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

[Arnaud Gaboury]

On Thu, 2025-03-06 at 07:29 +0100, Enrico Schumann wrote:
> 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 

Thank you for your answer.
A very warm thanks for your PMwR package. It helps me managing my
portfolio in a professional way. Unfortunately there isn't so much
material to manage, follow, compute ratio etc. 
By any chance, do you have any cool build-in functions to cook monthly
data (PL, valuation etc) as we compute every month always the same data
?

>     ##
> 
> 


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