SAS数据步骤视图和数据包装在宏for循环中

Question

对于大学研究项目，我正在通过SAS从WRDS中检索数据，这对SAS来说相对较新。我试图在WRDS提供的特定时间间隔内检索数据，这对我来说非常有用;结构如下

[1]Define some macro variable
[2]Use data step view
[3]Make manipulation on data
[4]Export the data to csv

特别是我每年检索一只股票的数据。不是一直改变变量，而是允许我提供年份作为输入的宏将是“最优雅”的解决方案（灵感来自这里：[SAS循环通过宏变量列表] [1]）。但是，我的宏没有按预期工作（我也改变了结构添加一个追加步骤而不是导出到CSV）。

步骤[3]现在报告错误：ERROR 180-322: Statement is not valid or it is used out of proper order.

我把代码放在这里（第3部分我原样留下因为它创造了问题，另外我缩短了一点（我评论过）：

%macro get_stock_ts(list_years);

%local i tables;
%do i=1 %to %sysfunc(countw(&list_years,%str( )));
%let tables=%scan(&list_years,&i,%str( ));

proc datasets lib = work memtype = all nolist;
    delete _:;
quit; 

%local stock = "COP";       

%local taq_ds=taq.&tables:; 
%local filename = &tables._&stock; 

data  _v_&tables / view=_v_&tables;
  set &taq_ds;  
  where symbol = &stock and                             
        (time between '9:30:00't and '16:00:00't) and       
        mode = 12 and                                   
        EX = 'N';                                       
run; 

data xtemp2; 
 set _v_&tables; 
 by symbol date time; 
 format itime rtime time12.; 
 if first.symbol = 1 or first.date = 1 then do;         
    rtime = time; 
    iprice = bid; 
    oprice = ofr; 
    itime = &start_time; 
 end; 

 if time >= itime then do;                                              
       output;                                                          
       itime = itime + &interval_seconds; 
       do while(time >= itime);                                         
           output; 
           itime = itime + &interval_seconds; 
       end; 
end; 
rtime = time; 
iprice = bid; 
oprice = ofr; 
retain itime iprice oprice;                                             
run; 

proc append base = all data = work.xtemp2 force;
run;

proc printto log="/home/Logs/ &filename.log" new; run;
proc printto log=log; run;                                          

%end;
%mend get_stock_ts;

然后我调用例如：

%get_stock_ts(cq_2009)

你知道如何运行代码作为独立工作正常，但是当我将其作为宏包装时，“好”开始产生问题吗？

编辑：我已调整上面的代码并得到以下内容。是因为宏和局部宏变量的语句有问题吗？

 1          OPTIONS NONOTES NOSTIMER NOSOURCE NOSYNTAXCHECK;
 72         
 73         %get_stock_ts(cq_2009)
 ERROR: Invalid symbolic variable name =.
 ERROR: Invalid symbolic variable name "COP".
 ERROR: Invalid symbolic variable name =.
 ERROR: Symbolic variable name TAQ.CQ_2009 must contain only letters,     digits, and underscores.
 ERROR: Invalid symbolic variable name TAQ.CQ_2009.
 ERROR: Invalid symbolic variable name :.
 ERROR: Invalid symbolic variable name =.
 ERROR: Invalid symbolic variable name =.
 ERROR: Invalid symbolic variable name '9:30:00'T.
 ERROR: Invalid symbolic variable name =.
 ERROR: Invalid symbolic variable name 1.
 ERROR: Invalid symbolic variable name *.
 ERROR: Invalid symbolic variable name 60.
 ERROR: Variable symbol is not on file WORK.ALL.

 NOTE: The SAS System stopped processing this step because of errors.
 NOTE: DATA statement used (Total process time):
   real time           0.00 seconds
   cpu time            0.00 seconds

 ERROR: Variable SYMBOL not found.
 ERROR: Variable DATE not found.
 ERROR: Variable TIME not found.
 NOTE: The SAS System stopped processing this step because of errors.
 NOTE: PROCEDURE SORT used (Total process time):
   real time           0.00 seconds
   cpu time            0.00 seconds

 ERROR: File WORK.XTEMP2.DATA does not exist.

Answer 1

另一答案

Answer 2

另一答案