Case_when dplyr

Question

我正试图制造一个买卖信号。我试图使用case_when语句分配信号。在前面的步骤中，我使用tidyquant TQ_MUTATE创建了几个新列。这只分配“可能向上”和“可能下降”的信号。

我做错了什么？

df_with_decisions <-测试%>% group_by(符号) %>%变异(

signal = case_when(
   (EMA_9 > EMA_55) ~ "possible up",
  (EMA_9 > EMA_55 && EVWMA_9 > EMA_55) ~ "watch upward",
  (EMA_9 > EMA_55 && EMA_21 >= EMA_55 && EVWMA_9 > EMA_55) ~ "buy",
  (EMA_9 > EMA_55 && EMA_21 >= EMA_55 && EVWMA_9 > EMA_55 && EVWMA_21 > EMA_55) ~ "strong_buy",
  EMA_9 < EMA_55 ~ "possible down",
  (EMA_9 < EMA_55 && EVWMA_9 < EMA_55) ~ "watch downward",
  (EMA_9 < EMA_55 && EMA_21 <= EMA_55 && EVWMA_9 < EMA_55) ~ "sell",
  (EMA_9 < EMA_55 && EMA_21 <= EMA_55 && EVWMA_9 < EMA_55 && EVWMA_21 < EMA_55) ~ "strong_sell",
  ),

previous_signal = lag(signal, 1),

decision = case_when(
  signal == previous_signal ~ "hold",
  TRUE ~ signal    )  )

Answer 1

逻辑错误也是。

case_when(
  (5 > 3) ~ "Hi",
  ((5 > 3) & (6 > 3)) ~ "Hello"
)

这将不会打印Hello

Answer 2

问题是，&&返回一个真/假输出，而不是输入长度相同的逻辑向量。

test %>%
     group_by(symbol) %>%
     mutate(

signal = case_when(
   (EMA_9 > EMA_55) ~ "possible up",
  (EMA_9 > EMA_55 & EVWMA_9 > EMA_55) ~ "watch upward",
  (EMA_9 > EMA_55 & EMA_21 >= EMA_55 & EVWMA_9 > EMA_55) ~ "buy",
  (EMA_9 > EMA_55 & EMA_21 >= EMA_55 & EVWMA_9 > EMA_55 & EVWMA_21 > EMA_55) ~ "strong_buy",
  EMA_9 < EMA_55 ~ "possible down",
  (EMA_9 < EMA_55 & EVWMA_9 < EMA_55) ~ "watch downward",
  (EMA_9 < EMA_55 & EMA_21 <= EMA_55 & EVWMA_9 < EMA_55) ~ "sell",
  (EMA_9 < EMA_55 && EMA_21 <= EMA_55 & EVWMA_9 < EMA_55 & EVWMA_21 < EMA_55) ~ "strong_sell",
  ),

previous_signal = lag(signal, 1),

decision = case_when(
  signal == previous_signal ~ "hold",
  TRUE ~ signal    )  )

Answer 3

尽量使用括号，因为你认为它是有帮助的。在case_when结尾时，我总是以TRUE结尾。与Case_when一起，变异是一个里程碑。这就是一个例子：

mutate(Intensidad_guerra = case_when(
     (MD_P2_filt$battle_type %in% c("pitched battle") | MD_P2_filt$battle_type %in% c("siege")) ~ "nivel alto",
                                  MD_P2_filt$battle_type %in% c("ambush")  ~"nivel medio",
                                  TRUE ~ "nivel bajo"))