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maodeng 发表于 2013-1-28 13:13 4 v$ f k) Q, Z- m
. hello 3002367 S* ~" w6 L1 y. o# l
statement out of context$ h3 n# M6 a% x( X G7 b
r(119); ; D& A! m0 d8 u# N, I) z
抱歉,最近太忙了; |, | F! w8 W4 q" f$ i" b
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300236 我用下面的程序试过,没问题
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9 H& H" k0 z' _% H你把 D:\stock\test\source 改成你导出的数据存放的目录,再试一试
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# O) c. y9 K' m V4 y! A1 m" W. h$ vcapture program drop hello) Z8 v1 E0 x: g$ P( C3 r6 q' r* i
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program hello7 |0 i: I# A; L* P! _3 ^
) [) F8 D# }/ C8 Z7 O% | quietly {
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clear
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cd D:\stock\test\source9 l( T! n& {2 P Q
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insheet using `1'.txt
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; i6 v( r7 u, p' O keep if v5>0
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4 }% s/ ^! `9 Y: j: A6 y+ ? gen vt=_n
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& F& }7 k+ H0 R: b+ u* v tsset vt' U, c7 J: r7 ^$ ]7 m
. G5 a6 ?% e! U: z* S* e gen zf=D1.v5% @' E: k! Q4 H' b r. u6 b
1 V3 @% K! o4 N1 N0 I: e, C7 V+ r0 U gsort -v1
9 @, a- X' i: |5 o$ q$ c+ v7 ~- {
gen avol=v7/v5
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4 Q) U4 b; m, u' ~6 u9 U keep if avol>03 x% d- A* }3 t6 M) j7 m, l
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drop vt$ O0 @, k8 _/ B( Y1 ?+ z( v- _
8 `; v: R: B8 v3 e+ n, s gen vt=_n; \# T5 f7 p) Q/ f3 t9 `1 f
( y W6 J) {9 ~7 t; l9 |" a
tsset vt: Y1 E/ ~4 m2 r7 W* F
( ^$ X. A" f" U4 M" p sum v5 [aw =avol]
Q# v: H8 C8 a- z6 i+ }/ q9 P. y* B
gen amean=r(mean) in 1
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* 总加权平均值 amean' b2 L8 y/ l; R, i0 x; m( F. a
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keep in 1/240
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" @" I2 O7 ?2 R8 c+ ~ sum v5 [aw =avol]
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8 U8 f3 ^; Q# M- _0 e! a gen mean240=r(mean) in 1/ z$ o' C* m6 h; I" b& V" h
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*240加权平均值 mean240
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) x h2 t/ A7 s5 ^* N% X8 b) y set obs 500
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6 }4 ~/ R+ _/ l. ? kdensity v5 [aw =avol],gaussian n(500) generate(dx240 dy240) nograph7 i" J8 \5 ~! A8 V+ f6 A
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*240 kdensity(dx240 dy240)
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3 e5 r8 b: E4 \ sum dy240
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/ F# |# F7 F% E) f) G! A gen yxis=r(max) in 1
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gen yxis2=yxis/24 H& o$ l/ D4 Q6 Y' D6 S
! @/ {% G* l% A6 C *yxis
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gen dy240max=r(max)* M& r/ O% M: C
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gen dy240minp=r(min)
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5 I( }4 q) t. h! ^% X3 U1 l) n gen vtt=_n4 r4 X7 r. Z3 q$ O
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tsset vtt7 `& O+ W, p! e' ^6 \7 S2 G
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gen ddy240=D1.dy240/D1.dx2407 }7 u y# o% L0 {; d& `" i
, [7 `0 d, H) M# v) g sum ddy240
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gen ddy240max=r(max)$ w% V1 m7 ]" [+ E
5 E6 A: b+ D9 K3 P; {7 M gen ddy240min=r(min)
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* I) N3 p8 C+ U: Y+ | gen ddy240g=ddy240*(dy240max-dy240min)/(ddy240max-ddy240min)4 n Y, r. v* O$ n& H" T
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sum ddy240g
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9 z' J( B( Z1 O) {) | gen yxis3=r(min) in 1
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gen yxis4=0 in 1
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*ddy240g
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e8 L0 I5 y3 A5 [8 u preserve
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' g p, }* s- j/ @9 G sum v5 [aw =avol]
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keep if dx240<r(mean)9 F0 i; ^, m1 j4 j
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sum ddy240
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if r(min)<0 {
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) d8 ]( x6 U4 ^2 h4 Y! V0 ? keep if ddy240<=01 D0 ]7 {8 \( i: J1 ? U0 @
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count
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if r(N)>2 {
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pkexamine dx240 dy240
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local tempminp=r(tomc); `$ H, E- t8 E
restore
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# i6 ^) ~3 ~0 C( _* X Q else {
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r! q! u# h: j/ K! I di "cannot find minp"( `% x$ Y! ^9 O7 W' {# ~
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sum dx2407 x2 y# |5 `! b" ?/ T9 s4 d7 L
local tempminp=r(mean)2 k1 h9 z" @+ y* m" B
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}
; O! ~; `' \3 I% ^0 ] else {
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" W7 d0 K; l% C' \7 P- P keep if ddy240<=r(min)# t- C+ y( ^. K/ U' {, H. T
- T: k, r7 K9 o7 F' r sum dx240
- ^- t& e2 S6 I2 j1 q
6 k! {" n2 p& o) b* D- d' z- n# d local tempminp=r(min), d$ H. a6 P9 c3 J- W3 a- N
restore
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gen minp=`tempminp' in 10 U/ R3 t- {% F
*240 minp. o) v2 x& v2 r2 k. R3 A+ T: D
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preserve ! P1 \' I0 |% |8 [( K
! W) Q: S. [7 q1 a sum v5 [aw =avol]' V; a5 K4 m2 V* M
7 _+ T* J5 j" V keep if dx240>r(mean)0 b" ~+ e7 s* q7 r0 ^( L
) |! `( G. E1 i1 p! l sum ddy2408 G; k2 _ s; V
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if r(max)>0 {
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' d4 A/ h3 [2 E1 H" @- { keep if ddy240>=03 X- R0 O6 N: i+ D& @
$ I0 U L+ I* o9 G count' P4 `3 L+ ~0 i9 j( I3 p
# S& v7 a: I$ e5 i
if r(N)>2 {
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6 C3 j; K( ~: \% N3 U8 y pkexamine dx240 dy240
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* C) t. u& z/ F) |+ C. ` local tempmaxp=r(tomc) 4 ~/ C8 F" p- H) E8 |
restore 2 |- ` @( @2 B% P/ ] p. K
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+ l8 ]7 g8 z! \' p$ i7 n else {/ w/ C+ V$ z& d! o H9 F h8 e
restore
3 F6 ]. {# S: U* B di "cannot find maxp"/ m& E' C; j& @' y! l- Z9 V
+ _* J1 _5 O4 L$ w2 Z
& Z1 q' R% h$ X: Z0 p sum dx240/ P( `$ E- k2 j/ ]; J8 u' j
local tempmaxp=r(mean)# E7 f) C# B" l. w1 B: t8 T
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else {$ g$ {- k: [* J6 c7 L5 f/ F3 u
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keep if ddy240>=r(max)8 Y) B% m' q/ [' h* a
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sum dx240" m0 o9 Q6 g! K4 u3 ~1 p U
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local tempmaxp=r(max) 7 m9 p6 N8 v4 z, { E* \
restore
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# L' L+ S& q( [, ?- X$ ?2 Y gen maxp=`tempmaxp' in 1* Q7 U, X5 h" J A) b
! V, `9 y/ R# x$ G8 I9 U *240maxp- U9 e' L& @; ~# t; w9 V+ ^$ }( v
% Z5 k2 z7 e2 P4 {
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*-------------ddy240pminp左侧高峰值-----
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preserve
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# `: U: L! @, T: o: e R keep if dx240<`tempminp'
% _+ F" M5 }: \: ] % U! o7 }: g% a' Z# }
keep if ddy240>0% p/ @ B0 n7 I1 ?; U1 T4 Z
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count
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* ^- ^9 H7 U# U# {/ V' I4 W if r(N)>2 {
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! b ^, a& N; S pkexamine dx240 ddy240) p, }3 l* K' [
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local tempminphddy240=r(tomc) " X* b$ Z' E: G0 H8 ]# c0 \0 J
restore0 e% F- x) Y3 L- n
}
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else {; H w$ v' O3 Z& O/ |6 L
restore
7 Q+ T! { V5 w+ t% y4 ^& X, k" y+ W di "cannot find pminphddy240"
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sum dx240
0 j8 j9 d# ?4 d% ?$ @" u( h) ~0 W local tempminphddy240=r(mean)
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2 V1 V! n6 U, s( K' Z }
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; E4 z) m* X4 l3 t5 F9 e gen pminphddy240=`tempminphddy240' in 1
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7 _2 `/ o! Y2 W- y *-------------ddy240pminp右侧低峰值 -----------------6 [/ @% p! [6 x2 n3 j F& ]0 s( D
preserve
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% r y2 ?6 Z5 ^/ T keep if dx240>`tempminp'
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6 \; _5 K4 m9 t% v keep if dx240<`tempmaxp'& |* |0 g0 S/ t9 z! h
! H; H7 H8 i$ [9 l$ l! g
keep if ddy240<07 m) |- u' Z+ H6 G- U6 d1 O
4 ]* ~5 E( a5 F! a. ^# g# L. t gen temddy240=-ddy240
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count F0 y6 L7 r5 ` h' P0 y* w
1 Q* p1 ~8 t9 t if r(N)>2 {
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pkexamine dx240 temddy240
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local tempminplddy240=r(tomc)
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else {
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di "cannot find pminplddy240", U' l9 P8 S& u0 n3 U& J5 P
restore
: I: q+ p% u' \1 Q " |( D. v& f- o9 O$ p" ?- N+ m- X
sum dx240' [" l7 Z; z+ C& e8 _- c& k3 D2 ^
local tempminplddy240=r(mean)6 S! _! ?4 j6 Z: O2 S
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E8 }. u; ^5 x0 s) }! o i
) M/ _) E7 I$ W: a gen pminplddy240=`tempminplddy240' in 1 L( \, A; L0 n5 ^
" @7 @3 O8 |. S( p& V: ] *-------------ddy240pmaxp左侧高峰值 -------------------
$ Z( ^/ ?+ ]. W1 ~) Y+ _! d 6 O3 ?+ ?% `& J$ C1 L0 [* L6 `/ i
preserve
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keep if dx240>`tempminp'
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5 N8 d" `3 B4 p5 q* [) [ keep if dx240<`tempmaxp'4 k0 l; p1 l4 ]: ?7 _: W
5 b( ]# d2 ^/ n+ v
keep if ddy240>07 e9 |6 `3 Z0 w7 T/ a# m5 W
count( Z8 h: m9 @* d- b- v/ O, O
) m3 |. G$ Z8 ~# ~ if r(N)>2 {1 o4 i) `' V: N" h9 {% {. Z% j
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pkexamine dx240 ddy240
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local tempmaxphddy240=r(tomc)
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restore6 I" ^# ?/ n) `- w) n1 f
}
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else {
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di "cannot find pmaxphddy240"
1 ^, C; ^8 k+ y+ C# c restore! W( e3 g# T: C* e7 @6 F
/ F3 e5 N7 @+ K/ O sum dx240& `5 v* R/ t+ R
local tempmaxphddy240=r(mean) # k6 @# z" N) e0 {! y; k/ l4 N! T
% T, A4 Q" g" ]6 P
& v: X1 d+ x1 X( |% Y) x9 w }
+ R6 Y! r% F$ N5 L$ @ - ?8 a0 l6 o7 i3 i. o
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4 [- _; l$ Q' k. A
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; Y8 U: k# q7 Q2 g2 n- l, l gen pmaxphddy240=`tempmaxphddy240' in 1
7 P+ N3 N3 [" N8 D/ ?, U 9 m a% w7 s' l2 r6 d/ g
K! L9 e2 o/ u L6 l
*-------------ddy240pmaxp右侧低峰值 -------------------' x4 Y" l, `6 \
% V* b7 y4 v/ B7 P$ `0 s preserve
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keep if dx240>`tempmaxp'
- _# I; e3 j1 W# v l$ A
% @* d) g9 |# D1 W4 K gen temddy240=-ddy240" q( J! b6 Y/ @
. j: S* b" G1 U& B keep if temddy240>0
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count
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if r(N)>2 {
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pkexamine dx240 temddy240
. n# e5 L! x- N) S) y% }' D9 n0 `
; {+ S- L7 w* Y: n% N9 c7 O0 L& S4 e local tempmaxplddy240=r(tomc) $ Q. @3 n* M6 M% \, b6 K
restore
- {' Y, a% Y# {, z" I( b! }- g- Q$ ] }
; V) r6 h' Y! m0 c
9 L4 [, Z) e f6 B. j D5 S else {
1 \* h" p9 m3 m" Q* ] restore
8 X6 e: H6 n8 |; c* { di "cannot find pmaxlhddy240"
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# K9 H$ W* Y+ ?3 Q+ |) I. `
1 i! r; b7 s* S: ] q sum dx240. N5 f1 K1 w y
local tempmaxplddy240=r(mean) in 1! E' |$ h$ @( {0 Z, a
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}
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. V5 @' L$ W- r! j. f8 } gen pmaxplddy240=`tempmaxphddy240' in 1$ C6 m' V# o7 _! S% B# W% S9 F# G
, O. N+ m9 ~# w& L" T m. p% B" B *-------------------------------------9 F9 \( { e' }/ ?! B
/ [2 N. F1 J$ K9 d$ p3 N gen price5d=v5 in 1/20
# S' t* F, L3 {9 K* [( P7 Z " S9 R9 ^' H: m! [2 X- ?
gen price5yy=_n in 1/204 \: l2 a! X# a9 h
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gen price5y=price5yy*(dy240max-dy240min)/20
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*price5y &price5d
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: q7 G6 I: _0 ?4 i+ v n7 l gen priceny=price5y in 13 f7 i4 a. y$ h
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gen pricen=v5 in 1( N2 V: [1 h! ]6 f9 ^7 [' K7 v
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*priceny &pricen5 L. k. [' X- Z2 ]- q4 R
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*-------------------------graph------------------5 x1 s! s. j3 p
0 M7 h1 [. u3 N" `( L: O 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); H: g& f- i8 H1 E# ]: @; [
$ e9 s' U, e( y' Y* ---------可选项目----------------------0 x: W& a2 k6 W5 j; g
*(spike yxis amean,lc(blue))(scatter yxis2 amean, lc(blue) msymbol(+) mlabel(amean))+ c# ~" u5 _, s5 P+ `1 ~9 ~+ n7 p7 d( }
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end
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