R round to nearest .5 or .1

Question

I have a data set of stock prices that have already been rounded to 2 decimal places (1234.56). I am now trying to round to a specific value which is different for each stock. Here are some examples:

Current Stock Price         Minimum Tick Increment       Desired Output
  123.45                            .50                      123.50
  155.03                            .10                      155.00
  138.24                            .50                      138.00
  129.94                            .10                      129.90
   ...                              ...                       ...

I'm not really sure how to do this but am open to suggestions.

Solution 1

Probably,

round(a/b)*b

will do the work.

> a <- seq(.1,1,.13)
> b <- c(.1,.1,.1,.2,.3,.3,.7)
> data.frame(a, b, out = round(a/b)*b)
     a   b out
1 0.10 0.1 0.1
2 0.23 0.1 0.2
3 0.36 0.1 0.4
4 0.49 0.2 0.4
5 0.62 0.3 0.6
6 0.75 0.3 0.6
7 0.88 0.7 0.7

Solution 2

I'm not familiar with R the language, but my method should work with any language with a ceiling function. I assume it's rounded UP to nearest 0.5:

a = ceiling(a*2) / 2

if a = 0.4, a = ceiling(0.4*2)/2 = ceiling(0.8)/2 = 1/2 = 0.5
if a = 0.9, a = ceiling(0.9*2)/2 = ceiling(1.8)/2 = 2/2 = 1

Solution 3

Like what JoshO'Brien said in the comments: round_any in the package plyr works very well!

> library(plyr)
> stocks <- c(123.45, 155.03, 138.24, 129.94)
> round_any(stocks,0.1)
[1] 123.4 155.0 138.2 129.9
> 
> round_any(stocks,0.5)
[1] 123.5 155.0 138.0 130.0
> 
> round_any(stocks,0.1,f = ceiling)
[1] 123.5 155.1 138.3 130.0
> 
> round_any(stocks,0.5,f = floor)
[1] 123.0 155.0 138.0 129.5

Read more here: https://www.rdocumentation.org/packages/plyr/versions/1.8.4/topics/round_any

Solution 4

The taRifx package has just such a function:

> library(taRifx)
> roundnear( seq(.1,1,.13), c(.1,.1,.1,.2,.3,.3,.7) )
[1] 0.1 0.2 0.3 0.4 0.6 0.6 0.7

In your case, just feed it the stock price and the minimum tick increment as its first and second arguments, and it should work its magic.

N.B. This has now been deprecated. See comment.

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