Question

我面临的问题是我有262个库存样本。现在我必须对这些股票配对的每种可能组合进行计算。我正考虑采取两个循环。但是我编码它的方式，我甚至没有得到任何输出或日志窗口中的错误通知。首先，我使用proc sql将所有我的股票代码符号放在宏变量中。

proc sql noprint;
select distinct name
into :ticker separated by " "
from stocks;
quit;



%macro close2;
%let n=262; /*262 stocks*/

%do i=1 %to &n.-1;
%do j=i-1 %to &n.;

%let s1=%trim(%scan(&ticker.,&i.," "));
%let s2=%trim(%scan(&ticker.,&j.," "));


data close;
set normp;
closeness=(&s1.-&s2.)**2;
run;

proc means data=close noprint; 
var closeness;
output out=close1 (drop=_type_ _freq_)
sum(closeness)=closen;
run;quit;

data=close1;
set close1;
&s1.%s2.=closen;
run;

%end;
%end;
%mend close2;

最后，我希望得到var＆＃34; closeness＆＃34;的所有不同总和。以我用它计算的两只股票的两个代码符号命名。

Answer 1

不要是Loopy（http://www2.sas.com/proceedings/forum2007/183-2007.pdf）

我假设你有一个日期列或其他标识符用于比较。

一些假数据：

%let nStocks=200;

data stocks;
array S[&nStocks];
do date=1 to 10;
    do st=1 to &nStocks;
        S[st] = rannor(1);
    end;
    output;
end;
drop st;
run;

将其转换为长而瘦的＆＃34;而不是＆＃34;短而宽＃34;

proc transpose data=stocks out=stocks_t(rename=(_name_=Stock1 col1=S1_value));
by date;
run;

确保一切都是相同的顺序（在一分钟内很重要）和PROC SQL步骤以获取股票的名称。

proc sort data=stocks_t;
by date Stock1;
run;

proc sql noprint;
select distinct Stock1
    into :stocks separated by ' '
    from stocks_t
    order by Stock1;
quit;

%put &stocks;

现在使用数据步骤查看数据。使用哈希表和循环为每个日期添加不同的组合。计算＆＃34;亲密度＆＃34;。

data need;
set stocks_t;
if _n_=1 then do;
    %create_hash(lk,date Stock2, S2_Value,"stocks_t(rename=(Stock1=Stock2 S1_Value=S2_value))");
end;
by date;

stocks = "&stocks";

if first.date then
    count = 1;

count + 1;

do j=count to &nStocks;
    Stock2 = scan(stocks,j);
    S2_value = .;
    rc = lk.find();
    closeness=(S1_Value-S2_Value)**2;
    C_Var = catt(Stock1,Stock2);
    output;
end;

drop rc count stocks j;
run;

从这里开始，你只需要做好总结就可以了：

proc summary data=need;
var closeness;
class C_Var;
output out=closeness(where=(C_Var^="") drop=_type_ _freq_) sum=;
run;

来自此处的

%create_hash()宏：https://github.com/FinancialRiskGroup/SASPerformanceAnalytics

SAS将每个变量与特定计算中的每个其他变量进行比较

1 个答案: