多重条件筛选

stock_code	stock_name	dt_jzr	cagr	rtn
000001	深发展A	19911231	10	20
000001	深发展A	19921231	15	-10
000001	深发展A	19931231	20	20
000001	深发展A	19941231	25	-10
000001	深发展A	19951231	30	-20
000001	深发展A	19961231	35	20
000001	深发展A	19971231	40	20
000001	深发展A	19981231	45	20
000001	深发展A	19991231	50	-10
000001	深发展A	20001231	55	20
000001	深发展A	20011231	60	10
000001	深发展A	20021231	65	20
000001	深发展A	20031231	70	20
000001	深发展A	20041231	75	20

筛选复合下列条件的股票

条件1、当年的CAGR>30
条件2、前4年（含当年）的RTN中有2年的不得为负

根据上述条件，筛选出的数据集应该为

000001	深发展A	19971231	40	20
000001	深发展A	19981231	45	20
000001	深发展A	19991231	50	-10
000001	深发展A	20001231	55	20
000001	深发展A	20011231	60	10
000001	深发展A	20021231	65	20
000001	深发展A	20031231	70	20
000001	深发展A	20041231	75	20

data a;
input dt_jzr cagr rtn;
cards;
19911231 10 20
19921231 15 -10
19931231 20 20
19941231 25 -10
19951231 30 -20
19961231 35 20
19971231 40 20
19981231 45 20
19991231 50 -10
20001231 55 20
20011231 60 10
20021231 65 20
20031231 70 20
20041231 75 20
;
run;
data a;
set a;
stocl_code="000001";
stock_name="深发展A";
output;
stocl_code="000002";
stock_name="BBBBBB";
output;
run;

proc sort data=a;by stocl_code dt_jzr;run;

data b;
set a;
by stocl_code dt_jzr;
if first.stocl_code then seq=1;
else seq+1;
if rtn>0 then grp=1;else grp=0;
n1=lag(grp);
n2=lag2(grp);
n3=lag3(grp);
total= grp+n1+n2+n3;
if seq<=3 then total=.;
if cagr>30 and total>=2 then output;
run;
供参考

data a;
input dt_jzr cagr rtn;
cards;
19911231 10 20
19921231 15 -10
19931231 20 20
19941231 25 -10
19951231 30 -20
19961231 35 20
19971231 40 20
19981231 45 20
19991231 50 -10
20001231 55 20
20011231 60 10
20021231 65 20
20031231 70 20
20041231 75 20
;
run;
data a;
set a;
stocl_code="000001";
stock_name="深发展A";
output;
stocl_code="000002";
stock_name="BBBBBB";
output;
run;

proc sort data=a;by stocl_code dt_jzr;run;


本文来自: 人大经济论坛 SAS专版 版，详细出处参考： https://bbs.pinggu.org/forum.php? ... 1&from^^uid=32303

data a;
input dt_jzr cagr rtn;
cards;
19911231 10 20
19921231 15 -10
19931231 20 20
19941231 25 -10
19951231 30 -20
19961231 35 20
19971231 40 20
19981231 45 20
19991231 50 -10
20001231 55 20
20011231 60 10
20021231 65 20
20031231 70 20
20041231 75 20
;
run;
data a1;
set a;
stocl_code="000001";
stock_name="shenzhengfazhanA";
output;
/* stocl_code="000002";*/
/* stock_name="BBBBBB";*/
/* output;*/
run;

proc sort data=a1 out=a2;
by stocl_code dt_jzr;
run;

data b1;
set a2;
if first.stocl_code then n=1;
else n+1;
if n ne 0 then do;
if cagr>30 and (sum(rtn>=0,lag(rtn)>=0,lag2(rtn)>=0,lag3(rtn)>=0)>=2) then output;
end;
if last.stocl_code then n=0;
run;