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maodeng 发表于 2013-1-28 13:13 & T" C, @. O- r- S" T( X. D
. hello 300236
6 G0 M6 o+ w5 d' a* T( U2 Lstatement out of context
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% q* ^, \/ X7 k' i/ l1 b$ ]0 U抱歉,最近太忙了7 J/ O _. N! p, P6 W# v
) y6 g2 @1 d8 `- z/ }' j/ v) g( U300236 我用下面的程序试过,没问题4 e8 U+ O1 J: h* @1 w
9 Z8 |9 |2 q) X9 ~; V你把 D:\stock\test\source 改成你导出的数据存放的目录,再试一试" r/ }$ B" x/ A* b! p
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capture program drop hello
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program hello
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clear2 D( T+ y/ N) R# ]! O( R V; t
$ n0 g8 n& ?* |. l+ ?. H, ^cd D:\stock\test\source6 \/ T- }+ t, v& b8 G9 D. C2 v
+ ?' l+ ]7 Y4 I! u/ |
insheet using `1'.txt
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keep if v5>0! `% G& \8 G$ H" ^6 Q2 [/ `
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gen vt=_n
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2 t$ o" K% x( t2 ^* I2 l6 h2 L tsset vt, U# H# J& O% T! Q" F8 ~- y
% X( q' p1 c7 ?5 @, p gen zf=D1.v5
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gen avol=v7/v58 G# ^/ M8 _/ N; X8 A2 U
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keep if avol>0, Z, x7 O) u1 |/ U0 Q" g
3 ~+ Y+ o; V3 c- ~& q drop vt. R- V! x0 t" k1 ?( R: [
, Z9 d$ k! h) L gen vt=_n% T* @- |2 e/ ~# _- \
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tsset vt
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sum v5 [aw =avol]
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# c! @7 h. s" C$ [1 i gen amean=r(mean) in 1
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- Q+ J" {7 t5 H/ y4 i5 }7 d: H * 总加权平均值 amean
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4 C/ \! B/ X( H# ?# Z2 v keep in 1/240/ T4 M ^. f. W
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sum v5 [aw =avol] a1 ?" i* n* X9 _% p% N
% m1 ^7 l2 ? \& I. {4 G gen mean240=r(mean) in 1$ o- D& S# C, U9 ^$ j
% y4 i1 V/ e# K- m3 k2 q8 z: a, `
*240加权平均值 mean240
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set obs 500
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9 s$ w* F) c" H- k kdensity v5 [aw =avol],gaussian n(500) generate(dx240 dy240) nograph
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' f3 i5 o# Y2 h" w) _ *240 kdensity(dx240 dy240)( L/ G, J& q2 @* n# b3 o$ U
6 f) m+ v. M0 j( n) ^ sum dy240
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gen yxis=r(max) in 1
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gen yxis2=yxis/2
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*yxis* N4 O" g: n4 t$ F v
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gen dy240max=r(max)
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E8 x. r7 q2 l. e* q; T4 \8 P gen dy240minp=r(min)8 l! ], U5 J. s3 _1 o* n
! @9 o9 v; i5 H/ l y3 r gen vtt=_n$ ]; d6 n k- j7 a- x
! @) C! E+ t- }+ D" w tsset vtt
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" G/ e8 P, b1 x7 q5 A) b) m- b8 J1 ` gen ddy240=D1.dy240/D1.dx240
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9 V; X$ p+ E: u0 ~ sum ddy240
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- n( `3 x8 {+ c3 F; L! a% V8 g gen ddy240max=r(max)1 m$ Z3 K- A4 \9 X; T6 A* {2 A
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gen ddy240min=r(min)& I( f- j: R4 Q& F) j
+ F% y' d- q; {# `& P' q gen ddy240g=ddy240*(dy240max-dy240min)/(ddy240max-ddy240min)
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. ~4 r- M% U- o# P" Z2 T* `# A sum ddy240g
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$ W h( d' ]8 i8 t; ^ gen yxis3=r(min) in 1
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gen yxis4=0 in 1
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*ddy240g ; L" G- T; h$ k8 b9 N
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/ T( S2 R" `2 {7 I" p. @ preserve
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sum v5 [aw =avol]
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keep if dx240<r(mean)& R- J' g% w- [
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sum ddy240
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if r(min)<0 {
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0 W* B+ j) ^: w2 Q( }4 q8 a keep if ddy240<=0
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3 l& S. e# ^: ^5 G' C2 q$ B count! x: P7 j6 Q3 F6 w
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pkexamine dx240 dy240
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local tempminp=r(tomc)- ]" a7 I/ {) w6 i, p
restore 0 a J! @; J2 i2 K
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else {
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( L* z6 y. Z1 P! C' A- i( m, z3 i di "cannot find minp". _6 S8 R. z8 _/ W1 _
# e! N) t2 X, x; H G6 j, A) f restore
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local tempminp=r(mean)0 u) ^7 W6 h0 ^- K* R1 A, }% `
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}
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else {
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keep if ddy240<=r(min)
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sum dx240
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local tempminp=r(min)
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, \" J% e# D2 l+ k( u' a2 g5 b gen minp=`tempminp' in 1
8 W: `1 U/ h! j" p3 g& x *240 minp4 j$ m8 V( s/ ?! n+ L
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preserve
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4 P! J0 A1 t2 I sum v5 [aw =avol]
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keep if dx240>r(mean)
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sum ddy240
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" i0 ?1 U8 s B, g' x if r(max)>0 {
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6 H4 w% U S' ^* n% V$ f1 Q7 o keep if ddy240>=0' H' j1 u2 g" v8 v; q% }' n
/ e8 t; H- Y7 T count
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if r(N)>2 {
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" Q( y% h- g; N; W1 c+ r pkexamine dx240 dy240
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local tempmaxp=r(tomc)
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}
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else {
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+ b! F; t$ Z2 C: X3 |( ? di "cannot find maxp"6 p0 R5 [! H9 }& Q& Z3 b7 J
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sum dx2407 S' ?6 T- S% u, H$ }9 s
local tempmaxp=r(mean)
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keep if ddy240>=r(max); u, H0 ^4 q) n$ I" T
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sum dx240
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local tempmaxp=r(max) 3 [1 K" f# {) |/ _: ^0 |- {
restore % y9 h/ D' h7 ]; K L- u& V, R
}
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* O) f' O1 b. V$ y" o! u gen maxp=`tempmaxp' in 1/ I# q3 A! e+ I
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*240maxp# `) h1 J0 K! P
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*-------------ddy240pminp左侧高峰值-----) Z* z& X" ]2 o, z5 l v7 X+ k
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keep if dx240<`tempminp'- t0 J, m# A$ R! M# F
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keep if ddy240>0
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if r(N)>2 {
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* e4 b! G9 \0 r" D pkexamine dx240 ddy2403 s3 m. d# Q4 H$ ]
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local tempminphddy240=r(tomc) 3 a5 M( Q. Y, C: l* _& d/ M5 P
restore% X6 {0 r! R0 e) d" A5 B7 ~
}
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else {4 _ ~3 q q- U" i& _
restore
6 ^+ F! Z X' z% z: Z& k di "cannot find pminphddy240"7 Y& m6 ?7 [8 w
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( F$ }1 t8 D% D4 k' ?1 F sum dx240/ N) ~! e" q5 @( n( w6 R" Q
local tempminphddy240=r(mean)
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% @' U5 u* Q/ L% c% H4 q
gen pminphddy240=`tempminphddy240' in 14 j! r, C! [# K+ B
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*-------------ddy240pminp右侧低峰值 -----------------, k) A( y0 P6 e1 `& d/ `
preserve
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0 S3 d$ m4 m& i1 R! n keep if dx240>`tempminp'1 s8 U5 M4 W# N5 c1 o
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keep if dx240<`tempmaxp'. v. D3 V8 ?6 l4 t( `" R
' L6 n( {+ m$ n: {0 I0 k4 S keep if ddy240<05 ~$ x6 {: O2 F' v
" u% U7 B9 B9 a- Q3 n# t3 ^ gen temddy240=-ddy240) N# _; z* o4 O
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count
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if r(N)>2 {
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$ Q! |' g2 R- W pkexamine dx240 temddy240
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$ q: V( k) H" d% h7 [ local tempminplddy240=r(tomc)
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6 ^9 X! N: x$ { else {
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; Z+ M2 G: k9 c$ @7 n8 A di "cannot find pminplddy240"
$ h/ J0 w7 G- w) |( K. P restore
+ b, J* y$ c* ]" U+ h' t + v- V7 M* e, a
sum dx240
8 I! c4 X& j$ C8 i+ L local tempminplddy240=r(mean)
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6 ]7 L* b/ A6 ? A2 A4 B, m gen pminplddy240=`tempminplddy240' in 1
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& q. Y+ Z( ^9 Z- d2 `; U- }5 D' J *-------------ddy240pmaxp左侧高峰值 -------------------
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( V! c+ `- a4 S preserve 9 O" b2 b% j3 T: [; J+ ^8 ^
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keep if dx240>`tempminp'
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keep if dx240<`tempmaxp'
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keep if ddy240>0 ?" L+ q, c$ R- `. a8 ?
count
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- q- v( q& `" D. x) i if r(N)>2 {
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pkexamine dx240 ddy240- }2 P* [, ?+ g% _
8 r# W% E# ^+ o) R0 E: n" i local tempmaxphddy240=r(tomc)
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restore% X8 g; Z* I/ f7 b
}
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8 Q8 ~. @' I1 G+ O7 S, g di "cannot find pmaxphddy240"
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; L* W2 A/ G- K, l& m- ]6 m sum dx240. v$ L) [, g. l+ L- L9 O" Y& u
local tempmaxphddy240=r(mean)
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. H6 `, A2 A6 g1 |' R3 E: G gen pmaxphddy240=`tempmaxphddy240' in 1; K+ W, Y# h7 T! K5 `4 C: X
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: a' E5 H7 z1 E *-------------ddy240pmaxp右侧低峰值 -------------------3 A' A& h/ ]+ c! }$ m# u3 t. k" f
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preserve 3 _. v" J, k7 r, A; Q) U& s
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keep if dx240>`tempmaxp'
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gen temddy240=-ddy240
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M- @! p" T0 K% D0 Z keep if temddy240>0; ?" z4 P, u7 _- {6 \
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count" f5 t7 N; ?" y) v e
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if r(N)>2 {! W4 a) F+ G) Q [. ?- C# @/ Q
. e4 S# A+ p$ ~9 ` pkexamine dx240 temddy240
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' q ]$ [. |* D b8 U; P local tempmaxplddy240=r(tomc)
8 _" o: ]9 K! O' e0 |4 v# I9 r restore4 r* @( `' H' a% P9 v$ n
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: R. n" E% g8 @7 U$ t else {9 e/ @: ~% o/ Q4 p: z4 [1 R
restore0 N8 r0 f" K6 x& v; |) B; F/ d
di "cannot find pmaxlhddy240"
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sum dx240
4 ^; L9 y6 d% w% D local tempmaxplddy240=r(mean) in 1
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* R& h: U& s* D2 w gen pmaxplddy240=`tempmaxphddy240' in 1
2 D P1 _9 f; x8 z6 c8 H ) i0 B% \6 C) f9 l5 A0 V8 L }
*-------------------------------------; `1 @$ M$ J& k; z/ M
. u) l' O. h* _9 j3 E gen price5d=v5 in 1/208 c9 U4 Q M/ N% I# E
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gen price5yy=_n in 1/20# ]4 p. o- V" B' i) t3 r; J( n0 b
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gen price5y=price5yy*(dy240max-dy240min)/20* A8 X: ~( |1 F4 a! ]# U
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*price5y &price5d* g" i' a8 g- |6 |, A4 w, m( G$ z- b3 H8 P) ?
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gen priceny=price5y in 13 X* A9 C2 z) D, x" O. X$ u" d# o
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gen pricen=v5 in 1+ R! S5 A+ f" B- b
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7 ]1 b0 w6 f; m7 w7 [# g *priceny &pricen4 i% U: N! Z8 u- y
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0 _4 g# a4 d" V8 {& {; k *-------------------------graph------------------
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tw(line dy240 ddy240g dx240)(spike yxis mean240, lc(red))(spike yxis maxp, lp(-) lc(black))(spike yxis minp, lc(black)) (scatter yxis2 mean240,lc(red) msymbol(+) mlabel(mean240) lc(red))(scatter yxis maxp,msymbol(+) mlabel(maxp) lc(black))(scatter yxis minp, msymbol(+) mlabel(minp) lc(black))(scatter yxis4 pminphddy240, msymbol(O) c(l[-]) mlabel(pminphddy240))(scatter yxis3 pminplddy240, msymbol(O) c(l[-]) mlabel(pminplddy240))(scatter yxis4 pmaxphddy240, msymbol(O) c(l[-]) mlabel(pmaxphddy240))(scatter yxis3 pmaxplddy240, msymbol(O) c(l[-]) mlabel(pmaxplddy240))(scatter price5y price5d, msymbol(O) mfc(black) mlc(black) c(l[-])) (scatter priceny pricen, msymbol(O) mfc(red) mlc(red)), title("`f'") xtitle("`1'") ytitle("density") legend(off)
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* ---------可选项目----------------------
3 }5 G( K" Y; y& {: b2 T*(spike yxis amean,lc(blue))(scatter yxis2 amean, lc(blue) msymbol(+) mlabel(amean))
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9 J6 r, U, Q" cend
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