I have a large data set, 150k rows, ~11 MB in size. Each row contains an hourly measure of profit, which can be positive, negative, or zero. I am trying to calculate a new variable equal to the profit of each positive "block." Hopefully this is self-explanatory in the data set below.
"Profit" is the input variable. I can get the next two columns but can't solve for "profit_block" . Any help would be much appreciated!
dat <- data.frame(profit = c(20, 10, 5, 10, -20, -100, -40, 500, 27, -20),
indic_pos = c( 1, 1, 1, 1, 0, 0, 0, 1, 1, 0),
cum_profit = c(20, 30, 35, 45, 0, 0, 0, 500, 527, 0),
profit_block = c(45, 45, 45, 45, 0, 0, 0, 527, 527, 0))
profit indic_pos cum_profit profit_block
1 20 1 20 45
2 10 1 30 45
3 5 1 35 45
4 10 1 45 45
5 -20 0 0 0
6 -100 0 0 0
7 -40 0 0 0
8 500 1 500 527
9 27 1 527 527
10 -20 0 0 0
I've found the following post below very helpful, but I can't quite conform it to my need here. Thanks again.
Related URL: Assigning a value to each range of consecutive numbers with same sign in R
We can use rleid
to create a group based on the sign
of the column ie same adjacent sign elements will be a single group and then get the max
of the 'cum_profit'
library(dplyr)
dat %>%
group_by(grp = rleid(sign(profit))) %>%
mutate(profit_block2 = max(cum_profit)) %>%
ungroup %>%
select(-grp)
-output
# A tibble: 10 x 5
# profit indic_pos cum_profit profit_block profit_block2
# <dbl> <dbl> <dbl> <dbl> <dbl>
# 1 20 1 20 45 45
# 2 10 1 30 45 45
# 3 5 1 35 45 45
# 4 10 1 45 45 45
# 5 -20 0 0 0 0
# 6 -100 0 0 0 0
# 7 -40 0 0 0 0
# 8 500 1 500 527 527
# 9 27 1 527 527 527
#10 -20 0 0 0 0
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