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Problem Description: (reproducible code below)
------------------------------------------------------------------------------------------------------------------------------
I cannot seem to get as.data.frame() to work as I would expect.
Results2 seems to contain repeated column titles for each row, as well as a
row name 'investment' (which is not intended), like:
Results2
[[1]]
OutTotInvestment OutNumInvestments OutDolProf OutPerProf
OutNetGains OutLong OutShort OutInvestment OutStoploss OutComission OutPenny
OutVolume OutNumU OutAccDefn
investment 30000 3 -450 -0.015
-0.0154 0.75 -0.5 10000 -0.015 2e-04
3 0.02 2 0
[[2]]
OutTotInvestment OutNumInvestments OutDolProf OutPerProf
OutNetGains OutLong OutShort OutInvestment OutStoploss OutComission OutPenny
OutVolume OutNumU OutAccDefn
investment 30000 3 -450 -0.015
-0.0154 1.5 -0.5 10000 -0.015 2e-04
3 0.02 2 0
...
When I try to apply 'as.data.frame', it concatenates incremental numbers to
the repeated row headers and gives:
as.data.frame(Results2)
OutTotInvestment OutNumInvestments OutDolProf OutPerProf
OutNetGains OutLong OutShort OutInvestment OutStoploss OutComission OutPenny
OutVolume OutNumU OutAccDefn
investment 30000 3 -450 -0.015
-0.0154 0.75 -0.5 10000 -0.015 2e-04
3 0.02 2 0
OutTotInvestment.1 OutNumInvestments.1 OutDolProf.1 OutPerProf.1
OutNetGains.1 OutLong.1 OutShort.1 OutInvestment.1 OutStoploss.1
OutComission.1 OutPenny.1
investment 30000 3 -450
-0.015 -0.0154 1.5 -0.5 10000
-0.015 2e-04 3
OutVolume.1 OutNumU.1 OutAccDefn.1 OutTotInvestment.2
OutNumInvestments.2 OutDolProf.2 OutPerProf.2 OutNetGains.2 OutLong.2
OutShort.2 OutInvestment.2
investment 0.02 2 0
30000 3 -450 -0.015 -0.0154
0.75 -1 10000
...
which is a data frame of dimension 1 224, when I am looking for a data frame
like Results of dimension 16 14.
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Reproducible code:
------------------------------------------------------------------------------------------------------------------------------
# --------------------------------------------------------------
# FUNCTION calcProfit
# --------------------------------------------------------------
calcProfit <- function(IterParam, marketData, dailyForecast) #, long,
short, investment, stoploss, comission, penny, volume, numU, accDefn)
{
if (class(IterParam) == "numeric")
{
long <- IterParam["long"]
short <- IterParam["short"]
investment <- IterParam["investment"]
stoploss <- IterParam["stoploss"]
comission <- IterParam["comission"]
penny <- IterParam["penny"]
volume <- IterParam["volume"]
numU <- IterParam["numU"]
accDefn <- IterParam["accDefn"]
} else {
long <- IterParam$long
short <- IterParam$short
investment <- IterParam$investment
stoploss <- IterParam$stoploss
comission <- IterParam$comission
penny <- IterParam$penny
volume <- IterParam$volume
numU <- IterParam$numU
accDefn <- IterParam$accDefn
}
compareMarket <- merge(dailyForecast, marketData, by.x="SymbolID",
by.y="SymbolID")
weight <- ifelse(rep(accDefn, times=length(compareMarket$weight))==1,
compareMarket$weight, compareMarket$CPweight)
position <- ifelse((weight<=short & compareMarket$OpeningPrice > penny &
compareMarket$noU>=numU), "S",
ifelse((weight>=long & compareMarket$OpeningPrice > penny &
compareMarket$noU>=numU), "L", NA))
positionTF <- ifelse(position=="L" | position=="S", TRUE, FALSE)
estMaxInv <- volume*compareMarket$MinTrVol*compareMarket$YesterdayClose
investbySymbol <- ifelse(positionTF==TRUE, ifelse(estMaxInv >=
investment, investment, 0))
opClProfit <- ifelse(position=="L",
compareMarket$ClosingPrice/compareMarket$OpeningPrice-1,
ifelse(position=="S",
1-compareMarket$ClosingPrice/compareMarket$OpeningPrice, 0.0))
Gains <- investbySymbol*ifelse(opClProfit <= stoploss, stoploss,
opClProfit)
ProfitTable <- data.frame(SymbolID=compareMarket$SymbolID,
investbySymbol, Gains, percentGains=Gains/investbySymbol,
LessComm=rep(comission, times=length(Gains)),
NetGains=Gains/investbySymbol-2*comission)
AggregatesTable <- data.frame( OutTotInvestment =
sum(ProfitTable$investbySymbol, na.rm=TRUE),
OutNumInvestments = sum(ProfitTable$investbySymbol,
na.rm=TRUE)/investment, OutDolProf = sum(ProfitTable$Gains, na.rm=TRUE),
OutPerProf = sum(ProfitTable$Gains,
na.rm=TRUE)/sum(ProfitTable$investbySymbol, na.rm=TRUE),
OutNetGains = sum(ProfitTable$Gains,
na.rm=TRUE)/sum(ProfitTable$investbySymbol, na.rm=TRUE)-2*comission, OutLong
= long,
OutShort = short, OutInvestment = investment, OutStoploss =
stoploss, OutComission = comission, OutPenny = penny, OutVolume = volume,
OutNumU = numU, OutAccDefn = accDefn )
return(AggregatesTable)
}
# Sample iteration parameters (these can be vectors of arbitrary length)
# Need to iterate through all possible combinations of these parameters
Param <- list(long=c(.75, 1.5),
short=c(-.5, -1),
investment=10000,
stoploss=c(-.015),
comission=.0002,
penny=3,
volume=c(.02, .01),
numU=2,
accDefn=0:1 )
CombParam <- expand.grid(Param)
# Create sample X and Y data frames for function call
Y <- data.frame(SymbolID=10:14, OpeningPrice = c(1,3,10,20,60), ClosingPrice
= c(2,2.5,11,18,61.5), YesterdayClose= c(1,3,10,20,60), MinTrVol =
rep(10000000, times=5))
X <- data.frame(SymbolID=10:14, weight = c(1, .5, -3, -.75, 2),
CPweight=c(1.5, .25, -1.75, 2, -1), noU = c(2,3,4,2,10))
for (i in 1:length(CombParam$long))
{
if(i==1)
{ Results <- calcProfit(CombParam[i,], X, Y)
} else {
Results <- rbind(Results, calcProfit(CombParam[i,], X, Y))
}
}
Results2 <- apply(CombParam, 1, calcProfit, X, Y)
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On Tue, Dec 23, 2008 at 11:15 AM, David Winsemius <dwinsem...@comcast.net>wrote:
>
> On Dec 23, 2008, at 10:56 AM, Brigid Mooney wrote:
>
> Thank you again for your help.
>>
>> snip
>
>>
>>
> -------------
>> With the 'apply' call, Results2 is of class list.
>>
>> Results2 <- apply(CombParam, 1, calcProfit, X, Y)
>>
>> -------------------------------------------------------------------------------------------------------
>>
>> How can I get convert Results2 from a list to a data frame like Results?
>>
>
> Have you tried as.data.frame() on Results2? Each of its elements should
> have the proper structure.
>
> You no longer have a reproducible example, but see this session clip:
> > lairq <- apply(airquality,1, function(x) x )
> > str(lairq)
> num [1:6, 1:153] 41 190 7.4 67 5 1 36 118 8 72 ...
> - attr(*, "dimnames")=List of 2
> ..$ : chr [1:6] "Ozone" "Solar.R" "Wind" "Temp" ...
> ..$ : NULL
> > is.data.frame(lairq)
> [1] FALSE
> > is.data.frame(rbind(lairq))
> [1] FALSE
> > is.data.frame( as.data.frame(lairq) )
> --
> David Winsemius
>
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