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

As suggested by @docendo this should work:

df[,cum := cumsum(Volume)*Signal,.(rleid(Signal))]

          date Signal    Volume        cum
 1: 2016-01-04     NA  37912403         NA
 2: 2016-01-05     -1  23258238  -23258238
 3: 2016-01-06     -1  25096183  -48354421
 4: 2016-01-07     -1  45172906  -93527327
 5: 2016-01-08     -1  35402298 -128929625
 6: 2016-01-11     -1  29932385 -158862010
 7: 2016-01-12     -1  28395390 -187257400
 8: 2016-01-13     -1  33410553 -220667953
 9: 2016-01-14     -1  48658623 -269326576
10: 2016-01-15      1  46132781   46132781
11: 2016-01-19      1  30998256   77131037