R/strategy-1-main_df_f.R

In junyitt/tfunction: tfunction for Trading Purposes

#' Create main df structure
#'
#' Create main df with important columns that sub-identify the ID (code.) such as stock., latest price, latest daily return
#' 
#' Return: df
#' @importFrom magrittr %>%
#' @param plot_df
#' @keywords main df 
#' @export
main_df_f <- function(df = plot_df){
      
      lastvalue_f <- function(v){return(v[length(v)])}
      return_f <- function(v){ 
            L <- length(v)
            if(L>1){
                  return(v[L]/v[L-1] - 1)    
            }else{
                  return(NA)     
            }
      }
            
      mdf1 <- df %>% group_by(code) %>% summarise(stock = lastvalue_f(stock), date = lastvalue_f(date), chg = return_f(close),
                                    close = lastvalue_f(close))
                        
      
      return(mdf1)
      
}