Question

我遇到以下错误。

错误：在％EVAL函数或％IF条件中找到了一个字符操作数，其中需要一个数字操作数。条件是：＆amp; N_GROUP

错误：％DO I循环的％TO值无效。

错误：宏ORDERFLOW将停止执行。

当我在没有远程提交的情况下在本地测试时，它有效。但它在WRDS服务器上不起作用。我已经尝试了许多方法来解决这个问题，但无法找出问题所在。

这是我的代码。仅供参考，这是一个更大的试验代码。

%macro orderflow(YYYYMMDD=, CUTOFF=) /des = "Create OrderFlow"; 

%syslput YYYYMMDD = &YYYYMMDD;
%syslput CUTOFF = &CUTOFF;

%let wrds = wrds.wharton.upenn.edu 4016;
options comamid=TCP;
signon wrds username=_prompt_;

rsubmit;

/* Enter your WRDS institution name and your WRDS username */
options errors=2;

/* STEP 1: RETRIEVE DAILY TRADE AND QUOTE (DTAQ) FILES */
    libname nbbo '/wrds/nyse/sasdata/taqms/nbbo';
    libname cq '/wrds/nyse/sasdata/taqms/cq';
    libname ct '/wrds/nyse/sasdata/taqms/ct';
    libname mast '/wrds/nyse/sasdata/taqms/mast';

    /* Create StockList each having 100 stocks */
    proc sql noprint;
    select  ceil(count(SYMBOL_ROOT)/&CUTOFF)    into :N_GROUP     
    from  mast.mastm_&YYYYMMDD
    where  LISTED_MARKET in ('A' 'N' 'T' 'Q')   /* AMEX, NYSE, NASDAQ */
    and  TAPE = 'A'                         /* Common stock */     
    ; quit;

    %do i=1 %to &N_GROUP;
        %global STOCKLIST&i;
        proc sql noprint;
        select  SYMBOL_ROOT  into :STOCKLIST&i  separated by '" "'
        from  mast.mastm_&YYYYMMDD
        where  LISTED_MARKET in ('A' 'N' 'T' 'Q')   /* AMEX, NYSE, NASDAQ */
        and  TAPE = 'A'                             /* Common stock */
        and  monotonic() between &cutoff*(&i-1)+1 and &cutoff*&i
        ; quit;


    /* Retrieve NBBO data */
    data DailyNBBO;

        /* Enter NBBO file names in YYYYMMDD format for the dates you want */
        set nbbo.nbbom_&YYYYMMDD;

        /* Enter company tickers you want */
        where sym_root in ("&&STOCKLIST&i") and 

        /* Quotes are retrieved prior to market open time to ensure NBBO 
           Quotes are available for beginning of the day trades */
        (("9:00:00.000000000"t) <= time_m <= ("9:30:00.000000000"t));
        format date date9.;
        format time_m part_time trf_time TIME20.9;
    run;

    /* Retrieve Quote data */
    data DailyQuote;

        /* Enter Quote file names in YYYYMMDD format for the same dates */
        set cq.cqm_&YYYYMMDD;

        /* Enter the same company tickers as above */
        where sym_root in ("&&STOCKLIST&i") and 

        /* Quotes are retrieved prior to market open time to ensure NBBO 
           Quotes are available for beginning of the day trades*/
        (("9:00:00.000000000"t) <= time_m <= ("9:30:00.000000000"t));
        format date date9.;
        format time_m part_time trf_time TIME20.9;
    run;

    /* Retrieve Trade data */
    data DailyTrade;

        /* Enter Trade file names in YYYYMMDD format for the same dates */
        set ct.ctm_&YYYYMMDD;

        /* Enter the same company tickers as above */
        where sym_root in ("&&STOCKLIST&i") and 

        /* Retrieve trades during normal market hours */
        (("9:30:00.000000000"t) <= time_m <= ("9:30:00.000000000"t));
        type='T';
        format date date9.;
        format time_m part_time trf_time TIME20.9;
    run;

    /* Download to PC */
    proc download data=DailyNBBO out=taq.DailyNBBO_&&YYYYMMDD&i;     run;
    proc download data=DailyQuote out=taq.DailyQuote_&&YYYYMMDD&i;     run;
    proc download data=DailyTrade out=taq.DailyTrade_&&YYYYMMDD&i;     run;

%end;
%mend orderflow;
%orderflow(YYYYMMDD=20141224,CUTOFF=100);

任何评论都表示赞赏。感谢。

Answer 1

此宏构造为在LOCAL机器上运行，因为它包含SIGNON和RSUBMIT / ENDRSUBMIT块。

但是您正在引用通过SQL INTO子句在远程计算机上创建的宏变量N_GROUP。我认为这是错误消息的原因。

定义要在远程计算机上运行的宏，或使用%SYSRPUT将宏变量值移回本地计算机，以便您可以使用它来控制%DO循环。

错误：在％EVAL函数或％IF条件中找到了一个字符操作数，其中需要一个数字操作数

1 个答案: