Date:         Fri, 11 Sep 2009 12:00:27 +0530
Reply-To:     Ashok R <r.ashokiyer@GMAIL.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Ashok R <r.ashokiyer@GMAIL.COM>
Subject:      Re: Help Required on Cicrcular trading
Comments: To: Arthur Tabachneck <art297@netscape.net>
In-Reply-To:  <200909101859.n8AHLSR4019023@malibu.cc.uga.edu>
Content-Type: text/plain; charset=ISO-8859-1

Hi Art

Thanks a lot. This is what I was exactly looking at. Thanks once again.

Ashok

On Fri, Sep 11, 2009 at 12:29 AM, Arthur Tabachneck <art297@netscape.net>wrote:

> Ashok,
>
> If the last code I proposed is actually sufficient to meet your needs then
> the relative row numbers (i.e., relative within each symbol) are readily
> available during the processing loop.  E.g.,
>
> data have;
>  infile datalines;
>  input symbol seller_code $ buyer_code $ price quantity datetime ;
>  informat datetime anydtdtm17.;
>  date=datepart(datetime);
>  time=timepart(datetime);
>  format date ddmmyy8.;
>  format time time8.;
>  datalines;
> 100 a b 100 100 15OCT2008:15:30:00
> 100 d e 150  90 15OCT2008:10:45:50
> 100 b c 200 100 15OCT2008:15:30:00
> 100 e f 220 100 15OCT2008:15:30:00
> 100 f g 180 100 15OCT2008:15:30:00
> 100 c b 160 100 15OCT2008:15:30:00
> 100 l m 300 100 15OCT2008:15:30:00
> 100 p q 350 100 15OCT2008:15:30:00
> 100 m n 400  90 15OCT2008:15:30:00
> 100 n o 450  90 15OCT2008:15:30:00
> 100 o l 500  90 15OCT2008:15:30:00
> ;
> proc sort data=have;
>  by symbol;
> run;
> proc transpose data=have out=transposed;
>  var seller_code buyer_code price quantity date time datetime;
>  by symbol;
> run;
> data want (keep=symbol Normal_Path price quantity date
>            time datetime Group_Circular_Path Track);
>  set transposed;
>  array indata(*) $ col:;
>  array keepdata(7,32000) $20;
>  array Sequence(32000);
>  retain keepdata;
>  format Group_Circular_Path Track $200.;
>  if mod(_n_,7) then do i=1 to dim(indata);
>    keepdata(mod(_n_,7),i)=indata(i);
>  end;
>  else do;
>    do i=1 to dim(indata);
>      keepdata(7,i)=indata(i);
>    end;
>    do i=1 to dim(indata);
>      Group_Circular_Path=catx('-',keepdata(1,i),keepdata(2,i));
>      Track=i;
>      Counter=1;
>      Sequence(Counter)=i;
>      last_link=keepdata(2,i);
>      do j=i to dim(indata);
>        if keepdata(1,j) eq last_link then do;
>          Group_Circular_Path=catx('-',Group_Circular_Path,
>                   keepdata(2,j));
>          Counter+1;
>          Track=catx('-',Track,j);
>          Sequence(Counter)=j;
>          last_link=keepdata(2,j);
>
>          *Found group circular path;
>          if keepdata(1,i) eq keepdata(2,j) then do;
>            do k=1 to Counter;
>              Normal_Path=catx('-',keepdata(1,Sequence(k)),
>               keepdata(2,Sequence(k)));
>              price=keepdata(3,Sequence(k));
>              quantity=keepdata(4,Sequence(k));
>              date=keepdata(5,Sequence(k));
>              time=keepdata(6,Sequence(k));
>              datetime=keepdata(7,Sequence(k));
>              output;
>            end;
>            leave;
>          end;
>        end;
>      end;
>    end;
>  end;
> run;
>
> Art
> -------
>  On Thu, 10 Sep 2009 22:55:45 +0530, Ashok R <r.ashokiyer@GMAIL.COM>
> wrote:
>
> >Hi Art
> >
> >Need help to include the track of row numbers in your previous output.
> >Please help
> >--
> >Ashok
>



--
Ashok