Efficient way to perform running total in the last 365 day window

Question

This is what my data frame looks like:

library(data.table)

df <- fread(\'
                Name  EventType  Date  SalesAmount RunningTotal Runningt         


        

Answer 1

Here's an approach using foverlaps function from data.table package:

require(data.table)
setDT(df)[, end := as.Date(EventDate, format="%d/%m/%Y")
        ][, start := end - 365L]
setkey(df, Name, start, end)
olaps = foverlaps(df, df, nomatch=0L, which=TRUE)
olaps = olaps[xid >= yid, .(ans = sum(dt$SalesAmount[yid])), by=xid]

df[olaps$xid, Runningtotal := olaps$ans]

You can remove the start and end columns, if necessary, by doing:

df[, c("start", "end") := NULL]

Would be nice to know how fast/slow it is..