data stockrecommend;
input stkcd $ rptdt yymmdd10.;/
*rptdt是证券公司发布股票推荐的日期*/、
format date yymmdd10.;
cards;
600000 2009-07-16/*weekday=4,表示是星期四/
600000 2009-05-17/*weekday=7,表示是星期天/
;
run;
data stockrecommend;
set stockrecommend;
x=weekday(rptdt);
x1=rptdt;
if x=7 then x2=x1+1;
if x=7 then x3=x1-2;
if x=7 then x4=x1+2;
if x=4 then x2=x1+1;
if x=4 then x3=x1-1;
run;
data return;
input stkcd $ trddt yymmdd10. drturn;
cards;
600000 2009-07-15 0.002479
600000 2009-07-16 0.033388
600000 2009-07-17 -0.000399
600000 2009-05-18 0.001591
600000 2009-05-19 0.032168
600000 2009-05-15 0.012893
;
run;
data return;
set return;
if stkcd='600000' and trddt=2009-07-16 then aar=mean(x1,x2,x3);
if stkcd='600000' and trddt=2009-05-18 then aar=mean(x2,x3,x4);
run;
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