Skip to contents

Daily stock of open postings from dated events

Source: R/stock.R
stock_from_events.Rd

Builds the daily stock of open postings as the running sum of inflow minus outflow on a complete daily grid, per group.

Usage

stock_from_events(
  events,
  by = NULL,
  date_col = "date",
  in_col = "inflow",
  out_col = "outflow",
  from = NULL,
  to = NULL
)

Arguments

events

A data.frame or data.table of dated events.

by

Character vector of grouping columns, or NULL for no grouping.

date_col

Name of the date column (class Date or IDate).

in_col

Name of the inflow column (non-negative counts).

out_col

Name of the outflow column (non-negative counts).

from, to

First and last day of the output (Date, IDate or "YYYY-MM-DD"). Default: the first and last event date over all groups.

Value

A data.table with columns by, date_col (IDate), inflow, outflow and stock, one row per group and day from from to to, ordered by by and date. Counts are integer when both input columns are integer, double otherwise.

Details

The input holds one row per by x date with the number of postings entering the stock that day (in_col) and leaving it that day (out_col; a posting open until expire_date inclusive is counted as outflow on expire_date + 1). Rows with the same by x date are summed. The function builds the complete daily grid of every group, fills the missing days with zero events and computes stock = cumsum(inflow - outflow) per group (a difference array).

The cumulative sum always starts at the first event date of the data, so events before from are carried into the stock of from; events after to are ignored. A negative stock means that some postings leave before they enter (inconsistent events) and raises an error.

Examples

iv <- data.table::data.table(
  start = data.table::as.IDate(c("2024-01-01", "2024-01-03", "2024-01-02")),
  end = data.table::as.IDate(c("2024-01-02", "2024-01-05", "2024-01-02"))
)
ev <- events_from_intervals(iv, start_col = "start", end_col = "end")
stock_from_events(ev)
#>          date inflow outflow stock
#>        <IDat>  <int>   <int> <int>
#> 1: 2024-01-01      1       0     1
#> 2: 2024-01-02      1       0     2
#> 3: 2024-01-03      1       2     1
#> 4: 2024-01-04      0       0     1
#> 5: 2024-01-05      0       0     1
#> 6: 2024-01-06      0       1     0