Hi,   I have a number of daily trading data set, which are named as t20161201, t20161202, etc.  I want to compute a cumulative trading volume (e.g. volume + size), and once the cumulative volume exceeds a specified threshold, then stop the computing and output this single obs (since I want to know how long to get this volume).  The problem is that sometimes the threshold is very large, and it may take several days for a stock to reach this trading volume. So I have to judge whether I need to append next day's data  to compute the volume until it meets the threshold.  One possible logic is to combine these daily data set together and compute the volume directly, but the size of these data set could be very large ( 4g per data set), so it may be inefficient to compute it in this way.  In this case, I have to judge whether I can get the volume within one day, if not, then I need to append next day' data and compute again, then I have to judge again and compute again...until the volume meets the threshold. I am struggling to write the code.  Any helps is very appreciated!!  ... View more

Hi,   I have a folder which contains daily trading data for each trading day.  These daily data are named based on their corresponding trading days. (e.g. 20171201.sas7bat) I am trying to get a new data set which combine 5 consecutive daily trading data according to a specified signal date. What I did is firstly to get next 4 weekdays starting from signal date, then to set these data set together in data step. But the problem is that some weekdays are actually holidays, so no trading on these days. In this case, what I get maybe  a data set with only 4-day trading data. Any ideas to correct this? Thank you very much:) ... View more

Hi,   I have a dataset with a single obs, which is like: The num here is computed cumulatively based on another column ( sum of the value in that column) The condition defined as whether the num is smaller than a specific value. If yes, then I need to append a new dataset to this dataset and compute the cumulative value (including the "num" here) again until it meets the condition, then I can extract this obs into a dataset with a single value. If not, I just want to keep the dataset.   The code I use: data want;  set have; if value <= 10000000 then do; set new.have; by name; if first.obs then do; value = value;end; value + value1; else if value > 10000000 then output; run;   I am quite new to SAS, so any helps are much appreciated!  Thank you very much! ... View more

Hi, I have a data like below:   I want to have a data with a single obs based on the last value of column C. Specifically, if the last value is negative, then I want the fifth row, which is AXX  5 N or P; and if it is positive, then I want the first row within positive value of C, which is AXX  2  1.   my code could only extract the last row in the case of negative value.   data data1; set data1  end = last; by name; if last then last_C = XXXXXX; if last_c< 0 then do; output;end; run;   Any helps are very appreciated!  ... View more