R Cumulative Sum with a condition and a reset

Question

I have a signal position indicator vector consisting out of -1s and 1s. In addition, I have volume data which I want to sum based on the value of Signal. The basic data tabl

Answer 1

A pure dplyr way would be:

df %>% 
  na.omit() %>% # omit NA to not multiply by NA
  mutate(isStep = (Signal - lag(Signal, 1)) != 0) %>% # Create a dummy variable for steps 
  mutate(isStep = ifelse(is.na(isStep), FALSE, isStep)) %>% 
  mutate(grp = cumsum(isStep)) %>% # create new ID based on steps
  group_by(grp) %>%  # group by before created steps
  mutate(res = cumsum(Signal * Volume)) %>% # calculate value
  select(x, Signal, Volume, res)

# # A tibble: 19 x 5
# # Groups:   grp [6]
#      grp          x Signal    Volume        res
#                      
#  1     0 2016-01-05     -1  23258238  -23258238
#  2     0 2016-01-06     -1  25096183  -48354421
#  3     0 2016-01-07     -1  45172906  -93527327
#  4     0 2016-01-08     -1  35402298 -128929625
#  5     0 2016-01-11     -1  29932385 -158862010
#  6     0 2016-01-12     -1  28395390 -187257400
#  7     0 2016-01-13     -1  33410553 -220667953
#  8     0 2016-01-14     -1  48658623 -269326576
#  9     1 2016-01-15      1  46132781   46132781
# 10     1 2016-01-19      1  30998256   77131037
# 11     2 2016-01-20     -1  59051429  -59051429
# 12     3 2016-01-21      1  30518939   30518939
# 13     3 2016-01-22      1  30495387   61014326
# 14     3 2016-01-25      1  32482015   93496341
# 15     4 2016-01-26     -1  26877080  -26877080
# 16     4 2016-01-27     -1  58699359  -85576439
# 17     5 2016-01-28      1 107475327  107475327
# 18     5 2016-01-29      1  62739548  170214875
# 19     5 2016-02-01      1  46132726  216347601