用SAS获取雅虎股票数据以及均线计算源码.docx
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用SAS获取雅虎股票数据以及均线计算源码
用SAS获取雅虎股票数据以及均线的计算
第一要有一张股票基础表，包含股票代码等，用来读数。
如下
第二步：
建立stock永久SAS库
第三步：
运行程序
这个过程说明读取了数据，会在stock库下形成对应文件。
每个表有以下数据
下面是源代码：
获取历史数据以及五日、十日均线、十五日均线的计算
%macrogeturl（stockcode,fromdate,todate）;
%leta=%sysevalf（%sysfunc（month（%sysfunc（inputn（&fromdate,yymmdd10.））））-1）;
%letb=%sysfunc（day（%sysfunc（inputn（&fromdate,yymmdd10.））））;
%letc=%sysfunc（year（%sysfunc（inputn（&fromdate,yymmdd10.））））;
%letd=%sysevalf（%sysfunc（month（%sysfunc（inputn（&todate,yymmdd10.））））-1）;
%lete=%sysfunc（day（%sysfunc（inputn（&todate,yymmdd10.））））;
%letf=%sysfunc（year（%sysfunc（inputn（&todate,yymmdd10.））））;
"
%mendgeturl;
%macrogetprice（）;
%letdsid=%sysfunc（open（hua.stock））;
%put&dsid;
%letnum=%sysfunc（attrn（&dsid,nobs））;
%if&num>0%then%do;
%doj=1690%to1890;
%letrc=%sysfunc（fetchobs（&dsid,&j））;
%letstockcode=%sysfunc（getvarc（&dsid,5））;
%letfromdate=1900-01-01;
%lettodate=2014-09-30;
%letdataset=s%sysfunc（substr（&stockcode,1,6））;
filenamereadweburl%geturl（&stockcode,&fromdate,&todate）;
DATAstock.&dataset;
FORMATrqyymmdd10.;
INFILEreadwebLRECL=32767DELIMITER=","firstobs=2;
INPUTrqyymmdd10.openhighlowclosevolumeadjclose@@;
range=high-low;
price=（high+low）/2;
if（volume>0）;
procsort;
bydescendingrq;
RUN;
%end;
%end;
%letdsid=%sysfunc（close（&dsid））;
%mendgetprice;
%getprice（）;
以上为历史数据获取，以下是均线的计算
%letstockcode=600033.ss;/*股票代码;*/
%letfromdate=2000-01-01;
%lettodate=%sysfunc（intnx（Day,"&sysdate"d,-1）,yymmdd10）;
%macrogeturl（stockcode,fromdate,todate）;
%leta=%sysevalf（%sysfunc（month（%sysfunc（inputn（&fromdate,yymmdd10.））））-1）;
%letb=%sysfunc（day（%sysfunc（inputn（&fromdate,yymmdd10.））））;
%letc=%sysfunc（year（%sysfunc（inputn（&fromdate,yymmdd10.））））;
%letd=%sysevalf（%sysfunc（month（%sysfunc（inputn（&todate,yymmdd10.））））-1）;
%lete=%sysfunc（day（%sysfunc（inputn（&todate,yymmdd10.））））;
%letf=%sysfunc（year（%sysfunc（inputn（&todate,yymmdd10.））））;
"
*"
*"
%mendgeturl;
%put%geturl（&stockcode,&fromdate,&todate）;
filenamereadweburl%geturl（&stockcode,&fromdate,&todate）;
DATAstocktemp;
FORMATrqyymmdd10.;
INFILEreadwebLRECL=32767DELIMITER=","firstobs=2;
INPUTrqyymmdd10.openhighlowclosevolumeadjclose@@;
range=high-low;
price=（high+low）/2;
if（volume>0）;
procsort;
bydescendingrq;
RUN;
dataday5;
setstocktemp（obs=5）;
run;
dataday10;
setstocktemp（obs=10）;
run;
dataday30;
setstocktemp（obs=30）;
run;
dataday60;
setstocktemp（obs=60）;
run;
dataday120;
setstocktemp（obs=120）;
run;
dataday360;
setstocktemp（obs=360）;
run;
procsqlnoprint;
selectmax（high）,min（low）,mean（price）,mean（range）,var（price）into:
highest,:
lowest,:
mprice,:
mrange,:
vpricefromstocktemp;
selectmax（high）,min（low）,mean（price）,mean（range）,var（price）into:
high5,:
low5,:
mprice5,:
mrange5,:
vprice5fromday5;
selectmax（high）,min（low）,mean（price）,mean（range）,var（price）into:
high10,:
low10,:
mprice10,:
mrange10,:
vprice10fromday10;
selectmean（price）,mean（range）,var（price）into:
mprice30,:
mrange30,:
vprice30fromday30;
selectmean（price）,mean（range）,var（price）into:
mprice60,:
mrange60,:
vprice60fromday60;
selectmean（price）,mean（range）,var（price）into:
mprice120,:
mrange120,:
vprice120fromday120;
selectmean（price）,mean（range）,var（price）into:
mprice360,:
mrange360,:
vprice360fromday360;
quit;
datalow;
formatstockcode$6.;
stockcode="&stockcode";
high5=&high5;
low5=&low5;
mprice5=&mprice5;
mrange5=&mrange5;
vprice5=&vprice5;
highest=&highest;
lowest=&lowest;
mprice=&mprice;
mrange=&mrange;
vprice=&vprice;
high10=&high10;
low10=&low10;
mprice10=&mprice10;
mrange10=&mrange10;
vprice10=&vprice10;
mprice30=&mprice30;
mrange30=&mrange30;
vprice30=&vprice30;
mprice60=&mprice60;
mrange60=&mrange60;
vprice60=&vprice60;
mprice120=&mprice120;
mrange120=&mrange120;
vprice120=&vprice120;
mprice360=&mprice360;
mrange360=&mrange360;
vprice360=&vprice360;
run;
procappendbase=hua.lowdatadata=low;
quit;
下面是附加的简单股票统计分析
procsqlnoprint;
createtablehua.yahooas
selectstock.yahoocodefromhua.lowpriceleftjoinhua.stockonlowprice.stockcode=stock.numcode;
delete*fromhua.lowdata;
quit;
%macrogeturl（stockcode,fromdate,todate）;
%leta=%sysevalf（%sysfunc（month（%sysfunc（inputn（&fromdate,yymmdd10.））））-1）;
%letb=%sysfunc（day（%sysfunc（inputn（&fromdate,yymmdd10.））））;
%letc=%sysfunc（year（%sysfunc（inputn（&fromdate,yymmdd10.））））;
%letd=%sysevalf（%sysfunc（month（%sysfunc（inputn（&todate,yymmdd10.））））-1）;
%lete=%sysfunc（day（%sysfunc（inputn（&todate,yymmdd10.））））;
%letf=%sysfunc（year（%sysfunc（inputn（&todate,yymmdd10.））））;
"
%mendgeturl;
%macrogetdata（stockcode）;
%letfromdate=2000-01-01;
%lettodate=%sysfunc（intnx（Day,"&sysdate"d,-1）,yymmdd10）;
filenamereadweburl%geturl（&stockcode,&fromdate,&todate）;
DATAstocktemp;
FORMATrqyymmdd10.;
INFILEreadwebLRECL=32767DELIMITER=","firstobs=2;
INPUTrqyymmdd10.openhighlowclosevolumeadjclose@@;
range=high-low;
price=（high+low）/2;
if（volume>0）;
procsort;
bydescendingrq;
RUN;
dataday5;
setstocktemp（obs=5）;
run;
dataday10;
setstocktemp（obs=10）;
run;
dataday30;
setstocktemp（obs=30）;
run;
dataday60;
setstocktemp（obs=60）;
run;
dataday120;
setstocktemp（obs=120）;
run;
dataday360;
setstocktemp（obs=360）;
run;
procsqlnoprint;
selectmax（high）,min（low）,mean（price）,mean（range）,var（price）into:
highest,:
lowest,:
mprice,:
mrange,:
vpricefromstocktemp;
selectmax（high）,min（low）,mean（price）,mean（range）,var（price）into:
high5,:
low5,:
mprice5,:
mrange5,:
vprice5fromday5;
selectmax（high）,min（low）,mean（price）,mean（range）,var（price）into:
high10,:
low10,:
mprice10,:
mrange10,:
vprice10fromday10;
selectmean（price）,mean（range）,var（price）into:
mprice30,:
mrange30,:
vprice30fromday30;
selectmean（price）,mean（range）,var（price）into:
mprice60,:
mrange60,:
vprice60fromday60;
selectmean（price）,mean（range）,var（price）into:
mprice120,:
mrange120,:
vprice120fromday120;
selectmean（price）,mean（range）,var（price）into:
mprice360,:
mrange360,:
vprice360fromday360;
quit;
datalow;
formatstockcode$6.;
stockcode="&stockcode";
high5=&high5;
low5=&low5;
mprice5=&mprice5;
mrange5=&mrange5;
vprice5=&vprice5;
highest=&highest;
lowest=&lowest;
mprice=&mprice;
mrange=&mrange;
vprice=&vprice;
high10=&high10;
low10=&low10;
mprice10=&mprice10;
mrange10=&mrange10;
vprice10=&vprice10;
mprice30=&mprice30;
mrange30=&mrange30;
vprice30=&vprice30;
mprice60=&mprice60;
mrange60=&mrange60;
vprice60=&vprice60;
mprice120=&mprice120;
mrange120=&mrange120;
vprice120=&vprice120;
mprice360=&mprice360;
mrange360=&mrange360;
vprice360=&vprice360;
run;
%mendgetdata;
%macroanalyse（）;
%letdsid=%sysfunc（open（hua.yahoo））;
%letnum=%sysfunc（attrn（&dsid,nobs））;
%if&num>0%then%do;
%doi=1%to#
%letrc=%sysfunc（fetchobs（&dsid,&i））;
%letstockcode=%sysfunc（getvarc（&dsid,1））;
%getdata（&stockcode）;
%if&syserr^=0%then%do;
%do%while（&syserr^=0）;
%put---------------------------------------------------------------------------&stockcode;
%getdata（&stockcode）;
%end;
%end;
procappendbase=hua.lowdatadata=low;
quit;
%end;
%end;
%mendanalyse;
%analyse;
procsqlnoprint;
droptablehua.result;
createtablehua.resultas
selectlowprice.stockname,lowprice.price,lowprice.zongshizhi,lowdata.*fromhua.lowpriceleftjoinhua.lowdataonlowprice.stockcode=lowdata.stockcode;
quit;
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