找到了笨办法解决，thanks anyway~

您可以分享一下您的方法，方便其他遇到同样问题的坛友借鉴

su by id对吗

好的，方法比较笨，最后的tradelength即是交易的时间长度，有简易方法请指出
sort investorid tradingdate
by investorid:gen var1=_n
gen var2=tradingdate if var1=1
by investorid:gen var3=max(var1)
gen var4=tradingdate if var1==var3
bysort investorid:gen tradelength=var4-var2

g t=string(tradingdate,"%8.0f")
replace t=substr(t,1,4)+"/"+substr(t,5,2)+"/"+substr(t,7,2)
bys id (t): egen max=max(date(t,"YMD"))
bys id (t): egen min=min(date(t,"YMD"))
g d=max-min