范围内的data.table滚动连接

Question

使用 R 3.2.2，data.table 1.9.5

价格数据按如下所示的间隔提供。请注意，范围可能不连续，如记录 3 和 4 所示。

   id price    startdt      enddt
1: aa   259 2005-01-01 2005-06-30
2: aa   259 2005-07-01 2005-12-31
3: aa   249 2006-01-01 2006-06-30
4: aa   239 2007-01-01 2007-06-30

销售数据的格式如下。

   id         dt sls
1: aa 2005-03-01 250
2: aa 2005-08-15 240
3: aa 2005-12-31 300
4: aa 2006-08-01 100
5: aa 2007-04-01 400

我想创建下表。

   id         dt sls price
1: aa 2005-03-01 250   259
2: aa 2005-08-15 240   259
3: aa 2005-12-31 300   259
4: aa 2006-08-01 100    NA   <== since there isn't a price in the price table for this date
5: aa 2007-04-01 400   239

有人可以说明如何做到这一点吗？我假设我需要melt 价格表，以便日期在 1 列中，然后与销售数据进行滚动连接。完整的表有超过 2500 万条记录，用于约 70 万个 sku。

price.dt <- data.table(id=rep("aa",4),price=c(259,259,249,239),
    startdt=as.Date(c("2005-1-1","2005-7-1","2006-1-1","2007-1-1"),"%Y-%m-%d"),
    enddt=as.Date(c("2005-6-30","2005-12-31","2006-6-30","2007-6-30"),"%Y-%m-%d"))

sales.dt <- data.table(id=rep("aa",5),
    dt=as.Date(c("2005-3-1","2005-8-15","2005-12-31","2006-8-1","2007-4-1"),"%Y-%m-%d"),
    sls=c(250,240,300,100,400))

final.dt <- data.table(id=rep("aa",5),
    dt=as.Date(c("2005-3-1","2005-8-15","2005-12-31","2006-8-1","2007-4-1"),"%Y-%m-%d"),
    sls=c(250,240,300,100,400), price=c(259,259,259,NA,239))

Answer 1

price.dt[sales.dt, on = c(id = 'id', startdt = 'dt'), roll = T
       ][enddt < startdt, price := NA][]
#   id price    startdt      enddt sls
#1: aa   259 2005-03-01 2005-06-30 250
#2: aa   259 2005-08-15 2005-12-31 240
#3: aa   259 2005-12-31 2005-12-31 300
#4: aa    NA 2006-08-01 2006-06-30 100
#5: aa   239 2007-04-01 2007-06-30 400

然后您可以删除多余的列，重命名startdt 等等。另一种选择是使用foverlaps。