SAS数据步骤视图和数据包装在宏中以进行循环 [英] SAS data step view and data wrap in a macro for loop

问题描述

对于一个大学研究项目，我正在通过SAS从WRDS检索数据，这对SAS来说还比较陌生.我正在尝试以WRDS提供的特定时间间隔检索数据，这实际上对我来说非常有用；结构如下

For a university research project I am retrieving data from WRDS via SAS and am relatively new to SAS. I am trying to retrieve data in a specific interval provided by WRDS which actually works very for me; the structure is as follows

[1]Define some macro variable
[2]Use data step view
[3]Make manipulation on data
[4]Export the data to csv

尤其是我每年都在检索一只股票的数据.而不是一直更改变量，而是使我能够提供年份作为输入的宏将是最优雅的"解决方案(从此处启发:[SAS循环遍历宏变量列表] [1]).但是，我的宏无法按预期工作(我也更改了结构，增加了添加步骤，而不是导出到CSV).

In particular I am retrieving data for a stock for every single year. Instead of changing the variable all the time a macro that would allow me to provide the years as input would be the "most elegant" solution (inspired from here: [SAS Loop through list of macro variable][1]). However, my macro doesn't work as expected (I also changed the structure a bit adding an append step instead of exporting to CSV).

步骤[3]现在报告错误: ERROR 180-322: Statement is not valid or it is used out of proper order.

Step [3] is now reporting error: ERROR 180-322: Statement is not valid or it is used out of proper order.

我将代码放在这里(第3部分保留了原样，因为它正在产生问题，其他的我缩短了一点(我评论了):

I am putting the code here (part 3 I leave as it is because it's creating problems, the other I have shortened a bit (I commented):

%macro get_stock_ts(list_years);

%local i tables;
%do i=1 %to %sysfunc(countw(&list_years,%str( )));
%let tables=%scan(&list_years,&i,%str( ));

proc datasets lib = work memtype = all nolist;
    delete _:;
quit; 

%local stock = "COP";       

%local taq_ds=taq.&tables:; 
%local filename = &tables._&stock; 

data  _v_&tables / view=_v_&tables;
  set &taq_ds;  
  where symbol = &stock and                             
        (time between '9:30:00't and '16:00:00't) and       
        mode = 12 and                                   
        EX = 'N';                                       
run; 

data xtemp2; 
 set _v_&tables; 
 by symbol date time; 
 format itime rtime time12.; 
 if first.symbol = 1 or first.date = 1 then do;         
    rtime = time; 
    iprice = bid; 
    oprice = ofr; 
    itime = &start_time; 
 end; 

 if time >= itime then do;                                              
       output;                                                          
       itime = itime + &interval_seconds; 
       do while(time >= itime);                                         
           output; 
           itime = itime + &interval_seconds; 
       end; 
end; 
rtime = time; 
iprice = bid; 
oprice = ofr; 
retain itime iprice oprice;                                             
run; 

proc append base = all data = work.xtemp2 force;
run;

proc printto log="/home/Logs/ &filename.log" new; run;
proc printto log=log; run;                                          

%end;
%mend get_stock_ts;

然后我调用例如:

%get_stock_ts(cq_2009)

您是否知道以独立方式运行代码会如何工作，但是一旦我将其包装为宏，好"字就会开始产生问题吗?

Would you know how it comes that running the code as standalone works fine, but as soon as I wrap it as a macro the "good" starts to create problems?

我已经调整了上面的代码并得到了下面的代码.是因为宏和局部宏变量对该语句有问题吗?

edit: I have adjusted the code above and getting the following. Is it because macro and local macro variables have a problem with the statement?

 1          OPTIONS NONOTES NOSTIMER NOSOURCE NOSYNTAXCHECK;
 72         
 73         %get_stock_ts(cq_2009)
 ERROR: Invalid symbolic variable name =.
 ERROR: Invalid symbolic variable name "COP".
 ERROR: Invalid symbolic variable name =.
 ERROR: Symbolic variable name TAQ.CQ_2009 must contain only letters,     digits, and underscores.
 ERROR: Invalid symbolic variable name TAQ.CQ_2009.
 ERROR: Invalid symbolic variable name :.
 ERROR: Invalid symbolic variable name =.
 ERROR: Invalid symbolic variable name =.
 ERROR: Invalid symbolic variable name '9:30:00'T.
 ERROR: Invalid symbolic variable name =.
 ERROR: Invalid symbolic variable name 1.
 ERROR: Invalid symbolic variable name *.
 ERROR: Invalid symbolic variable name 60.
 ERROR: Variable symbol is not on file WORK.ALL.

 NOTE: The SAS System stopped processing this step because of errors.
 NOTE: DATA statement used (Total process time):
   real time           0.00 seconds
   cpu time            0.00 seconds

 ERROR: Variable SYMBOL not found.
 ERROR: Variable DATE not found.
 ERROR: Variable TIME not found.
 NOTE: The SAS System stopped processing this step because of errors.
 NOTE: PROCEDURE SORT used (Total process time):
   real time           0.00 seconds
   cpu time            0.00 seconds

 ERROR: File WORK.XTEMP2.DATA does not exist.

推荐答案

这行是错误的.

%local stock = "COP";   

您正在尝试定义名为=和"COP"的局部宏变量.您可能打算这样做.

You are trying the define local macro variables named = and "COP". You probably meant to do this.

%local stock ;
%let stock = "COP";   

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