Luciano,<div><br></div><div>por gentileza, de uma descricao precisa e um exemplo reproduzivel do codigo ao qual vc se refere como lento para que possamos tentar ajudar.</div><div><br></div><div>O exemplo que te dei reproduz exatamente o codigo que voce passou... mas entendo que, alem da eficiencia do codigo, vc se refere a um outro problema, que me parece poder ser resolvido com a execucao do codigo que passei em um laco while (no qual vc armazena o estado anterior da sua tabela e suspende a execucao quando voce obtiver duas tabelas identicas).</div>

<div><br></div><div>Dito isso, passe-nos um exemplo detalhado das condicoes necessarias para cada caso possivel, incluindo uma tabela inicial (que possa ser preferencialmente lida sem maiores trabalhos por quem se propoe a te ajudar) e a tabela final correta, a ser obtida no fim da execucao da rotina.</div>

<div><br></div><div>b</div><div><br><div class="gmail_quote">2011/6/21 Luciano Ramos Gonçalves <span dir="ltr"><<a href="mailto:lrg.financas@gmail.com">lrg.financas@gmail.com</a>></span><br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex;">

<u></u>

  
    
  
  <div text="#000000" bgcolor="#ffffff">
    A correção foi acertada. Mas não era o problema que eu havia
    mencionado.<br>
    Por exemplo:<br>
    <br>
    <table width="357" border="0" cellpadding="0" cellspacing="0" height="232">
      <tbody>
        <tr height="20">
          </tr><tr style="min-height:15pt" height="20">
            <td style="min-height:15pt;width:59pt" width="78" align="center" height="20">Data</td>
            <td style="width:59pt" width="78" align="center">Operação</td>
            <td style="width:57pt" width="76" align="center">Preço</td>
            <td style="width:94pt" width="125" align="center">Classificação</td>
          </tr>
          <tr style="min-height:15pt" height="20">
            <td style="min-height:15pt" align="center" height="20">1/1/2011</td>
            <td align="center">10</td>
            <td align="center">$10.00</td>
            <td align="center">NC</td>
          </tr>
          <tr style="min-height:15pt" height="20">
            <td style="min-height:15pt" align="center" height="20">1/1/2011</td>
            <td align="center">20</td>
            <td align="center">$10.00<br>
            </td>
            <td align="center">NC</td>
          </tr>
          <tr style="min-height:15pt" height="20">
            <td style="min-height:15pt" align="center" height="20">1/1/2011</td>
            <td align="center">30</td>
            <td align="center">$10.00</td>
            <td align="center">NC</td>
          </tr>
          <tr style="min-height:15pt" height="20">
            <td style="min-height:15pt" align="center" height="20">1/1/2011</td>
            <td align="center">40</td>
            <td align="center">$10.00</td>
            <td align="center">NC</td>
          </tr>
          <tr style="min-height:15pt" height="20">
            <td style="min-height:15pt" align="center" height="20">1/1/2011</td>
            <td align="center">50</td>
            <td align="center">$10.20</td>
            <td align="center">UPTICK</td>
          </tr>
          <tr style="min-height:15pt" height="20">
            <td style="min-height:15pt" align="center" height="20">1/1/2011</td>
            <td align="center">60</td>
            <td align="center">$10.20</td>
            <td align="center">ZERO.UPTICK</td>
          </tr>
          <tr style="min-height:15pt" height="20">
            <td style="min-height:15pt" align="center" height="20">1/1/2011</td>
            <td align="center">70</td>
            <td align="center">$10.20</td>
            <td align="center">ZERO.UPTICK</td>
          </tr>
          <tr style="min-height:15pt" height="20">
            <td style="min-height:15pt" align="center" height="20">1/1/2011</td>
            <td align="center">80</td>
            <td align="center">$10.20</td>
            <td align="center">ZERO.UPTICK</td>
          </tr>
          <tr style="min-height:15pt" height="20">
            <td style="min-height:15pt" align="center" height="20">1/1/2011</td>
            <td align="center">90</td>
            <td align="center">$10.20</td>
            <td align="center">ZERO.UPTICK</td>
          </tr>
        
      </tbody>
    </table>
    <br>
    Assim é que a seguinte sequencia deveria ser classificada,<br>
    Mas o código tem dado essa resposta:<br>
    <table width="357" border="0" cellpadding="0" cellspacing="0" height="232">
      <tbody>
        <tr height="20">
        </tr>
        <tr style="min-height:15pt" height="20">
          <td style="min-height:15pt;width:59pt" width="78" align="center" height="20">Data</td>
          <td style="width:59pt" width="78" align="center">Operação</td>
          <td style="width:57pt" width="76" align="center">Preço</td>
          <td style="width:94pt" width="125" align="center">Classificação</td>
        </tr>
        <tr style="min-height:15pt" height="20">
          <td style="min-height:15pt" align="center" height="20">1/1/2011</td>
          <td align="center">10</td>
          <td align="center">$10.00</td>
          <td align="center">NC</td>
        </tr>
        <tr style="min-height:15pt" height="20">
          <td style="min-height:15pt" align="center" height="20">1/1/2011</td>
          <td align="center">20</td>
          <td align="center">$10.00<br>
          </td>
          <td align="center">NC</td>
        </tr>
        <tr style="min-height:15pt" height="20">
          <td style="min-height:15pt" align="center" height="20">1/1/2011</td>
          <td align="center">30</td>
          <td align="center">$10.00</td>
          <td align="center">C</td>
        </tr>
        <tr style="min-height:15pt" height="20">
          <td style="min-height:15pt" align="center" height="20">1/1/2011</td>
          <td align="center">40</td>
          <td align="center">$10.00</td>
          <td align="center">C</td>
        </tr>
        <tr style="min-height:15pt" height="20">
          <td style="min-height:15pt" align="center" height="20">1/1/2011</td>
          <td align="center">50</td>
          <td align="center">$10.20</td>
          <td align="center">UPTICK</td>
        </tr>
        <tr style="min-height:15pt" height="20">
          <td style="min-height:15pt" align="center" height="20">1/1/2011</td>
          <td align="center">60</td>
          <td align="center">$10.20</td>
          <td align="center">ZERO.UPTICK</td>
        </tr>
        <tr style="min-height:15pt" height="20">
          <td style="min-height:15pt" align="center" height="20">1/1/2011</td>
          <td align="center">70</td>
          <td align="center">$10.20</td>
          <td align="center">C</td>
        </tr>
        <tr style="min-height:15pt" height="20">
          <td style="min-height:15pt" align="center" height="20">1/1/2011</td>
          <td align="center">80</td>
          <td align="center">$10.20</td>
          <td align="center">C</td>
        </tr>
        <tr style="min-height:15pt" height="20">
          <td style="min-height:15pt" align="center" height="20">1/1/2011</td>
          <td align="center">90</td>
          <td align="center">$10.20</td>
          <td align="center">C</td>
        </tr>
      </tbody>
    </table>
    <br>
    O código olha apenas para o imediatamente anterior, o que atrapalha
    o resultado.<br>
    <br>
    Luciano.<br>
    <br>
    Em 6/20/2011 8:29 PM, Benilton Carvalho escreveu:
    <div><div></div><div class="h5"><blockquote type="cite">os sinais nos diffs pro loop 3 estavam invertidos
      (essa era a parte do 'nao-testado'):
      <div><br>
      </div>
      <div>
        <div>dy = diff(y[,3])</div>
        <div>y[-1, 4] = ifelse(y[-1, 4] == 'C' & dy < 0,
          'DOWNTICK', y[-1, 4])</div>
        <div>y[-1, 4] = ifelse(y[-1, 4] == 'C' & dy > 0,
          'UPTICK', y[-1, 4])</div>
        <div>y[-1, 4] = ifelse(y[-1, 4] == 'C' & dy == 0 & y[-n,
          4] %in% c('UPTICK', 'ZERO.UPTICK'), 'ZERO.UPTICK', y[-1, 4]) </div>
        <div>y[-1, 4] = ifelse(y[-1, 4] == 'C' & dy == 0 & y[-n,
          4] %in% c('DOWNTICK', 'ZERO.DOWNTICK'), 'ZERO.DOWNTICK', y[-1,
          4])</div>
        <div><br>
        </div>
        <div>adicionalmente, os resultados que agora passo batem com
          aqueles providos pelo seu codigo original.</div>
        <div><br>
        </div>
        <div>sobre o primeiro item nao ser classificado no loop 2, e' um
          reflexo do que o seu codigo faz, pois ele comeca a classificar
          em y[i+1,4] com 'i' comecando em 1...</div>
        <div><br>
        </div>
        <div>b</div>
        <br>
        <div class="gmail_quote">2011/6/21 Luciano Ramos Gonçalves <span dir="ltr"><<a href="mailto:lrg.financas@gmail.com" target="_blank">lrg.financas@gmail.com</a>></span><br>
          <blockquote class="gmail_quote" style="margin:0pt 0pt 0pt 0.8ex;border-left:1px solid rgb(204, 204, 204);padding-left:1ex">
            <div text="#000000" bgcolor="#ffffff"> Fiz uns testes e
              realmente ficou muito mais rápido. Apenas três problemas
              apareceram, todos com a mesma provável resolução.<br>
              No loop 2:<br>
              O primeiro negócio não é classificado, e os próximos,
              digamos, 6, mantém o mesmo preço, logo, todos estes
              deveriam ser não classificados. O código apenas
              desclassifica o subsequente. Para que estivesse ok, teria
              que ser repetido.<br>
              No loop 3:<br>
              Acontece algo semelhante. Se havia um Zero.DOWNTICK, e o
              próximo negócio também não mudou este tb deveria ser
              ZERO.DOWNTICK, mas o código está mantendo "C".<br>
              <br>
              Grato,<br>
              <br>
              Luciano.<br>
              <br>
              <br>
              Em 6/20/2011 5:34 PM, Benilton Carvalho escreveu:
              <div>
                <div>
                  <blockquote type="cite">
                    <div>abaixo, nao testado, deve estar bem proximo do
                      q vc precisa. b</div>
                    <div><br>
                    </div>
                    loop 1:
                    <div><br>
                    </div>
                    <div>y[,4] = ifelse(y[,2] == 10, 'NC', 'C')</div>
                    <div><br>
                    </div>
                    <div>loop 2:</div>
                    <div><br>
                    </div>
                    <div>n = nrow(y)</div>
                    <div>y[-1, 4] = ifelse(diff(y[,3]) == 0 & y[-n,
                      4] == 'NC', 'NC', y[-1, 4])<br>
                      <br>
                    </div>
                    <div>loop 3:</div>
                    <div><br>
                    </div>
                    <div>dy = diff(y[,3])</div>
                    <div>y[-1, 4] = ifelse(y[-1, 4] == 'C' & dy >
                      0, 'DOWNTICK', y[-1, 4])</div>
                    <div>y[-1, 4] = ifelse(y[-1, 4] == 'C' & dy <
                      0, 'UPTICK', y[-1, 4])</div>
                    <div>y[-1, 4] = ifelse(y[-1, 4] == 'C' & dy == 0
                      & y[-n, 4] %in% c('UPTICK', 'ZERO.UPTICK'),
                      'ZERO.UPTICK', y[-1, 4]) </div>
                    <div>
                      <div>y[-1, 4] = ifelse(y[-1, 4] == 'C' & dy ==
                        0 & y[-n, 4] %in% c('DOWNTICK',
                        'ZERO.DOWNTICK'), 'ZERO.DOWNTICK', y[-1, 4]) </div>
                      <div><br>
                      </div>
                      <div><br>
                      </div>
                      <div class="gmail_quote">2011/6/20 Luciano Ramos
                        Gonçalves <span dir="ltr"><<a href="mailto:lrg.financas@gmail.com" target="_blank">lrg.financas@gmail.com</a>></span><br>
                        <blockquote class="gmail_quote" style="margin:0pt 0pt 0pt 0.8ex;border-left:1px solid rgb(204, 204, 204);padding-left:1ex">
                          <div text="#000000" bgcolor="#ffffff"> <tt><span style="font-size:10pt;line-height:115%">Colaboradores do grupo, realizei
                                um teste de financas em R, conhecido
                                como TICKTEST, porém meu código ficou
                                muito lento. Talvez alguém possa ajudar
                                a torná-lo mais ágil. <br>
                                <br>
                                Grato,<br>
                                Luciano<br>
                                <br>
                                Resumidamente:<br>
                                1 - Prentende-se classificar mudanças de
                                preço em uma ação.<br>
                                2 - O primeiro negócio do dia não é
                                classificado. Os negócios subsequentes
                                em que haja estabilidade no preço tb não
                                são classificados.<br>
                                3 - Classifica-se as restantes conforme
                                o movimento do preço. Se sobe, UPTICK.
                                Se desce, DOWNTICK. Se é estável e a
                                última variação foi positiva,
                                ZERO.UPTICK. </span></tt><tt><span style="font-size:10pt;line-height:115%">Se é estável e a última variação
                                foi positiva, ZERO.DOWNTICK.</span></tt><br>
                            <tt><span style="font-size:10pt;line-height:115%"><br>
                                Um exemplo dos dados:<br>
                                <br>
                              </span></tt>
                            <table width="357" border="0" cellpadding="0" cellspacing="0" height="232">
                              <colgroup><col style="width:59pt" width="78" span="2"> <col style="width:57pt" width="76"> <col style="width:94pt" width="125"> </colgroup><tbody>
                                <tr style="min-height:15pt" height="20">
                                  <td style="min-height:15pt;width:59pt" width="78" align="center" height="20">Data</td>
                                  <td style="width:59pt" width="78" align="center">Operação</td>
                                  <td style="width:57pt" width="76" align="center">Preço</td>
                                  <td style="width:94pt" width="125" align="center">Classificação</td>
                                </tr>
                                <tr style="min-height:15pt" height="20">
                                  <td style="min-height:15pt" align="center" height="20">1/1/2011</td>
                                  <td align="center">10</td>
                                  <td align="center">$10.00</td>
                                  <td align="center">NC</td>
                                </tr>
                                <tr style="min-height:15pt" height="20">
                                  <td style="min-height:15pt" align="center" height="20">1/1/2011</td>
                                  <td align="center">20</td>
                                  <td align="center">$9.90</td>
                                  <td align="center">DOWNTICK</td>
                                </tr>
                                <tr style="min-height:15pt" height="20">
                                  <td style="min-height:15pt" align="center" height="20">1/1/2011</td>
                                  <td align="center">30</td>
                                  <td align="center">$9.90</td>
                                  <td align="center">ZERO.DOWNTICK</td>
                                </tr>
                                <tr style="min-height:15pt" height="20">
                                  <td style="min-height:15pt" align="center" height="20">1/1/2011</td>
                                  <td align="center">40</td>
                                  <td align="center">$10.10</td>
                                  <td align="center">UPTICK</td>
                                </tr>
                                <tr style="min-height:15pt" height="20">
                                  <td style="min-height:15pt" align="center" height="20">1/1/2011</td>
                                  <td align="center">50</td>
                                  <td align="center">$10.20</td>
                                  <td align="center">UPTICK</td>
                                </tr>
                                <tr style="min-height:15pt" height="20">
                                  <td style="min-height:15pt" align="center" height="20">1/2/2011</td>
                                  <td align="center">10</td>
                                  <td align="center">$9.80</td>
                                  <td align="center">NC</td>
                                </tr>
                                <tr style="min-height:15pt" height="20">
                                  <td style="min-height:15pt" align="center" height="20">1/2/2011</td>
                                  <td align="center">20</td>
                                  <td align="center">$9.80</td>
                                  <td align="center">NC</td>
                                </tr>
                                <tr style="min-height:15pt" height="20">
                                  <td style="min-height:15pt" align="center" height="20">1/2/2011</td>
                                  <td align="center">30</td>
                                  <td align="center">$9.90</td>
                                  <td align="center">UPTICK</td>
                                </tr>
                                <tr style="min-height:15pt" height="20">
                                  <td style="min-height:15pt" align="center" height="20">1/2/2011</td>
                                  <td align="center">30</td>
                                  <td align="center">$9.90</td>
                                  <td align="center">ZERO.UPTICK</td>
                                </tr>
                              </tbody>
                            </table>
                            <tt><span style="font-size:10pt;line-height:115%"><br>
                                <u><b>O CÓDIGO EM SI:</b></u><br>
                                <b><big>#</big></b> Abre o arquivo de
                                dados, cria um novo objeto "y" com uma
                                coluna vazia.<br>
                                x <-
                                read.table("dados.txt",sep=";",header=F,skip=1)</span></tt><span style="font-size:10pt;line-height:115%;font-family:"Courier New""><br>
                              <tt><span>y <-
                                  cbind(x,(rep(NA,nrow(x))))</span></tt><br>
                              <tt><span></span></tt><tt><span><br>
                                  <big><b># 1º Loop:</b></big> Se a
                                  operação foi nº 10 não classifica, o
                                  resto classifica.<br>
                                </span></tt> <tt><span></span></tt></span><span style="font-size:10pt;line-height:115%;font-family:"Courier New""><tt><span>z
                                  <- 1:nrow(x)</span></tt></span><br>
                            <span style="font-size:10pt;line-height:115%;font-family:"Courier New""><tt><span>for (t in z)</span></tt><br>
                              <tt><span>{</span></tt><br>
                              <tt><span>    if (y[t,2]==10)</span></tt><br>
                              <tt><span>        y[t,4]<-"NC"</span></tt><br>
                              <tt><span>    else y[t,4] <-"C"</span></tt><br>
                              <tt><span>}<br>
                                  <br>
                                  <big><b># 2º Loop:</b></big> Se a
                                  operação anterior não foi classificada
                                  e o preço não mudou na atual,
                                  desclassifica esta também.<br>
                                </span></tt></span><span style="font-size:10pt;line-height:115%;font-family:"Courier New""><tt><span>w
                                  <- 1:(nrow(x)-1)</span></tt></span><br>
                            <span style="font-size:10pt;line-height:115%;font-family:"Courier New""><tt><span></span></tt> <tt><span>for
                                  (i in w)</span></tt><br>
                              <tt><span>{</span></tt><br>
                              <tt><span>    if (y[i,4]=="NC" &
                                  y[i,3]==y[i+1,3])</span></tt><br>
                              <tt><span>        y[i+1,4]<-"NC"</span></tt><br>
                              <tt><span>}<br>
                                  <big><b># 3º Loop:</b></big> divide as
                                  operações classificadas em quatro
                                  classes:<br>
                                </span></tt></span><span style="font-size:10pt;line-height:115%;font-family:"Courier New""><tt><span>for

                                  (i in w)</span></tt><br>
                              <tt><span>{    </span></tt></span><span style="font-size:10pt;line-height:115%;font-family:"Courier New""><tt><span><br>
                                </span></tt></span><span style="font-size:10pt;line-height:115%;font-family:"Courier New""><tt><span><b><big>#</big></b></span></tt></span><span style="font-size:10pt;line-height:115%;font-family:"Courier New""><tt><span>
                                  Se o preço diminuiu, DOWNTICK;</span></tt></span><br>
                            <span style="font-size:10pt;line-height:115%;font-family:"Courier New""><tt><span></span></tt> <tt><span>  
                                   if (y[i+1,4]=="C" &
                                  y[i,3]>y[i+1,3])</span></tt><br>
                              <tt><span>        y[i+1,4]<-"DOWNTICK"<br>
                                </span></tt></span><span style="font-size:10pt;line-height:115%;font-family:"Courier New""><tt><span><b><big>#</big></b></span></tt></span><span style="font-size:10pt;line-height:115%;font-family:"Courier New""><tt><span>
                                  Se o preço aumentou, UPTICK;</span></tt></span><br>
                            <span style="font-size:10pt;line-height:115%;font-family:"Courier New""><tt><span></span></tt> <tt><span>  
                                   if (y[i+1,4]=="C" &
                                  y[i,3]<y[i+1,3])</span></tt><br>
                              <tt><span>        y[i+1,4]<-"UPTICK"<br>
                                </span></tt></span><span style="font-size:10pt;line-height:115%;font-family:"Courier New""><tt><span><b><big>#</big></b>
                                  Se o preço permaneceu constante, mas a
                                  ultima variação foi positiva,
                                  ZERO.UPTICK;</span></tt></span><br>
                            <span style="font-size:10pt;line-height:115%;font-family:"Courier New""><tt><span></span></tt> <tt><span>  
                                   if (y[i+1,4]=="C" &
                                  y[i,3]==y[i+1,3] & </span></tt><br>
                              <tt><span>            (y[i,4]=="UPTICK" |
                                  y[i,4]=="ZERO.UPTICK"))</span></tt><br>
                              <tt><span>      
                                   y[i+1,4]<-"ZERO.UPTICK"<br>
                                </span></tt></span><span style="font-size:10pt;line-height:115%;font-family:"Courier New""><tt><span></span></tt></span><span style="font-size:10pt;line-height:115%;font-family:"Courier New""><tt><span></span></tt></span><span style="font-size:10pt;line-height:115%;font-family:"Courier New""><tt><span><b><big>#</big></b></span></tt></span><span style="font-size:10pt;line-height:115%;font-family:"Courier New""><tt><span>
                                </span></tt></span><span style="font-size:10pt;line-height:115%;font-family:"Courier New""><tt><span>Se
                                  o preço permaneceu constante, mas a
                                  ultima variação foi negativa,
                                  ZERO.DOWNTICK;</span></tt></span><br>
                            <span style="font-size:10pt;line-height:115%;font-family:"Courier New""><tt><span></span></tt> <tt><span>  
                                   if (y[i+1,4]=="C" &
                                  y[i,3]==y[i+1,3] & </span></tt><br>
                              <tt><span>            (y[i,4]=="DOWNTICK"
                                  | y[i,4]=="ZERO.DOWNTICK"))</span></tt><br>
                              <tt><span>      
                                   y[i+1,4]<-"ZERO.DOWNTICK"</span></tt><br>
                              <tt><span>}</span></tt></span> </div>
                          <br>
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                      <br>
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                      Successful people ask better questions, and as a
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                    </div>
                    <pre><fieldset></fieldset>
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        <br>
        -- <br>
        Successful people ask better questions, and as a result, they
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