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maodeng 发表于 2013-1-28 13:13 # B" i- v" m5 Q: ]* N4 M
. hello 300236% v, e& D/ b( Y% Z, I* {! g
statement out of context
0 G8 ?4 i; M$ Xr(119);
# z6 [3 q, f' K2 ~抱歉,最近太忙了
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300236 我用下面的程序试过,没问题" |. B! B5 q: m
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你把 D:\stock\test\source 改成你导出的数据存放的目录,再试一试5 h3 h Y5 |& y( U
+ m8 {* V& [! ]) ?, tcapture program drop hello
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program hello2 ?: [2 |) Q5 ]; k# l3 R
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quietly {
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/ O. Z7 V$ N3 `) F8 D% T# w: }0 Uclear
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cd D:\stock\test\source0 D1 o: E# I4 x' H7 P3 Y& S" S
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insheet using `1'.txt
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; R4 ?; Y! x$ ?4 n& X' _ l keep if v5>0
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gen vt=_n: | X# n7 g+ }' ?
" b8 X p# L( R$ L& p% V) G% p$ K0 H tsset vt
% s. V$ j" _* d& l, V
# V0 J$ ?+ t) q( @1 d* u$ a' _ gen zf=D1.v5# I- a8 C+ e: J; g- y8 s
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w9 z, T8 q, F% Y: s' }+ \, k2 v* z# c6 ?
gen avol=v7/v5) C; L" O7 A1 V
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keep if avol>04 _1 [: @+ V, b& `3 U
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drop vt3 \4 l% w1 E0 r
$ T0 \' g) x4 x0 W gen vt=_n
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6 h4 [! ]0 G1 q" n tsset vt
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5 y" M, x1 j2 L sum v5 [aw =avol]9 B( N( _5 Y M/ `* J
A' J1 T) E- v! j2 Q' S' z gen amean=r(mean) in 1+ C0 Y+ l4 O$ }
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* 总加权平均值 amean, E3 D$ v" d' b2 ~% Y
f# e, E) X. ] 7 _* M: n* `! }/ Z5 y* F
keep in 1/240
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sum v5 [aw =avol]' W. T8 i4 t. j! [6 W- b# G9 ?' @) S
& C6 B2 u1 g# d- }! S- M gen mean240=r(mean) in 1
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$ D* e J& G q1 d0 ~$ Z0 A *240加权平均值 mean240
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/ q" {# V& v" S3 ?8 @" f" h# ^- Q set obs 500
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0 \, M( E5 g9 U, c kdensity v5 [aw =avol],gaussian n(500) generate(dx240 dy240) nograph/ z( P" d0 c7 ]* K; k: Q
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*240 kdensity(dx240 dy240)' B3 T$ I; G. {4 g+ m: W% J' d' M+ r- Z
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sum dy240
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/ t2 I7 G8 T/ K" F2 m# O2 Y gen yxis=r(max) in 1
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gen yxis2=yxis/2
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*yxis4 F( X! X1 ~: E7 A) U
# P4 b$ i5 V; D gen dy240max=r(max)8 V" ^9 m) B1 o8 q+ r( r; y
% s- v' {2 F- ^0 m3 C1 ]
gen dy240minp=r(min)1 D, y. r Z( S9 b Y1 a0 e$ f
; Y. }% p, Q" t% n3 c gen vtt=_n
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. s4 y) ?; G$ K5 j tsset vtt' D) w6 G0 U; d+ K( |
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gen ddy240=D1.dy240/D1.dx240
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sum ddy240( j9 M; S. h" h& L, N5 x
- Q1 g4 k8 J4 X6 ~9 l& H gen ddy240max=r(max)
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gen ddy240min=r(min)
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gen ddy240g=ddy240*(dy240max-dy240min)/(ddy240max-ddy240min)) N/ X( }0 e/ W4 Q% n3 K* r
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sum ddy240g2 Q9 {$ [$ h& Y
% H. ?1 ^1 |" x/ q; s( q gen yxis3=r(min) in 10 w U7 U+ B0 u4 v
6 _$ I3 B: \' M gen yxis4=0 in 1( `1 P: w) D) C4 X
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*ddy240g * h/ l; l) b. W- G6 N7 P
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preserve * M0 o0 v- S) S# k; ^+ m% e* c( t0 _
8 h5 k- t+ G( ], z- ]! Q* O" `/ Q+ _ sum v5 [aw =avol]
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keep if dx240<r(mean)5 T+ d7 }5 c6 U, z4 _
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sum ddy240
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if r(min)<0 {
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8 }' S1 W: Y, u keep if ddy240<=0. v- m3 v1 b2 y5 l4 p- u& Z' q( n
& z, |$ B* E `4 c4 Z0 g1 z count+ M/ L! u9 p* p
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if r(N)>2 {
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; q+ |: n+ m6 Y, Y( F4 v; g: a pkexamine dx240 dy2406 q( B' Z8 R) ]8 Z4 {& m; o& w
: o! [' T1 ]5 F local tempminp=r(tomc)
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}
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else {+ d) q) P) }5 q, ^3 i( s
' w% t, f& ]$ r. t6 G; B4 K! T5 K di "cannot find minp"2 L& d- r: {9 E
% s. E1 r$ t3 Q+ [! S1 W restore
9 g% _9 E0 b* Z6 a( p: x' ?" w sum dx240! R% H6 D$ g. h: p5 }7 e
local tempminp=r(mean). _' c: Y4 q1 _2 e; S& K
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}
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: a' G- c1 t1 }: V# l4 t keep if ddy240<=r(min) C8 ]" p$ d9 I* G, p8 l
" E; X3 g/ x- Z, s9 w sum dx240/ Z7 Q- }0 J8 D. [" h+ _
- r/ {" ?4 ]% N, L( T! }* P7 l local tempminp=r(min)
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gen minp=`tempminp' in 15 Q' W" V; Y* i6 v% G$ A G! I
*240 minp" j5 z. |' G2 L
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% D7 j5 i+ T4 ?2 l0 ?( c& E1 Q) v preserve & G: M; Y# K9 x$ }# z" I8 g' I
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sum v5 [aw =avol]6 ?; B. _. L8 d! T4 r1 D
9 B4 x1 y5 n: ~( g keep if dx240>r(mean)" m0 D* N* Z* F1 E2 r
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sum ddy240; Z; T0 p0 n8 Y+ V: c: I/ p' A% o
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if r(max)>0 {
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/ b" n( k# j, | keep if ddy240>=0
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' N$ h# R9 ~/ _5 F count; R& Y' Y7 |6 p. d! l% p9 D# Q6 `
5 K/ | O1 Z/ _2 z/ ?4 O- R T; h if r(N)>2 {3 A* m% R3 P1 A& A; Z2 W
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pkexamine dx240 dy240* l. j p ^5 H2 H
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local tempmaxp=r(tomc) O% x# D0 {9 }) A7 L
restore
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3 {2 e0 E$ R9 X' G7 [ f6 [ else {% w+ ?3 c' O ~3 g; P
restore . q+ y7 M% A) ~% a, }9 a
di "cannot find maxp"
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sum dx240- C/ \2 Z U6 G( r% v3 S. \5 ~
local tempmaxp=r(mean)
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}
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else {7 n7 h# r- J, @# A6 C& t
2 f- e/ ^+ }2 | keep if ddy240>=r(max)! r3 _+ v3 q+ @9 ]
) s! V( T% u3 x7 Z u2 S sum dx2400 z' ^1 X( m }' O! a0 P
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local tempmaxp=r(max)
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gen maxp=`tempmaxp' in 1( g2 V `( A5 i1 \+ u
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*240maxp
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0 g" K; Y3 \& p' y3 H! a" w *-------------ddy240pminp左侧高峰值-----
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preserve ) u3 C2 R' h% Q Y" d, X
/ j8 \( m# {: ?' q# M- }0 V keep if dx240<`tempminp'0 q# C% g3 H& W$ B3 c
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keep if ddy240>01 Q' R5 f0 l" {% z6 W& c& E% {
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count
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; N6 F; ~' Z0 [2 o" q" |; `" {8 j if r(N)>2 {( G" x) ~+ E! m
, \7 ^* P W( w" C; q3 X5 A! C3 A pkexamine dx240 ddy240
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local tempminphddy240=r(tomc)
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# R) [ d- C: d: T' c else {& Z4 J7 m5 U9 R( ]# p- h& ], l9 U
restore ' j4 u; ?& k- p8 l- y5 k! j
di "cannot find pminphddy240"
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0 ` H% {( o6 y7 k0 f5 i9 ? Z sum dx240. s7 j8 k9 t. ]9 d
local tempminphddy240=r(mean)
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}
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gen pminphddy240=`tempminphddy240' in 1
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# w4 t4 g/ ]' ^% @& q5 u- o *-------------ddy240pminp右侧低峰值 -----------------
! U- t% K: Z- ^- } {* ?% D- y* g preserve
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keep if dx240>`tempminp'
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4 _: y- T6 d! h+ l& d; K8 w' F keep if dx240<`tempmaxp'
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keep if ddy240<0
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gen temddy240=-ddy2405 u+ C8 D+ y$ I0 I* S; r
) m7 y U. {- R c5 V& x count
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0 c" `6 v" C- e3 O) k& R2 @. u if r(N)>2 {- e* |/ d! m0 L6 s% x* ~3 J
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pkexamine dx240 temddy240& y* Z( k Q' c5 q( {
, J% D( l8 Q6 L/ V4 ]3 X0 P$ V local tempminplddy240=r(tomc)
" a% p3 P- A7 Q9 z9 I restore" S: q8 E {, Q M1 j7 ^' W
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+ a4 |; q) _: z' i- z$ y else {
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0 C# X' y% s) ], }7 s$ M4 p( ?( v' u T di "cannot find pminplddy240"
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/ v/ M# a& u- }. b4 K% M2 h sum dx2405 w1 G6 C: W1 b3 A# M7 D
local tempminplddy240=r(mean)
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1 {$ j. ` K# [2 L
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gen pminplddy240=`tempminplddy240' in 1
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*-------------ddy240pmaxp左侧高峰值 -------------------4 r& M3 {/ z4 x5 O& k5 l
d9 |( w3 G3 d% o! L preserve 9 U& ?8 e, q+ Y" L9 Q3 I9 n& ~
7 b( _1 j0 E/ \& D' Q: t$ Z keep if dx240>`tempminp'
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& t. h7 n" J& B% z* w% _. M* |% [ keep if dx240<`tempmaxp'
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keep if ddy240>02 H; U6 K( c0 C% T
count" J5 W; E- L+ a/ O) G
: V" N+ ?0 e+ k5 t+ ]: a8 F# R9 O4 ] if r(N)>2 {4 `7 D9 c' p; }. S# ^
, C% H+ A: ~: J) V1 W+ t pkexamine dx240 ddy240+ ~# r$ s# C8 @3 @1 a) D
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local tempmaxphddy240=r(tomc) ( f' ~* h" c- j1 A! c
0 j a1 L1 Q" U. M7 R8 X restore
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- ^7 |- X5 n6 B) S else {3 z3 |) H. o1 X# D
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di "cannot find pmaxphddy240"# H6 L1 z k4 [. Y; T6 J
restore3 i4 M3 c2 A# m% p& w
. k2 `+ R1 c! J! J! x8 r: h; p$ v4 r sum dx240( C9 g, }" `2 R6 q, f/ k4 ^0 g% C
local tempmaxphddy240=r(mean)
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! r& r2 X7 ^; ^3 R5 K S gen pmaxphddy240=`tempmaxphddy240' in 1$ T1 R) M: b5 `0 s- x2 U
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& D( G8 y3 I$ H8 X4 Q/ Q; [; F *-------------ddy240pmaxp右侧低峰值 -------------------, @( R E, K: p
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preserve
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keep if dx240>`tempmaxp'% i! s2 E i0 D
- x; G x" e4 v' z gen temddy240=-ddy240
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keep if temddy240>0
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count
# [$ P' d2 l" L# ?& Y
& U4 M: `9 @' y$ U% c; F if r(N)>2 {
9 \5 |8 ?) N" I# s2 f" D$ Q
3 P& k$ Q+ p8 J* f. r pkexamine dx240 temddy240# m: v0 E" v: Z$ X2 q
+ e! r2 @; H0 l K$ L% v; i
local tempmaxplddy240=r(tomc)
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}
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else {+ ^3 q. n( u- N' C9 r) M# q
restore/ Q- A' X g/ Y+ T. g* X1 o& y: t
di "cannot find pmaxlhddy240"
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3 @. X# I2 V& y G4 X sum dx240$ s% m2 B9 y$ ^5 U: O) Y! [
local tempmaxplddy240=r(mean) in 1: A& E9 T; R3 P$ Z
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gen pmaxplddy240=`tempmaxphddy240' in 13 t: K9 c, N" @
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*-------------------------------------
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x( `; B7 X) W8 l: I' e4 p# l gen price5d=v5 in 1/20
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* T" ?5 _9 n5 Z% m gen price5yy=_n in 1/20
' z9 q2 p2 Z" V
1 o/ P$ D& y' R" V gen price5y=price5yy*(dy240max-dy240min)/20
& t: u: p) u* E $ {) \5 w1 {, t9 [( P
*price5y &price5d" R6 b) s& M7 A
U; ^3 k" f9 n0 M gen priceny=price5y in 1
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gen pricen=v5 in 18 S3 x6 H, E4 e+ r4 n: ~2 D" V
+ [, g( U' K2 v
5 A) {+ K# z' Q1 D *priceny &pricen7 G6 {- `3 z" q) N3 ^( ~! n$ ?9 N$ w
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*-------------------------graph------------------
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' C$ `+ Q+ }5 Y- H7 K 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)5 g5 _/ }( P M/ U2 g$ h
# ~" K: I K% m. `& A; C* _+ m& c* ---------可选项目----------------------" ^$ w, E% A+ b$ c
*(spike yxis amean,lc(blue))(scatter yxis2 amean, lc(blue) msymbol(+) mlabel(amean))& _+ w& _8 y4 S8 B# {" ]. t
}
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