|
maodeng 发表于 2013-1-28 13:13 % p, K+ T4 q7 d, ^! e3 @
. hello 3002363 C5 D+ [1 v5 G$ D2 L! m
statement out of context# K. N% A6 e" X7 M2 }
r(119);
- q; v( t: H, C/ H8 c2 m, B抱歉,最近太忙了9 Z( `& P' U8 E% u
" B$ x- S$ A p: l( o# ?300236 我用下面的程序试过,没问题
; I$ E: v# h4 ~ c6 s: z3 V. n9 R# B. t+ W; c3 r+ a
你把 D:\stock\test\source 改成你导出的数据存放的目录,再试一试6 g9 t E8 H' Y, _. R: n
! A ~$ ^- J) F$ W2 y0 d. J- s3 t- scapture program drop hello4 t8 ~, ?* T! e/ W; q
! U/ Z& O* f, l. E8 A$ o8 r
program hello
2 k: Z: N6 p% W, {8 O; T
6 m. V: \3 n! _" J quietly {
: n: Z3 }- [" c; Z5 ~$ I; r2 g" [. Y- H, ]; g9 n; j: y4 _( T3 n& q! J
clear
+ o( t7 z* ?' k6 T$ q! d# h! T0 ^( O# Z6 O0 [& _7 T
cd D:\stock\test\source: _# x: W4 \: ]& Z+ x) i+ h
, ~$ [: u# M" t2 r; C$ binsheet using `1'.txt2 s$ G/ s) A8 P
( \) T5 w3 U% W# f9 l keep if v5>0
9 S# Y F+ _( f3 I& s1 u' o
/ l+ z4 Z9 M+ X2 K2 V. N gen vt=_n
m- c/ V9 v- C) O4 [2 l
0 m# a. H5 e0 M! r2 B: H* U- I tsset vt% m; d# m' m& g) H5 j
" ~2 T& z0 c- e& E2 `9 g gen zf=D1.v53 o# l" K2 q+ {
. W$ I0 O* V# q6 Y gsort -v1
, K* Y+ C. ]( D0 z8 t; l( w" Z
, |* f. f, A: S. T8 h5 N gen avol=v7/v5
# H. @2 T+ ~: R! t8 ]
: L1 V, _0 s( B) P& R: s keep if avol>0
; X% U' Q8 M& z- \ 6 F, ` Y3 w( V( X( c, t
drop vt
; H( U5 _3 C8 ~ q
5 X& ?; ^. V4 C: \( U gen vt=_n2 a6 B; n4 V8 s5 f" K" v7 I9 [8 k G
) t) o' l" X( t; F# f7 \
tsset vt
z8 |% l }8 w6 ?: n 7 Y2 b5 r9 q3 }# U, v- W2 J y" {4 B
sum v5 [aw =avol]
8 e d% }- d. {& V# H9 Z) T* p) @4 Z4 @$ h* o( s+ a
gen amean=r(mean) in 1& B5 v) h% q* U
( a8 h6 w" B& V+ q; a7 J3 O% q0 g: Z * 总加权平均值 amean e* g* u! H8 d! y# L/ S
5 M# y/ n. P1 Z/ B
! j y* L& c& o8 ]% L; |
keep in 1/2407 B [- ~7 {5 B3 p+ J
_2 j( ] d5 D
sum v5 [aw =avol] B! @. g$ X, [/ ?; y
/ p: d2 ^& C/ l
gen mean240=r(mean) in 1) R" m; _1 i8 U2 J7 f) F: [. \
2 F5 B, ?) @5 O5 t *240加权平均值 mean240& d( `2 h( [6 t' x- \; B3 J; \$ B# G
/ N0 {& v( G8 j$ v set obs 500
2 \! T* D6 ~3 F. a0 \- R J$ i. M3 b! g+ ] a! _
kdensity v5 [aw =avol],gaussian n(500) generate(dx240 dy240) nograph
% q4 d( J" \# Y# V: }4 \; X% w: k
, L- [; b$ ~# U" Q7 N! }' D/ u *240 kdensity(dx240 dy240)
9 a* m$ @7 |' g* J * K2 N1 h8 v& C, `, J5 n3 c! a
sum dy240
% ~. n8 G; o& o6 g( O/ k5 j ! r# S* \' C9 }
gen yxis=r(max) in 1
0 J9 D( }$ g2 X0 C% j: ~ 7 l8 C6 h- q1 a' {" q R E
gen yxis2=yxis/2" O- [" J/ X, }5 c/ `* O }+ u0 `3 V
- V$ M, d# Q* Z& C$ K
*yxis
c2 l* r: @5 H
0 C% d+ z9 D# C( j5 _0 W1 q gen dy240max=r(max)4 i5 T# ~4 q1 y6 ~/ E M8 Z, ]
0 S! a' Y- J5 l" {& T+ ~
gen dy240minp=r(min)6 |7 ?# V/ N3 N! h
# y) R$ {, h- i7 ~6 Z7 m gen vtt=_n
3 q( _) A/ b, F' _2 @9 Z3 G4 Y; i# |
tsset vtt
% A: f& W( p# f# i: C* d, H5 x5 d0 {2 K6 x( t( O$ F
gen ddy240=D1.dy240/D1.dx240
; K3 z* i' i) n. k( m- @5 H# J6 T8 _
3 k3 j( G1 ~, V3 K sum ddy240
. Q' ?- m2 M C4 D/ O& l: o/ } 5 o7 D% I' {- t/ H, e
gen ddy240max=r(max)
, k, W$ q# x {1 z# d3 m/ h$ n 1 p, V$ j5 _, B, R+ H- w
gen ddy240min=r(min)0 [5 r0 [5 u( Q! s
; F+ B- Q- V1 S( Y9 C gen ddy240g=ddy240*(dy240max-dy240min)/(ddy240max-ddy240min)
' v ]. k2 |5 {- m
) ^6 Z/ i4 y$ \ x' i sum ddy240g4 _8 C6 G( e8 ~/ Z, n( a
/ R z( y7 ?; K& g( F gen yxis3=r(min) in 13 K& x5 K/ I+ }/ H$ s
# t# U) H; O/ i gen yxis4=0 in 1
+ |. s+ g& l( I
5 ^) q& {% H* w! U *ddy240g
+ L0 ]- _4 w: W) b4 s6 w. U ) e3 ?7 I! ^9 A+ T- O0 R/ \& X2 ]
: Q' `1 d* W0 E+ a preserve
8 O2 @+ z0 h8 k : l* n4 O; p$ F& @2 Z
sum v5 [aw =avol]. Y7 R: g6 _' W* c! @
3 M* i7 N& q+ X* h Y, M% h- ^0 H' ]7 B keep if dx240<r(mean)) ?+ o1 I* `+ [3 `! b
, F% v5 \8 i0 | sum ddy240
0 x; I# R9 q9 _ 5 f; e: b0 Z! x- k
if r(min)<0 {1 b: `; ~, |" z/ {' r t" ~
1 I: U6 H' |* _7 K keep if ddy240<=04 E; s# D: G% L( ^3 Y2 }
+ P6 _" E# C g X9 D: ]/ y. _3 p" `
count) w! D. ^% z; Q: R: \
/ l' N: d* Z+ E) r) \
if r(N)>2 {
% @0 X2 M$ s) G+ F9 K" X 7 ]5 [( j0 E% l& L" ~/ q. ^
pkexamine dx240 dy240
4 Q. I7 |& Z7 v/ c
. i) G: x" N1 X2 _3 h local tempminp=r(tomc)
9 H* D/ x( m/ ? _ restore # i& d1 @! ]" e7 v
}
& Q( m4 }8 A" V! F ) ]1 y' b6 p$ f1 l& _1 B8 m) d
else {! I+ Z6 e6 N" {' i3 c) Y& x/ S5 V& G
: `) I0 ~) T5 U0 {7 ~+ H. Y' Z di "cannot find minp"
' z+ w0 G( _5 c
; \2 |8 A/ P6 x- D+ [# ^ restore 6 X: L+ i( n1 Q' H+ }
sum dx240
( ?) Q# U, R2 l- S& o; ~ local tempminp=r(mean)
. l1 ?% c& g. o* Z5 h ; ]2 k6 t Q# F1 `
}
5 o8 v/ w: [1 [! \, @& @ }, M. Y- q" ?$ |* u. J
else {
& p9 \8 t" m L2 ?5 }2 q2 p : m; [- O9 p) t# G v
keep if ddy240<=r(min)
- ~- A3 H* ?5 t7 e
& t [! W, c8 _# h$ b, C sum dx240! [2 F; a- Q# o, }
( M: i9 J$ A$ u* |, E local tempminp=r(min)" F# K; {# y5 U7 D
restore 7 |% b; k/ l( g
}
+ M( a$ }% ]4 L B- I4 t$ j2 s9 L# e7 _5 K6 D
# L! o, F% `) J/ T+ ^+ E- T& G- P" L7 r8 t& k& d: `3 f8 t
gen minp=`tempminp' in 1
/ X+ d: Y0 ]( p/ T& v *240 minp
T2 U5 a4 p5 K! `9 b9 [" [9 k& _5 Q
& A2 s+ e6 q% v* C
2 l! e3 V5 [4 a R; B. I7 V U preserve + Y- H. [! Z7 Y/ D6 l* W: N
$ W' F) I" ?6 ^ sum v5 [aw =avol]
9 h# J4 A6 e$ g) ^3 p0 r! a
V9 b" |$ L( F8 B. K, O1 q keep if dx240>r(mean)
3 C ]9 |7 T d% [' _7 X. v 9 p# D, L: q6 B2 s; N8 H
sum ddy240
5 H v# ]6 _ o6 |3 n9 R) U
. G8 |6 k8 u$ s% w V5 j- b+ D2 | if r(max)>0 {
+ @9 t: {; G* e/ k ! u% _! r/ g% H
keep if ddy240>=0
7 R6 M4 ~% I* d) E
! T% A3 x) W% z- t( X2 d% s count
4 s7 J# B7 U" |& M' Y3 p9 V/ U" D
; I; e6 b2 Z( P: Q( ] if r(N)>2 {$ i6 V; D( H0 r5 R8 O Z% ^
: }2 d. A# n2 K3 o* }( H& w pkexamine dx240 dy240
' f1 A5 S' S) C* |. k ' c( V+ Y) x! I+ a- u0 B' O$ M
local tempmaxp=r(tomc) 5 D9 t% P" u4 I @
restore
5 q. w, M, `7 R, l7 }4 q) m3 d }
4 V# w5 ^/ Y9 a3 x3 }# ~! k# ` ) Z: [3 @- p8 `/ V, a
/ E; L% g9 o+ Q: w9 J
else {" }2 [1 C, n" k% u' L7 I. N5 x9 n
restore
2 u* F& n$ g4 o, N( `9 m) d' A( _ di "cannot find maxp"# a4 d+ m* ~" {' E( K
- L6 O. O% c$ c. H: q7 a
) ~. B" y* C, u7 l sum dx2403 f2 J% O% ~( h* y+ E
local tempmaxp=r(mean)
$ X3 L8 w# g) Y+ i% t $ ^2 s' B2 s+ }% a. u0 p; k
}
/ K' s, c6 W. H ) T4 d* n& S+ B H
}) F. a4 ]4 u5 I
. _$ c; M& `/ V8 h else {
K4 f- I% }2 D
: v$ j; i* d5 P. g/ V/ a keep if ddy240>=r(max)1 Z' }* {8 a* u
/ t" q4 V+ H8 H sum dx240 \# z3 k6 U. U1 p7 s# g. t
# `: i0 f" e9 f$ Y2 w, K7 V. d, J
local tempmaxp=r(max)
; A/ u7 a0 a4 j7 g restore 6 i; r$ P% w# d/ n
}
8 ~/ P0 L! u0 C4 ?- `% n
0 |. B7 P5 r0 l; g. o" w6 J; X
0 ~9 A, |7 d4 ^/ x- n3 U. } 1 u3 L$ H# m8 x
0 N% C x0 E& f- }# Q gen maxp=`tempmaxp' in 1% \7 q6 \+ Z! \# K- J& e
; d9 {4 v4 j, m F+ X, K
*240maxp
7 k8 D; V4 [" D1 W* l+ G- B$ N! V # F) w; x3 V) }6 w2 L2 T
! r2 f/ t( n4 M
*-------------ddy240pminp左侧高峰值-----5 ~* P/ T7 N8 x! }
! U9 {% H: d N. H7 K& C ? preserve
% L; A+ U: Z8 G9 Y0 p C. f . I0 D6 k" k) a, ]% F: |
keep if dx240<`tempminp'3 J, t6 d$ y( V7 T* _
5 {) ?: |5 d- ]! Y keep if ddy240>0
$ ~. B) ~2 V; N& K4 P% r$ k6 [
$ k$ S# a8 K& p/ N! R count0 D2 V6 U' D! `8 ~
) y! h. u6 p% {/ m% e if r(N)>2 {
$ t- _ \! A. W7 P) ~& R
9 \$ E3 V3 f l pkexamine dx240 ddy240
( n8 E+ B% m! m* ]# F1 {
8 b4 n+ D3 j) G5 ]# r( s& X2 \' M/ T local tempminphddy240=r(tomc)
: [+ M: M0 a8 L3 F restore( \2 } Q. r' T2 ?8 N5 C
}
2 r/ ~% }- [+ k4 U
; \; N" E! o9 k, K; q* Y# \ else {
( v- X( X# L5 ?' a9 m restore
& n( w+ ~' a% w! p: Z di "cannot find pminphddy240"
6 v. {' @3 m; Q$ G! X' k9 v : }& E0 {& b" I
* i$ g7 E/ E4 s1 x sum dx240
0 v# h% F, E7 I# K local tempminphddy240=r(mean)
& p9 ?, L5 t# B: a% @
: k" M2 m# b$ }! Q* C8 L
3 P0 s( d5 f: d+ `7 W }
1 L9 u3 |% `% p' |( G# s9 t 7 B6 u. E: R. C* X1 T; M9 w( w
+ s3 ]/ V4 J1 c; C& o& Z
8 Y$ G) k; Q% I% T( v
, A* G' ]9 u+ M 1 j3 y/ {7 m2 c; W+ Q8 \
. u0 l' M( M' X$ t! m0 G gen pminphddy240=`tempminphddy240' in 1
$ v# H. [) f8 @; v9 c2 Q- R" Q( W " c; s: W3 R8 m
% q9 \7 x% g+ ^+ k *-------------ddy240pminp右侧低峰值 -----------------( d& P* g% p0 J* ~# K! H; _8 A$ X
preserve 7 u5 ], Z4 T G9 ^" F: |' s" O3 w
. b8 S/ l/ E( f3 H. V) ]
keep if dx240>`tempminp'
% T) S" c( P2 Q7 O
! V7 b) W+ R" e) A: E6 P keep if dx240<`tempmaxp'( a1 V- i- d& R
; S) x( k$ |+ p3 i keep if ddy240<0! q% g% ]. ` n9 r' z
& g2 ` W; P) N& ~3 V. A/ s E
gen temddy240=-ddy240
' h$ R6 j1 Y) b) V6 I / n) B# `* j, _( @
count: H. i$ \4 s! h3 h8 k: X
8 U8 x9 K" R, z0 r. J; ~
if r(N)>2 {
. |( s# H) U) o, z, D9 a% F+ E7 H7 i 1 z: C: m9 H7 }. O6 g6 t2 R
pkexamine dx240 temddy240$ n! H% @3 ?+ J
/ C$ o5 }9 ^# B$ I& `. N
local tempminplddy240=r(tomc); W) V% X8 D8 @, |9 @+ E d
restore
0 Z' \3 I' q% C$ i2 I i- Z }% S# o z7 c2 U" P9 N, C- y
) K' \3 h; h2 B6 e2 g0 ~ else {
& G8 D; d- b% O2 B, l6 i+ i7 J! x/ O
$ F2 q# k- a( x3 f6 Y- R di "cannot find pminplddy240"& Y2 O+ R5 f# Y/ q4 p8 T2 J6 K
restore2 h9 m" h, T- v9 D! }1 l4 w; Z5 J
- ?& B" O( f/ A
sum dx240% X$ ]) c: b& Y' j7 y; S
local tempminplddy240=r(mean)& r) S t0 P) g0 b
: x! b! V2 t& z+ P2 H# W/ z2 I9 i0 I
: Z9 [' ^+ M! a, E- X }
$ \$ @3 M6 ]! ^6 A 8 k! t7 O9 n+ B6 v
- ]8 E8 a+ o: b* x5 ^4 j & ?- @8 u% N6 p s, l
, Z+ w8 O/ _ U# d- v! S. L7 Q
5 J* G+ p. }6 {5 o4 M. \; f* D gen pminplddy240=`tempminplddy240' in 1/ U9 r! ~3 }$ C! }
- Q4 S+ h) U7 H7 i" K K
*-------------ddy240pmaxp左侧高峰值 -------------------9 _/ R9 P! P# H' b- Z$ {1 k
, X) g% e9 ]. K, Q
preserve " i6 J, a. f; C9 w* J
' D4 ^6 `' d# j3 t6 i keep if dx240>`tempminp'
8 \6 d: U- f6 O( m
: B+ L+ _4 w, m9 `5 F keep if dx240<`tempmaxp'; @0 Y, [' i) ^4 k, l: c' d! l: \3 f
6 [8 T: }/ I$ w" Y n1 ^! i
keep if ddy240>0$ M2 W8 B3 \/ ?% ]8 @1 n5 }- }# ]
count& [) u! M' }. l* N3 j4 s
# w3 n2 B5 o- T; d if r(N)>2 {
# x, z8 t# X( o! e
( G: J D3 H: P pkexamine dx240 ddy240
0 t" g* i, @+ J
3 [2 U0 m# ^0 V) m local tempmaxphddy240=r(tomc) / Z6 E4 n) ?& Z7 k! ?2 S0 U1 E
8 I2 a; C" j8 E5 I restore
; P# n9 J2 u# V, E7 V w. |9 ` }
* z, [" Q. t! @7 a8 z
5 k0 t1 y$ E* ?% n4 C7 N else {
% t( S) e9 E% r- V1 D 9 J* J2 L5 p8 K
di "cannot find pmaxphddy240"3 j6 p w0 t) b5 {0 |" c
restore
8 K. r4 O7 D4 ]. x 6 k+ y. ^* p4 g1 W2 o
sum dx240
2 i8 {' ?+ i P$ ]8 f" ? local tempmaxphddy240=r(mean)
' x* V, y0 L$ ]$ E% z- _3 A % c& ~1 a& U' d0 R* {4 A- g
& L# u/ b- \% h% ?: o, A0 M* z }
( x% U6 M* g( |2 t- x5 E4 ^ : O6 R ] A6 N! n8 c# T
, @/ l' i0 Y) R' u6 i $ n, e9 C; f/ y7 q3 V6 p
2 V( c% C1 p. B' d
. a+ `5 R$ E; m7 |* T/ |5 Y. y4 k8 O% O
$ y" G: c7 @# Q8 T7 [7 [9 A4 H) I3 K
gen pmaxphddy240=`tempmaxphddy240' in 1
/ f( U, W" j9 V
; K7 F( F0 K! x6 E T; x8 \# G* J2 Z" H' g: o2 R: j; p1 d
*-------------ddy240pmaxp右侧低峰值 -------------------
( P% P; a# r7 J; q4 [ ) \1 T0 }" h4 {* R5 V% Z8 \
preserve
- |% x1 }0 s3 j
* o2 b3 }* N# T5 _4 G- T keep if dx240>`tempmaxp') I8 x, U9 R7 h7 d
+ {( d: P8 a7 F( w$ H% ~
gen temddy240=-ddy2409 m4 n' T" Z& e& I; V
2 l ~$ H* Y( y
keep if temddy240>0
& P7 \$ f1 B+ D$ X4 O
/ V9 X$ q( s# {9 d9 V count! z9 v& l9 B) K# E& c( q% x
; A' R E7 m: P4 o/ U
if r(N)>2 {* V/ h" F/ v& h$ K# M, m. x
, {4 E4 I& T5 H, E0 m1 Y' b6 I
pkexamine dx240 temddy240% e" f# ~; M' k) }
. I( s2 Y& d( _! ]7 v% x local tempmaxplddy240=r(tomc) - O( A' D" G7 J- X- T
restore
C* D' l: ` X; ]3 h& [% N }
* R$ p0 Z- A: D. v4 I9 N K. l9 Y; y
- r/ K4 K4 L4 T* U8 q. B else {
7 {) w+ i. g* p1 ?9 U7 F6 A restore0 V/ u1 C# v, m
di "cannot find pmaxlhddy240" s6 d6 j& S6 I: O% R/ `
5 R9 J, ?! q& p0 k
5 b* a+ \5 g5 ]+ [4 h$ Q! C4 @
sum dx240' d" R$ l) j0 i' ^
local tempmaxplddy240=r(mean) in 1
8 u5 v( m3 s3 m9 Y. ^& a: \
$ o7 K' _2 @9 m1 C8 d3 y- c & T. ?& I! }4 P6 ? F, K
}
$ N. I; l; c4 q9 f; [' C ! U' y# ?# X/ t3 n' ]: P% J
/ p/ q, D# ^( t, t7 S 1 ]4 b1 q4 F0 J9 w" x2 e
p E+ K8 F$ u$ ~
" f! r. q+ [! k7 I" c, J; N
* C: m0 r1 _* Z% Z9 O
gen pmaxplddy240=`tempmaxphddy240' in 1
+ B) J: R% a F, h/ E
5 X+ O8 m6 r0 W% ?0 U *-------------------------------------
$ O+ t$ g9 p/ p0 ~
- L7 c9 Z; n% n/ j gen price5d=v5 in 1/20& e$ S4 Q' L+ I: E
- m8 @7 w+ k9 y+ U. I! l/ e
gen price5yy=_n in 1/201 K, M7 x, S$ ~) F- _
% M& n2 l' @8 _
gen price5y=price5yy*(dy240max-dy240min)/20
% Z3 ]$ R5 n% u6 a : N5 X6 N8 ?% T5 P
*price5y &price5d/ G8 ~0 \! ]/ T/ i' `7 U+ |* L
% {! Z" ]3 @% Y7 F, O6 c! f5 V
gen priceny=price5y in 13 @/ X) w1 V# v( i$ i" R
) N$ Y; u# u0 d, X, r
gen pricen=v5 in 1
; R* Y* f |1 H7 W9 D7 A, M) M, S8 L. x5 B
' O6 N+ B4 c2 B H" Z *priceny &pricen+ ^9 b( a) t V0 z
7 }; q' |* c( M }
. K1 P9 G& H9 ^: y *-------------------------graph------------------
9 V, F- B: Z0 e$ D: n9 ~ ' e; x0 T" \" ^! @( p2 Q
tw(line dy240 ddy240g dx240)(spike yxis mean240, lc(red))(spike yxis maxp, lp(-) lc(black))(spike yxis minp, lc(black)) (scatter yxis2 mean240,lc(red) msymbol(+) mlabel(mean240) lc(red))(scatter yxis maxp,msymbol(+) mlabel(maxp) lc(black))(scatter yxis minp, msymbol(+) mlabel(minp) lc(black))(scatter yxis4 pminphddy240, msymbol(O) c(l[-]) mlabel(pminphddy240))(scatter yxis3 pminplddy240, msymbol(O) c(l[-]) mlabel(pminplddy240))(scatter yxis4 pmaxphddy240, msymbol(O) c(l[-]) mlabel(pmaxphddy240))(scatter yxis3 pmaxplddy240, msymbol(O) c(l[-]) mlabel(pmaxplddy240))(scatter price5y price5d, msymbol(O) mfc(black) mlc(black) c(l[-])) (scatter priceny pricen, msymbol(O) mfc(red) mlc(red)), title("`f'") xtitle("`1'") ytitle("density") legend(off)
3 } J; o" w( t' e6 M& d5 P7 @& r' p( e/ K4 d/ G; d
* ---------可选项目----------------------
2 ]+ x6 }) b) w*(spike yxis amean,lc(blue))(scatter yxis2 amean, lc(blue) msymbol(+) mlabel(amean))
5 i% F: E( ~* x$ @8 _( m' f}
6 `5 }9 V' u% [: r# `& x" F8 W) Dend
: z9 q* F, p1 D |
|