宏里面差了个引号。

%app(WORK);
MLOGIC(APP):  Beginning execution.
MLOGIC(APP):  Parameter INLIB has value WORK
MPRINT(APP):   proc sql;
SYMBOLGEN:  Macro variable INLIB resolves to WORK
MPRINT(APP):   select distinct memname into : dslist separated by " " from sashelp.vcolumn where
libname="WORK";
MPRINT(APP):   quit;
NOTE: PROCEDURE SQL used (Total process time):
      real time           0.04 seconds
      cpu time            0.04 seconds


MLOGIC(APP):  %LET (variable name is DSLIST)
SYMBOLGEN:  Macro variable DSLIST resolves to DAYSH600000 DAYSH600001
MLOGIC(APP):  %LET (variable name is I)
SYMBOLGEN:  Macro variable DSLIST resolves to DAYSH600000 DAYSH600001
SYMBOLGEN:  Macro variable I resolves to 1
MLOGIC(APP):  %DO %WHILE(%scan(&dslist,&i) ne) loop beginning; condition is TRUE.
MLOGIC(APP):  %LET (variable name is DS)
SYMBOLGEN:  Macro variable DSLIST resolves to DAYSH600000 DAYSH600001
SYMBOLGEN:  Macro variable I resolves to 1
SYMBOLGEN:  Macro variable DS resolves to DAYSH600000
MPRINT(APP):   data DAYSH600000;
SYMBOLGEN:  Macro variable DS resolves to DAYSH600000
MPRINT(APP):   id="DAYSH600000";
SYMBOLGEN:  Macro variable DS resolves to DAYSH600000
MPRINT(APP):   set DAYSH600000;
MPRINT(APP):   run;

NOTE: There were 1 observations read from the data set WORK.DAYSH600000.
NOTE: The data set WORK.DAYSH600000 has 1 observations and 6 variables.
NOTE: DATA statement used (Total process time):
      real time           0.03 seconds
      cpu time            0.00 seconds


SYMBOLGEN:  Macro variable DS resolves to DAYSH600000
MPRINT(APP):   proc append base=all data=DAYSH600000 force;
MPRINT(APP):   run;

NOTE: Appending WORK.DAYSH600000 to WORK.ALL.
NOTE: BASE data set does not exist. DATA file is being copied to BASE file.
NOTE: There were 1 observations read from the data set WORK.DAYSH600000.
NOTE: The data set WORK.ALL has 1 observations and 6 variables.
NOTE: PROCEDURE APPEND used (Total process time):
      real time           0.17 seconds
      cpu time            0.03 seconds


MLOGIC(APP):  %LET (variable name is I)
SYMBOLGEN:  Macro variable I resolves to 1
MLOGIC(APP):  %PUT %scan(&dslist,&i)
SYMBOLGEN:  Macro variable DSLIST resolves to DAYSH600000 DAYSH600001
SYMBOLGEN:  Macro variable I resolves to 2
DAYSH600001
SYMBOLGEN:  Macro variable DSLIST resolves to DAYSH600000 DAYSH600001
SYMBOLGEN:  Macro variable I resolves to 2
MLOGIC(APP):  %DO %WHILE(%scan(&dslist,&i) ne) condition is TRUE; loop will iterate again.
MLOGIC(APP):  %LET (variable name is DS)
SYMBOLGEN:  Macro variable DSLIST resolves to DAYSH600000 DAYSH600001
SYMBOLGEN:  Macro variable I resolves to 2
SYMBOLGEN:  Macro variable DS resolves to DAYSH600001
MPRINT(APP):   data DAYSH600001;
SYMBOLGEN:  Macro variable DS resolves to DAYSH600001
MPRINT(APP):   id="DAYSH600001";
SYMBOLGEN:  Macro variable DS resolves to DAYSH600001
MPRINT(APP):   set DAYSH600001;
MPRINT(APP):   run;

NOTE: There were 1 observations read from the data set WORK.DAYSH600001.
NOTE: The data set WORK.DAYSH600001 has 1 observations and 6 variables.
NOTE: DATA statement used (Total process time):
      real time           0.01 seconds
      cpu time            0.01 seconds


SYMBOLGEN:  Macro variable DS resolves to DAYSH600001
MPRINT(APP):   proc append base=all data=DAYSH600001 force;
MPRINT(APP):   run;

NOTE: Appending WORK.DAYSH600001 to WORK.ALL.
NOTE: There were 1 observations read from the data set WORK.DAYSH600001.
NOTE: 1 observations added.
NOTE: The data set WORK.ALL has 2 observations and 6 variables.
NOTE: PROCEDURE APPEND used (Total process time):
      real time           0.01 seconds
      cpu time            0.01 seconds


MLOGIC(APP):  %LET (variable name is I)
SYMBOLGEN:  Macro variable I resolves to 2
MLOGIC(APP):  %PUT %scan(&dslist,&i)
SYMBOLGEN:  Macro variable DSLIST resolves to DAYSH600000 DAYSH600001
SYMBOLGEN:  Macro variable I resolves to 3

SYMBOLGEN:  Macro variable DSLIST resolves to DAYSH600000 DAYSH600001
SYMBOLGEN:  Macro variable I resolves to 3
MLOGIC(APP):  %DO %WHILE() condition is FALSE; loop will not iterate again.
MLOGIC(APP):  Ending execution.

你input的时候用filename也可以的

data all;
length fn $100.;
length filename $100.;
infile 'path\*' delimiter=   filename=fn;
input ......;
id=scan(fn,2,'\');
run;
类似这种方法去输入数据文件，就直接合并了