Rewriting someone else's code is not that easy. Here is my try, admittedly a bit macro heavy. It may be possible (or better) if you convert these funtion-style macros into proper fcmp functions -- I didn't bother because they were just one-liners.
/* test data */
data one;
do trade_date_time = "21jun2011 01:00:00"dt to "23sep2011 23:00:00"dt by 60*60;
output;
end;
run;
/* proc format lookup approach -- macro heavy */
%*-- consts --*;
%let start = %sysevalf("22jun2011"d);
%let finish = %sysevalf("21sep2011"d);
%let holidays = ("3jul2011"d, "4jul2011"d, "4sep2011"d, "5sep2011"d);
%let firstdaysBack = ("05jul11"d, "06sep2011"d);
%let friday = (6);
%let saturday = (7);
%*-- helpers --*;
%macro dt(date, hour);
put(dhms(&date,&hour,0,0), best12.)
%mend dt;
%macro lbl();
put(input(label, best.) + 1, best12.)
%mend lbl;
%macro out(start, end, hlo, label);
do;
start=&start; end=&end; hlo=&hlo; label=&label;
output;
end;
%mend out;
/* create a user-defined numeric informat */
data groups;
retain fmtname "group" type "i";
length start end label $12 hlo $1;
%out("", %dt(&start, 16), "L", "1")
do date = &start to &finish;
if date in &holidays then
continue;
if date in &firstDaysBack then
%out(%dt(date, 00), %dt(date, 16), "", %lbl())
dow = weekday(date);
if dow = &saturday then
continue;
hour = ifn(dow = &friday, 00, 16);
%out(%dt(date, 17), %dt(date + 1, hour), "", %lbl())
end;
%out("", "", "O", "0")
run;
proc format cntlin=groups;
quit;
/* create the group variable using the informat */
data chang;
set one;
group = input(put(trade_date_time,best.), group.);
run;
/* skipper^s wall-paper code */
data skipper;
set one;
if trade_date_time <= "22JUN11:16:00:00"dt then group=1;
else if "22JUN11:17:00:00"dt <= trade_date_time <= "23JUN11:16:00:00"dt then group=2;
else if "23JUN11:17:00:00"dt <= trade_date_time <= "24JUN11:16:00:00"dt then group=3;
else if "24JUN11:17:00:00"dt <= trade_date_time <= "25JUN11:00:00:00"dt then group=4;
else if "26JUN11:17:00:00"dt <= trade_date_time <= "27JUN11:16:00:00"dt then group=5;
else if "27JUN11:17:00:00"dt <= trade_date_time <= "28JUN11:16:00:00"dt then group=6;
else if "28JUN11:17:00:00"dt <= trade_date_time <= "29JUN11:16:00:00"dt then group=7;
else if "29JUN11:17:00:00"dt <= trade_date_time <= "30JUN11:16:00:00"dt then group=8;
else if "30JUN11:17:00:00"dt <= trade_date_time <= "01JUL11:16:00:00"dt then group=9;
else if "01JUL11:17:00:00"dt <= trade_date_time <= "02JUL11:00:00:00"dt then group=10;
else if "05JUL11:00:00:00"dt <= trade_date_time <= "05JUL11:16:00:00"dt then group=11;
else if "05JUL11:17:00:00"dt <= trade_date_time <= "06JUL11:16:00:00"dt then group=12;
else if "06JUL11:17:00:00"dt <= trade_date_time <= "07JUL11:16:00:00"dt then group=13;
else if "07JUL11:17:00:00"dt <= trade_date_time <= "08JUL11:16:00:00"dt then group=14;
else if "08JUL11:17:00:00"dt <= trade_date_time <= "09JUL11:00:00:00"dt then group=15;
else if "10JUL11:17:00:00"dt <= trade_date_time <= "11JUL11:16:00:00"dt then group=16;
else if "11JUL11:17:00:00"dt <= trade_date_time <= "12JUL11:16:00:00"dt then group=17;
else if "12JUL11:17:00:00"dt <= trade_date_time <= "13JUL11:16:00:00"dt then group=18;
else if "13JUL11:17:00:00"dt <= trade_date_time <= "14JUL11:16:00:00"dt then group=19;
else if "14JUL11:17:00:00"dt <= trade_date_time <= "15JUL11:16:00:00"dt then group=20;
else if "15JUL11:17:00:00"dt <= trade_date_time <= "16JUL11:00:00:00"dt then group=21;
else if "17JUL11:17:00:00"dt <= trade_date_time <= "18JUL11:16:00:00"dt then group=22;
else if "18JUL11:17:00:00"dt <= trade_date_time <= "19JUL11:16:00:00"dt then group=23;
else if "19JUL11:17:00:00"dt <= trade_date_time <= "20JUL11:16:00:00"dt then group=24;
else if "20JUL11:17:00:00"dt <= trade_date_time <= "21JUL11:16:00:00"dt then group=25;
else if "21JUL11:17:00:00"dt <= trade_date_time <= "22JUL11:16:00:00"dt then group=26;
else if "22JUL11:17:00:00"dt <= trade_date_time <= "23JUL11:00:00:00"dt then group=27;
else if "24JUL11:17:00:00"dt <= trade_date_time <= "25JUL11:16:00:00"dt then group=28;
else if "25JUL11:17:00:00"dt <= trade_date_time <= "26JUL11:16:00:00"dt then group=29;
else if "26JUL11:17:00:00"dt <= trade_date_time <= "27JUL11:16:00:00"dt then group=30;
else if "27JUL11:17:00:00"dt <= trade_date_time <= "28JUL11:16:00:00"dt then group=31;
else if "28JUL11:17:00:00"dt <= trade_date_time <= "29JUL11:16:00:00"dt then group=32;
else if "29JUL11:17:00:00"dt <= trade_date_time <= "30JUL11:00:00:00"dt then group=33;
else if "31JUL11:17:00:00"dt <= trade_date_time <= "01AUG11:16:00:00"dt then group=34;
else if "01AUG11:17:00:00"dt <= trade_date_time <= "02AUG11:16:00:00"dt then group=35;
else if "02AUG11:17:00:00"dt <= trade_date_time <= "03AUG11:16:00:00"dt then group=36;
else if "03AUG11:17:00:00"dt <= trade_date_time <= "04AUG11:16:00:00"dt then group=37;
else if "04AUG11:17:00:00"dt <= trade_date_time <= "05AUG11:16:00:00"dt then group=38;
else if "05AUG11:17:00:00"dt <= trade_date_time <= "06AUG11:00:00:00"dt then group=39;
else if "07AUG11:17:00:00"dt <= trade_date_time <= "08AUG11:16:00:00"dt then group=40;
else if "08AUG11:17:00:00"dt <= trade_date_time <= "09AUG11:16:00:00"dt then group=41;
else if "09AUG11:17:00:00"dt <= trade_date_time <= "10AUG11:16:00:00"dt then group=42;
else if "10AUG11:17:00:00"dt <= trade_date_time <= "11AUG11:16:00:00"dt then group=43;
else if "11AUG11:17:00:00"dt <= trade_date_time <= "12AUG11:16:00:00"dt then group=44;
else if "12AUG11:17:00:00"dt <= trade_date_time <= "13AUG11:00:00:00"dt then group=45;
else if "14AUG11:17:00:00"dt <= trade_date_time <= "15AUG11:16:00:00"dt then group=46;
else if "15AUG11:17:00:00"dt <= trade_date_time <= "16AUG11:16:00:00"dt then group=47;
else if "16AUG11:17:00:00"dt <= trade_date_time <= "17AUG11:16:00:00"dt then group=48;
else if "17AUG11:17:00:00"dt <= trade_date_time <= "18AUG11:16:00:00"dt then group=49;
else if "18AUG11:17:00:00"dt <= trade_date_time <= "19AUG11:16:00:00"dt then group=50;
else if "19AUG11:17:00:00"dt <= trade_date_time <= "20AUG11:00:00:00"dt then group=51;
else if "21AUG11:17:00:00"dt <= trade_date_time <= "22AUG11:16:00:00"dt then group=52;
else if "22AUG11:17:00:00"dt <= trade_date_time <= "23AUG11:16:00:00"dt then group=53;
else if "23AUG11:17:00:00"dt <= trade_date_time <= "24AUG11:16:00:00"dt then group=54;
else if "24AUG11:17:00:00"dt <= trade_date_time <= "25AUG11:16:00:00"dt then group=55;
else if "25AUG11:17:00:00"dt <= trade_date_time <= "26AUG11:16:00:00"dt then group=56;
else if "26AUG11:17:00:00"dt <= trade_date_time <= "27AUG11:00:00:00"dt then group=57;
else if "28AUG11:17:00:00"dt <= trade_date_time <= "29AUG11:16:00:00"dt then group=58;
else if "29AUG11:17:00:00"dt <= trade_date_time <= "30AUG11:16:00:00"dt then group=59;
else if "30AUG11:17:00:00"dt <= trade_date_time <= "31AUG11:16:00:00"dt then group=60;
else if "31AUG11:17:00:00"dt <= trade_date_time <= "01SEP11:16:00:00"dt then group=61;
else if "01SEP11:17:00:00"dt <= trade_date_time <= "02SEP11:16:00:00"dt then group=62;
else if "02SEP11:17:00:00"dt <= trade_date_time <= "03SEP11:00:00:00"dt then group=63;
else if "06SEP11:00:00:00"dt <= trade_date_time <= "06SEP11:16:00:00"dt then group=64;
else if "06SEP11:17:00:00"dt <= trade_date_time <= "07SEP11:16:00:00"dt then group=65;
else if "07SEP11:17:00:00"dt <= trade_date_time <= "08SEP11:16:00:00"dt then group=66;
else if "08SEP11:17:00:00"dt <= trade_date_time <= "09SEP11:16:00:00"dt then group=67;
else if "09SEP11:17:00:00"dt <= trade_date_time <= "10SEP11:00:00:00"dt then group=68;
else if "11SEP11:17:00:00"dt <= trade_date_time <= "12SEP11:16:00:00"dt then group=69;
else if "12SEP11:17:00:00"dt <= trade_date_time <= "13SEP11:16:00:00"dt then group=70;
else if "13SEP11:17:00:00"dt <= trade_date_time <= "14SEP11:16:00:00"dt then group=71;
else if "14SEP11:17:00:00"dt <= trade_date_time <= "15SEP11:16:00:00"dt then group=72;
else if "15SEP11:17:00:00"dt <= trade_date_time <= "16SEP11:16:00:00"dt then group=73;
else if "16SEP11:17:00:00"dt <= trade_date_time <= "17SEP11:00:00:00"dt then group=74;
else if "18SEP11:17:00:00"dt <= trade_date_time <= "19SEP11:16:00:00"dt then group=75;
else if "19SEP11:17:00:00"dt <= trade_date_time <= "20SEP11:16:00:00"dt then group=76;
else if "20SEP11:17:00:00"dt <= trade_date_time <= "21SEP11:16:00:00"dt then group=77;
else if "21SEP11:17:00:00"dt <= trade_date_time <= "22SEP11:16:00:00"dt then group=78;
else group=0;
run;
/* check */
proc compare base=skipper compare=chang;
run;
/* on lst -- in part
NOTE: No unequal values were found. All values compared are exactly equal.
*/
