Delete readWind.ado

readWind.ado

-
-	/*reshape the dataset withe format of {stkcd comp var1 var2 ....}*/
-	capture program drop reshape_a
-	program define reshape_a
-		version 14.0
-		syntax [,split erase splitN(integer 50)]
-
-		local var ""
-		foreach tempVar of varlist _all{
-			local var "`var' `tempVar'"         // 
-		}
-		tokenize `var'                          // 
-		local first `1' `2'                     // 
-		macro shift 2                           // 
-		local rest `*'                          // 		
-		
-		/*分割 or 不分割数据集, 进行gather操作*/
-		if("`split'"!=""){
-			local k1=wordcount("`rest'")
-			local k2=round(`k1'/`splitN')
-			
-			//
-			local i=1
-			local j=2
-			foreach tempVar in `rest'{
-				
-				local splitPart`i' "`splitPart`i'' `tempVar'"
-				
-				if(mod(`j',`k2')==0){
-					local i=`i'+1
-				}
-				local j=`j'+1
-			}
-			local numb=`i'
-			
-			//
-			forvalues i=1(1)`numb'{
-				preserve
-					keep stkcd comp `splitPart`i''
-					gather `splitPart`i''           // reshape处理
-					save tempData`i'.dta, replace
-				restore	
-			}
-			
-			clear
-			forvalues i=1(1)`numb'{
-				append using tempData`i'.dta
-			}
-			
-			//
-			if("`erase'"!=""){
-				forvalues i=1(1)`numb'{
-					erase tempData`i'.dta
-				}
-			}
-		}
-		else{                          // non split dealing
-			keep `first' `rest'        // this line can be deleted
-			gather `rest'              // reshape处理
-		}
-		
-	end
-	
-
-	/*读取wind下载下来的wide型excel数据：col1为股票代码,col2为股票名称,col(k)为不同日期的指标*/
-	capture program drop readWind0
-	program define readWind0, eclass 
-		version 14.0
-		syntax, var(string) [type(string)] timeType(string) t0(string)
-			
-			local varlist "`var'"
-			
-			if("`type'"==""){
-				local type "xlsx"   // 默认是xlsx格式
-			}
-			
-			/*提取被导入excel的信息*/
-			qui import excel `varlist'.`type', describe
-			local SHEET = r(worksheet_1)
-			local RANGE = r(range_1)
-
-			/*导入相应的excel*/
-			import excel `varlist'.`type', sheet("`SHEET'") cellrange(`RANGE') firstrow	 clear
-			
-			//
-			local var ""
-			foreach tempVar of varlist _all{
-				local var "`var' `tempVar'"         // 
-			}
-			tokenize `var'                          // 
-			local first `1' `2'                     // 
-			macro shift 2                           // 
-			local rest `*'                          // 
-			
-			/*stkcd comp的命名*/
-			rename (`first') (stkcd comp)
-			
-			/*其他变量的命名*/
-			if("`timeType'"=="y"){
-				local i `t0'
-				foreach var in `rest'{
-					rename `var' `varlist'`i'
-					local i=`i'+1
-				}
-			}
-			if("`timeType'"=="q"){
-			
-				//local t0 2010q3
-				local y=substr("`t0'",1,4)
-				local q=substr("`t0'",-1,1)
-			
-				foreach var in `rest'{
-					rename `var' `varlist'`y'q`q'
-					if(`q'<=4){
-						local q = `q' + 1
-					}				
-					if(`q'==5){
-						local q = 1
-						local y = `y' + 1
-					}
-				}
-			}
-			if("`timeType'"=="m"){
-				
-				//local t0 2010m1
-				local y=substr("`t0'",1,4)
-				local m=substr(substr("`t0'",strpos("2015m12","m"),.),2,.)
-			
-				foreach var in `rest'{
-					rename `var' `varlist'`y'm`m'
-					if(`m'<=12){
-						local m = `m' + 1
-					}
-					if(`m'==13){
-						local m = 1
-						local y = `y' + 1
-					}
-				}
-			}
-			
-			drop if stkcd=="" | stkcd=="数据来源：Wind"
-		
-	end
-	
-	
-	/*打包readWind0和reshape_a*/
-	capture program drop readWind
-	program define readWind 
-		version 14.0
-		syntax , var(string) timeType(string) t0(string) /*
-		  */ [type(string) split erase splitN(integer 50)]
-			
-		readWind0, var(`var') type(`type') timeType(`timeType') t0(`t0')
-		
-		if("`split'"!=""){
-			reshape_a, split splitN(`splitN') `erase'
-		}
-		else{
-			reshape_a
-		}
-		
-	end
-	
-	
-	*cd "C:\Users\Administrator\Desktop\ICC\"
-	*用法1(当数据量很大时候比较慢)：readWind, var(ROE) timeType(q) t0(2010q1)
-	*用法2(当数据量很大时候相对比较快)：readWind, var(ROE) timeType(q) t0(2010q1) split splitN(11) erase