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问题描述

对于一个大学研究项目,我正在通过SAS从WRDS检索数据,这对SAS来说还比较陌生.我正在尝试以WRDS提供的特定时间间隔检索数据,这实际上对我来说非常有用;结构如下

For a university research project I am retrieving data from WRDS via SAS and am relatively new to SAS. I am trying to retrieve data in a specific interval provided by WRDS which actually works very for me; the structure is as follows

[1]Define some macro variable
[2]Use data step view
[3]Make manipulation on data
[4]Export the data to csv

尤其是我每年都在检索一只股票的数据.而不是一直更改变量,而是使我能够提供年份作为输入的宏将是最优雅的"解决方案(从此处启发:[SAS循环遍历宏变量列表] [1]).但是,我的宏无法按预期工作(我也更改了结构,增加了添加步骤,而不是导出到CSV).

In particular I am retrieving data for a stock for every single year. Instead of changing the variable all the time a macro that would allow me to provide the years as input would be the "most elegant" solution (inspired from here: [SAS Loop through list of macro variable][1]). However, my macro doesn't work as expected (I also changed the structure a bit adding an append step instead of exporting to CSV).

步骤[3]现在报告错误:ERROR 180-322: Statement is not valid or it is used out of proper order.

Step [3] is now reporting error:ERROR 180-322: Statement is not valid or it is used out of proper order.

我将代码放在这里(第3部分保留了原样,因为它正在产生问题,其他的我缩短了一点(我评论了):

I am putting the code here (part 3 I leave as it is because it's creating problems, the other I have shortened a bit (I commented):

%macro get_stock_ts(list_years);

%local i tables;
%do i=1 %to %sysfunc(countw(&list_years,%str( )));
%let tables=%scan(&list_years,&i,%str( ));

proc datasets lib = work memtype = all nolist;
    delete _:;
quit;

%local stock = "COP";

%local taq_ds=taq.&tables:;
%local filename = &tables._&stock;

data  _v_&tables / view=_v_&tables;
  set &taq_ds;
  where symbol = &stock and
        (time between '9:30:00't and '16:00:00't) and
        mode = 12 and
        EX = 'N';
run;

data xtemp2;
 set _v_&tables;
 by symbol date time;
 format itime rtime time12.;
 if first.symbol = 1 or first.date = 1 then do;
    rtime = time;
    iprice = bid;
    oprice = ofr;
    itime = &start_time;
 end;

 if time >= itime then do;
       output;
       itime = itime + &interval_seconds;
       do while(time >= itime);
           output;
           itime = itime + &interval_seconds;
       end;
end;
rtime = time;
iprice = bid;
oprice = ofr;
retain itime iprice oprice;
run;

proc append base = all data = work.xtemp2 force;
run;

proc printto log="/home/Logs/ &filename.log" new; run;
proc printto log=log; run;

%end;
%mend get_stock_ts;

然后我调用例如:

%get_stock_ts(cq_2009)

您是否知道以独立方式运行代码会如何工作,但是一旦我将其包装为宏,好"字就会开始产生问题吗?

Would you know how it comes that running the code as standalone works fine, but as soon as I wrap it as a macro the "good" starts to create problems?

我已经调整了上面的代码并得到了下面的代码.是因为宏和局部宏变量对该语句有问题吗?

edit: I have adjusted the code above and getting the following. Is it because macro and local macro variables have a problem with the statement?

 1          OPTIONS NONOTES NOSTIMER NOSOURCE NOSYNTAXCHECK;
 72
 73         %get_stock_ts(cq_2009)
 ERROR: Invalid symbolic variable name =.
 ERROR: Invalid symbolic variable name "COP".
 ERROR: Invalid symbolic variable name =.
 ERROR: Symbolic variable name TAQ.CQ_2009 must contain only letters,     digits, and underscores.
 ERROR: Invalid symbolic variable name TAQ.CQ_2009.
 ERROR: Invalid symbolic variable name :.
 ERROR: Invalid symbolic variable name =.
 ERROR: Invalid symbolic variable name =.
 ERROR: Invalid symbolic variable name '9:30:00'T.
 ERROR: Invalid symbolic variable name =.
 ERROR: Invalid symbolic variable name 1.
 ERROR: Invalid symbolic variable name *.
 ERROR: Invalid symbolic variable name 60.
 ERROR: Variable symbol is not on file WORK.ALL.

 NOTE: The SAS System stopped processing this step because of errors.
 NOTE: DATA statement used (Total process time):
   real time           0.00 seconds
   cpu time            0.00 seconds

 ERROR: Variable SYMBOL not found.
 ERROR: Variable DATE not found.
 ERROR: Variable TIME not found.
 NOTE: The SAS System stopped processing this step because of errors.
 NOTE: PROCEDURE SORT used (Total process time):
   real time           0.00 seconds
   cpu time            0.00 seconds

 ERROR: File WORK.XTEMP2.DATA does not exist.

推荐答案

这行是错误的.

%local stock = "COP";

您正在尝试定义名为="COP"的局部宏变量.您可能打算这样做.

You are trying the define local macro variables named = and "COP". You probably meant to do this.

%local stock ;
%let stock = "COP";

这篇关于SAS数据步骤视图和数据包装在宏中以进行循环的文章就介绍到这了,希望我们推荐的答案对大家有所帮助,也希望大家多多支持!

07-19 05:37
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