Record non-consecutive binary events (simple if clause issue) - r

Question

I have 9x3 dataframe DATA, where one column has timestamps (DateTime), one prices (Close), and one binary values (FOMCBinary).
I want to add column SignalBinary recording a 1 IF Close < an X value (1126 in this example) AND FOMCBinary > 0 in any of the two rows below, but only if SignalBinary = 0 in the row below (i.e. do not want consecutive 1s).
In the example here I need to record a 1 under SignalBinary only at 14:15:00. My coding attempt is instead recording a 1 at 14:15:00 and at 14:30:00. Should be fairly simple, don't understand why my code is not producing the desired result. How could I get this fixed?
DATA <- structure(list(DateTime = structure(list(sec = c(0, 0, 0, 0,0, 0, 0, 0, 0), min = c(30L, 15L, 0L, 45L, 30L, 15L, 0L, 45L,30L), hour = c(15L, 15L, 15L, 14L, 14L, 14L, 14L, 13L, 13L),mday = c(27L, 27L, 27L, 27L, 27L, 27L, 27L, 27L, 27L), mon = c(0L,0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L), year = c(116L, 116L, 116L,116L, 116L, 116L, 116L, 116L, 116L), wday = c(3L, 3L, 3L,3L, 3L, 3L, 3L, 3L, 3L), yday = c(26L, 26L, 26L, 26L, 26L,26L, 26L, 26L, 26L), isdst = c(0L, 0L, 0L, 0L, 0L, 0L, 0L,0L, 0L), zone = c("EST", "EST", "EST", "EST", "EST", "EST","EST", "EST", "EST"), gmtoff = c(NA_integer_, NA_integer_,NA_integer_, NA_integer_, NA_integer_, NA_integer_, NA_integer_,NA_integer_, NA_integer_)), .Names = c("sec", "min", "hour","mday", "mon", "year", "wday", "yday", "isdst", "zone", "gmtoff"), class = c("POSIXlt", "POSIXt")), Close = c(1127.2, 1127.5,1126.9, 1128.3, 1125.4, 1122.7, 1122.8, 1117.3, 1116), FOMCBinary = c(0,0, 0, 0, 0, 0, 1, 0, 0)), .Names = c("DateTime", "Close", "FOMCBinary"), row.names = 2131:2139, class = "data.frame")
Xvalue = 1126
#For comparing lagged or forward rows
rowShift <- function(x, shiftLen = 1L) {
r <- (1L + shiftLen):(length(x) + shiftLen)
r[r<1] <- NA
return(x[r]) }
DATA$SignalBinary <- ifelse(
DATA$Close < Xvalue & (
rowShift(DATA$FOMCBinary, +1) > 0 |
(rowShift(DATA$FOMCBinary, +2) > 0 & rowShift(DATA$FOMCBinary, +1) == 0))
, 1, 0)
##Note rowShift(DATA$FOMCBinary, +1) is equivalent to DATA$FOMCBinary[seq(nrow(DATA))+1]##
Output for DATA after calculations:
DateTime Close FOMCBinary SignalBinary
2131 2016-01-27 15:30:00 1127.2 0 0
2132 2016-01-27 15:15:00 1127.5 0 0
2133 2016-01-27 15:00:00 1126.9 0 0
2134 2016-01-27 14:45:00 1128.3 0 0
2135 2016-01-27 14:30:00 1125.4 0 1 => UNWANTED 1
2136 2016-01-27 14:15:00 1122.7 0 1
2137 2016-01-27 14:00:00 1122.8 1 0
2138 2016-01-27 13:45:00 1117.3 0 NA
2139 2016-01-27 13:30:00 1116.0 0 NA
Thank you very much.

Answer 1

had a closer look. you wanted to remove the first consecutive 1 in SignalBinary but you didnt sweep through SignalBinary. Here is a rough code
DATA <- structure(list(DateTime = structure(list(sec = c(0, 0, 0, 0,0, 0, 0, 0, 0), min = c(30L, 15L, 0L, 45L, 30L, 15L, 0L, 45L,30L), hour = c(15L, 15L, 15L, 14L, 14L, 14L, 14L, 13L, 13L),mday = c(27L, 27L, 27L, 27L, 27L, 27L, 27L, 27L, 27L), mon = c(0L,0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L), year = c(116L, 116L, 116L,116L, 116L, 116L, 116L, 116L, 116L), wday = c(3L, 3L, 3L,3L, 3L, 3L, 3L, 3L, 3L), yday = c(26L, 26L, 26L, 26L, 26L,26L, 26L, 26L, 26L), isdst = c(0L, 0L, 0L, 0L, 0L, 0L, 0L,0L, 0L), zone = c("EST", "EST", "EST", "EST", "EST", "EST","EST", "EST", "EST"), gmtoff = c(NA_integer_, NA_integer_,NA_integer_, NA_integer_, NA_integer_, NA_integer_, NA_integer_,NA_integer_, NA_integer_)), .Names = c("sec", "min", "hour","mday", "mon", "year", "wday", "yday", "isdst", "zone", "gmtoff"), class = c("POSIXlt", "POSIXt")), Close = c(1127.2, 1127.5,1126.9, 1128.3, 1125.4, 1122.7, 1122.8, 1117.3, 1116), FOMCBinary = c(0,0, 0, 0, 0, 0, 1, 0, 0)), .Names = c("DateTime", "Close", "FOMCBinary"), row.names = 2131:2139, class = "data.frame")
Xvalue = 1126
#For comparing lagged or forward rows
rowShift <- function(x, shiftLen = 1) {
r <- (1 + shiftLen):(length(x) + shiftLen)
r[r<1] <- NA
return(x[r]) }
DATA$SignalBinary <- as.numeric(DATA$Close < Xvalue & rowShift(DATA$FOMCBinary, +1) > 0)
DATA$SignalBinary <- c(sapply(1:(nrow(DATA)-1), function(n) {
if (is.na(DATA$SignalBinary[n+1])) return(NA)
if (DATA$SignalBinary[n+1]) return(0)
DATA$SignalBinary[n]
}), tail(DATA$SignalBinary,1))
DATA
anotherDATA <- structure(list(DateTime = structure(list(sec = c(0, 0, 0, 0, 0, 0, 0, 0, 0), min = c(30L, 15L, 0L, 45L, 30L, 15L, 0L, 45L,30L),
hour = c(15L, 15L, 15L, 14L, 14L, 14L, 14L, 13L, 13L),mday = c(27L, 27L, 27L, 27L, 27L, 27L, 27L, 27L, 27L),
mon = c(0L,0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L), year = c(116L, 116L, 116L,116L, 116L, 116L, 116L, 116L, 116L),
wday = c(3L, 3L, 3L,3L, 3L, 3L, 3L, 3L, 3L), yday = c(26L, 26L, 26L, 26L, 26L,26L, 26L, 26L, 26L),
isdst = c(0L, 0L, 0L, 0L, 0L, 0L, 0L,0L, 0L), zone = c("EST", "EST", "EST", "EST", "EST", "EST","EST", "EST", "EST"),
gmtoff = c(NA_integer_, NA_integer_,NA_integer_, NA_integer_, NA_integer_, NA_integer_, NA_integer_,NA_integer_, NA_integer_)),
.Names = c("sec", "min", "hour","mday", "mon", "year", "wday", "yday", "isdst", "zone", "gmtoff"), class = c("POSIXlt", "POSIXt")),
Close = c(1127.2, 1127.5,1126.9, 1128.3, 1125.4, 1122.7, 1122.8, 1117.3, 1116),
FOMCBinary = c(0,0, 0, 0, 0, 1, 1, 0, 0)), .Names = c("DateTime", "Close", "FOMCBinary"), row.names = 2131:2139, class = "data.frame")
Xvalue = 1126
#For comparing lagged or forward rows
rowShift <- function(x, shiftLen = 1) {
r <- (1 + shiftLen):(length(x) + shiftLen)
r[r<1] <- NA
return(x[r]) }
anotherDATA$SignalBinary <- as.numeric(anotherDATA$Close < Xvalue & rowShift(anotherDATA$FOMCBinary, +1) > 0)
anotherDATA$SignalBinary <- c(sapply(1:(nrow(anotherDATA)-1), function(n) {
if (is.na(anotherDATA$SignalBinary[n+1])) return(NA)
if (anotherDATA$SignalBinary[n+1]) return(0)
anotherDATA$SignalBinary[n]
}), tail(anotherDATA$SignalBinary,1))
anotherDATA