Aplicate a complex operation on a column to create a new dataframe in R

Question

I have a dataframe that looks like the the following, lets call it DF

|Symbol |   Date    | volume |price |
|------------------------------------
|A      |2014-01-01 | 1      |   5  |
|A      |2014-01-02 | 3      |   8  |
|A      |2014-01-03 | 7      |   4  |
|A      |2014-01-07 |3       |   6  |
|A      |2014-01-08 |34      |   7  |
|A      |2014-01-09 |45      |  34  |
|A      |2014-01-10 |4       |   5  | 
|A      |2014-01-11 |9       |   7  |
|A      |2014-01-14 |8       |   6  |
|A      |2014-01-15 |4       |   4  |
|A      |2014-01-16 |0       |   7  |
|A      |2014-01-17 |4       |   7  |

I want to apply the next operation to the price column:

diff(log(DF$price))

And generate a datafra like this:

|   Date    | returns|
|--------------------
|2014-01-01 | 4      | 
|2014-01-02 | 6      |  
|2014-01-03 | 8      |  
|2014-01-07 | 2      |  
|2014-01-08 | 14     |   
|2014-01-09 | 5      |  
|2014-01-10 | 1      |    
|2014-01-11 | 2      |   
|2014-01-14 |8       |  
|2014-01-15 |4       |  
|2014-01-16 |0       |   
|2014-01-17 |4       |   

(The numbers, in the column returns i the examples not are the desired one, are just random numbers that i put to ilustrate, i need that in each row of that column appears the correspondent result of diff(log(DF$price)))

I tried the next lines of code but it did not result:

Ret <- DF %>% group_by(date) %>%
  mutate(Ret_i = diff(log(DF$price)))%>%
  summarise(Ret_i)

Thanks for reading and I would apreciate any help

question from:https://stackoverflow.com/questions/65922535/aplicate-a-complex-operation-on-a-column-to-create-a-new-dataframe-in-r

Answer 1

Waitting for answers