Date: Wed, 11 Jan 2006 15:53:49 -0500
Reply-To: Ya Huang <ya.huang@AMYLIN.COM>
Sender: "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From: Ya Huang <ya.huang@AMYLIN.COM>
Subject: Re: question: assign tags to different groups of obs
Here is my version:
data xx;
input Return Buy Sell;
cards;
0.5 1 0
0.3 0 0
0.2 0 0
0.7 0 1
0.4 0 0
0.5 0 0
0.1 1 0
0.2 0 0
0.3 0 1
;
data xx;
set xx;
retain f1 f2 f3;
if buy then do; f1=1; f3+1; end;
if sell then f1=0;
f2=(buy or sell or f1);
trade=f3*f2;
if trade=0 then trade=.;
drop f1 f2 f3;
run;
proc print;
run;
Return Buy Sell trade
0.5 1 0 1
0.3 0 0 1
0.2 0 0 1
0.7 0 1 1
0.4 0 0 .
0.5 0 0 .
0.1 1 0 2
0.2 0 0 2
0.3 0 1 2
HTH
Ya
On Wed, 11 Jan 2006 12:10:30 -0800, Yiyu <shenyiyu@GMAIL.COM> wrote:
>I have a data set like this:
>
>Obs Return Buy Sell
>1 0.5 1 0
>2 0.3 0 0
>3 0.2 0 0
>4 0.7 0 1
>5 0.4 0 0
>6 0.5 0 0
>7 0.1 1 0
>8 0.2 0 0
>9 0.3 0 1
>........................................
>so on.
>
>So I do trading, buy the stock and sell it later, now I want to give
>each round of trade a number, as following:
>
>Obs Return Buy Sell Trade
>1 0.5 1 0 1
>2 0.3 0 0 1
>3 0.2 0 0 1
>4 0.7 0 1 1
>5 0.4 0 0
>6 0.5 0 0
>7 0.1 1 0 2
>8 0.2 0 0 2
>9 0.3 0 1 2
>........................................
>
>I buy the stock at Obs = 1 and sell it at obs=4, so 1 -4 are 1st trade
>and all have Trade = 1
>I buy the stock at obs = 7 and sell it at obs = 9 , so 7-9 are 2nd
>trade and all have Trade = 2;
>
>obs 5-6 are not in the trade so they have trade = missing.
>
>
>How to code it?
>Thank you very much
>
>Yiyu
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