|
|
maodeng 发表于 2013-1-28 13:13 ![]()
$ l2 x v+ m- ^+ y. hello 300236
1 t2 H" ?, x% |) nstatement out of context
0 t! v! Z0 n* I) u( Z# E7 t5 a- zr(119);
7 `; f6 J; I% p$ g抱歉,最近太忙了' @% y6 q7 ?1 ]0 s3 p( v% v
: c! T6 f: y/ S+ S7 p300236 我用下面的程序试过,没问题
: S. ]0 P' i# O+ m( g9 v& q1 x" V# P4 ~, T1 O; x, J; R' r$ n
你把 D:\stock\test\source 改成你导出的数据存放的目录,再试一试& ^6 v0 n; J" j
9 j9 p' T; h3 B# `5 U
capture program drop hello
4 M# I# F0 H8 E6 D1 U/ B' D0 a9 K% F! Q' c, G! p* r
program hello2 r( S2 ?9 {5 r6 A& i0 e+ C) M
3 I& R3 t/ _. b3 F
quietly {
$ t' u& O" m3 h5 j5 m
/ }2 o9 J; ?) O) J6 g* G+ qclear3 S$ o) ?- C2 m5 }0 r& W# b1 f' }* h1 p
7 C( s" T" M0 g B- |/ c# lcd D:\stock\test\source+ B( \! q6 t7 K$ f, z9 Y2 V
+ A3 p/ |' i7 U( K Yinsheet using `1'.txt" T1 B4 i5 h& R, l9 f
" M( h& V, m4 i8 A keep if v5>0
1 i! D6 _1 G* _/ V5 ] : a# G. s1 w' N; e
gen vt=_n) K; s; m1 J8 h5 \5 O9 X
. j( ?; A5 \6 N0 X
tsset vt% F; o/ E* e9 Q. r& F2 v8 A
v1 @8 D: Z' |6 P+ z) v; X/ j gen zf=D1.v5 e. d, f/ l, d4 }0 }
! ]& F9 e0 Y. \1 [ gsort -v18 d# y! g9 I7 `! q6 y! m
W! |! K3 x3 M gen avol=v7/v5/ C) j0 ~. \; r
: J: x' ]+ B! {, s, ~
keep if avol>03 a0 H( f: H7 [3 j& P Z
/ H) |2 ~( O9 v' E/ X' v
drop vt
8 f1 n7 ^& a! c, j5 {) t + y# F6 J5 ]9 [9 k0 U$ g6 r. g
gen vt=_n0 M8 `& `) I: Z* L
7 a* ]8 y" b7 n! O0 R tsset vt% r* ~0 I; u' \% H
- c, d/ f+ \' Y. f1 D$ z% q4 R sum v5 [aw =avol]# E! {7 O( u) Y! M* S6 x( n, ?
9 y6 s) L* U( j! R7 j/ J
gen amean=r(mean) in 1
8 c# D# [: E. @4 H9 I
% x4 q+ x) r4 x: @$ M# S% [ * 总加权平均值 amean' B9 Y( Z; u/ q8 r
2 {/ D( M8 o' j' o2 m
1 E( x; g6 T) C6 U+ ]! [* ]
keep in 1/240
& }" W9 \" ?$ A# N, _0 O* v7 J) y, a% ~
sum v5 [aw =avol]1 a6 Y/ `, j# B n$ m' a) a
+ F* L7 g: _$ T4 M3 h3 J gen mean240=r(mean) in 14 \1 Y' b6 \* u0 N% ~& P/ h# A$ j
% o( ^1 C; J$ U
*240加权平均值 mean240
. I1 I7 m1 z' b$ k/ r& w R+ Z6 Z
! l7 q4 Q0 f1 m8 S: X! d set obs 500 9 {. f' W ?- E' n
9 A9 m" v( k8 l6 c kdensity v5 [aw =avol],gaussian n(500) generate(dx240 dy240) nograph6 E" t' ?: _3 b/ b
* i7 z" E8 h4 y/ {9 h0 Z) ]
*240 kdensity(dx240 dy240)7 x" c, i- C! L+ {
: q/ S4 l! S0 B! m, w* m; X sum dy240
( x. g- [+ x3 o
# o0 S' u9 R* } gen yxis=r(max) in 1
( o7 f" ]6 Y: I4 V - g; v! Y' A, {$ F' J; {/ x
gen yxis2=yxis/2
: i7 Z+ O! m. ]' l" A3 E& W
7 t# {6 c# x% `8 l7 M *yxis! D# `7 z$ S6 h! w+ h- G# @* M* D a
' v9 y7 ^, o, l" }
gen dy240max=r(max)! l+ r4 I! S& O ]9 a* q% W9 O6 F
8 h7 x1 R Q$ p$ U: ?/ s+ U$ U
gen dy240minp=r(min)+ |. A0 I, Y& A; P0 z1 F) y
) S2 N$ t, C" L9 B! S; a
gen vtt=_n0 q3 ^! a! ?6 ` i- `
- N1 i: S- k y# {3 b5 H/ w tsset vtt
# v" f; Y. m% R2 C2 X; N
( N: H9 Q' l4 U/ u6 \) r f# O6 p9 ~ gen ddy240=D1.dy240/D1.dx240- B0 u; {& s& z6 u( U$ L [. Z
- V3 I& H( Z! I/ @0 ~( l9 `1 \9 E
sum ddy240- T. b* l; S+ g3 q1 M Z
/ s* Y( o0 X0 z3 H& x; K6 ^
gen ddy240max=r(max)
/ C# f8 x7 m/ @/ l4 k& n 1 M8 [( l- I# i+ Z% s& q8 D
gen ddy240min=r(min) s0 j' {# m. g d5 v: n. j
6 n5 X; q4 O \
gen ddy240g=ddy240*(dy240max-dy240min)/(ddy240max-ddy240min)
3 |# j1 G/ P0 y- P& K
3 u( G I" B7 d+ M* G% W5 T0 V5 A* i6 F sum ddy240g0 g0 b6 S% o) h) j
) h# _2 W- `4 @1 i2 ~+ w6 ~
gen yxis3=r(min) in 1
" ]+ |: v0 ~: _) t* e/ i
7 S$ Q9 O/ N3 _7 C J gen yxis4=0 in 1
+ U: E% ?# p) g: t. D: T6 }1 v 7 l. X8 M: _. E% C7 {/ w# g+ F
*ddy240g / C( K, |' O6 f z6 |# e" j
3 V, n* ?' u; U
, l/ x# f9 @$ R1 N5 G preserve
?" m# {, C# L! r0 c5 s
- q2 x5 o0 D# a# y sum v5 [aw =avol]
. w; \ y; I, C ( c: F9 B8 V7 r9 t+ n
keep if dx240<r(mean)
: o* C& |4 N* o1 h. [
! E5 r2 O+ c0 V( r0 Y5 G sum ddy240
! ^( y6 i2 z7 z2 c A+ `7 H& Q
8 T5 q* U' @# f- j( d& } if r(min)<0 {* K4 d+ |8 ~2 Y8 K+ n. A& j$ e1 O
6 \4 l" B5 ?$ r$ l3 Y' a& r
keep if ddy240<=0
% E3 N; e2 d+ j7 n4 Q g
2 V3 p' ?: |( N* }/ [& d; } w count# k, @0 ]$ u' s' _
/ n- U2 k) r1 N6 v- }/ ^5 F if r(N)>2 {
! i2 C M( u/ Q" D1 e3 w. A 4 L3 N5 ` y# M
pkexamine dx240 dy240
3 K5 ~/ E+ S$ B1 W2 B
3 J9 Y$ g4 f8 M local tempminp=r(tomc)
/ l$ f1 u8 i% p g: h# Z restore
9 y$ J+ O2 C/ B# Q" e2 B; b6 A0 k }
" M0 V9 Y, U, ~* U/ M; _1 f" b, e + |6 B5 X4 [7 _% a! I
else {' U v$ `0 i5 ^! i2 W2 ^" E' X) s4 s3 x
% o3 k! j! [) Y* J
di "cannot find minp". i3 V4 N* }5 S: z
6 b# b% z/ [' _7 d# g
restore
; h- o" y, a1 Q5 m) a0 \ sum dx240
+ g H( y& s/ N local tempminp=r(mean)% s# D( u( }7 _
8 ~; ~3 U; e F7 H, n4 w
}
( Z! p; H$ ^" c/ t }
" P, j6 E O2 x" s0 n2 M! a! n. c& j else {5 ^4 \% |2 V2 F
! j9 Q7 V& i: [# b0 b. u5 n
keep if ddy240<=r(min)
, u- k' h9 H; L2 H) i, C: j0 h
g- a% C) t' i/ ?1 f, a& R1 k sum dx240 Q. N0 H7 X' B& ^, y( I4 p* W
3 `+ r( B6 V( |3 W3 c/ o; s/ n2 ? local tempminp=r(min)) r3 r+ ?0 w% R* D8 k
restore
$ h d5 d& y% s# p }) F$ Z8 E' k- Q$ ~3 { y" b: ?' E
8 T2 t a# t7 E/ @$ E. o/ M: W% D# z+ C4 M: C. U, y/ l
1 ]. p6 S& ^, B gen minp=`tempminp' in 1 V5 c8 L: w; I- m- S
*240 minp( r) t- z0 P* r( z: M) m t9 ]
: q0 T2 z- r$ z
9 w5 ?$ ]. K3 f: c 1 z7 `6 [+ ?8 \
preserve 4 e$ C" r4 k( T5 ]
( g& n( S; c1 ]4 |3 [+ y1 j sum v5 [aw =avol]
" S( I; E* |* x ! m/ K: c* r0 \
keep if dx240>r(mean)) c6 Z, i, s& h: {* G
: R. v: N, |0 M sum ddy240
( D) r. b- P2 [; l) i" ]* i
. m% N9 F* N& z. U, C if r(max)>0 {
0 |" z# y* Z+ L+ s: S% R ; Z) m8 A+ S( E, B& O' N
keep if ddy240>=0' O! g4 S9 G C* E0 F* l0 i8 e7 p7 j
0 l- e! f! X2 ?- G count
. }! ~- b8 L0 K8 C7 U * v# Q) t9 A: M! u
if r(N)>2 {. K* H" b4 r& K/ ^" o( B% x, t
( h8 o1 S1 }3 m/ P; |
pkexamine dx240 dy240
6 ] \4 H0 v& F: o3 I p( R 8 ^2 A) a0 P# J g! W
local tempmaxp=r(tomc)
3 J' J, R7 z$ ~; x restore
+ S1 w0 v+ x' q* d! c }/ u- @6 J, _) N
8 Y$ v$ }2 D! p% G7 ]3 D* {7 R0 Y 5 m4 g$ S+ Q% W5 Y& ~
else {
' u9 q: u- X2 Y8 n& r9 G) p restore - ^7 Q, n1 h9 x
di "cannot find maxp"
0 h0 p+ o' y5 \
) X7 G- t0 Q3 `( h1 S8 P4 F! _
* L _8 s w6 e2 }+ B# U sum dx240
$ W% ]9 r+ e% r6 I' X2 ^* E5 N local tempmaxp=r(mean)9 r8 ^+ } X/ R) E _
" m0 y4 H4 n8 ~( B& X- Z7 s7 u I
}
7 N" S, b( S" w) s9 H$ \2 x
% u6 L" d; |5 d4 X+ A. j }
0 W: h1 [3 G+ r/ o " K Q! ]/ ], | ]* _" {2 Y
else {+ `, _5 d. g4 G! b& g
, V+ J4 R/ }2 d keep if ddy240>=r(max)
2 J' F# T4 d6 I4 A; B
) h! o" V5 _, D$ m! ]6 C sum dx240/ u( J, a8 X: ^
% |$ h8 e7 Y, I
local tempmaxp=r(max)
8 |2 j \8 ?$ m4 H restore 5 _6 L. V, m! G# z
}
/ C4 ?; ~+ `, v2 M0 \; P# Q - Y# ]5 t( Y! ]% q2 a* W6 D
+ H9 p- l. t0 b4 K1 W
* _, q' x9 U! u' o: o% s8 p/ R. a" C/ F' e& g
2 |4 p3 `/ x8 d0 a5 t' V$ v gen maxp=`tempmaxp' in 1) r- _4 k5 q( Q, t
+ O$ y- {2 D7 m *240maxp
5 b& \& V! ?( M" {6 v/ D8 Y% a
1 f# r$ U! s w0 x) H
" z2 C7 b2 h( s8 I5 F+ K' h# a *-------------ddy240pminp左侧高峰值-----
) ]' k& i2 z9 F3 e$ X
/ u$ U8 i2 x: p5 K. j4 ? preserve
# t0 E' ~/ h1 d1 t" B
- h5 m# v+ W$ M% j, C0 d, C1 Z keep if dx240<`tempminp'+ U2 e, a- Y, t( r
! \# r& a! E p) V2 i4 Z
keep if ddy240>0
0 m1 Z8 g; o6 F
( M1 u3 i, n9 D' l, }$ C5 H count
# n: O& o l a# u/ J S) w
' t0 J( q1 N8 I! S0 j" C) F$ m- x1 y4 f if r(N)>2 {
! y9 S) a2 S# e7 j% R
' u& E. J1 e1 \! O( U* } pkexamine dx240 ddy2401 L6 R o! W8 M2 ~: e4 |$ c
/ `3 P* F8 i3 \4 Y4 k9 P
local tempminphddy240=r(tomc) 0 T% X5 s0 O' N: j, H
restore
/ ?& X3 @1 p0 i/ k }+ P" B T; u/ W9 s3 d
5 Y* s$ p3 r$ j; i; a3 ^
else {
' @! [, k" m/ `& [* N restore . `9 [8 F; O& B2 A0 Z
di "cannot find pminphddy240"
0 X+ O \+ M, Z* z! k
9 ?6 Y: ]4 q, F + l3 W# R& i) B7 f) _
sum dx240* ]4 A: r2 G- Z. X
local tempminphddy240=r(mean)
8 r/ X0 V0 P2 d# g8 p2 t! B
- D, c7 |6 |0 H6 R. A
8 _5 {0 m; }! i% K4 J9 O$ r }1 S. x/ |; }2 V4 q; l# \* S- @
% |8 E# S- U* a- [& f5 j2 Q
4 C0 l+ E+ k6 h, l
8 [0 w3 @$ S+ e: P W * y) H4 f9 I" |) Y" Q, S: Q6 }$ _
5 q5 ~+ O B- ?& x. F# p
6 D4 T% Z |6 y, K gen pminphddy240=`tempminphddy240' in 19 p1 Z0 i3 B* c( T& D+ P
* T' {4 E- b& G! J" ] 8 ]; t" S2 j5 t- g3 l2 U
*-------------ddy240pminp右侧低峰值 -----------------4 q6 A+ L/ t" x+ k! ~
preserve X) _2 ~( N' f' |3 }
, j Y$ k0 }% w9 {! x; y% V7 t* d keep if dx240>`tempminp'; x' E- g( G: t3 J
, q3 E: ~' x' d$ p5 t4 n
keep if dx240<`tempmaxp', u2 e8 q$ U. T) {
) Z: |3 _: y# A7 B. t* k# O5 H
keep if ddy240<0
+ X8 _9 r. r% Y; W; z
' h4 n7 p2 m2 C3 E; ~- ` gen temddy240=-ddy240
! j! e' p; \) C2 [( D ( \; R8 _7 W, k& q; U
count
& c$ u$ n. N! M1 L0 z/ ? * w3 k' `+ e$ G* D# U$ J# b q
if r(N)>2 {
1 D% e: O$ o( n - I# z( W5 ]9 G$ L( D9 b2 `) U# ~
pkexamine dx240 temddy240
! b- `( t& c! G1 \$ R5 g ' Q% ~. R( p. i; d3 u+ H: b5 h
local tempminplddy240=r(tomc)( a, H% p8 p0 z% W
restore
4 \" v" p6 `5 t }7 o8 o, J5 T$ |) m8 J! `
& J5 h/ q7 X& Y8 O+ s
else {
" {& J5 n" R+ z" W
+ k6 W! w% j$ {+ r# Z* S di "cannot find pminplddy240"
; u! q$ q9 b8 [1 o T restore0 N9 _. v* Z7 N5 |+ F
$ A% n% X$ j2 \, s1 N% _- q* V9 l
sum dx240
' x2 {2 o, d2 v- z local tempminplddy240=r(mean)! ]: E. G+ o6 N& X
/ a F; d1 l* d M- S% {; B- m
. c& y. d: z L7 L! t9 a! v }
- ~# ~2 l% A1 P* U% z( S! M 5 y0 ]) C' W; O& I6 K( b# k6 U- u* A
. u- B0 t* ~- I) m
( I' B9 R& L! o+ E' L: m3 t. S
5 ^# J9 a; B3 Z4 D; R8 s
1 ~" J: S' S+ m. s# F' J% R gen pminplddy240=`tempminplddy240' in 1; t3 h4 b- ?& C2 |
* v8 Z2 d+ P J T" b9 s *-------------ddy240pmaxp左侧高峰值 -------------------) [7 c4 _; R9 d# S9 o7 j1 D0 h
6 d; I% A, E7 d preserve
8 N# _7 c0 R' q( a X
3 y v3 L4 d' y+ d& q3 m keep if dx240>`tempminp'- w$ z. A0 i4 P4 o$ j5 V
! m9 X0 N8 i3 Y keep if dx240<`tempmaxp'5 N) g8 L2 Z% j; g; i& G2 s4 S
9 n# P8 J* @% {# v! o _ keep if ddy240>0& M3 }$ q1 L: b& S. r2 x& ]( [$ s
count( e; R' g" K4 h8 R
, v, [2 ~/ s7 x9 f3 [% V6 ^ if r(N)>2 {6 _7 T* [3 f! R
' A# ~$ K! V h8 G1 p& ?2 f pkexamine dx240 ddy240
1 _- X2 S! m6 q. }5 X
3 R/ {8 ^4 d) b! l7 q local tempmaxphddy240=r(tomc)
2 y' U( G8 X2 I- K' l: H ; m' ?% b3 d$ `
restore
6 }. k6 m: \( G }
, K" E* Q0 K# ?8 I
( b& N% |7 d" T0 f; N9 D, Z* r else {
3 v1 x4 G. ]$ b8 r/ {" d ; {! }! `3 {3 I' a+ a" \
di "cannot find pmaxphddy240"3 {3 W W* G! D1 H
restore
& M8 }& u5 j s6 |) c # A# Z. E- j& `. ^" W& U0 q
sum dx240
4 `2 y/ x# I) h; J local tempmaxphddy240=r(mean) ) V# r- Q' Y. q: @, R6 k
E- [# F. P* D) q. C6 i) h, A
0 S1 U0 S9 S/ t; G
}
2 J2 |) x' P' R / p) R- i1 A1 ~. v* R( f
% q2 b) Q! s. @( B9 T8 _
& n4 q; B: I7 ? f, ~, n1 }
8 i) i3 n' D0 p
, U8 S6 o% r% e. w! @- ~" O( @0 X ; J) v8 [: i* P) C
gen pmaxphddy240=`tempmaxphddy240' in 1
4 g% G0 z* B8 u+ ?2 ?' M3 L5 G - l/ d" W- J2 O8 @; O1 u. }; R- T
2 S, y9 D$ i: r7 v$ ` z N
*-------------ddy240pmaxp右侧低峰值 -------------------& ~3 A+ h/ @3 @1 Z& ?0 b' ?. S
! m. ?- r1 G' j" s+ _9 z+ `2 C preserve
4 g* r0 K+ w8 T8 S7 I: p/ p' w
# m; i5 z% O+ q4 q8 p# ^- ]# p keep if dx240>`tempmaxp'
% N; {0 Y, i9 k! L5 p/ a
7 f! ]3 ?5 w: _4 S; Z) |- z gen temddy240=-ddy240/ x, L1 [1 F* W- {
' p' I6 i" y4 U4 l7 R+ I8 W
keep if temddy240>0# {5 a$ g& e$ Z* b) P
/ I8 r; N5 \+ h1 M- s
count3 w D% L* ^% ?8 U
& J3 @ k, ~. q5 P) m. r1 K1 Q
if r(N)>2 {
" A; D; H5 g+ h8 y+ E7 B
7 X; S/ a! u2 c0 A$ T0 j pkexamine dx240 temddy240, D2 l i$ b- {" ?
( N; {8 b, c/ H! g) ^# {) r local tempmaxplddy240=r(tomc) , b% n5 G" t' ^
restore# q3 z! y: Q3 u3 ^- x7 ^+ O, v
}( I# D5 y+ ^( o- {: F6 v" k
8 ~6 h% y; A& Q, L else {, @5 ]8 C9 c# D8 e+ i
restore
( N& ]! H5 g$ e" v2 ~$ h di "cannot find pmaxlhddy240"
. w' F1 E+ d0 o. L, D5 _* I / B1 L! q& k( g! {, P
9 e+ P; F; ]8 I! j& X0 f
sum dx240% e+ c5 G2 b- o
local tempmaxplddy240=r(mean) in 1
9 G- @* w8 r; S2 a/ x1 D9 z1 \1 r
" g8 r" D# y0 \& ~$ l( n , V) |( q7 l' n6 ^4 T- _
}
0 I. M8 {' {: y, A* }$ c% l 3 H! I. L0 C; X* [$ f& U# H& p7 |
* F; E0 [' R/ G& d : @8 t5 m* h" b
; c$ l5 c- z3 V$ ] 8 n/ R4 z2 \2 }/ \9 W3 i
$ d$ ~$ s) k$ I: I; n
gen pmaxplddy240=`tempmaxphddy240' in 1$ t, N# `" G+ ~% A. [
. R$ b4 H4 Z3 S5 i
*-------------------------------------: m6 T! Q+ L! N
* u! o, R0 ?# g" y6 q( q
gen price5d=v5 in 1/20( Y5 G8 \$ }# H+ j/ U# i5 M3 c) U
/ P4 S w7 {: i+ J2 n gen price5yy=_n in 1/20
! m* E+ j5 G% |! H# Y) f * U7 u0 f! X0 b" Q5 L6 K, j" j
gen price5y=price5yy*(dy240max-dy240min)/203 s' B6 J. H! K! `3 H
, x8 }5 Y# y8 R' X- ] *price5y &price5d
- T5 c! S% ~3 h4 F
/ ?. l& R- p" G5 N9 C* G gen priceny=price5y in 1
4 T j4 D t# t 7 Y5 e; Z) M2 V# r7 h
gen pricen=v5 in 1, D$ e3 _6 t, ~8 P7 G/ S
) m% M! {% _& E4 M: O8 h
% N6 Z+ l6 L1 I, H8 ]3 C *priceny &pricen
* z# G& a1 F( b% I1 z( I
6 F1 L# R0 N* @/ j ' F' O( ^+ @+ m0 p
*-------------------------graph------------------) |. ~% V ~, @- Y8 b8 S: q( M- s
6 R3 H- @. Z! d* l9 [4 J3 U, M
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)! p( v" ]/ o# R; I5 S0 F% T+ R) q
) v# O5 r6 a/ A( v* ---------可选项目----------------------
& U% A) q7 i2 T- g+ v% D*(spike yxis amean,lc(blue))(scatter yxis2 amean, lc(blue) msymbol(+) mlabel(amean))
- r- x: M& W* i* B}
7 w6 S ^4 m* G' U R: ^end8 T) ~) P" O* n- i7 ~
|
|