查找非零行r数据框的开始日期和结束日期并创建一个表

Question

rh1 是样本价格数据框 rh2 是 rh1 的收益，return_cum 是 rh2 的累积收益，ret_drawdown 计算回撤。

library(xts)
library(PerformanceAnalytics)
set.seed(1)
rh1 = xts(cbind(a=c(100,101,103,97,101,98,86,112,109,112)) , Sys.Date()+1:10 )
rh2 =na.omit(Return.calculate(rh1[-1],method = "discrete"))
return_cum = cumprod(1+rh2)
ret_drawdown = 1- (return_cum/cummax(return_cum))

ret_drawdown 如下：-

2021-02-14 0.0000
2021-02-15 0.0583
2021-02-16 0.0194
2021-02-17 0.0485
2021-02-18 0.1650
2021-02-19 0.0000
2021-02-20 0.0268
2021-02-21 0.0000

我想要一张如下表：-

start date end date   cumulative returns
2021-02-15 2021-02-18 (sum of return values for this period: 0.0583+0.0194+0.0485+0.165)
2021-02-20 2021-02-20  0.0268

此表包含来自 ret_drawdown 数据帧的非零条目的出现。请提出前进的方向

下面的答案适用于上面的数据。 但是对于 ret_drawdown 作为以下数据，它失败了

2010-01-07 0.00e+00
2010-01-08 5.67e-03
2010-01-11 1.17e-02
2010-01-12 1.23e-02
2010-01-13 1.37e-02
2010-01-14 1.52e-02
2010-01-15 7.57e-03
2010-01-18 1.09e-02
2010-01-19 5.30e-03
2010-01-20 0.00e+00
2010-01-21 2.30e-04
2010-01-22 7.79e-04
2010-01-25 1.89e-03
2010-01-26 0.00e+00
2010-01-27 0.00e+00
2010-01-28 0.00e+00
2010-01-29 0.00e+00
2010-02-01 2.77e-03
2010-02-02 5.64e-03
2010-02-03 1.13e-03
2010-02-04 0.00e+00
2010-02-05 0.00e+00
2010-02-08 1.73e-03
2010-02-09 7.19e-03
2010-02-10 5.13e-03
2010-02-11 5.56e-03
2010-02-12 2.77e-03
2010-02-15 1.36e-03
2010-02-16 9.21e-03
2010-02-17 8.08e-04
2010-02-18 5.35e-04
2010-02-19 0.00e+00
2010-02-22 1.69e-03
2010-02-23 0.00e+00
2010-02-24 1.24e-05
2010-02-25 7.79e-04
2010-02-26 6.04e-03
2010-03-01 2.37e-03
2010-03-02 4.07e-03
2010-03-03 1.08e-02
2010-03-04 3.57e-03
2010-03-05 5.17e-03
2010-03-08 5.17e-03
2010-03-09 3.19e-03
2010-03-10 5.01e-03
2010-03-11 6.52e-03
2010-03-12 1.26e-02
2010-03-15 7.41e-03
2010-03-16 1.36e-02
2010-03-17 1.50e-02
2010-03-18 7.73e-03
2010-03-19 1.56e-03
2010-03-22 2.46e-03
2010-03-23 0.00e+00
2010-03-24 0.00e+00
2010-03-25 0.00e+00
2010-03-26 5.41e-03
2010-03-29 9.28e-03
2010-03-30 7.92e-03
2010-03-31 1.27e-02
2010-04-01 1.64e-02
2010-04-02 1.15e-02
2010-04-05 1.25e-02
2010-04-06 8.93e-03
2010-04-07 8.24e-03
2010-04-08 7.14e-03
2010-04-09 1.25e-02
2010-04-12 1.90e-02
2010-04-13 1.96e-02
2010-04-14 2.35e-02
2010-04-15 1.99e-02
2010-04-16 1.58e-02
2010-04-19 1.36e-02
2010-04-20 1.30e-02
2010-04-21 1.17e-02
2010-04-22 6.73e-03
2010-04-23 9.35e-03
2010-04-26 7.78e-03
2010-04-27 0.00e+00
2010-04-28 0.00e+00
2010-04-29 4.59e-03
2010-04-30 6.25e-03
2010-05-03 1.32e-03
2010-05-04 0.00e+00
2010-05-05 0.00e+00
2010-05-06 0.00e+00
2010-05-07 5.23e-03
2010-05-10 8.69e-03
2010-05-11 5.03e-03
2010-05-12 7.77e-04
2010-05-13 0.00e+00
2010-05-14 0.00e+00
2010-05-17 0.00e+00
2010-05-18 0.00e+00
2010-05-19 8.83e-03
2010-05-20 1.83e-02
2010-05-21 2.05e-02
2010-05-24 1.10e-02
2010-05-25 4.39e-03
2010-05-26 4.70e-04
2010-05-27 1.12e-02
2010-05-28 7.82e-03
2010-05-31 6.59e-03
2010-06-01 5.95e-03
2010-06-02 4.23e-03
2010-06-03 2.98e-04
2010-06-04 0.00e+00
2010-06-07 0.00e+00
2010-06-08 1.24e-04
2010-06-09 5.75e-03
2010-06-10 1.40e-02
2010-06-11 1.02e-02
2010-06-14 2.14e-02
2010-06-15 2.74e-02
2010-06-16 2.63e-02
2010-06-17 3.07e-02
2010-06-18 3.06e-02
2010-06-21 2.80e-02
2010-06-22 2.60e-02
2010-06-23 3.01e-02
2010-06-24 3.02e-02
2010-06-25 3.50e-02
2010-06-28 3.11e-02
2010-06-29 2.69e-02
2010-06-30 2.70e-02
2010-07-01 4.17e-02
2010-07-02 4.50e-02
2010-07-05 4.30e-02
2010-07-06 4.89e-02
2010-07-07 5.18e-02
2010-07-08 5.18e-02
2010-07-09 5.04e-02
2010-07-12 4.75e-02
2010-07-13 5.39e-02
2010-07-14 5.63e-02
2010-07-15 6.61e-02
2010-07-16 6.70e-02
2010-07-19 6.66e-02
2010-07-20 6.40e-02
2010-07-21 5.67e-02
2010-07-22 6.57e-02
2010-07-23 6.72e-02
2010-07-26 7.15e-02
2010-07-27 7.04e-02
2010-07-28 7.04e-02
2010-07-29 7.66e-02
2010-07-30 7.77e-02
2010-08-02 8.45e-02
2010-08-03 8.83e-02
2010-08-04 8.50e-02
2010-08-05 8.57e-02
2010-08-06 9.05e-02
2010-08-09 8.70e-02
2010-08-10 8.60e-02
2010-08-11 6.92e-02
2010-08-12 6.53e-02
2010-08-13 6.17e-02
2010-08-16 6.64e-02
2010-08-17 6.99e-02
2010-08-18 6.99e-02
2010-08-19 6.74e-02
2010-08-20 6.05e-02
2010-08-23 5.97e-02
2010-08-24 5.95e-02
2010-08-25 5.82e-02
2010-08-26 6.19e-02
2010-08-27 6.21e-02
2010-08-30 5.93e-02
2010-08-31 5.89e-02
2010-09-01 6.65e-02
2010-09-02 6.72e-02
2010-09-03 7.13e-02
2010-09-06 7.20e-02
2010-09-07 6.32e-02
2010-09-08 6.58e-02
2010-09-09 6.48e-02
2010-09-10 6.46e-02
2010-09-13 7.34e-02
2010-09-14 8.29e-02
2010-09-15 7.82e-02
2010-09-16 8.10e-02
2010-09-17 7.93e-02
2010-09-20 8.00e-02
2010-09-21 9.01e-02
2010-09-22 9.70e-02
2010-09-23 9.50e-02
2010-09-24 1.02e-01
2010-09-27 1.03e-01
2010-09-28 1.06e-01
2010-09-29 1.10e-01
2010-09-30 1.10e-01
2010-10-01 1.17e-01
2010-10-04 1.13e-01
2010-10-05 1.21e-01
2010-10-06 1.25e-01
2010-10-07 1.25e-01
2010-10-08 1.25e-01
2010-10-11 1.24e-01
2010-10-12 1.25e-01
2010-10-13 1.28e-01
2010-10-14 1.33e-01
2010-10-15 1.29e-01
2010-10-18 1.30e-01
2010-10-19 1.16e-01
2010-10-20 1.27e-01
2010-10-21 1.24e-01
2010-10-22 1.24e-01
2010-10-25 1.28e-01
2010-10-26 1.21e-01
2010-10-27 1.16e-01
2010-10-28 1.26e-01
2010-10-29 1.26e-01
2010-11-01 1.26e-01
2010-11-02 1.32e-01
2010-11-03 1.35e-01
2010-11-04 1.42e-01
2010-11-05 1.34e-01
2010-11-08 1.29e-01
2010-11-09 1.24e-01
2010-11-10 1.22e-01
2010-11-11 1.15e-01
2010-11-12 1.17e-01
2010-11-15 1.12e-01
2010-11-16 1.04e-01
2010-11-17 1.05e-01
2010-11-18 1.11e-01
2010-11-19 1.12e-01
2010-11-22 1.10e-01
2010-11-23 9.87e-02
2010-11-24 9.66e-02
2010-11-25 9.81e-02
2010-11-26 9.10e-02
2010-11-29 8.56e-02
2010-11-30 8.16e-02
2010-12-01 8.70e-02
2010-12-02 9.16e-02
2010-12-03 1.02e-01
2010-12-06 9.99e-02
2010-12-07 9.67e-02
2010-12-08 9.51e-02
2010-12-09 9.43e-02
2010-12-10 9.43e-02
2010-12-13 1.03e-01
2010-12-14 1.02e-01
2010-12-15 9.21e-02
2010-12-16 9.30e-02
2010-12-17 9.09e-02
2010-12-20 8.80e-02
2010-12-21 8.70e-02
2010-12-22 8.69e-02
2010-12-23 8.92e-02
2010-12-24 8.97e-02
2010-12-27 9.09e-02
2010-12-28 9.09e-02
2010-12-29 9.74e-02
2010-12-30 1.00e-01
2010-12-31 1.06e-01
2011-01-03 1.05e-01
2011-01-04 1.01e-01
2011-01-05 9.22e-02
2011-01-06 8.61e-02
2011-01-07 8.36e-02
2011-01-10 8.51e-02
2011-01-11 8.55e-02
2011-01-12 9.47e-02
2011-01-13 1.04e-01
2011-01-14 1.05e-01
2011-01-17 1.03e-01
2011-01-18 1.07e-01
2011-01-19 1.10e-01
2011-01-20 1.08e-01
2011-01-21 1.15e-01
2011-01-24 1.17e-01
2011-01-25 1.18e-01
2011-01-26 1.19e-01
2011-01-27 1.21e-01
2011-01-28 1.16e-01
2011-01-31 1.21e-01
2011-02-01 1.28e-01
2011-02-02 1.27e-01
2011-02-03 1.21e-01
2011-02-04 1.17e-01
2011-02-07 1.17e-01
2011-02-08 1.18e-01
2011-02-09 1.22e-01
2011-02-10 1.15e-01
2011-02-11 1.12e-01
2011-02-14 1.11e-01
2011-02-15 1.11e-01
2011-02-16 1.15e-01
2011-02-17 1.18e-01
2011-02-18 1.21e-01
2011-02-21 1.21e-01
2011-02-22 1.20e-01
2011-02-23 1.24e-01
2011-02-24 1.28e-01
2011-02-25 1.26e-01
2011-02-28 1.30e-01
2011-03-01 1.28e-01
2011-03-02 1.33e-01
2011-03-03 1.35e-01
2011-03-04 1.36e-01
2011-03-07 1.35e-01
2011-03-08 1.31e-01
2011-03-09 1.32e-01
2011-03-10 1.26e-01
2011-03-11 1.32e-01
2011-03-14 1.36e-01
2011-03-15 1.37e-01
2011-03-16 1.33e-01
2011-03-17 1.40e-01
2011-03-18 1.44e-01
2011-03-21 1.47e-01
2011-03-22 1.47e-01
2011-03-23 1.43e-01
2011-03-24 1.44e-01
2011-03-25 1.38e-01
2011-03-28 1.39e-01
2011-03-29 1.38e-01
2011-03-30 1.39e-01
2011-03-31 1.42e-01
2011-04-01 1.42e-01
2011-04-04 1.41e-01
2011-04-05 1.42e-01
2011-04-06 1.46e-01
2011-04-07 1.45e-01
2011-04-08 1.51e-01
2011-04-11 1.51e-01
2011-04-12 1.53e-01
2011-04-13 1.52e-01
2011-04-14 1.55e-01
2011-04-15 1.54e-01
2011-04-18 1.46e-01
2011-04-19 1.51e-01
2011-04-20 1.59e-01
2011-04-21 1.62e-01
2011-04-22 1.62e-01
2011-04-25 1.63e-01
2011-04-26 1.65e-01
2011-04-27 1.68e-01
2011-04-28 1.73e-01
2011-04-29 1.75e-01
2011-05-02 1.75e-01
2011-05-03 1.73e-01
2011-05-04 1.74e-01
2011-05-05 1.61e-01
2011-05-06 1.53e-01
2011-05-09 1.55e-01
2011-05-10 1.56e-01
2011-05-11 1.48e-01
2011-05-12 1.49e-01
2011-05-13 1.43e-01
2011-05-16 1.46e-01
2011-05-17 1.47e-01
2011-05-18 1.46e-01
2011-05-19 1.50e-01
2011-05-20 1.47e-01
2011-05-23 1.39e-01
2011-05-24 1.42e-01
2011-05-25 1.41e-01
2011-05-26 1.45e-01
2011-05-27 1.52e-01
2011-05-30 1.52e-01
2011-05-31 1.56e-01
2011-06-01 1.55e-01
2011-06-02 1.59e-01
2011-06-03 1.65e-01
2011-06-06 1.63e-01
2011-06-07 1.68e-01
2011-06-08 1.64e-01
2011-06-09 1.61e-01
2011-06-10 1.54e-01
2011-06-13 1.57e-01
2011-06-14 1.59e-01
2011-06-15 1.45e-01
2011-06-16 1.43e-01
2011-06-17 1.52e-01
2011-06-20 1.51e-01
2011-06-21 1.57e-01
2011-06-22 1.54e-01
2011-06-23 1.47e-01
2011-06-24 1.44e-01
2011-06-27 1.47e-01
2011-06-28 1.51e-01
2011-06-29 1.55e-01
2011-06-30 1.60e-01
2011-07-01 1.59e-01
2011-07-04 1.60e-01
2011-07-05 1.55e-01
2011-07-06 1.50e-01
2011-07-07 1.52e-01
2011-07-08 1.50e-01
2011-07-11 1.40e-01
2011-07-12 1.42e-01
2011-07-13 1.49e-01
2011-07-14 1.49e-01
2011-07-15 1.50e-01
2011-07-18 1.46e-01
2011-07-19 1.49e-01
2011-07-20 1.54e-01
2011-07-21 1.63e-01
2011-07-22 1.61e-01
2011-07-25 1.62e-01
2011-07-26 1.69e-01
2011-07-27 1.62e-01
2011-07-28 1.60e-01
2011-07-29 1.64e-01
2011-08-01 1.60e-01
2011-08-02 1.57e-01
2011-08-03 1.62e-01
2011-08-04 1.50e-01
2011-08-05 1.56e-01
2011-08-08 1.54e-01
2011-08-09 1.56e-01
2011-08-10 1.56e-01
2011-08-11 1.55e-01
2011-08-12 1.56e-01
2011-08-15 1.65e-01
2011-08-16 1.63e-01
2011-08-17 1.67e-01
2011-08-18 1.60e-01
2011-08-19 1.63e-01
2011-08-22 1.62e-01
2011-08-23 1.64e-01
2011-08-24 1.63e-01
2011-08-25 1.60e-01
2011-08-26 1.65e-01
2011-08-29 1.66e-01
2011-08-30 1.64e-01
2011-08-31 1.62e-01
2011-09-01 1.58e-01
2011-09-02 1.54e-01
2011-09-05 1.50e-01
2011-09-06 1.41e-01
2011-09-07 1.46e-01
2011-09-08 1.38e-01
2011-09-09 1.27e-01
2011-09-12 1.22e-01
2011-09-13 1.30e-01
2011-09-14 1.31e-01
2011-09-15 1.38e-01
2011-09-16 1.34e-01
2011-09-19 1.27e-01
2011-09-20 1.29e-01
2011-09-21 1.25e-01
2011-09-22 1.13e-01
2011-09-23 1.12e-01
2011-09-26 1.14e-01
2011-09-27 1.23e-01
2011-09-28 1.19e-01
2011-09-29 1.17e-01
2011-09-30 1.11e-01
2011-10-03 1.02e-01
2011-10-04 9.96e-02
2011-10-05 1.07e-01
2011-10-06 1.11e-01
2011-10-07 1.09e-01
2011-10-10 1.23e-01
2011-10-11 1.22e-01
2011-10-12 1.29e-01
2011-10-13 1.29e-01
2011-10-14 1.33e-01
2011-10-17 1.27e-01
2011-10-18 1.27e-01
2011-10-19 1.28e-01
2011-10-20 1.29e-01
2011-10-21 1.36e-01
2011-10-24 1.40e-01
2011-10-25 1.39e-01
2011-10-26 1.38e-01
2011-10-27 1.53e-01
2011-10-28 1.51e-01
2011-10-31 1.38e-01
2011-11-01 1.26e-01
2011-11-02 1.29e-01
2011-11-03 1.33e-01
2011-11-04 1.29e-01
2011-11-07 1.29e-01
2011-11-08 1.34e-01
2011-11-09 1.19e-01
2011-11-10 1.21e-01
2011-11-11 1.30e-01
2011-11-14 1.23e-01
2011-11-15 1.19e-01
2011-11-16 1.18e-01
2011-11-17 1.15e-01
2011-11-18 1.17e-01
2011-11-21 1.14e-01
2011-11-22 1.15e-01
2011-11-23 1.05e-01
2011-11-24 1.05e-01
2011-11-25 9.86e-02
2011-11-28 1.03e-01
2011-11-29 1.06e-01
2011-11-30 1.13e-01
2011-12-01 1.14e-01
2011-12-02 1.11e-01
2011-12-05 1.11e-01
2011-12-06 1.12e-01
2011-12-07 1.12e-01
2011-12-08 1.08e-01
2011-12-09 1.11e-01
2011-12-12 1.00e-01
2011-12-13 9.23e-02
2011-12-14 8.84e-02
2011-12-15 9.14e-02
2011-12-16 9.22e-02
2011-12-19 9.22e-02
2011-12-20 9.64e-02
2011-12-21 9.48e-02
2011-12-22 9.55e-02
2011-12-23 9.59e-02
2011-12-26 9.60e-02
2011-12-27 9.74e-02
2011-12-28 8.95e-02
2011-12-29 8.96e-02
2011-12-30 9.31e-02
2012-01-02 9.19e-02
2012-01-03 9.95e-02
2012-01-04 9.36e-02
2012-01-05 8.45e-02
2012-01-06 8.09e-02
2012-01-09 8.32e-02
2012-01-10 8.60e-02
2012-01-11 7.98e-02
2012-01-12 8.64e-02
2012-01-13 7.79e-02
2012-01-16 7.79e-02
2012-01-17 8.17e-02
2012-01-18 8.82e-02
2012-01-19 9.26e-02
2012-01-20 9.26e-02
2012-01-23 9.75e-02
2012-01-24 9.66e-02
2012-01-25 9.98e-02
2012-01-26 1.02e-01
2012-01-27 1.07e-01
2012-01-30 1.04e-01
2012-01-31 1.03e-01
2012-02-01 1.07e-01
2012-02-02 1.06e-01
2012-02-03 1.07e-01
2012-02-06 1.06e-01
2012-02-07 1.11e-01
2012-02-08 1.10e-01
2012-02-09 1.11e-01
2012-02-10 1.05e-01
2012-02-13 1.07e-01
2012-02-14 9.98e-02
2012-02-15 9.88e-02
2012-02-16 1.02e-01
2012-02-17 1.03e-01
2012-02-20 1.03e-01
2012-02-21 1.06e-01
2012-02-22 1.04e-01
2012-02-23 1.08e-01
2012-02-24 1.14e-01
2012-02-27 1.11e-01
2012-02-28 1.15e-01
2012-02-29 1.09e-01
2012-03-01 1.09e-01
2012-03-02 1.02e-01
2012-03-05 1.03e-01
2012-03-06 9.66e-02
2012-03-07 9.83e-02
2012-03-08 1.05e-01
2012-03-09 9.46e-02
2012-03-12 9.63e-02
2012-03-13 9.29e-02
2012-03-14 8.87e-02
2012-03-15 9.34e-02
2012-03-16 9.75e-02
2012-03-19 1.01e-01
2012-03-20 9.97e-02
2012-03-21 9.90e-02
2012-03-22 9.81e-02
2012-03-23 1.02e-01
2012-03-26 1.07e-01
2012-03-27 1.06e-01
2012-03-28 1.05e-01
2012-03-29 1.04e-01
2012-03-30 1.06e-01
2012-04-02 1.08e-01
2012-04-03 1.01e-01
2012-04-04 9.76e-02
2012-04-05 9.42e-02
2012-04-06 9.64e-02
2012-04-09 9.81e-02
2012-04-10 9.63e-02
2012-04-11 9.74e-02
2012-04-12 1.03e-01
2012-04-13 9.63e-02
2012-04-16 1.00e-01
2012-04-17 1.01e-01
2012-04-18 1.00e-01
2012-04-19 1.00e-01
2012-04-20 1.04e-01
2012-04-23 1.02e-01
2012-04-24 1.04e-01
2012-04-25 1.06e-01
2012-04-26 1.07e-01
2012-04-27 1.10e-01
2012-04-30 1.09e-01
2012-05-01 1.08e-01
2012-05-02 1.05e-01
2012-05-03 1.04e-01
2012-05-04 1.01e-01
2012-05-07 9.96e-02
2012-05-08 9.80e-02
2012-05-09 9.42e-02
2012-05-10 9.38e-02
2012-05-11 9.21e-02
2012-05-14 8.82e-02
2012-05-15 8.13e-02
2012-05-16 7.96e-02
2012-05-17 7.94e-02
2012-05-18 8.05e-02
2012-05-21 8.28e-02
2012-05-22 7.82e-02
2012-05-23 7.14e-02
2012-05-24 6.85e-02
2012-05-25 6.79e-02
2012-05-28 6.79e-02
2012-05-29 6.70e-02
2012-05-30 6.09e-02
2012-05-31 6.07e-02
2012-06-01 6.24e-02
2012-06-04 6.62e-02
2012-06-05 6.31e-02
2012-06-06 6.88e-02
2012-06-07 7.19e-02
2012-06-08 6.67e-02
2012-06-11 6.66e-02
2012-06-12 6.77e-02
2012-06-13 7.18e-02
2012-06-14 7.26e-02
2012-06-15 7.67e-02
2012-06-18 7.31e-02
2012-06-19 7.95e-02
2012-06-20 7.72e-02
2012-06-21 6.92e-02
2012-06-22 6.96e-02
2012-06-25 6.68e-02
2012-06-26 6.82e-02
2012-06-27 6.55e-02
2012-06-28 6.33e-02
2012-06-29 7.67e-02
2012-07-02 7.39e-02
2012-07-03 7.49e-02
2012-07-04 7.49e-02
2012-07-05 6.33e-02
2012-07-06 5.69e-02
2012-07-09 5.93e-02
2012-07-10 5.66e-02
2012-07-11 5.47e-02
2012-07-12 5.37e-02
2012-07-13 5.72e-02
2012-07-16 6.00e-02
2012-07-17 6.08e-02
2012-07-18 6.04e-02
2012-07-19 6.25e-02
2012-07-20 5.57e-02
2012-07-23 5.32e-02
2012-07-24 4.98e-02
2012-07-25 5.52e-02
2012-07-26 6.33e-02
2012-07-27 6.44e-02
2012-07-30 6.35e-02
2012-07-31 6.53e-02
2012-08-01 6.05e-02
2012-08-02 5.71e-02
2012-08-03 6.82e-02
2012-08-06 6.94e-02
2012-08-07 7.01e-02
2012-08-08 6.80e-02
2012-08-09 6.52e-02
2012-08-10 6.62e-02
2012-08-13 6.75e-02
2012-08-14 6.70e-02
2012-08-15 6.52e-02
2012-08-16 6.84e-02
2012-08-17 6.57e-02
2012-08-20 6.73e-02
2012-08-21 7.35e-02
2012-08-22 7.83e-02
2012-08-23 7.97e-02
2012-08-24 7.71e-02
2012-08-27 7.63e-02
2012-08-28 7.96e-02
2012-08-29 7.76e-02
2012-08-30 7.59e-02
2012-08-31 8.14e-02
2012-09-03 8.14e-02
2012-09-04 8.02e-02
2012-09-05 8.11e-02
2012-09-06 8.33e-02
2012-09-07 9.22e-02
2012-09-10 9.10e-02
2012-09-11 9.67e-02
2012-09-12 9.80e-02
2012-09-13 1.03e-01
2012-09-14 1.08e-01
2012-09-17 1.06e-01
2012-09-18 1.04e-01
2012-09-19 1.06e-01
2012-09-20 1.02e-01
2012-09-21 1.03e-01
2012-09-24 1.01e-01
2012-09-25 1.00e-01
2012-09-26 9.64e-02
2012-09-27 1.00e-01
2012-09-28 9.58e-02
2012-10-01 9.71e-02
2012-10-02 9.80e-02
2012-10-03 9.55e-02
2012-10-04 1.02e-01
2012-10-05 1.03e-01
2012-10-08 1.00e-01
2012-10-09 9.56e-02
2012-10-10 9.60e-02
2012-10-11 9.76e-02
2012-10-12 9.88e-02
2012-10-15 9.80e-02
2012-10-16 1.02e-01
2012-10-17 1.06e-01
2012-10-18 1.02e-01
2012-10-19 9.94e-02
2012-10-22 9.90e-02
2012-10-23 9.53e-02
2012-10-24 9.60e-02
2012-10-25 9.46e-02
2012-10-26 9.43e-02
2012-10-29 9.24e-02
2012-10-30 9.59e-02
2012-10-31 9.60e-02
2012-11-01 9.45e-02
2012-11-02 8.84e-02
2012-11-05 8.66e-02
2012-11-06 8.81e-02
2012-11-07 8.65e-02
2012-11-08 8.61e-02
2012-11-09 8.35e-02
2012-11-12 8.34e-02
2012-11-13 8.28e-02
2012-11-14 8.31e-02
2012-11-15 8.29e-02
2012-11-16 8.09e-02
2012-11-19 8.52e-02
2012-11-20 8.42e-02
2012-11-21 8.45e-02
2012-11-22 8.72e-02
2012-11-23 9.29e-02
2012-11-26 9.22e-02
2012-11-27 9.05e-02
2012-11-28 9.13e-02
2012-11-29 9.28e-02
2012-11-30 9.33e-02
2012-12-03 9.64e-02
2012-12-04 9.91e-02
2012-12-05 9.76e-02
2012-12-06 9.22e-02
2012-12-07 9.05e-02
2012-12-10 9.14e-02
2012-12-11 9.44e-02
2012-12-12 9.72e-02
2012-12-13 9.59e-02
2012-12-14 9.98e-02
2012-12-17 1.00e-01
2012-12-18 1.02e-01
2012-12-19 1.03e-01
2012-12-20 1.03e-01
2012-12-21 9.94e-02
2012-12-24 9.91e-02
2012-12-25 9.88e-02
2012-12-26 9.94e-02
2012-12-27 9.94e-02
2012-12-28 9.87e-02
2012-12-31 9.77e-02
2013-01-01 9.81e-02
2013-01-02 9.68e-02
2013-01-03 9.08e-02
2013-01-04 8.94e-02
2013-01-07 9.22e-02
2013-01-08 9.12e-02
2013-01-09 8.88e-02
2013-01-10 9.80e-02
2013-01-11 1.00e-01
2013-01-14 1.01e-01
2013-01-15 9.76e-02
2013-01-16 9.73e-02
2013-01-17 9.90e-02
2013-01-18 9.47e-02
2013-01-21 9.47e-02
2013-01-22 9.65e-02
2013-01-23 9.60e-02
2013-01-24 9.57e-02
2013-01-25 9.79e-02
2013-01-28 9.76e-02
2013-01-29 1.00e-01
2013-01-30 1.03e-01
2013-01-31 1.04e-01
2013-02-01 1.05e-01
2013-02-04 1.00e-01
2013-02-05 1.01e-01
2013-02-06 9.82e-02
2013-02-07 9.29e-02
2013-02-08 9.23e-02
2013-02-11 9.16e-02
2013-02-12 9.39e-02
2013-02-13 9.40e-02
2013-02-14 8.99e-02
2013-02-15 8.85e-02
2013-02-18 8.80e-02
2013-02-19 8.98e-02
2013-02-20 8.30e-02
2013-02-21 7.85e-02
2013-02-22 7.83e-02
2013-02-25 7.62e-02
2013-02-26 7.39e-02
2013-02-27 7.70e-02
2013-02-28 7.30e-02
2013-03-01 6.89e-02
2013-03-04 7.02e-02
2013-03-05 7.15e-02
2013-03-06 6.73e-02
2013-03-07 7.15e-02
2013-03-08 6.46e-02
2013-03-11 6.60e-02
2013-03-12 6.58e-02
2013-03-13 6.24e-02
2013-03-14 6.56e-02
2013-03-15 6.95e-02
2013-03-18 6.46e-02
2013-03-19 6.13e-02
2013-03-20 6.36e-02
2013-03-21 6.41e-02
2013-03-22 6.82e-02
2013-03-25 6.31e-02
2013-03-26 6.25e-02
2013-03-27 5.86e-02
2013-03-28 6.12e-02
2013-03-29 6.14e-02
2013-04-01 6.42e-02
2013-04-02 6.20e-02
2013-04-03 6.43e-02
2013-04-04 6.48e-02
2013-04-05 6.68e-02
2013-04-08 6.39e-02
2013-04-09 6.90e-02
2013-04-10 6.64e-02
2013-04-11 6.97e-02
2013-04-12 6.89e-02
2013-04-15 6.77e-02
2013-04-16 7.53e-02
2013-04-17 6.47e-02
2013-04-18 6.61e-02
2013-04-19 6.44e-02
2013-04-22 6.48e-02
2013-04-23 6.06e-02
2013-04-24 6.06e-02
2013-04-25 6.40e-02
2013-04-26 6.68e-02
2013-04-29 7.08e-02
2013-04-30 7.53e-02
2013-05-01 7.83e-02
2013-05-02 6.99e-02
2013-05-03 7.10e-02
2013-05-06 6.89e-02
2013-05-07 6.96e-02
2013-05-08 7.36e-02
2013-05-09 6.35e-02
2013-05-10 5.95e-02
2013-05-13 5.80e-02
2013-05-14 5.44e-02
2013-05-15 5.18e-02
2013-05-16 5.45e-02
2013-05-17 4.70e-02
2013-05-20 5.28e-02
2013-05-21 5.14e-02
2013-05-22 4.58e-02
2013-05-23 5.21e-02
2013-05-24 5.32e-02
2013-05-27 5.32e-02
2013-05-28 4.87e-02
2013-05-29 5.37e-02
2013-05-30 6.07e-02
2013-05-31 5.69e-02
2013-06-03 6.50e-02
2013-06-04 6.38e-02
2013-06-05 6.57e-02
2013-06-06 7.77e-02
2013-06-07 7.62e-02
2013-06-10 7.65e-02
2013-06-11 8.25e-02
2013-06-12 8.44e-02
2013-06-13 8.66e-02
2013-06-14 8.75e-02
2013-06-17 8.62e-02
2013-06-18 8.82e-02
2013-06-19 7.89e-02
2013-06-20 7.34e-02
2013-06-21 6.89e-02
2013-06-24 6.76e-02
2013-06-25 6.59e-02
2013-06-26 6.14e-02
2013-06-27 6.22e-02
2013-06-28 5.96e-02
2013-07-01 6.05e-02
2013-07-02 5.50e-02
2013-07-03 5.85e-02
2013-07-04 5.85e-02
2013-07-05 4.47e-02
2013-07-08 4.76e-02
2013-07-09 4.33e-02
2013-07-10 4.94e-02
2013-07-11 6.40e-02
2013-07-12 6.13e-02
2013-07-15 6.07e-02
2013-07-16 6.68e-02
2013-07-17 6.44e-02
2013-07-18 6.31e-02
2013-07-19 6.56e-02
2013-07-22 7.00e-02
2013-07-23 7.31e-02
2013-07-24 6.92e-02
2013-07-25 7.28e-02
2013-07-26 7.63e-02
2013-07-29 7.63e-02
2013-07-30 7.44e-02
2013-07-31 7.86e-02
2013-08-01 6.86e-02
2013-08-02 7.35e-02
2013-08-05 7.39e-02
2013-08-06 7.69e-02
2013-08-07 8.05e-02
2013-08-08 8.40e-02
2013-08-09 8.23e-02
2013-08-12 8.00e-02
2013-08-13 7.51e-02
2013-08-14 7.57e-02
2013-08-15 8.17e-02
2013-08-16 8.09e-02
2013-08-19 8.12e-02
2013-08-20 8.48e-02
2013-08-21 8.14e-02
2013-08-22 7.82e-02
2013-08-23 7.97e-02
2013-08-26 7.92e-02
2013-08-27 8.19e-02
2013-08-28 7.89e-02
2013-08-29 7.30e-02
2013-08-30 7.15e-02
2013-09-02 7.15e-02
2013-09-03 6.84e-02
2013-09-04 7.05e-02
2013-09-05 6.53e-02
2013-09-06 7.08e-02
2013-09-09 7.48e-02
2013-09-10 7.45e-02
2013-09-11 7.79e-02
2013-09-12 7.82e-02
2013-09-13 7.86e-02
2013-09-16 8.04e-02
2013-09-17 8.21e-02
2013-09-18 9.24e-02
2013-09-19 9.09e-02
2013-09-20 9.02e-02
2013-09-23 9.00e-02
2013-09-24 8.87e-02
2013-09-25 9.13e-02
2013-09-26 8.92e-02
2013-09-27 9.18e-02
2013-09-30 9.26e-02
2013-10-01 9.35e-02
2013-10-02 9.62e-02
2013-10-03 9.79e-02
2013-10-04 9.37e-02
2013-10-07 9.57e-02
2013-10-08 9.44e-02
2013-10-09 9.08e-02
2013-10-10 9.04e-02
2013-10-11 9.10e-02
2013-10-14 9.21e-02
2013-10-15 8.96e-02
2013-10-16 8.98e-02
2013-10-17 9.90e-02
2013-10-18 9.90e-02
2013-10-21 9.85e-02
2013-10-22 1.04e-01
2013-10-23 1.03e-01
2013-10-24 1.04e-01
2013-10-25 1.04e-01
2013-10-28 1.04e-01
2013-10-29 9.95e-02
2013-10-30 9.76e-02
2013-10-31 9.29e-02
2013-11-01 8.70e-02
2013-11-04 8.88e-02
2013-11-05 8.71e-02

Answer 1

你可以split ret_drawdown 沿着cumsum 的零值日期的身份。在S 中过滤掉零。在lapply 中，从时间序列的index 的min 和max 日期以及a 和rbind 的总和中生成data.frames，并做一些rownames 化妆品。在最后一步中，我们计算 cumsum within 生成的数据帧。

S <- split(ret_drawdown, cumsum(ret_drawdown == 0))
S <- S[sapply(S, sum) != 0]
res <- `rownames<-`(do.call(rbind, lapply(S, function(s) 
  data.frame(start=min(index(s)), end=max(index(s)), sum=sum(s)))), NULL)
res <- within(res, {cumsum=cumsum(sum);rm(sum)})
res
#         start        end     cumsum
# 1  2010-01-07 2010-01-19  0.0823400
# 2  2010-01-20 2010-01-25  0.0852390
# 3  2010-01-29 2010-02-03  0.0947790
# 4  2010-02-05 2010-02-18  0.1290720
# 5  2010-02-19 2010-02-22  0.1307620
# 6  2010-02-23 2010-03-22  0.2438234
# 7  2010-03-25 2010-04-26  0.5163034
# 8  2010-04-28 2010-05-03  0.5284634
# 9  2010-05-06 2010-05-12  0.5481904
# 10 2010-05-18 2010-06-03  0.6477684
# 11 2010-06-07 2013-11-05 88.1295424

---

数据：

ret_drawdown <- structure(c(0, 0.00567, 0.0117, 0.0123, 0.0137, 0.0152, 0.00757, 
0.0109, 0.0053, 0, 0.00023, 0.000779, 0.00189, 0, 0, 0, 0, 0.00277, 
0.00564, 0.00113, 0, 0, 0.00173, 0.00719, 0.00513, 0.00556, 0.00277, 
0.00136, 0.00921, 0.000808, 0.000535, 0, 0.00169, 0, 1.24e-05, 
0.000779, 0.00604, 0.00237, 0.00407, 0.0108, 0.00357, 0.00517, 
0.00517, 0.00319, 0.00501, 0.00652, 0.0126, 0.00741, 0.0136, 
0.015, 0.00773, 0.00156, 0.00246, 0, 0, 0, 0.00541, 0.00928, 
0.00792, 0.0127, 0.0164, 0.0115, 0.0125, 0.00893, 0.00824, 0.00714, 
0.0125, 0.019, 0.0196, 0.0235, 0.0199, 0.0158, 0.0136, 0.013, 
0.0117, 0.00673, 0.00935, 0.00778, 0, 0, 0.00459, 0.00625, 0.00132, 
0, 0, 0, 0.00523, 0.00869, 0.00503, 0.000777, 0, 0, 0, 0, 0.00883, 
0.0183, 0.0205, 0.011, 0.00439, 0.00047, 0.0112, 0.00782, 0.00659, 
0.00595, 0.00423, 0.000298, 0, 0, 0.000124, 0.00575, 0.014, 0.0102, 
0.0214, 0.0274, 0.0263, 0.0307, 0.0306, 0.028, 0.026, 0.0301, 
0.0302, 0.035, 0.0311, 0.0269, 0.027, 0.0417, 0.045, 0.043, 0.0489, 
0.0518, 0.0518, 0.0504, 0.0475, 0.0539, 0.0563, 0.0661, 0.067, 
0.0666, 0.064, 0.0567, 0.0657, 0.0672, 0.0715, 0.0704, 0.0704, 
0.0766, 0.0777, 0.0845, 0.0883, 0.085, 0.0857, 0.0905, 0.087, 
0.086, 0.0692, 0.0653, 0.0617, 0.0664, 0.0699, 0.0699, 0.0674, 
0.0605, 0.0597, 0.0595, 0.0582, 0.0619, 0.0621, 0.0593, 0.0589, 
0.0665, 0.0672, 0.0713, 0.072, 0.0632, 0.0658, 0.0648, 0.0646, 
0.0734, 0.0829, 0.0782, 0.081, 0.0793, 0.08, 0.0901, 0.097, 0.095, 
0.102, 0.103, 0.106, 0.11, 0.11, 0.117, 0.113, 0.121, 0.125, 
0.125, 0.125, 0.124, 0.125, 0.128, 0.133, 0.129, 0.13, 0.116, 
0.127, 0.124, 0.124, 0.128, 0.121, 0.116, 0.126, 0.126, 0.126, 
0.132, 0.135, 0.142, 0.134, 0.129, 0.124, 0.122, 0.115, 0.117, 
0.112, 0.104, 0.105, 0.111, 0.112, 0.11, 0.0987, 0.0966, 0.0981, 
0.091, 0.0856, 0.0816, 0.087, 0.0916, 0.102, 0.0999, 0.0967, 
0.0951, 0.0943, 0.0943, 0.103, 0.102, 0.0921, 0.093, 0.0909, 
0.088, 0.087, 0.0869, 0.0892, 0.0897, 0.0909, 0.0909, 0.0974, 
0.1, 0.106, 0.105, 0.101, 0.0922, 0.0861, 0.0836, 0.0851, 0.0855, 
0.0947, 0.104, 0.105, 0.103, 0.107, 0.11, 0.108, 0.115, 0.117, 
0.118, 0.119, 0.121, 0.116, 0.121, 0.128, 0.127, 0.121, 0.117, 
0.117, 0.118, 0.122, 0.115, 0.112, 0.111, 0.111, 0.115, 0.118, 
0.121, 0.121, 0.12, 0.124, 0.128, 0.126, 0.13, 0.128, 0.133, 
0.135, 0.136, 0.135, 0.131, 0.132, 0.126, 0.132, 0.136, 0.137, 
0.133, 0.14, 0.144, 0.147, 0.147, 0.143, 0.144, 0.138, 0.139, 
0.138, 0.139, 0.142, 0.142, 0.141, 0.142, 0.146, 0.145, 0.151, 
0.151, 0.153, 0.152, 0.155, 0.154, 0.146, 0.151, 0.159, 0.162, 
0.162, 0.163, 0.165, 0.168, 0.173, 0.175, 0.175, 0.173, 0.174, 
0.161, 0.153, 0.155, 0.156, 0.148, 0.149, 0.143, 0.146, 0.147, 
0.146, 0.15, 0.147, 0.139, 0.142, 0.141, 0.145, 0.152, 0.152, 
0.156, 0.155, 0.159, 0.165, 0.163, 0.168, 0.164, 0.161, 0.154, 
0.157, 0.159, 0.145, 0.143, 0.152, 0.151, 0.157, 0.154, 0.147, 
0.144, 0.147, 0.151, 0.155, 0.16, 0.159, 0.16, 0.155, 0.15, 0.152, 
0.15, 0.14, 0.142, 0.149, 0.149, 0.15, 0.146, 0.149, 0.154, 0.163, 
0.161, 0.162, 0.169, 0.162, 0.16, 0.164, 0.16, 0.157, 0.162, 
0.15, 0.156, 0.154, 0.156, 0.156, 0.155, 0.156, 0.165, 0.163, 
0.167, 0.16, 0.163, 0.162, 0.164, 0.163, 0.16, 0.165, 0.166, 
0.164, 0.162, 0.158, 0.154, 0.15, 0.141, 0.146, 0.138, 0.127, 
0.122, 0.13, 0.131, 0.138, 0.134, 0.127, 0.129, 0.125, 0.113, 
0.112, 0.114, 0.123, 0.119, 0.117, 0.111, 0.102, 0.0996, 0.107, 
0.111, 0.109, 0.123, 0.122, 0.129, 0.129, 0.133, 0.127, 0.127, 
0.128, 0.129, 0.136, 0.14, 0.139, 0.138, 0.153, 0.151, 0.138, 
0.126, 0.129, 0.133, 0.129, 0.129, 0.134, 0.119, 0.121, 0.13, 
0.123, 0.119, 0.118, 0.115, 0.117, 0.114, 0.115, 0.105, 0.105, 
0.0986, 0.103, 0.106, 0.113, 0.114, 0.111, 0.111, 0.112, 0.112, 
0.108, 0.111, 0.1, 0.0923, 0.0884, 0.0914, 0.0922, 0.0922, 0.0964, 
0.0948, 0.0955, 0.0959, 0.096, 0.0974, 0.0895, 0.0896, 0.0931, 
0.0919, 0.0995, 0.0936, 0.0845, 0.0809, 0.0832, 0.086, 0.0798, 
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