Download trading data from yahoo finance

3106

收藏 2011-12-27

data _null_;
  stkname='bidu';
  startdate=mdy(12,1,2011);
  enddate=mdy(12,26,2011);
  file 'Desktop\stock.sas';

  ***********do not edit***********************;
  stkname=upcase(stkname);
  m1=month(startdate)-1;
  d1=day(startdate);
  y1=year(startdate);
  m2=month(enddate)-1;
  d2=day(enddate);
  y2=year(enddate);
  filen=catt('filename mkt URL ', "'",'http://table.finance.yahoo.com:80/table.csv?s=',stkname,
         '&a=',m1,'&b=',d1,'&c=',y1,'&d=',m2,'&e=',d2,'&f=',y2,'&g=d',"';");
  put filen;
  put 'data '  stkname ';';
  put 'length Stkname $4 Date 8 Day $3 Open High Low Close Volume 8;';
  put "infile mkt dlm=',' firstobs=2;";
  put "input Date yymmdd10. Open High Low Close Volume; ";
  put "stkname='" stkname "';";
  put "Day=upcase(strip(put(date, weekdatx.)));";
  put "format Date date9. Volume comma11.;run;";
  run;

  %include 'Desktop\stock.sas';

  proc print;run;

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bobguy

2011-12-28 03:53:48

This one uses call execute.

data _null_;
  stkname='bidu';
  startdate=mdy(12,1,2011);
  enddate=mdy(12,26,2011);

  ***********do not edit***********************;
  stkname=upcase(stkname);
  m1=month(startdate)-1;
  d1=day(startdate);
  y1=year(startdate);
  m2=month(enddate)-1;
  d2=day(enddate);
  y2=year(enddate);
  filen=catt('filename mkt URL ', "'",'http://table.finance.yahoo.com:80/table.csv?s=',stkname,
         '&a=',m1,'&b=',d1,'&c=',y1,'&d=',m2,'&e=',d2,'&f=',y2,'&g=d',"';");
  call execute( filen);
  call execute(  'data ' || stkname || ';') ;
  call execute(  'length Stkname $4 Date 8 Day $3 Open High Low Close Volume 8;');
  call execute(  "infile mkt dlm=',' firstobs=2;");
  call execute(  "input Date yymmdd10. Open High Low Close Volume; ");
  call execute(  "stkname='" || stkname || "';");
  call execute(  "Day=upcase(strip(put(date, weekdatx.)));");
  call execute(  "format Date date9. Volume comma11.;run;");
  run;



  proc print;run;