数据的非相等连接 table 操作

Non-equi join of data table operation

我想向数据 table 1 添加列,这些列是对数据 table 2 的操作,通过变量连接并且数据 table 2 的日期 <=来自数据的日期 table 1. 我正在寻找一种计算成本不太高的解决方案(我有大约 20k 行)。

数据 table 1 - 我有一个提案数据集,它们的所有者和它们的编辑日期:

proposal_df <- structure(list(proposal = c(41, 62, 169, 72), owner = c("Adam", 
"Adam", "Alan", "Alan"), totalAtEdit = c(-27, 1000, 151, 1137
), editDate = structure(c(1556014200, 1560762240, 1563966600, 
1540832280), class = c("POSIXct", "POSIXt"), tzone = "UTC")), class = "data.table", row.names = c(NA, 
-4L))

  proposal owner totalAtEdit            editDate
1       41  Adam         -27 2019-04-23 10:10:00
2       62  Adam        1000 2019-06-17 09:04:00
3      169  Alan         151 2019-07-24 11:10:00
4       72  Alan        1137 2018-10-29 16:58:00

数据 table 2 - 我有一个提案日志以及它们获胜或失败的日期(outcome == 10):

proposal_log <- structure(list(proposal = c(9, 48, 43, 39, 45, 73, 111, 179, 
115, 146), outcome = c(0, 1, 1, 1, 0, 0, 0, 0, 0, 0), owner = c("Adam", 
"Adam", "Adam", "Adam", "Adam", "Alan", "Alan", "Alan", "Alan", 
"Alan"), totalAtEdit = c(2, 2, 4, 566, 100, 1264, 5000, 75, 493, 
18), editDate = structure(c(1557487860, 1561368780, 1561393140, 
1546446240, 1549463520, 1546614180, 1547196960, 1579603560, 1566925200, 
1536751800), class = c("POSIXct", "POSIXt"), tzone = "UTC")), class = "data.table", row.names = 
c(NA, 
-10L))

   proposal outcome owner totalAtEdit            editDate
1         9       0  Adam           2 2019-05-10 11:31:00
2        48       1  Adam           2 2019-06-24 09:33:00
3        43       1  Adam           4 2019-06-24 16:19:00
4        39       1  Adam         566 2019-01-02 16:24:00
5        45       0  Adam         100 2019-02-06 14:32:00
6        73       0  Alan        1264 2019-01-04 15:03:00
7       111       0  Alan        5000 2019-01-11 08:56:00
8       179       0  Alan          75 2020-01-21 10:46:00
9       115       0  Alan         493 2019-08-27 17:00:00
10      146       0  Alan          18 2018-09-12 11:30:00

我想向 proposal_df 添加几列,这些列是对 proposal_log 的操作,通过 owner 加入,其中 proposal_log$editDate <= proposal_df$editDate:

输出将如下所示:

  proposal owner totalAtEdit            editDate countWon countLost wonValueMean    pctWon
1       41  Adam         -27 2019-04-23 10:10:00        1         1          566 0.5000000
2       62  Adam        1000 2019-06-17 09:04:00        1         2          566 0.3333333
3      169  Alan         151 2019-07-24 11:10:00        0         3          NaN 0.0000000
4       72  Alan        1137 2018-10-29 16:58:00        0         1          NaN 0.0000000

谢谢!

可能有更优雅的解决方案,但这分 4 步给出了所需的输出。

首先,将 tables 设置为数据 tables 以执行非相等连接。

library(data.table)

setDT(proposal_df)
setDT(proposal_log)

第 1 步:同一所有者的非等价加入并且 proposal_log$editDate <= proposal_df$editDate.

Proposals <- proposal_log[proposal_df, on = .(owner, editDate <= editDate)]

这 returns proposal_log 中符合条件的提案。来自较小 table 的 proposaltotalAtEdit 变量被添加到结果中,前缀为 i..

   proposal outcome owner totalAtEdit            editDate i.proposal i.totalAtEdit
1:       39       1  Adam         566 2019-04-23 10:10:00         41           -27
2:       45       0  Adam         100 2019-04-23 10:10:00         41           -27
3:        9       0  Adam           2 2019-06-17 09:04:00         62          1000
4:       39       1  Adam         566 2019-06-17 09:04:00         62          1000
5:       45       0  Adam         100 2019-06-17 09:04:00         62          1000
6:       73       0  Alan        1264 2019-07-24 11:10:00        169           151
7:      111       0  Alan        5000 2019-07-24 11:10:00        169           151
8:      146       0  Alan          18 2019-07-24 11:10:00        169           151
9:      146       0  Alan          18 2018-10-29 16:58:00         72          1137

第2步:将其重塑为宽格式以计算(fun=length)每个i.proposal的结果数量,然后计算结果的比例赢了(结果=1)。

Outcomes <- dcast(Proposals, i.proposal ~ outcome, fun=length)[
  , pctWon := `1`/(`0`+`1`)]

第 3 步:计算每个提案的获胜结果 (outcome==1) 的 totalAtEdit 的平均值,并使用结果进行内部连接提案 ID。

Means <- Proposals[outcome==1, .(m_total = mean(totalAtEdit)), by=i.proposal]
Outcomes[Means, on=.(i.proposal), wonValueMean := m_total]

第 4 步:加入 proposal_df table。

proposal_df[Outcomes, on=c(proposal = "i.proposal")]

   proposal owner totalAtEdit            editDate 0 1    pctWon wonValueMean
1:       41  Adam         -27 2019-04-23 10:10:00 1 1 0.5000000          566
2:       62  Adam        1000 2019-06-17 09:04:00 2 1 0.3333333          566
3:       72  Alan        1137 2018-10-29 16:58:00 1 0 0.0000000           NA
4:      169  Alan         151 2019-07-24 11:10:00 3 0 0.0000000           NA

另一种选择是使用 by=.EACHI:

library(data.table)
setDT(proposal_df)
setDT(proposal_log)
proposal_df[, c("countWon","countLost","wonValueMean","pctWon") := 
    proposal_log[.SD, on=.(owner, editDate<=editDate), by=.EACHI, {
        cw <- sum(outcome==1L)
        .(cw, sum(outcome==0L), mean(x.totalAtEdit[outcome==1L]), cw/.N)
    }][, (1L:2L) := NULL]
]