R - 从具有开始和结束日期的数据框创建股票数据[关闭]

Question

我需要从数据框创建股票数据。数据框包含开始日期和结束日期，表示项目的库存期间。我想汇总每个项目的库存水平，然后使用数据创建一个时间序列。

我有以下形式的数据：

A <- c("a","b","a","b","c")
begindate <- as.Date(c("2014-01-01", "2014-01-03", "2014-01-03", "2014-01-02", "2014-01-02"))
enddate <- as.Date(c("2014-01-04", "2014-01-05", "2014-01-06", "2014-01-04", "2014-01-06"))
source <- data.frame(A, begindate, enddate)
source
  A  begindate    enddate
1 a 2014-01-01 2014-01-04
2 b 2014-01-03 2014-01-05
3 a 2014-01-03 2014-01-06
4 b 2014-01-02 2014-01-04
5 c 2014-01-02 2014-01-06

我想从这些数据中创建一个时间序列，例如

    2014-01-01  2014-01-02  2014-01-03  2014-01-04  2014-01-05  2014-01-06
a   1   1   2   2   1   1
b       1   2   2   1   
c       1   1   1   1   1

原始数据相当大，大约 180k 行。什么是有效的方法？

编辑

David Arenburg 给出的答案效果很好

library(data.table)
library(reshape2)
setDT(mydata)[, indx := .I]
mydata <- mydata[, list(A = A, seq(begindate, enddate, by = 1)), by = indx]

但对于我的数据来说，它相当慢。添加中间步骤显着加快了铸造操作。

# intermediate step (pre-aggregation)
mydata_aggregated <- mydata[, list(number_cases = length(indx)), by = list(A, V2)]
# casting over the aggregated list
mydata_series <- dcast(mydata_aggregated, V2 ~ A, value.var = "number_cases") # note
# that I switched the rows and columns, since I found that its easier to pass this
# data to zoo or xts

# creating the zoo object
mydata_zoo <- zoo(mydata_series[,-1],mydata_series[,1])

Answer 1

如果你的数据集很大，我会使用data.table

library(data.table)
library(reshape2)
setDT(source)[, indx := .I]
source <- source[, list(A = A, seq.int(begindate, enddate, by = 1)), by = indx]
dcast.data.table(source, A ~ V2, value.var = "V2", length)

##  A 2014-01-01 2014-01-02 2014-01-03 2014-01-04 2014-01-05 2014-01-06
##1 a          1          1          2          2          1          1
##2 b          0          1          2          2          1          0
##3 c          0          1          1          1          1          1

请注意，source 是 R 中的存储函数，因此请尝试为您的数据集使用其他名称