在Stata中,我想有效地从[[其他观察]]分配[[bid_price]]的最大值,条件如下:
- [[bid_time]] < [time] < min( [[bid_timelimit]] , [[bid_timecanceled]] )
- [[库存]] = [库存]
- [[bid_price]]已设置
在上面,[[]]表示来自其他观察的变量, []表示来自该观察的变量)
这是我的代码:
gen maxbidprice=.
su no
forvalues i = `r(min)'/`r(max)'{
disp `i'
gen double current = time[`i']
egen bidtag=tag(bid_price) if stock==stock[`i'] & bid_price!=. & current>bid_time & current<bid_timelimit & current<=bid_timecanceled
quietly su bid_price if bidtag
replace maxbidprice = r(max) if no==`i'
drop bidtag current
}
我认为我的代码效率很低。数据集的大小超过 30k,这段代码的运行时间是几个小时。它似乎有效,但我认为应该有更有效的代码。
而且我不应该破坏原始表,而只是在所有观察结果中再添加一个符合某些标准的变量 maxbidprice。关键是从与某些条件匹配的其他观察中分配一个值。
任何人都可以提出替代方案吗?
样本数据:
no,time,price,quantity,seller_pid,buyer_pid,bid_no,bid_price,bid_quantity,bid_time,bid_timelimit,bid_timecanceled,bid_pid,pid,action,stock
300,31oct2012 13:42:03,10000,10,1919,1545,,,,,,,,1919,3,3
301,31oct2012 13:42:03,10000,30,1919,454,,,,,,,,1919,3,3
302,31oct2012 13:42:05,1000,10,,,152,1000,10,31oct2012 13:42:05,04nov2012 00:00:00,31oct2012 13:48:27,2450,2450,1,1
303,31oct2012 13:42:06,10000,10,1919,1545,,,,,,,,1919,3,3
304,31oct2012 13:42:06,10000,20,1919,1252,,,,,,,,1919,3,3
305,31oct2012 13:42:08,10000,18,1919,1648,,,,,,,,1919,3,3
306,31oct2012 13:42:15,10000,4,1919,2151,,,,,,,,2151,4,1
307,31oct2012 13:42:15,10000,10,2450,2151,,,,,,,,2151,4,1
308,31oct2012 13:42:23,6500,15,1919,655,,,,,,,,1919,3,1
309,31oct2012 13:43:58,6000,10,1919,1127,,,,,,,,1919,3,1
310,31oct2012 13:44:15,5000,82,1919,1842,,,,,,,,1919,3,1
311,31oct2012 13:44:41,5000,10,,,153,5000,10,31oct2012 13:44:41,04nov2012 00:00:00,31oct2012 23:36:58,2450,2450,1,1
312,31oct2012 13:46:21,5000,100,,,154,5000,100,31oct2012 13:46:21,16nov2012 00:00:00,01nov2012 00:18:04,1919,1919,1,1
313,31oct2012 13:46:25,5000,3,733,1842,,,,,,,,733,3,1
314,31oct2012 13:46:28,5000,20,,,155,5000,20,31oct2012 13:46:28,02nov2012 00:00:00,31oct2012 14:14:54,1721,1721,1,1
315,31oct2012 13:46:54,7000,10,,,156,7000,10,31oct2012 13:46:54,06nov2012 00:00:00,31oct2012 20:36:08,209,209,1,3
316,31oct2012 13:48:11,9700,10,,,,,,,,,,1373,2,2
317,31oct2012 13:48:14,6000,10,,,157,6000,10,31oct2012 13:48:14,06nov2012 00:00:00,31oct2012 13:55:07,209,209,1,1
318,31oct2012 13:48:55,10000,10,,,,,,,,,,1373,2,3
319,31oct2012 13:49:53,10000,30,,,,,,,,,,1919,2,1
320,31oct2012 13:50:24,9000,50,,,158,9000,50,31oct2012 13:50:24,04nov2012 00:00:00,31oct2012 17:15:46,1919,1919,1,2
321,31oct2012 13:50:29,10000,10,1919,1725,,,,,,,,1725,4,1
322,31oct2012 13:50:42,9000,40,,,159,9000,40,31oct2012 13:50:42,04nov2012 00:00:00,31oct2012 17:15:48,1919,1919,1,3
323,31oct2012 13:51:10,6000,10,,,160,6000,10,31oct2012 13:51:10,04nov2012 00:00:00,31oct2012 14:42:27,2450,2450,1,1
324,31oct2012 13:51:14,10000,20,,,,,,,,,,1919,2,2
325,31oct2012 13:51:23,10000,20,,,,,,,,,,1919,2,2
326,31oct2012 13:51:54,9000,20,,,161,9000,20,31oct2012 13:51:54,04nov2012 00:00:00,31oct2012 17:15:50,1919,1919,1,3
327,31oct2012 13:52:05,10000,8,1725,1648,,,,,,,,1725,3,3
328,31oct2012 13:52:05,10000,2,1725,1648,,,,,,,,1725,3,3
329,31oct2012 13:52:39,9900,10,,,162,9900,10,31oct2012 13:52:39,04nov2012 00:00:00,31oct2012 13:53:16,277,277,1,1
330,31oct2012 13:53:12,9700,10,,,163,9700,10,31oct2012 13:53:12,04nov2012 00:00:00,31oct2012 14:31:31,277,277,1,2