Objective: Calculate stochastics with three different values for nFastK for all variables using TTR::stoch and tidyquant packages.
Topic 1: Error message
The snippet below works, but throws an error with option: bounded = TRUE. What is the reason for the error?
rm(list = ls())
library(tidyquant)
library(lubridate)
my_data <- tibble( Symbol = as_factor(c( rep("a", 100), rep("b", 100)))
, Date = rep( ymd("2017-11-14") + 7 * (0:99), 2) # weekly
, major = c (10000 + sample(-800:300, 100), (8000 + sample(-100:900, 100)))
, v1 = sample(-1000:1000, 200 ) / 100
, v2 = sample(-100:1200, 200) / 100
)
my_final <- my_data %>%
gather( -Date, -Symbol, key = "kkeys", value = "wwords") %>%
mutate(kkeys = as_factor(kkeys)) %>%
group_by(Symbol, kkeys) %>%
tq_mutate(
# tq_mutate args
select = wwords,
mutate_fun = stoch,
# args to mutate_fun
nFastK = 10
# , bounded = FALSE # <- uncomment this line for error!
) %>%
select( -wwords, -fastD, -stoch ) %>%
mutate( fastK = round(fastK, digits = 2)) %>%
spread( kkeys, fastK)
Topic 2: Functional programming on this issue.
A for loop produces three values of nFastK
calling the above and then renaming and
right-joining to the final table like so.
This is just a brief illustration of my original code:
my_periods <- c(5, 10, 20)
my_vars <- my_data %>% select (-Date, -Symbol) %>% colnames()
my_final <- my_data
for (i in seq_along(my_periods)) {
# Create unique Colnames
my_vars_to <- str_c( my_vars, "_pk", my_periods[i])
my_final <-
my_data %>%
# Do all of the above from topic 1 plus this
rename_at( vars(my_vars), ~ my_vars_to) %>%
right_join(my_final, by = c("Symbol", "Date"))
}
This loop works and gets me what I want. Still being in the steep learning curve, there are two questions:
Question 1: Acc. to Wickham with solutions provided by Arnold, preallocation operates faster. How would this code need to be written to pre-allocate the memory compared to right_join()? Or is this an OK solution? I looked at https://jrnold.github.io/r4ds-exercise-solutions/iteration.html
Question 2: After reading a few tutorials, purrr::map() appears to be appropriate instead of the for loop. Even after reading tutorials and questions here I can't get my head around how to write it properly. Would you please provide an example or point in the direction of more reading?
Finally:
Thank you all the help via examples, vignettes and other posts. This is probably one of the most active, helpful and knowledgable communities I have ever come across. As a new user to R I appreciate the many examples on stackoverflow and any other websites. This is my first post. Thanks, A.