[R-SIG-Finance] apply a function to a data.frame column with condition

[Enrico Schumann]

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