I am working on a project in R which is fairly code heavy at least compared to my previous R projects. The code is using multiple ifelse statements on previous columns data then creating a new column with the results. As the data I am using is a 5 minute timeframe, therefore I have to write a new line of code for every 5 minute slice of time. The data I have is from 09:30 to 16:00 so that is a lot of lines of code, around 75 by my calculations. Example of my data;
Date Open High Low Close doy
1 2015-09-21 09:30:00 164.6700 164.7100 164.3700 164.5300 264
2 2015-09-21 09:35:00 164.5300 164.9000 164.5300 164.6400 264
3 2015-09-21 09:40:00 164.6600 164.8900 164.6000 164.8900 264
4 2015-09-21 09:45:00 164.9100 165.0900 164.9100 164.9736 264
5 2015-09-21 09:50:00 164.9399 165.0980 164.8200 164.8200 264
This data is then filtered onto a table like this;
data <- structure(list(doy = c(264, 265, 266, 267, 268, 271, 272, 11,12, 13), Date = structure(c(1442824200, 1442910600, 1442997000,1443083400, 1443169800, 1443429000, 1443515400, 1452504600, 1452591000,1452677400), class = c("POSIXct", "POSIXt"), tzone = ""), Or_High = c(164.71,162.96, 163.38, 161.37, 163.91, 162.06, 160.22, 164.5, 165.23,165.84), OR_Low = c(164.37, 162.62, 162.98, 161.06, 163.57, 161.66,159.7, 164.06, 164.84, 165.4), HOD = c(165.56, 163.36, 163.38,162.24, 164.43, 162.06, 160.96, 164.5, 165.78, 165.84), LOD = c(165.22,163.1, 162.98, 161.95, 164.24, 161.66, 160.75, 164.06, 165.56,165.4), Close = c(164.92, 163.02, 162.58, 161.85, 162.94, 159.84,160.19, 163.83, 165.02, 161.38), Range = c(0.340000000000003,0.260000000000019, 0.400000000000006, 0.29000000000002, 0.189999999999998,0.400000000000006, 0.210000000000008, 0.439999999999998, 0.219999999999999,0.439999999999998), `A-val` = c(NA, NA, NA, NA, NA, NA, NA, 0.0673439999999994,0.0659639999999996, 0.0729499999999996), `A-up` = c(NA, NA, NA,NA, NA, NA, NA, 164.567344, 165.295964, 165.91295), `A-down` = c(NA,NA, NA, NA, NA, NA, NA, 163.992656, 164.774036, 165.32705), `09:35` = structure(c(NA,NA, NA, NA, NA, NA, NA, 0, 0, 0), .Dim = c(10L, 1L), .Dimnames = list(NULL, "Low")), `09:40` = structure(c(NA, NA, NA, NA, NA,NA, NA, -1, 1, 0), .Dim = c(10L, 1L), .Dimnames = list(NULL,"Low")), `09:45` = structure(c(NA, NA, NA, NA, NA, NA, NA,0, 1, 0), .Dim = c(10L, 1L), .Dimnames = list(NULL, "Low")),`09:50` = structure(c(NA, NA, NA, NA, NA, NA, NA, -1, 1,0), .Dim = c(10L, 1L), .Dimnames = list(NULL, "Low")), `09:55` = structure(c(NA,NA, NA, NA, NA, NA, NA, -1, 0, 0), .Dim = c(10L, 1L), .Dimnames = list(NULL, "Low")), `10:00` = structure(c(NA, NA, NA, NA,NA, NA, NA, -1, 0, 0), .Dim = c(10L, 1L), .Dimnames = list(NULL, "Low")), `10:05` = structure(c(NA, NA, NA, NA,NA, NA, NA, -1, 0, 0), .Dim = c(10L, 1L), .Dimnames = list(NULL, "Low")), `10:10` = structure(c(NA, NA, NA, NA,NA, NA, NA, -1, 0, 0), .Dim = c(10L, 1L), .Dimnames = list(NULL, "Low")), `10:15` = structure(c(NA, NA, NA, NA,NA, NA, NA, -2, 0, -1), .Dim = c(10L, 1L), .Dimnames = list(NULL, "Low")), `10:20` = structure(c(NA, NA, NA, NA,NA, NA, NA, 0, 0, -1), .Dim = c(10L, 1L), .Dimnames = list(NULL, "Low")), `10:25` = structure(c(NA, NA, NA, NA,NA, NA, NA, -2, -1, -1), .Dim = c(10L, 1L), .Dimnames = list(NULL, "Low")), `10:30` = structure(c(NA, NA, NA, NA,NA, NA, NA, 0, 0, -1), .Dim = c(10L, 1L), .Dimnames = list(NULL, "Low")), `10:35` = structure(c(NA, NA, NA, NA,NA, NA, NA, 0, 0, -1), .Dim = c(10L, 1L), .Dimnames = list(NULL, "Low")), `10:40` = structure(c(NA, NA, NA, NA,NA, NA, NA, 0, -1, -2), .Dim = c(10L, 1L), .Dimnames = list(NULL, "Low")), `10:45` = structure(c(NA, NA, NA, NA,NA, NA, NA, 0, -1, 0), .Dim = c(10L, 1L), .Dimnames = list(NULL, "Low")), `10:50` = structure(c(NA, NA, NA, NA,NA, NA, NA, -1, -1, -2), .Dim = c(10L, 1L), .Dimnames = list(NULL, "Low")), `10:55` = structure(c(NA, NA, NA, NA,NA, NA, NA, -1, -1, 0), .Dim = c(10L, 1L), .Dimnames = list(NULL, "Low"))), .Names = c("doy", "Date", "Or_High","OR_Low", "HOD", "LOD", "Close", "Range", "A-val", "A-up", "A-down","09:35", "09:40", "09:45", "09:50", "09:55", "10:00", "10:05","10:10", "10:15", "10:20", "10:25", "10:30", "10:35", "10:40","10:45", "10:50", "10:55"), row.names = c(1L, 2L, 3L, 4L, 5L,6L, 7L, 78L, 79L, 80L), class = "data.frame")
This is what the lines of code looks like;
data[,14] <- ifelse(df %>% filter(hour(Date) == 09 & minute(Date) == 45) %>% select(Low) > data[,10], 1, ifelse(df %>% filter(hour(Date) == 09 & minute(Date) == 45) %>% select(High) < data[,11], -1, 0))
Then the next line of code would look like;
data[,15] <- ifelse(df %>% filter(hour(Date) == 09 & minute(Date) == 50) %>% select(Low) > data[,10], 1, ifelse(df %>% filter(hour(Date) == 09 & minute(Date) == 50) %>% select(High) < data[,11], -1, 0))
And the next like this etc;
data[,16] <- ifelse(df %>% filter(hour(Date) == 09 & minute(Date) == 55) %>% select(Low) > data[,10], 1, ifelse(df %>% filter(hour(Date) == 09 & minute(Date) == 55) %>% select(High) < data[,11], -1, 0))
As you can see with each new line of code only certain parts of the code are changed, such as the hours, minutes and column references for summing. Perhaps the below example will make it clearer.
Example;
colnames(data)[14] <- "09:45"
colnames(data)[15] <- "09:50"
colnames(data)[16] <- "09:55"
colnames(data)[17] <- "10:00"
colnames(data)[18] <- "10:05"
In this code would there be anyway to change the [#col ref#] and times without individually changing each line of code by hand? I realise that copy and paste can be used with notepad but that still means having write the individual changes. My main concern is not about the time taken to write this but moreover the risk of errors from human input.
If anyone has any tips or tricks as to how this can be done, or another way of achieving the same without using multiple if statements on the structure of my existing code I would be most grateful for your help. This question is related to previous question I posted here and may add clarity for what I am trying to achieve.
Thanks.
