I use this code and try to subset it. The source data are below
library(quantmod) library(combinat) getSymbols("AAPL",from="2012-01-01") data<-AAPL p1<-4 dO<-data[,1] dC<-data[,4] emaO<-EMA(dO,n=p1) emaC<-EMA(dC,n=p1) Pos_emaO_dO_UP<-emaO>dO Pos_emaO_dO_D<-emaO<dO Pos_emaC_dC_UP<-emaC>dC Pos_emaC_dC_D<-emaC<dC Pos_emaC_dO_D<-emaC<dO Pos_emaC_dO_UP<-emaC>dO Pos_emaO_dC_UP<-emaO>dC Pos_emaO_dC_D<-emaO<dC frame<- data.frame(Pos_emaO_dO_UP,Pos_emaO_dO_D,Pos_emaC_dC_UP,Pos_emaC_dC_D,Pos_emaC_dO_D,Pos_emaC_dO_UP,Pos_emaO_dC_UP,Pos_emaO_dC_D) colnames(frame)<-vector<-c("Pos_emaO_dO_UP","Pos_emaO_dO_D","Pos_emaC_dC_UP","Pos_emaC_dC_D","Pos_emaC_dO_D","Pos_emaC_dO_UP","Pos_emaO_dC_UP","Pos_emaO_dC_D")
This is the code was used to take out the nonsense columns
comb<-as.data.frame(combn(vector,4)) comb rc<-comb[!sapply(comb, function(x) any(duplicated(sub('_D|_UP', '', x))))]
And then I've tried to subset the main frame by combination of variables from first column
kb<-as.vector(rc[,1]) vr<-paste(kb,collapse=" & ") subset(frame,vr)
But the result is : subset must be logical. I need to subset the frame by all these combinations like
subset(frame,Pos_emaO_dO_D & Pos_emaC_dC_UP & Pos_emaC_dO_D & Pos_emaO_dC_UP) #etc.
one by one a then use on each subset function which I wrote to analyse
subsetit<-function(x,y){ f<-head(subset(main_table,y & x),-1) 1d_l_prof<-nrow(f[f$Profit_L_1>0.1,])/nrow(f) 2d_l_prof<-(nrow(f[f$Profit_L_2>0.1,])/nrow(f))/2 3d_l_prof<-(nrow(f[f$Profit_L_3>0.1,])/nrow(f))/3 4d_l_prof<-(nrow(f[f$Profit_L_4>0.1,])/nrow(f))/4 5d_l_prof<-(nrow(f[f$Profit_L_5>0.1,])/nrow(f))/5 6d_l_prof<-(nrow(f[f$Profit_L_6>0.1,])/nrow(f))/6 7d_l_prof<-(nrow(f[f$Profit_L_7>0.1,])/nrow(f))/7 8d_l_prof<-(nrow(f[f$Profit_L_8>0.1,])/nrow(f))/8 9d_l_prof<-(nrow(f[f$Profit_L_9>0.1,])/nrow(f))/9 10d_l_prof<-(nrow(f[f$Profit_L_10>0.1,])/nrow(f))/10 df<-data.frame(1d_l_prof,2d_l_prof,3d_l_prof,4d_l_prof,5d_l_prof,6d_l_prof,7d_l_prof,8d_l_prof,9d_l_prof,10d_l_prof) return(df) }
Where should be the problem of subset error? Will works some
lapply(rc[,c(1:length(rc))],subsetit] ?
71 Answer
Posting comment as an answer since Bury says it works:
It appears your vr is a character string. If you go this route, you'll need to do the infamous eval(parse(text= paste0('subset(frame,' , vr,')' )))
construction.
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