I have a tsibble matrix that grows 32 rows larger every day from incoming data, I would like to only plot the past 5 days in my plotting function which requires me to subset (32*5) 160 of the bottom rows. The dates for each row change every 32 rows, as new daily data comes in.
E.g
library(tsibble)
library(lubridate)
df <- data.frame(ticker = c("UST10Y", "UST2Y", "AAPL", "SPX", "BNO"),
buy_price = c(62.00, 68.00, 37.00, 55.00, 41.00),
sale_price = c(64.00, 71.00, 42.00, 60.00, 45.00),
close_price = c(63.00, 70.00, 38.00, 56.00, 43.00),
date = mdy(c("April 29th, 2021", "April 29th, 2021", "April 29th, 2021", "April 29th, 2021", "April 29th, 2021")))
df2 <- data.frame(ticker = c("UST10Y", "UST2Y", "AAPL", "SPX", "BNO"),
buy_price = c(63.00, 69.00, 38.00, 53.00, 44.00),
sale_price = c(66.00, 77.00, 47.00, 63.00, 48.00),
close_price = c(65.00, 74.00, 39.00, 55.00, 45.00),
date = mdy(c("April 30th, 2021", "April 30th, 2021", "April 30th, 2021", "April 30th, 2021", "April 30th, 2021")))
df3 <- data.frame(ticker = c("UST10Y", "UST2Y", "AAPL", "SPX", "BNO"),
buy_price = c(63.00, 69.00, 38.00, 53.00, 44.00),
sale_price = c(66.00, 77.00, 47.00, 63.00, 48.00),
close_price = c(65.00, 74.00, 39.00, 55.00, 45.00),
date = mdy(c("May 1st, 2021", "May 1st, 2021", "May 1st, 2021", "May 1st, 2021", "May 1st, 2021")))
final_df <- rbind(df,df2, df3)
as_tsibble(final_df, index = date, key = ticker, regular = T)
I have only been able to retrieve the last 5 rows with the functions
final_df %>%
slice_tail(n = 5)
tail(final_df, 5)
Although should I make n = 6 I get this error.
Error: Can't obtain the interval due to the mismatched index class.
i Please see `vignette("FAQ")` for details.
Any insight or ideas on how to fix this?
OG Data
rr_master_tsibble_rep <-
structure(
list(
DATE = structure(
c(
18751,
18752,
18751,
18751,
18751,
18751,
18751,
18751,
18751,
18751,
18751,
18751,
18751,
18751,
18751,
18751,
18751,
18751,
18751,
18751,
18751,
18751,
18751,
18751,
18751,
18750,
18751,
18750,
18751,
18750,
18751,
18750,
18751,
18750,
18751,
18750,
18751,
18750,
18751,
18750,
18751
),
class = "Date"
),
TICKER = c(
"AAPL ",
"AAPL ",
"AMZN ",
"CAD/USD ",
"COMPQ ",
"COPPER ",
"DAX ",
"EUR/USD ",
"FB ",
"GBP/USD ",
"GOLD ",
"GOOGL ",
"MSFT ",
"NATGAS ",
"NFLX ",
"NIKK ",
"NYXBT ",
"RUT ",
"SILVER ",
"SPX ",
"SSEC ",
"TSLA ",
"USD ",
"USD/CHF ",
"USD/JPY ",
"UST10Y ",
"UST10Y ",
"UST2Y ",
"UST2Y ",
"VIX ",
"VIX ",
"WTIC ",
"WTIC ",
"XLE ",
"XLE ",
"XLF ",
"XLF ",
"XLK ",
"XLK ",
"XLU ",
"XLU "
),
BUY.TRADE = c(
131,
127,
3335,
0.79,
13801,
4.26,
15106,
1.198,
310,
1.38,
1753,
2310,
248,
2.72,
483,
28431,
50209,
2227,
25.75,
4140,
3407,
657,
90.3,
0.9,
107.45,
1.71,
1.72,
0.19,
0.18,
15.74,
15.8,
62.04,
62.2,
46.73,
46.75,
35.03,
35.22,
139.22,
138.45,
65.24,
65.29
),
SELL.TRADE = c(
136,
137,
3521,
0.82,
14204,
4.62,
15463,
1.216,
334,
1.401,
1797,
2407,
264,
3.06,
520,
29840,
60982,
2339,
27.09,
4229,
3498,
745,
91.43,
0.92,
109.74,
1.57,
1.56,
0.15,
0.15,
19.12,
18.98,
65.16,
65.7,
50.99,
51.91,
36.9,
37.01,
144.08,
144.46,
67.88,
67.45
),
PREV.CLOSE = c(
132,
127,
3386,
0.81,
13895,
4.53,
15236,
1.206,
322,
1.391,
1791,
2343,
251,
2.97,
509,
28812,
58035,
2277,
26.96,
4192,
3446,
684,
90.93,
0.91,
109.07,
1.65,
1.63,
0.16,
0.16,
18.61,
18.31,
63.58,
64.49,
49.39,
50.75,
36.26,
36.44,
139.7,
139.31,
66.72,
66.71
),
TREND = structure(
c(
2L,
2L,
2L,
2L,
2L,
2L,
2L,
2L,
2L,
2L,
1L,
2L,
2L,
2L,
1L,
2L,
2L,
2L,
2L,
2L,
1L,
1L,
1L,
1L,
2L,
2L,
2L,
2L,
2L,
1L,
1L,
2L,
2L,
2L,
2L,
2L,
2L,
2L,
2L,
3L,
3L
),
.Label = c("BEARISH", "BULLISH",
"NEUTRAL"),
class = "factor"
)
),
row.names = c(NA,-41L),
key = structure(
list(
TICKER = c(
"AAPL ",
"AMZN ",
"CAD/USD ",
"COMPQ ",
"COPPER ",
"DAX ",
"EUR/USD ",
"FB ",
"GBP/USD ",
"GOLD ",
"GOOGL ",
"MSFT ",
"NATGAS ",
"NFLX ",
"NIKK ",
"NYXBT ",
"RUT ",
"SILVER ",
"SPX ",
"SSEC ",
"TSLA ",
"USD ",
"USD/CHF ",
"USD/JPY ",
"UST10Y ",
"UST2Y ",
"VIX ",
"WTIC ",
"XLE ",
"XLF ",
"XLK ",
"XLU "
),
.rows = structure(
list(
1:2,
3L,
4L,
5L,
6L,
7L,
8L,
9L,
10L,
11L,
12L,
13L,
14L,
15L,
16L,
17L,
18L,
19L,
20L,
21L,
22L,
23L,
24L,
25L,
26:27,
28:29,
30:31,
32:33,
34:35,
36:37,
38:39,
40:41
),
ptype = integer(0),
class = c("vctrs_list_of",
"vctrs_vctr", "list")
)
),
row.names = c(NA, 32L),
class = c("tbl_df",
"tbl", "data.frame"),
.drop = TRUE
),
index = structure("DATE", ordered = TRUE),
index2 = "DATE",
interval = structure(
list(
year = 0,
quarter = 0,
month = 0,
week = 0,
day = 1,
hour = 0,
minute = 0,
second = 0,
millisecond = 0,
microsecond = 0,
nanosecond = 0,
unit = 0
),
.regular = TRUE,
class = c("interval",
"vctrs_rcrd", "vctrs_vctr")
),
class = c("tbl_ts", "tbl_df", "tbl",
"data.frame"))
So the dates are grouped like that and not alternating and grouped by ticker.
I was able to circumvent the error I was encountering from the creation of my original data set by using this simple bit of code. Not a fix to the error, but a way around it.