Efficient (repeat) looping - r

Question

I am trying to evaluate if a price, price(k), in a given row,(k), is equal to the one above, price(k-1). If it is I want to sum the volume from the prior and the price in question, volume(k)+volume(k+1), and then remove the row with the duplicate price, row k.
I have the following repeat loop which I am applying to a large dataset looking to delete repeated values.
k <- 1
repeat{
if( Prices$Price[ k + 1 ] == Prices$Price[ k ] ){
Prices$CumVolume[ k + 1 ] <- Prices$CumVolume[ k + 1 ] + Prices$CumVolume[ k ]
Prices <- Prices[ -k , ]
k <- k + 1
if( k > nrow( Prices ) ) break
}
}
The loop is very slow and I was wondering if there are ways to speed it up. Unfortunately I am relatively new to R and am having difficulty working out the best way to go about this.
Also is there a way in R to observe the iteration the loop is currently up too? i.e. have it displayed in the workspace on each iteration?
Example data:
Date Time Price CumVolume Ret MeanRet VolRet
26 01-JAN-2009 21:30:01.783 96.660 537 0 0 0
31 01-JAN-2009 21:30:58.041 96.650 78 0 0 0
33 01-JAN-2009 21:34:09.589 96.640 60 0 0 0
35 01-JAN-2009 21:34:10.879 96.640 40 0 0 0
37 01-JAN-2009 21:35:55.001 96.635 50 0 0 0

Answer 1

It appears you want something like this:
DF <- read.table(text=" Date Time Price CumVolume Ret MeanRet VolRet
26 01-JAN-2009 21:30:01.783 96.660 537 0 0 0
31 01-JAN-2009 21:30:58.041 96.650 78 0 0 0
33 01-JAN-2009 21:34:09.589 96.640 60 0 0 0
35 01-JAN-2009 21:34:10.879 96.640 40 0 0 0
37 01-JAN-2009 21:35:55.001 96.635 50 0 0 0", header=TRUE)
#create a run id
DF$runs <- cumsum(c(TRUE, diff(DF$Price) != 0))
#sum per each price run
DF$CCVolume <- with(DF, ave(CumVolume, runs, FUN=sum))
#remove duplicated prices
DF[!duplicated(DF$Price), ]
# Date Time Price CumVolume Ret MeanRet VolRet runs CCVolume
#26 01-JAN-2009 21:30:01.783 96.660 537 0 0 0 1 537
#31 01-JAN-2009 21:30:58.041 96.650 78 0 0 0 2 78
#33 01-JAN-2009 21:34:09.589 96.640 60 0 0 0 3 100
#37 01-JAN-2009 21:35:55.001 96.635 50 0 0 0 4 50

Answer 2

I think your code is going in infinite loop because of your increment index.K=k+1 and Break is always within the condition,I hope you want this
k=1
z=unique(Prices$Price)
for(i in 1:length(z))
{
dupindex=which(z[i]==Prices$Price)
Prices$CumVolume[tail(dupindex,n=1)]=sum(Prices$CumVolume[dupindex])
Prices=Prices[-(dupindex[1:length(dupindex)-1]),]
}
I hope it help,thanks.