黃河泉 发表于 2018-8-13 08:08 
你若要问程序,永远附上资料;若要附上资料,永远用 dataex 印出资料;先 ssc install dataex (并见说明), ...
clear
input long stkcd str10 chgdt str33 leadernm str45 posdesc str73 stklhd str30 reldesc str2 rel str9 hldsumbefchg long stksumchg str6 avgpr str7 chgrat
1 "2009-11-03" "叶淑虹" "监事" "叶选权" "父母" "2" " " -700 "24.81" "0.0000"
1 "2011-05-06" "王利平" "董事" "黄建平" "配偶" "3" " " -13000 "17.74" "0.0004"
1 "2014-08-12" "吴鹏" "高管" "由晓红" "配偶" "3" " " -60000 "10.59" "0.0005"
1 "2014-11-28" "孙先朗" "高管" "白国华" "配偶" "3" " " -7680 "12.25" "0.0001"
2 "2007-05-09" "莫军" "高管" "杨新宇" "配偶" "3" " " -20000 "21.50" "0.0005"
2 "2007-05-10" "莫军" "高管" "杨新宇" "配偶" "3" " " -20000 "21.90" "0.0005"
2 "2007-07-23" "王石" "董事" "王江穗" "配偶" "3" " " -46900 "26.54" "0.0008"
2 "2009-08-12" "徐洪舸" "高管" "徐洪波" "兄弟姐妹" "5" " " -140000 "12.69" "0.0014"
2 "2010-03-24" "王印" "董事" "王剑" "兄弟姐妹" "5" " " -1000 "9.48" "0.0000"
2 "2010-11-04" "肖莉" "董事、高管" "肖亮" "兄弟姐妹" "5" " " -38000 "9.89" "0.0004"
2 "2014-12-01" "孙建一" "独立董事" "孙建一" "本人" "1" " " -123059 "10.88" "0.0013"
2 "2014-12-02" "孙建一" "独立董事" "孙建一" "本人" "1" " " -50000 "10.87" "0.0005"
2 "2014-12-04" "梁洁" "证券事务代表" "梁洁" "本人" "1" " " -14606 "11.65" "0.0001"
2 "2014-12-08" "谭华杰" "董秘" "谭华杰" "本人" "1" " " -160000 "12.18" "0.0017"
2 "2014-12-09" "梁洁" "证券事务代表" "梁洁" "本人" "1" " " -19500 "12.28" "0.0002"
2 "2014-12-10" "梁洁" "证券事务代表" "梁洁" "本人" "1" " " -14000 "11.96" "0.0001"
2 "2014-12-11" "梁洁" "证券事务代表" "梁洁" "本人" "1" " " -8500 "12.11" "0.0001"
2 "2014-12-30" "王文金" "董事、高管" "王文金" "本人" "1" " " -100000 "12.80" "0.0010"
2 "2014-12-31" "王文金" "董事、高管" "王文金" "本人" "1" " " -200000 "13.10" "0.0021"
2 "2014-12-31" "解冻" "监事" "解冻" "本人" "1" " " -496915 "12.67" "0.0051"
4 "2007-06-06" "张华" "董事,离职半年内" "张华" "本人" "1" " " -14170 "8.31" "0.0169"
5 "2007-05-17" "陈荣全" "董事" "陈雪影" "子女" "4" " " -10000 "8.50" "0.0011"
5 "2007-05-21" "雍正峰" "监事" "雍元宏" "兄弟姐妹" "5" " " -1000 "8.90" "0.0001"
5 "2008-01-08" "雍正峰" "监事" "雍海宏" "兄弟姐妹" "5" " " -8700 "7.44" "0.0010"
5 "2008-03-04" "任胜健" "董事" "任浩挺" "子女" "4" " " -100 "7.55" "0.0000"
5 "2008-03-07" "宋孝刚" "董事" "宋芳" "子女" "4" " " -400 "8.00" "0.0000"
5 "2010-07-27" "宋孝刚" "董事" "夏惠黔" "配偶" "3" " " -10000 "4.31" "0.0011"
5 "2014-08-26" "郑列列" "董事、高管" "郑钢钢" "兄弟姐妹" "5" " " -300 "2.62" "0.0000"
6 "2007-05-31" "马兴文" "董事" "马宁" "兄弟姐妹" "5" " " -1400 "26.60" "0.0006"
6 "2007-06-19" "马兴文" "董事" "马宁" "兄弟姐妹" "5" " " -2100 "28.21" "0.0008"
6 "2009-04-27" "李富川" "董事、高管" "罗丽娟" "配偶" "3" " " -5000 "8.88" "0.0010"
6 "2009-08-17" "郭其荣" "监事" "魏本红" "配偶" "3" " " -10000 "12.00" "0.0020"
6 "2009-12-01" "李富川" "董事、高管" "李富川" "本人" "1" " " -50000 "13.10" "0.0099"
6 "2009-12-02" "李富川" "董事、高管" "李富川" "本人" "1" " " -150000 "13.31" "0.0296"
6 "2009-12-29" "李富川" "董事、高管" "李富川" "本人" "1" " " -369000 "11.11" "0.0728"
6 "2009-12-31" "罗力" "董事" "罗力" "本人" "1" " " -250000 "11.31" "0.0493"
6 "2010-11-29" "方东红" "高管" "方东红" "本人" "1" " " -95771 "7.16" "0.0126"
6 "2010-11-30" "方东红" "高管" "方东红" "本人" "1" " " -55000 "6.87" "0.0072"
6 "2010-12-09" "李永明" "董事" "李永明" "本人" "1" " " -280000 "8.02" "0.0368"
6 "2010-12-15" "方东红" "高管" "方东红" "本人" "1" " " -110000 "7.68" "0.0145"
6 "2010-12-16" "方东红" "高管" "方东红" "本人" "1" " " -130000 "7.64" "0.0171"
6 "2010-12-21" "李永明" "董事" "李永明" "本人" "1" " " -200000 "7.66" "0.0263"
6 "2010-12-22" "李永明" "董事" "李永明" "本人" "1" " " -20000 "7.75" "0.0026"
6 "2010-12-24" "李永明" "董事" "李永明" "本人" "1" " " -82242 "7.74" "0.0108"
6 "2010-12-28" "方东红" "高管" "方东红" "本人" "1" " " -100000 "7.15" "0.0131"
6 "2010-12-29" "方东红" "高管" "方东红" "本人" "1" " " -220000 "7.04" "0.0289"
6 "2010-12-31" "李永明" "董事" "李永明" "本人" "1" " " -120000 "6.95" "0.0158"
6 "2011-01-25" "蒋灿明" "高管" "蒋灿明" "本人" "1" " " -100000 "7.26" "0.0131"
6 "2011-01-27" "蒋灿明" "高管" "蒋灿明" "本人" "1" " " -24899 "7.00" "0.0033"
6 "2011-04-26" "李富川" "董事、高管" "李富川" "本人" "1" " " -150000 "7.90" "0.0197"
6 "2011-05-03" "罗力" "董事" "罗力" "本人" "1" " " -150000 "7.79" "0.0197"
6 "2011-05-11" "李富川" "董事、高管" "李富川" "本人" "1" " " -100000 "7.84" "0.0131"
6 "2011-05-16" "蓝思远" "高管" "蓝思远" "本人" "1" " " -40000 "8.36" "0.0053"
6 "2011-05-16" "李永明" "董事" "李永明" "本人" "1" " " -400000 "8.30" "0.0526"
6 "2011-05-17" "李永明" "董事" "李永明" "本人" "1" " " -151644 "8.39" "0.0199"
6 "2011-05-18" "李永明" "董事" "李永明" "本人" "1" " " -348300 "8.23" "0.0458"
6 "2011-05-20" "罗力" "董事" "罗力" "本人" "1" " " -70000 "8.12" "0.0092"
6 "2011-09-14" "罗力" "董事" "罗力" "本人" "1" " " -30000 "5.48" "0.0030"
6 "2011-09-15" "罗力" "董事" "罗力" "本人" "1" " " -50000 "5.47" "0.0051"
6 "2011-09-16" "罗力" "董事" "罗力" "本人" "1" " " -50000 "5.42" "0.0051"
6 "2011-11-22" "方东红" "高管" "方东红" "本人" "1" " " -880000 "4.98" "0.8898"
6 "2011-12-07" "罗力" "董事" "罗力" "本人" "1" " " -80000 "4.63" "0.0809"
6 "2011-12-08" "罗力" "董事" "罗力" "本人" "1" " " -378400 "4.65" "0.3826"
6 "2011-12-09" "李富川" "董事、高管" "李富川" "本人" "1" " " -400000 "4.60" "0.4044"
6 "2011-12-26" "李永明" "董事" "李永明" "本人" "1" " " -163630 "4.22" "0.1654"
6 "2011-12-27" "李永明" "董事" "李永明" "本人" "1" " " -51400 "4.17" "0.0520"
6 "2011-12-28" "李永明" "董事" "李永明" "本人" "1" " " -152485 "4.08" "0.1542"
6 "2011-12-29" "李永明" "董事" "李永明" "本人" "1" " " -42000 "4.09" "0.0425"
6 "2011-12-30" "李永明" "董事" "李永明" "本人" "1" " " -117100 "4.10" "0.1184"
6 "2012-06-28" "李红光" "监事" "李红光" "本人" "1" " " -70442 "5.66" "0.0712"
6 "2012-09-12" "罗力" "董事" "罗力" "本人" "1" " " -85000 "4.14" "0.0661"
6 "2012-10-30" "蓝思远" "高管" "蓝思远" "本人" "1" " " -150000 "4.13" "0.0117"
6 "2012-11-01" "蓝思远" "高管" "蓝思远" "本人" "1" " " -50000 "4.34" "0.0039"
6 "2012-11-01" "李富川" "董事、高管" "李富川" "本人" "1" " " -413601 "4.28" "0.0322"
6 "2012-11-01" "李永明" "董事" "李永明" "本人" "1" " " -1010000 "4.31" "0.0786"
6 "2012-11-02" "罗力" "董事" "罗力" "本人" "1" " " -10000 "4.39" "0.0008"
6 "2012-11-02" "李富川" "董事、高管" "李富川" "本人" "1" " " -200000 "4.48" "0.0156"
6 "2012-11-02" "蓝思远" "高管" "蓝思远" "本人" "1" " " -200000 "4.38" "0.0156"
6 "2012-11-02" "李永明" "董事" "李永明" "本人" "1" " " -1147377 "4.40" "0.0892"
6 "2012-11-07" "方东红" "高管" "方东红" "本人" "1" " " -280000 "4.27" "0.0218"
6 "2012-12-19" "蓝思远" "高管" "蓝思远" "本人" "1" " " -80000 "4.70" "0.0062"
6 "2012-12-20" "方东红" "高管" "方东红" "本人" "1" " " -599962 "4.67" "0.0467"
6 "2012-12-20" "罗力" "董事" "罗力" "本人" "1" " " -80000 "4.70" "0.0062"
6 "2012-12-21" "罗力" "董事" "罗力" "本人" "1" " " -409900 "4.58" "0.0319"
6 "2012-12-21" "蒋灿明" "高管" "蒋灿明" "本人" "1" " " -92522 "4.64" "0.0072"
6 "2012-12-24" "李富川" "董事、高管" "李富川" "本人" "1" " " -233040 "4.69" "0.0181"
6 "2012-12-24" "蓝思远" "高管" "蓝思远" "本人" "1" " " -60000 "4.65" "0.0047"
6 "2012-12-25" "蒋灿明" "高管" "蒋灿明" "本人" "1" " " -65787 "4.84" "0.0051"
6 "2012-12-25" "蓝思远" "高管" "蓝思远" "本人" "1" " " -12151 "4.81" "0.0010"
6 "2012-12-25" "罗力" "董事" "罗力" "本人" "1" " " -50000 "4.89" "0.0039"
6 "2012-12-26" "彭庆伟" "董秘" "彭庆伟" "本人" "1" " " -91575 "4.94" "0.0071"
6 "2013-01-31" "蒋灿明" "高管" "蒋灿明" "本人" "1" " " -118731 "5.57" "0.0092"
6 "2013-05-28" "彭庆伟" "董秘" "彭庆伟" "本人" "1" " " -68681 "4.99" "0.0053"
6 "2013-12-13" "蓝思远" "高管" "蓝思远" "本人" "1" " " -365320 "5.79" "0.0271"
6 "2013-12-13" "罗力" "董事" "罗力" "本人" "1" " " -30000 "5.84" "0.0022"
6 "2013-12-13" "李永明" "董事" "李永明" "本人" "1" " " -281980 "5.81" "0.0209"
6 "2014-08-20" "方东红" "高管" "方东红" "本人" "1" " " -685555 "5.40" "0.0508"
6 "2014-08-20" "罗力" "董事" "罗力" "本人" "1" " " -546103 "5.41" "0.0405"
6 "2014-08-22" "李永明" "董事" "李永明" "本人" "1" " " -400000 "5.49" "0.0296"
6 "2014-08-22" "蓝思远" "高管" "蓝思远" "本人" "1" " " -153989 "5.53" "0.0114"
这是数据 我想合并同一上市公司不同高管及家属在一个月(30天)内的多次交易,并定义为一轮交易,把该月第一交易日定为减持起始日,同时依次向前后推进30天定义为减持前(后)期。我自己用的 bysort companycode year month:egen R_ratio=sum(chgrat) 样本比较粗糙 ,恳求各位大神帮忙,小生正处于入门阶段