data.table滚动连接无法正常工作 [英] data.table roll join not working correctly
问题描述
我正在尝试将两个data.table的连接进行滚动连接.这是一个示例:
I'm trying to roll join two data.table's. Here's an example:
library(data.table)
tmp1 <- data.table(structure(list(Code = c("AED", "AED", "AED", "AED", "AED"),
Date = structure(c(97286400, 97372800, 97459200, 97545600, 97632000),
class = c("POSIXct", "POSIXt"), tzone = "UTC")),
.Names = c("Code", "Date"), row.names = c(NA, -5L), class = "data.frame"))
tmp2 <- data.table(structure(list(Date = structure(c(97286400, 99705600, 102297600), tzone = "UTC",
class = c("POSIXct", "POSIXt")),
Val = c(4.39, 3.96, 3.9474), Code = c("AED", "AED", "AED")),
.Names = c("Date", "Val", "Code"), row.names = c(NA, -3L), class = "data.frame"))
> tmp1
Code Date
1: AED 1973-01-31
2: AED 1973-02-01
3: AED 1973-02-02
4: AED 1973-02-03
5: AED 1973-02-04
> tmp2
Date Val Code
1: 1973-01-31 4.3900 AED
2: 1973-02-28 3.9600 AED
3: 1973-03-30 3.9474 AED
> setkey(tmp1,Code,Date)
> setkey(tmp2,Code,Date)
> tmp2[tmp1,roll=TRUE]
Date Val Code
1: 1973-01-31 4.39 AED
2: 1973-02-01 4.39 AED
3: 1973-02-02 4.39 AED
4: 1973-02-03 4.39 AED
5: 1973-02-04 4.39 AED
> tmp2[tmp1,roll=2]
Date Val Code
1: 1973-01-31 4.39 AED
2: 1973-02-01 NA AED
3: 1973-02-02 NA AED
4: 1973-02-03 NA AED
5: 1973-02-04 NA AED
第一卷正常工作.在第二个示例中,根据文档,我希望将4.39结转到1973-02-02:当roll为正数时,这将限制值结转的距离."我希望看到:
The first roll works correctly. In the second example, I would expect 4.39 to be carried forward to 1973-02-02, as per the documentation: "When roll is a positive number, this limits how far values are carried forward." I'd expect to see:
> tmp2[tmp1,roll=2]
Date Val Code
1: 1973-01-31 4.39 AED
2: 1973-02-01 4.39 AED
3: 1973-02-02 4.39 AED
4: 1973-02-03 NA AED
5: 1973-02-04 NA AED
这是错误还是我误解了功能?
Is this a bug or am I misinterpreting the functionality?
推荐答案
您的解释很好.原因是您的日期是 POSIXct
,所以 roll
的编号以秒为单位,而不是几天.将滚动设置为2天(以秒为单位):
You're interpreting it fine. The reason is that your date is POSIXct
so the roll
number is in seconds, not days. Set your roll to 2 days, in seconds:
class(tmp1$Date)
> class(tmp1$Date)
[1] "POSIXct" "POSIXt"
> tmp2[tmp1, roll=2*3600*24]
Date Val Code
1: 1973-01-31 4.39 AED
2: 1973-02-01 4.39 AED
3: 1973-02-02 4.39 AED
4: 1973-02-03 NA AED
5: 1973-02-04 NA AED
或通过 Date:= as.Date(Date)
强制您的 Date
,并根据您的喜好使用 roll = 2
.
Or coerce your Date
via Date:=as.Date(Date)
and use roll=2
, depending on your preference.
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