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

[Arnaud Gaboury]

On Fri, 2025-03-07 at 08:55 +0100, Enrico Schumann wrote:
> On Thu, 06 Mar 2025, Arnaud Gaboury writes:
> 
> > 	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
> > >     )
> > 
> > I am sorry but I can't see where I shall put my df ? And my
> > function to
> > get BTC price:
> > get_btc_price <- function(my_time) {
> >     # my_time_ms <- as.integer(as.numeric(my_time) * 1000)
> >     klines <- binance_klines("BTCUSDT", interval = '1h', start_time
> > =
> > as.Date(my_time), end_time = as.Date(my_time) + 1)
> >     return(as.numeric(klines$close[[18]]))
> > }
> > 
> > Thank you for your help
> 
> Is the ticker you want to fetch data for always the
> same?  If yes, then something like this could be
> used. [I don't know/use binance, so with a 'dummy' of
> your function.]

Yes, in this cas I only fecth BTCUSD price, thus my get_btc_price().
For generic, I created get_price().

Your function gives me exactly what I wanted.

Question: why do you paste 42 here ?
    get_btc_price <- function(my_time) {
        paste(42, my_time)
    }


> 
>     get_btc_price <- function(my_time) {
>         paste(42, my_time)
>     }
>     
>     new.column <- mapply(
>         function(symbol, mytime) {
>             if (grepl("BTC$", symbol)) {
>                 get_btc_price(mytime)
>             } else
>                 NA
>         },
>         portfolio$symbol,
>         portfolio$time
>     )
> 
>     ##                 BTCUSDT                  BTCUSDT 
>     ##                      NA                       NA 
>     ##                 ETHUBTC                  AAVEBTC 
>     ##"42 2025-01-02 10:34:49" "42 2025-01-02 11:14:43" 
>     ##                 ENAUSDT 
>     ##                      NA 
> 
> 


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