用SAS读取大智慧分笔交易数据（SAS完整程序）.docx

调用程序：*设置日期*;%let date=b090717;%let date2=z090717;%let date3=090717;*建立逻辑库;*;libname radata E:我的数据库radata; libname result E:我的数据库Dayresult; *读取分笔数据*;options mstored sasmstore=radata compress=yes mprint error=10;%DzhFBSJ(D:Program Filesdzh2datashreport.dat,sh,radata.hqmb090717);%DzhFBSJ(D:Program Filesdzh2dataszreport.dat,sz,radata.hqmbsz090717);%comput；主程序：options nosource nonumber nodate nonotes nomprint nomlogic noxwait mstored sasmstore=radata compress=yes mprint error=10;%macro DzhFBSJ(filename,code,dsname)/store;%put %sysfunc(putn(%sysfunc(time(),time.) 开始读取,请稍候.;%let code=%upcase(&code); %local market;%if &code ne SH and &code ne SZ and &code ne HK %then %do;%let market=%sysfunc(substr(&code,1,2);%let findcode=1;%end;%else %do;%let market=&code;%let findcode=0;%end;/*判断文件是否被占用开始*/%let PrpTempFile = %sysget(temp)dzhFileBySas.tmp;%if %sysfunc(fileexist(&filename)=0 %then%do; %put 文件 &filename 不存在!;%return;%abort ABEND; %end;%let rc=%sysfunc(filename(FileRef,&filename);%let fid=%sysfunc(fopen(&FileRef);%if &fid=0 %then %do;%put . &filename.已被大智慧2占用,正在备份该文件并从备份文件读取数据(不要关闭复制窗口).;filename prppipe pipe copy /y &filename. &PrpTempFile.;data _null_;infile prppipe;input copymsg $;put copymsg;call symput(filename,&PrpTempFile);run;filename prppipe;%end;%else %do;%let rc=%sysfunc(fclose(&fid);%end;%let rc=%sysfunc(filename(FileRef); /*判断文件是否被占用结束*/*开始读取数据.*/filename DzhFile &filename;data &dsname;attrib dm format=$8. label=代码 rq format=datetime. label=时间 zjcj label=最近成交价 zss label=总手数je label=金额 xss label=现手数 bs label=总笔数 mm format=$2. label=内外盘 mr1jg label=买一价 mr1sl label=买一量 mr2jg label=买二价 mr2sl label=买二量 mr3jg label=买三价 mr3sl label=买三量 mr4jg label=买四价 mr4sl label=买四量 mr5jg label=买五价 mr5sl label=买五量mc1jg label=卖一价 mc1sl label=卖一量 mc2jg label=卖二价 mc2sl label=卖二量 mc3jg label=卖三价 mc3sl label=卖三量 mc4jg label=卖四价 mc4sl label=卖四量mc5jg label=卖五价 mc5sl label=卖五量;retain zssSaved;infile DzhFile recfm=n end=eof;input 13 SecCounts ib4.;do SecID=1 to SecCounts; SecPos=018x + 1 + (SecID-1)*64; input (SecPos) dm $6. (SecPos+10) RecordCounts ib4. (SecPos+14) BlockNo ib2.; dm = compress(&market|dm,byte(0)| ); %if &findcode=1 %then %do; if dm = &code then do; %end;%else %do; if dm in:(&market) then do; %end; BlockID = 0; RecordID=0; zssSaved=0; do while (BlockID 25 and BlockNo ne -1); r=0; do while (RecordIDRecordCounts and r236 and not eof); p=041000x + 1 + (236 * 52)*BlockNo + r*52; input p rq ib4. (p+4) zjcj float4. (p+8) zss float4. (p+12) je float4. p+16 bs pib2. p+18 flag ib3. (p+21) mmp ib1. (p+42) mr1jg ib1. (p+22) mr1sl pib2. (p+43) mr2jg ib1. (p+24) mr2sl pib2. (p+44) mr3jg ib1. (p+26) mr3sl pib2. (p+45) mr4jg ib1. (p+28) mr4sl pib2. (p+46) mr5jg ib1. (p+30) mr5sl pib2. (p+47) mc1jg ib1. (p+32) mc1sl pib2. (p+48) mc2jg ib1. (p+34) mc2sl pib2. (p+49) mc3jg ib1. (p+36) mc3sl pib2. (p+50) mc4jg ib1. (p+38) mc4sl pib2. (p+51) mc5jg ib1. (p+40) mc5sl pib2. ; rq = rq + (DHMS(MDY(1,1,1970),0,0,0)-DHMS(MDY(1,1,1960),0,0,0) ); if dm in:(SH50,SH51,SZ184,SZ15,SZ16,SH58,SZ03) then do; roundunit=0.001;jgdiv=1000; end; else do; roundunit=0.01;jgdiv=100; end; zjcj=round(zjcj,roundunit); zss=round(zss,roundunit);je=round(je,roundunit); mr1jg=round(zjcj+mr1jg/jgdiv,roundunit); mr2jg=round(zjcj+mr2jg/jgdiv,roundunit); mr3jg=round(zjcj+mr3jg/jgdiv,roundunit); mr4jg=round(zjcj+mr4jg/jgdiv,roundunit); mr5jg=round(zjcj+mr5jg/jgdiv,roundunit); mc1jg=round(zjcj+mc1jg/jgdiv,roundunit); mc2jg=round(zjcj+mc2jg/jgdiv,roundunit); mc3jg=round(zjcj+mc3jg/jgdiv,roundunit); mc4jg=round(zjcj+mc4jg/jgdiv,roundunit); mc5jg=round(zjcj+mc5jg/jgdiv,roundunit); f=put(flag,binary24.0); if substr(f,24,1)=1 then mr1sl=mr1sl*32; if substr(f,23,1)=1 then mc1sl=mc1sl*32; if substr(f,20,1)=1 then mr2sl=mr2sl*32; if substr(f,19,1)=1 then mc2sl=mc2sl*32; if substr(f,16,1)=1 then mr3sl=mr3sl*32; if substr(f,15,1)=1 then mc3sl=mc3sl*32; if substr(f,12,1)=1 then mr4sl=mr4sl*32; if substr(f,11,1)=1 then mc4sl=mc4sl*32; if substr(f,8,1)=1 then mr5sl=mr5sl*32; if substr(f,7,1)=1 then mc5sl=mc5sl*32; if mmp=-128 or mmp=-96 then mm=外; else mm=内; xss =zss - zssSaved; zssSaved = zss; output; RecordID=RecordID+1; r=r+1; end; BlockID=BlockID+1; input (SecPos+14+BlockID*2) BlockNo ib2.; end; end;end;keep dm rq zjcj zss je xss mm mr1jg mr1sl mr2jg mr2sl mr3jg mr3sl mr4jg mr4sl mr5jg mr5sl mc1jg mc1sl mc2jg mc2sl mc3jg mc3sl mc4jg mc4sl mc5jg mc5sl;*keep dm rq f mr1sl mr2sl mr3sl mr4sl mr5sl mc1sl mc2sl mc3sl mc4sl mc5sl;stop;run;filename dzhfile;%put %sysfunc(putn(%sysfunc(time(),time.) 读取结束,结果保存在&dsname!;%mend;/* 大智慧新一代行情软件分笔数据读取程序V1.0DzhFBSJ参数说明:第1个:分笔数据文件完整名称,如d:dzhdatashreport.dat或d:dzhdatash20070126.PRP等第2个:可以是SH,SZ或类拟于SH000001,SZ000001的证券代码. 如果是SH或SZ读出沪市或深市所有代码的分笔数据,否则只读出该代码的分笔数据第3个:分笔数据要保存到哪个数据集,如work.shhqmb等.调用例子:%DzhFBSJ(d:dzhdatashreport.dat,sh600000,shhqmb);%DzhFBSJ(d:dzhdatash20070