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maodeng 发表于 2013-1-28 13:13 ![]()
9 \% B3 `8 q; z! t( U6 D. ^; Z. hello 300236
; G+ \/ T7 x* s0 Lstatement out of context
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抱歉,最近太忙了: K! R$ O# o. e
' }: D) L* d+ b* a. D. H; M1 ?7 R300236 我用下面的程序试过,没问题
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. p: o' C6 E& X& S* G4 [+ @3 Y你把 D:\stock\test\source 改成你导出的数据存放的目录,再试一试: u( `' J( S, z& i" n( Z# ~4 ~0 k
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capture program drop hello; {! p' |' D: ?9 L9 S
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program hello
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quietly {
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cd D:\stock\test\source
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2 a7 k( |0 h9 k) dinsheet using `1'.txt3 S( A' I8 F: N% W; Y& _- B
% B8 [1 l+ i/ H( e! l; f
keep if v5>0+ q. W9 ^& P; C# w9 W f8 R1 _
" Y% M/ f- G/ d1 c gen vt=_n
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* B- q C% w) B, M2 V# V, ~7 S* J tsset vt! f: l5 ~( n7 n
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gen zf=D1.v56 s8 i- x6 ?! l7 g$ H- O
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gsort -v1: Z3 I! y2 E, b0 L# k5 i4 l
4 T# N' l2 q! P3 m+ K/ ? gen avol=v7/v51 r) s- h0 A! r2 H* q5 E( m0 T
9 l3 E5 N+ N6 J2 E keep if avol>04 U1 q: w6 Z' w- V( b G
, `4 e5 M1 N- f0 \. j3 H. d4 l
drop vt: Z4 `8 d+ l. N- N4 ]/ ?" \! t, x
( Y: w" X7 h, Y# s- x2 P2 r3 _* W gen vt=_n* t" Y* d* K1 T3 _: i7 [
: o; ?0 \0 q; U8 v4 u6 {7 P1 F3 i tsset vt7 z6 M8 k4 m; A k4 `$ c
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sum v5 [aw =avol]6 p+ A5 U8 O9 R
e6 R, f+ ~; w gen amean=r(mean) in 1
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2 p* f( f+ C1 t/ Z+ o* Z * 总加权平均值 amean; a s3 \* r' f
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F, L4 \" k5 n* Z% O& b* x
keep in 1/240. A& p p# M" h6 J% u
, \$ u0 L) k: y9 G# f sum v5 [aw =avol]. N, V2 d; r, F. _8 b. ]3 [
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gen mean240=r(mean) in 1
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2 y0 U$ ^8 G- q' ? *240加权平均值 mean240/ T; ]5 \" y/ l6 l9 X3 X) b, s7 m
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set obs 500
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$ w8 W( p- y% Q t: o kdensity v5 [aw =avol],gaussian n(500) generate(dx240 dy240) nograph2 u8 P1 t2 E, u) L! Y# Y- C
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*240 kdensity(dx240 dy240)
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sum dy240' G3 b4 s( G- L
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gen yxis=r(max) in 15 }2 v1 z; }* @# l+ d8 S+ }
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gen yxis2=yxis/2
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/ B$ i; k: T1 n+ \7 `, L *yxis
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gen dy240max=r(max)
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5 s* E. q6 g, o4 [3 H1 C) l9 @( X gen dy240minp=r(min)
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gen vtt=_n. \( G+ A3 C& R5 G$ l% u& D- u
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tsset vtt
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gen ddy240=D1.dy240/D1.dx240( `- [# r8 d( E3 o( H) k2 Y& Q
# t2 G) Q y% J! s; x. ~& O sum ddy240
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gen ddy240max=r(max)
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gen ddy240min=r(min)
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gen ddy240g=ddy240*(dy240max-dy240min)/(ddy240max-ddy240min)0 V$ b6 m7 s1 U
t) B2 x7 z, W: H; X. K9 j/ y
sum ddy240g
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) K! s' e" w- A3 D+ L3 T3 t gen yxis3=r(min) in 1
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7 ]4 K' }" \( q, F) r+ u gen yxis4=0 in 1
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*ddy240g
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3 c4 X3 `# Z: F, U+ k6 O preserve
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sum v5 [aw =avol]% |0 q* v; |; \8 Y4 Q/ n4 N; ]
( w; h7 C5 m4 l4 T8 V } keep if dx240<r(mean)/ f7 m" }) [6 q' z1 L: p7 _" a; N
: X4 ^% s4 s) V$ a sum ddy2406 P# {: i! V7 r! I0 z$ \
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if r(min)<0 {
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keep if ddy240<=0
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count
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if r(N)>2 {2 ^5 u9 ~; x& W0 p5 e! n$ Q
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pkexamine dx240 dy240+ u! ~9 K4 M. i9 y1 T7 c
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local tempminp=r(tomc)
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else {
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" l0 g- d0 ~ I3 l% E9 l di "cannot find minp"# s& ]3 h- A; C6 r6 O* x
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/ K" ?: W6 ^$ j( K; Q" X$ H8 w sum dx240, x& \. e4 d! c, |
local tempminp=r(mean)
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}
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else {
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keep if ddy240<=r(min)/ J1 u5 O! i* \5 l/ g$ _3 B
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sum dx240: x/ f5 p7 ]6 d; i- T
* T3 c0 D4 R H6 i! Q7 g( O local tempminp=r(min)$ G5 H7 e* m" k7 A! H
restore
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gen minp=`tempminp' in 1
* V& v3 j* X, z }6 `9 Y *240 minp" k4 D/ j2 U% a
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x: c/ Y1 l9 ]. ?$ G, r& \ preserve 8 r0 E: e+ J. x* z
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sum v5 [aw =avol], P, U$ ]) O- a: ~* n, a7 K
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keep if dx240>r(mean)" b' u, n" d$ z/ Q" D+ _8 B
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sum ddy2408 ]! M3 H7 ^- f
/ _$ l2 z' j. r( a if r(max)>0 {) I' S$ O6 G* U7 _" E" a
& M; u* s* {! W% m! \. q1 J keep if ddy240>=0
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5 N) ]8 `( m c9 z. {: z count
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if r(N)>2 {
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pkexamine dx240 dy240! Q$ Z2 k; j5 ^2 m% Q- [
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local tempmaxp=r(tomc)
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else {- i& I9 `: Q9 T+ q" C1 J, l
restore x: l2 X# c, g V( b2 d" n
di "cannot find maxp"1 C3 \) W+ A( O1 g- S. m& ` F, x
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. W- v) w4 U0 A ]* C) Z- Q sum dx240
, Y& k8 T) |9 R local tempmaxp=r(mean)
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}
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keep if ddy240>=r(max)
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sum dx240 f. V) R- ?5 S1 W" F+ B7 Q. a. k
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local tempmaxp=r(max)
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}
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gen maxp=`tempmaxp' in 1! p+ b U$ e- ?
9 [% ~+ \1 m; L1 r7 Y *240maxp
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2 T6 e* x( p- I0 i" ~1 ? *-------------ddy240pminp左侧高峰值-----
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preserve 3 M# H0 n3 R9 g* h, Q* K
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keep if dx240<`tempminp'
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% @, v6 C: s" @8 G) i9 a' y# j/ L keep if ddy240>0. o& `4 `7 J# d- H/ Q& O
; u# g. }; c5 Z6 Z( H count
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if r(N)>2 {
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3 g1 N6 m% U$ f# i# A9 I pkexamine dx240 ddy240
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local tempminphddy240=r(tomc)
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else {
0 m% u$ M* `0 K. r8 F/ ~# ] restore
5 h l k7 `: n di "cannot find pminphddy240") U$ l: B; D t t
1 p6 }+ ^- @8 }2 Z7 i$ X
* I' R% t5 J) o* i8 o) V$ h: X sum dx240! D7 R3 }1 @; X4 S2 M# u& N! ?
local tempminphddy240=r(mean) 0 r, p: ]" U) |* s! x4 ~
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}0 u8 h$ R$ J8 E9 Q0 h% ?
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gen pminphddy240=`tempminphddy240' in 1
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/ K4 A1 o/ T$ I" { *-------------ddy240pminp右侧低峰值 -----------------4 _2 ^3 z/ J" i, M; W. d
preserve , u1 U% |+ M# U$ g+ @: T
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keep if dx240>`tempminp': i) s. R) l8 H: s& L- }7 d
, l, I1 P) O) b! h( H9 h y keep if dx240<`tempmaxp'
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keep if ddy240<0
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gen temddy240=-ddy240& z( \. X& s4 [
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count: y3 f2 R; v9 ^$ a
2 t. I" N! |! W$ K if r(N)>2 {. g9 Y( s6 [7 ~! @$ n, ?
4 h, a' w( s0 W5 X' ^, f pkexamine dx240 temddy240" J9 {6 w& \' K" {8 g) }/ @. h
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local tempminplddy240=r(tomc)
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}+ z/ L( j% v' p/ S2 s2 N# }. c9 J
9 J6 b/ a9 Z1 e5 T4 o else {& _/ E, ?3 M( L0 C, K; w- d
, W! t8 }7 ?7 L5 t v1 w di "cannot find pminplddy240" V7 t9 i N0 }$ k3 d1 Z5 K0 D
restore
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sum dx240
- K* m$ ^+ Z' x local tempminplddy240=r(mean)
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}
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gen pminplddy240=`tempminplddy240' in 1* v2 ^, L3 a# J
3 u) J1 ~4 {5 W" _' Z& | *-------------ddy240pmaxp左侧高峰值 -------------------
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& B. G% q% v; R* _ preserve
3 v" a! y- H( e% c3 v ] N: r
) a# C+ u# v7 m' T/ q* w3 P keep if dx240>`tempminp'& ?1 I- i- z' f; `
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keep if dx240<`tempmaxp'8 T: P! V" u0 Q* g' r2 _
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keep if ddy240>0( j1 V! i. _5 y3 S1 G
count% ]8 M b4 m) k! A+ }, X
5 t0 l6 U: ?' o5 s
if r(N)>2 {+ u# M: u5 a9 y
: q/ e$ P1 X) |9 `+ h pkexamine dx240 ddy240$ {5 H* m$ S+ I1 _& _5 |
! R8 w, c9 ~# }/ V v5 i local tempmaxphddy240=r(tomc)
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restore) l! _( M9 R. V8 \
}
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else {
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di "cannot find pmaxphddy240"5 c' R1 V1 d+ a; K! X
restore1 ~) Q# k$ p. ~3 P5 v" Z* C, z: V
" \" f" V$ n1 A- u7 t
sum dx240
* v1 k+ Z3 A; ?+ F- h local tempmaxphddy240=r(mean) % b3 P1 n& n4 x8 m+ H: t
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}
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& q0 h" d) e( q) r m gen pmaxphddy240=`tempmaxphddy240' in 1
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# u- x0 o" U: j/ ]1 e# p9 H4 c
*-------------ddy240pmaxp右侧低峰值 -------------------0 d$ l/ V8 K' L1 N' B; \
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preserve 7 a' W. {2 ^$ L3 ^
! @ }3 L2 j" i& R9 o9 O! l keep if dx240>`tempmaxp'
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1 a: T. T: P3 a9 c J; \ gen temddy240=-ddy2404 s4 ?5 x8 I3 U
/ k ~; o4 R, H1 k; @3 j keep if temddy240>0( n# _8 E$ v6 R
7 R( z3 T4 ]' T( W1 B% i count. {1 ?0 `# p! J8 I
. U+ k( ]5 Y- C( S# p if r(N)>2 {+ v- T1 k A s$ A6 g# P
6 L* _) b+ u' R% K$ {; L$ E1 a pkexamine dx240 temddy240
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local tempmaxplddy240=r(tomc)
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else {
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7 T( v0 z, Z0 h di "cannot find pmaxlhddy240"
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0 n# W7 g3 a4 E; j, g sum dx240
. Y6 Z6 e+ q4 d1 o) b4 d' M+ _ local tempmaxplddy240=r(mean) in 1
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; r Z C2 E: X+ G5 H7 E* N- M gen pmaxplddy240=`tempmaxphddy240' in 1$ X6 d. F5 f; \! i
+ F+ x! w- v1 P% z2 K *-------------------------------------" T9 J, e- z/ R" z6 W/ m7 _ M
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gen price5d=v5 in 1/20
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gen price5yy=_n in 1/20
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, Y" v% J! c5 F: `/ Y* ^ gen price5y=price5yy*(dy240max-dy240min)/20
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*price5y &price5d
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gen priceny=price5y in 1
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" w3 u. b3 i& V/ ] gen pricen=v5 in 1( m. U/ O% X9 P7 ^* C4 Y( F/ @
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, q6 K- N7 o' Z* ]0 E9 s( O *priceny &pricen
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*-------------------------graph------------------. ~$ F3 h# m* K3 T9 @( \' n
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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), c V: Y7 k2 @4 [2 l/ A# L# i$ _
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* ---------可选项目----------------------" D9 j f* y% e& z4 y+ k- p& S
*(spike yxis amean,lc(blue))(scatter yxis2 amean, lc(blue) msymbol(+) mlabel(amean))- b2 Y4 d0 t/ r: C$ D: I
}
% x# A) t9 a( h/ |$ fend
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