[R-SIG-Finance] apply a function to a data.frame column with condition
Enrico Schumann
e@ @end|ng |rom enr|co@chum@nn@net
Thu Mar 6 07:29:09 CET 2025
On Wed, 05 Mar 2025, Arnaud Gaboury writes:
> I work with Binancer [1] and PMwR [2] packages to write a trading
> journal.
> Here is a sample of my data frame:
> portfolio <- data.frame(
> symbol = c("BTCUSDT", "BTCUSDT", "ETHUBTC", "AAVEBTC", "ENAUSDT"),
> time = c("2024-12-17 10:01:30", "2024-12-18 21:32:53", "2025-01-02
> 10:34:49", "2025-01-02 11:14:43", "2025-01-02 11:15:22")
> )
>
> I want to fetch the 'BTCUSDT' price for a specific time if the symbol
> of same row end with these 3 letters : 'BTC'. In my sample, it will be
> rows 3 and 4.
> Here is how I find BTCUSDT price for date 2025-01-02 10:34:49:
>
> get_btc_price <- function(time) {
> klines <- binance_klines('BTCUSDT', start_time = '2025-01-02
> 10:34:49', end_time = '2025-01-02 10:34:49')
> }
>
> I was thinking of this code to write my new column BTCUSDT_price:
>
> df <- portfolio %>%
> mutate(
> BTCUSDT_price = ifelse(str_detect(symbol, "BTC$"), map_dbl(time,
> get_btc_price), NA_real_)
> )}
>
> But the code returns:
> Error in `mutate()`:
> ℹ In argument: `BTCUSDT_price = ifelse(...)`.
> Caused by error in `map_dbl()`:
> ℹ In index: 1.
> Caused by error in `[.data.table`:
> ! Item 1 of j is 12 which is outside the column number range [1,ncol=0]
>
> I have tried other workarounds but all give me errors.
>
> Thank you for help
>
>
> [1]https://cran.r-project.org/web/packages/binancer
> [2]https://cran.r-project.org/web/packages/PMwR
>
You want to compute a new column for your data.frame as
a function of two existing columns.
In base R, if you don't want to use a loop (and there
would be nothing wrong with a loop), you could use
'mapply'; and then cbind the column to your data.frame:
new.column <- mapply(
function(symbol, time) {
if (grepl("BTC$", symbol)) {
## your get_price computation, using
## 'symbol' and 'time'
paste("do something with", symbol, time)
} else
NA
},
portfolio$symbol,
portfolio$time
)
## new.column
## BTCUSDT
## NA
## BTCUSDT
## NA
## ETHUBTC
## "do something with ETHUBTC 2025-01-02 10:34:49"
## AAVEBTC
## "do something with AAVEBTC 2025-01-02 11:14:43"
## ENAUSDT
## NA
##
--
Enrico Schumann
Lucerne, Switzerland
https://enricoschumann.net
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