R round to nearest .5 or .1
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
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
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
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.