# Using if condition within accumulate function in tidyverse

I'm trying to create a variable position that has a max constraint of n securities in the portfolio at a time. Let's say a max of 5 positions at the time, which can be randomly selected after keeping the previous positions. The selection criteria is when escore == 5, I have a buy signal. Otherwise, it's a sell signal. Below is a reproduced data example.

``````k <- 20
df <- tibble(v1 = rep(letters[1:k], each = 10),
date = rep(seq(as.Date('2018-01-01'),by='months',length=10), k),
escore = sample(5, k*10, replace = T))
df <- df %>% mutate(init = ifelse(date == "2018-01-01" & escore == 5, 1, 0),
sell = ifelse(escore <5, 1, 0),
buy = ifelse(escore ==5, 1, 0))
max <- 4
``````

This is the initial positions

If there is a sell signal on 2 of these securities in the next period, then the "position" variable becomes 0 and randomly add 2 other securities out of the qualified basket (when escore == 5) for that period. v1 indicates the names of securities.

Any help would be appreciated!

I'm not clear on the question. Can you post an example of the output you would like?

Here are the details of the output. You might have to change k (the number of securities) to 100 or more to have more securities to select from. My original dataset has 1000 to 3000 securities. I'm try to create a dummy variable called "position". My initial trade is in Jan 2018, with 4 securities with buy signals (d, f, i, and j). So the position column = 1 for v1=(d, f, i, j) and 0 for the remaining securities.

Next period, Feb 2018, d, f, i has a sell signal, so I sell them, while j still has a buy signal, so keeping j. I will have to turn around and buy 3 other securities that have the buy signal. In Feb 2018, I have 5 securities (a, l, o, q, s) with a buy signal but can only buy 3 of them. I'll select the first 3 securities (alphabetically) with the buy signal, so the "position" column will be 1 for j (as in Jan 2018), and 1 for the first 3 of 5 securities with a buy signal, which are (a, l, o). The position should be 0 for q, and s. I'll continue to fill the position column for the remaining period with the same rule. Does that make sense?

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