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CalculationVW.ado

+	
+	
+	capture program drop CalculationVW
+
+	//-定义计算加权收益率函数
+	program define CalculationVW
+	version 14.0
+	syntax varlist(max=2), groupVar(string) time(string)
+		
+		*-调用变量分割函数
+		DivideVar `varlist'
+		
+		*-计算主体程序
+		tempvar value_return sum_v value_return_sum_v
+		gen `value_return'=$y*$x
+		bys `groupVar' `time':egen `sum_v'=sum($x)
+		gen `value_return_sum_v'=`value_return'/`sum_v'
+		bys `groupVar' `time':egen VW_$y=sum(`value_return_sum_v')
+		
+	end

Group2.ado

+
+	capture program drop Group2
+	
+	//-定义分组函数
+	capture program drop Group2  
+	program define Group2
+	version 14.0
+	syntax , groupVar(string) groupName(string) groupN(integer) time(string)
+	
+		tempvar n1 n2 n3 n4 n5
+		sort `time' `groupVar'
+		by `time':gen  `n1' = _n if `groupVar'!=.   // 按time生成_n
+		by `time':egen `n2' = max(`n1')             // 取给定time中的最大_n,记为n2
+				  gen  `n3' = `n2'/`groupN'         // n2/分组数=每组间距,记为n3
+				  gen  `n4' = round(`n3')           // 对n3取整处理,记为n4
+				  gen  `n5' = `n3'-`n4'             // n3-n4,记为n5
+		      *replace  `n3' = `n3'+1 if `n5'>0      // n5大于0则n3+1   旧方法
+		       replace  `n4' = `n4'+1 if `n5'>0      // n5大于0则n3+1   新方法
+			  
+			  
+			  
+			  
+		gen `groupName' = .
+		forvalues i=1(1)`groupN'{
+
+			local j=`i'-1
+			
+			*gen cutPoint`i'=`n3'*`i'        // 旧切割点定义方法
+			 gen cutPoint`i'=`n4'*`i'        // 新定义方法
+			
+			if(`i'==1){
+			
+				replace `groupName'=`i' if `n1'<=cutPoint`i'
+				
+			}
+			if(`i'!=1){
+			
+				replace `groupName'=`i' if `n1'<=cutPoint`i' & `n1'>cutPoint`j'
+				
+			}
+			
+		}
+		
+		drop cutPoint*
+		
+	end