如何sumif跨两个表？

Question

我有两张表，我需要做sumif横跨。表1包含时间段，即年终和年底（即4,8,12等）。表2包含一年中的季度交易3,6,7等

我需要表3来总结一年中的所有交易，以便我得到年末的累计头寸。

下面是一些示例代码来解释数据的模样，什么输出应该是这样的：

library(data.table) 

x1 <- data.table("Name" = "LOB1", "Year" = 2000, 
       "Quarter" = c(4, 8, 12, 16, 20, 24, 28, 32, 36)) 
x2 <- data.table("Name" = "LOB1", "Year" = 2000, 
       "Quarter" = c(3, 6, 7, 9, 11, 14, 16, 20, 24), 
       "Amount" = c(10000, 15000, -2500, 3500, -6500, 25000, 
           11000, 9000, 7500)) 
x3 <- data.table("Name" = "LOB1", "Year" = 2000, 
       "Quarter" = c(4, 8, 12, 16, 20, 24, 28, 32, 36), 
       "Amount" = c(10000, 22500, 19500, 55500, 64500, 72000, 
           72000, 72000, 72000)) 

我试过merge，summarise，foverlaps但不能完全弄清楚。

Answer 1

不错的问题。基本上你要做的是加入Name,Year和Quarter <= Quarter，同时将所有匹配的Amount值相加。这可以使用新的非Equi联接（其在最新的稳定版本的data.table v-1.10.0中引入）和foverlaps（尽管后者可能是次优的）

Non-相等联接：

x2[x1, # for each value in `x1` find all the matching values in `x2` 
    .(Amount = sum(Amount)), # Sum all the matching values in `Amount` 
    on = .(Name, Year, Quarter <= Quarter), # join conditions 
    by = .EACHI] # Do the summing per each match in `i` 
# Name Year Quarter Amount 
# 1: LOB1 2000  4 10000 
# 2: LOB1 2000  8 22500 
# 3: LOB1 2000  12 19500 
# 4: LOB1 2000  16 55500 
# 5: LOB1 2000  20 64500 
# 6: LOB1 2000  24 72000 
# 7: LOB1 2000  28 72000 
# 8: LOB1 2000  32 72000 
# 9: LOB1 2000  36 72000 

---

作为一个侧面说明，你可以很容易地发生在x1添加Amount（由@Frank建议）：

x1[, Amount := 
    x2[x1, sum(x.Amount), on = .(Name, Year, Quarter <= Quarter), by = .EACHI]$V1 
] 

如果您在该表中有三个以上的连接列，这可能会很方便。

---

foverlaps：

你提到foverlaps，所以从理论上讲，你可以使用此功能也达到同样的。虽然我担心你会很容易失去记忆。使用foverlaps，你需要这么多的创造了巨大的表，其中在x2每个值在x1加入多次每个值并存储在内存中的一切

x1[, Start := 0] # Make sure that we always join starting from Q0 
x2[, Start := Quarter] # In x2 we want to join all possible rows each time 
setkey(x2, Name, Year, Start, Quarter) # set keys 
## Make a huge cartesian join by overlaps and then aggregate 
foverlaps(x1, x2)[, .(Amount = sum(Amount)), by = .(Name, Year, Quarter = i.Quarter)] 
# Name Year Quarter Amount 
# 1: LOB1 2000  4 10000 
# 2: LOB1 2000  8 22500 
# 3: LOB1 2000  12 19500 
# 4: LOB1 2000  16 55500 
# 5: LOB1 2000  20 64500 
# 6: LOB1 2000  24 72000 
# 7: LOB1 2000  28 72000 
# 8: LOB1 2000  32 72000 
# 9: LOB1 2000  36 72000