2014

0

1/8/2014

1

1/9/2014

0

1/10/2014

0

1/11/2014

0

1/12/2014

0

1/13/2014

1



ExpectedResult:

Date

X1

X2

X3

X4

X5

1/1/2014

0

0

0

0

0

1/2/2014

0

1.51

0

0

1.24

1/3/2014

0

0.14

0.2

0

0.37

1/4/2014

0

0

0

0

0

1/5/2014

1.04

0

0

0

1.23

1/6/2014

0

0

0.76

0

0

1/7/2014

0

0

0.93

0.66

0

1/8/2014

0

0

0.25

0.06

0

1/9/2014

0

0

0

0

0

1/10/2014

0

0

1.68

0.98

0

1/11/2014

0.43

0

3.33

1.43

0

1/12/2014

0.65

0.78

5.42

0.66

1.84

1/13/2014

0.17

0.27

1.84

0.64

2.08










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