How to mathing current oberservation with next observations to lookup in data step

[ShufeGuoding]

I have a data set p2p as following

sellid	buyid	id	date
1000023	1144058	292173	2016/11/7
1000023	477211	292178	2015/10/27
1000023	1569350	292178	2015/10/27
1000023	318100	289648	2015/4/7
1000023	350832	289652	2015/4/7
1000023	560400	289648	2015/4/7
1000023	259210	292173	2016/11/7
1000023	1466757	289652	2015/4/7
1000023	10626	292213	2016/11/7
1000023	259210	292221	2016/11/7
1000023	328802	292221	2016/11/7
1000023	827855	289648	2015/4/7
1000023	10626	292173	2016/11/7
1000023	823271	292173	2016/11/7
1000023	1597616	292202	2016/11/7
1000023	5068647	292202	2016/11/7
1000023	823271	292213	2016/11/7
1000023	10626	292173	2016/11/7
1000023	2282389	292221	2016/11/7
1000023	1451751	289648	2015/4/7
1000023	823271	292202	2016/11/7
1000023	1661710	289652	2015/4/7
1000023	1086373	292213	2016/11/7
1000023	1854328	292173	2016/11/7
1000023	963867	290497	2015/4/7
1000023	406023	289648	2015/4/7
1000023	211396	290802	2015/4/7
1000023	719501	289652	2015/4/7
1000023	1509387	290496	2015/4/7
1000023	1086373	292221	2016/11/7
1000023	963867	290497	2015/4/7
1000023	1597616	292213	2016/11/7
1000023	1536356	289652	2015/4/7
1000023	2282389	292213	2016/11/7
1000023	1536356	290497	2015/4/7
1000023	1867463	292202	2016/11/7
1000023	2356403	292178	2015/10/27
1000023	196966	290497	2015/4/7
1000023	1144058	292202	2016/11/7
1000023	259210	292202	2016/11/7
1000023	1536356	289648	2015/4/7
1000041	744402	107950	2015/4/7
1000041	1166120	107950	2015/4/7
1000041	1514527	107950	2015/4/7
1000041	793936	357766	2015/4/7
1000041	1617063	357766	2015/4/7
1000041	793936	107950	2015/4/7
1000043	2414987	661415	2016/1/26
1000043	1878751	563862	2016/1/26
1000043	2527958	415597	2016/1/12
1000043	1288675	347600	2016/1/26
1000043	1668672	537277	2016/1/26
1000043	5973865	2084280	2017/1/9
1000043	1012668	299174	2015/10/13
1000043	1301405	415765	2016/1/26
1000043	2252908	669278	2016/1/26
1000043	1910747	133016	2016/10/15
1000043	760352	620837	2015/12/27
1000043	1789216	578613	2016/1/26

that is the trade record peer to  peer.

I want to find whether the seller buy again in the next 30 days,and ran the following code

data want;
  set p2p curobs=obs1;
  obs2=obs1+1;
    do while (date2-date<30);
    set p2p(
        rename=(
        date=date2 
        sellid=sellid2   
        buyid=buyid2
        id=id2
        )
      ) point=obs2
    ;
    If buyid2=sellid  Then
      Flag = 1; 
    Else Flag = 0; 
    output;
    obs2+1; 
 end;
   
run;

The data step runing in a dead loop!! 

Please give me your help hand, thanks.

[Ksharp]

Better post the output you want.

Here could give you a start.

data have;
infile cards expandtabs;
input sellid	buyid	id	date : yymmdd10.;
format date yymmdd10.;
cards;
1000023	1144058	292173	2016/11/7
1000023	477211	292178	2015/10/27
1000023	1569350	292178	2015/10/27
1000023	318100	289648	2015/4/7
1000023	350832	289652	2015/4/7
1000023	560400	289648	2015/4/7
1000023	259210	292173	2016/11/7
1000023	1466757	289652	2015/4/7
1000023	10626	292213	2016/11/7
1000023	259210	292221	2016/11/7
1000023	328802	292221	2016/11/7
1000023	827855	289648	2015/4/7
1000023	10626	292173	2016/11/7
1000023	823271	292173	2016/11/7
1000023	1597616	292202	2016/11/7
1000023	5068647	292202	2016/11/7
1000023	823271	292213	2016/11/7
1000023	10626	292173	2016/11/7
1000023	2282389	292221	2016/11/7
1000023	1451751	289648	2015/4/7
1000023	823271	292202	2016/11/7
1000023	1661710	289652	2015/4/7
1000023	1086373	292213	2016/11/7
1000023	1854328	292173	2016/11/7
1000023	963867	290497	2015/4/7
1000023	406023	289648	2015/4/7
1000023	211396	290802	2015/4/7
1000023	719501	289652	2015/4/7
1000023	1509387	290496	2015/4/7
1000023	1086373	292221	2016/11/7
1000023	963867	290497	2015/4/7
1000023	1597616	292213	2016/11/7
1000023	1536356	289652	2015/4/7
1000023	2282389	292213	2016/11/7
1000023	1536356	290497	2015/4/7
1000023	1867463	292202	2016/11/7
1000023	2356403	292178	2015/10/27
1000023	196966	290497	2015/4/7
1000023	1144058	292202	2016/11/7
1000023	259210	292202	2016/11/7
1000023	1536356	289648	2015/4/7
1000041	744402	107950	2015/4/7
1000041	1166120	107950	2015/4/7
1000041	1514527	107950	2015/4/7
1000041	793936	357766	2015/4/7
1000041	1617063	357766	2015/4/7
1000041	793936	107950	2015/4/7
1000043	2414987	661415	2016/1/26
1000043	1878751	563862	2016/1/26
1000043	2527958	415597	2016/1/12
1000043	1288675	347600	2016/1/26
1000043	1668672	537277	2016/1/26
1000043	5973865	2084280	2017/1/9
1000043	1012668	299174	2015/10/13
1000043	1301405	415765	2016/1/26
1000043	2252908	669278	2016/1/26
1000043	1910747	133016	2016/10/15
1000043	760352	620837	2015/12/27
1000043	1789216	578613	2016/1/26
;
data want;
 if _n_=1 then do;
  if 0 then set have;
  declare hash h(dataset:'have',hashexp:20);
  h.definekey('buyid','date');
  h.definedone();
 end;
set have;
do i=date to date+30;
if h.check(key:sellid,key:i)=0 then buy_in_next_30=1;
end;
drop i;
run;

[ShufeGuoding]

Thanks for your  solution. I don't understand the necessity of  the following statement

if 0 then set have;

and what the 0 stands for in that statements.

[Ksharp]

Here initialize the PDV and make PDV have variables in dataset HAVE, 

so there would not be an error(variable is not initialize) information when build a Hash Table in the next code .

[mkeintz]

The "if 0" is an if test that will always fail, so the statement

   if 0 then set have;

means that this statement will NEVER actually read data from have.

But even though data is not actually transcribed from have via this statement, the sas compiler still sees the "set have", and consequently expands the program data vector (PDV) to include all variables in the have dataset.  The reason this is needed is because the subsequent "declare hash h (dataset:'have',hashexp:20)" is NOT similarly used by the sas compiler to expand the pdv.

Consider this program, which looks up the data for "Alfred" in the hash object h.

data _null_;
  *if 0 then set sashelp.class;
  declare hash h (dataset:'sashelp.class');
    h.definekey('name');
    h.definedata(all:'Y');
    h.definedone();
  name='Alfred';
  rc=h.find();
  put (_all_) (=);
run;

It generates an error message in the log:

ERROR: Undeclared data symbol Sex for hash object at line 290 column 5.
ERROR: DATA STEP Component Object failure.  Aborted during the EXECUTION phase.

which simply means that even though there is data for a variable named SEX in the hash object, there is no variable named SEX in the pdv,  So the FIND method, which is intended to transfer data from the hash object to the pdv, fails. 

Now try the same program, but de-comment the "if 0 then ..." statement.

[ShufeGuoding]

When readding an observation from data set  using set statement in each data step iteration, Can we only do the lookup in a subset containing the observations within a date interval of 30 days from current date. In other words, is there a way to load a subset rather than the whole dataset into hash object and remove it after lookup finish, and load another subset into hash dynamically?  

[Ksharp]

You can do that, But that need a GROUP variable and lookup an obs within a group .

[Ksharp]

The following cod could give a new start. But I am not sure if it would get what you need.

data have;
infile cards expandtabs;
input sellid	buyid	id	date : yymmdd10.;
format date yymmdd10.;
cards;
1000023	1144058	292173	2016/11/7
1000023	477211	292178	2015/10/27
1000023	1000023	292178	2015/10/28
1000023	318100	289648	2015/4/7
1000023	350832	289652	2015/4/7
1000023	560400	289648	2015/4/7
1000023	259210	292173	2016/11/7
1000023	1466757	289652	2015/4/7
1000023	10626	292213	2016/11/7
1000023	259210	292221	2016/11/7
1000023	328802	292221	2016/11/7
1000023	827855	289648	2015/4/7
1000023	10626	292173	2016/11/7
1000023	823271	292173	2016/11/7
1000023	1597616	292202	2016/11/7
1000023	5068647	292202	2016/11/7
1000023	823271	292213	2016/11/7
1000023	10626	292173	2016/11/7
1000023	2282389	292221	2016/11/7
1000023	1451751	289648	2015/4/7
1000023	823271	292202	2016/11/7
1000023	1661710	289652	2015/4/7
1000023	1086373	292213	2016/11/7
1000023	1854328	292173	2016/11/7
1000023	963867	290497	2015/4/7
1000023	406023	289648	2015/4/7
1000023	211396	290802	2015/4/7
1000023	719501	289652	2015/4/7
1000023	1509387	290496	2015/4/7
1000023	1086373	292221	2016/11/7
1000023	963867	290497	2015/4/7
1000023	1597616	292213	2016/11/7
1000023	1536356	289652	2015/4/7
1000023	2282389	292213	2016/11/7
1000023	1536356	290497	2015/4/7
1000023	1867463	292202	2016/11/7
1000023	2356403	292178	2015/10/27
1000023	196966	290497	2015/4/7
1000023	1144058	292202	2016/11/7
1000023	259210	292202	2016/11/7
1000023	1536356	289648	2015/4/7
1000041	744402	107950	2015/4/7
1000041	1166120	107950	2015/4/7
1000041	1514527	107950	2015/4/7
1000041	793936	357766	2015/4/7
1000041	1617063	357766	2015/4/7
1000041	793936	107950	2015/4/7
1000043	2414987	661415	2016/1/26
1000043	1878751	563862	2016/1/26
1000043	2527958	415597	2016/1/12
1000043	1288675	347600	2016/1/26
1000043	1668672	537277	2016/1/26
1000043	5973865	2084280	2017/1/9
1000043	1012668	299174	2015/10/13
1000043	1301405	415765	2016/1/26
1000043	2252908	669278	2016/1/26
1000043	1910747	133016	2016/10/15
1000043	760352	620837	2015/12/27
1000043	1789216	578613	2016/1/26
;

data temp;
 set have(keep=sellid date rename=(sellid=buyid date=_date)) ;
 do i=_date to _date+30;
  date=i; if i=_date then buy_in_next_30=1;else buy_in_next_30=0;  output;
 end;
 format date yymmdd10.;
 drop _date i ;
run;

proc sql;
create table found as
 select buyid,date
  from have
 intersect
 select buyid,date
  from temp;

create table want as
 select *
  from temp
   where buyid in (select buyid from found) and buy_in_next_30=1;
quit;

[mkeintz]

What is the ID variable?  Is it a product or stock id?  When you say you are looking for a seller id as a buyer id in some later transaction within 30 days, does it also require ID of the sell transaction equal to ID of the buy transaction?

[ShufeGuoding]

only use sellid and buyid to identify the
person who buys in next 30 days after sell.

[ShufeGuoding]

my data set has 20 millions observation and the lookup costs time very much.Is there any other solution?