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/*
  Export of SAS dataset to Mongodb
*/
/* References to project folders */
%let projectDir = E:\research\projects\myProject\;
%let mongoExportDir = &projectDir.sas\export to mongo\;

/* Path to Mongoimport executable */
%let mongoimportPath = 'C:\Program Files\MongoDB\Server\3.0\bin\mongoimport.exe';

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/* Retrieve variables in Funda */
ods listing close; 
ods output variables  = varsFunda; 
proc datasets lib = comp; contents data=funda; quit;run; 
ods output close; 
ods listing; 

/* keep relevant variables (excluding firm name, gvkey, fyear, etc)*/
data varsFunda ;
set  varsFunda;

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/* Making macro variables available on remote server with syslput */

/* login to remote server */
%let wrds = wrds.wharton.upenn.edu 4016;options comamid = TCP remote=WRDS;
signon username=_prompt_;

/* this macro retrieves Compustat Funda variables from year1 to year2 */

%macro getFunda(dsout=, year1=2010, year2=2013, vars=);

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/* IBES: number of analysts 
*/

data a_funda (keep = key gvkey fyear datadate conm);
set comp.funda;
/* limit to firms with more than $20 mln sales and fiscal years 2010-2012 */
if sale > 20;
if 2010 <= fyear <= 2012;
/* create key to uniquely identify firm-year */
key = gvkey || fyear; 

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/* macro that retrieves permno for Compustat records
  dsin: dataset to append permno to, required variables: gvkey, and a date variable
  dsout: dataset to create
  datevar: name of date variable (e.g. datadate, or event date)
  
  sample use: %getPermno(dsin=a_mydata, dsout=b_withpermno, datevar=datadate);
*/
%macro getPermno(dsin=, dsout=, datevar=);

proc sql; 

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/* requires sorting */
proc sort data = myData; by gvkey;run;

/* glm */
proc glm data = myData;
  absorb gvkey;
  ods output	ParameterEstimates  	= work.params 
	        FitStatistics 		= work.fit
            	NObs 			= work.obs;
  model depvar = indep1 indep2  / solution ; 

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data returns;
  input @01 id       
  	@03 date  MMDDYY10.
        @14 return;
format date date9.;
datalines;
1 10/31/2013 0.01
1 11/30/2013 0.02
1 12/31/2013 0.03
1 01/31/2014 -0.01

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data ratingdata;
  input @01 id        1.
        @03 startyr   4.
        @08 endyr     4.
	@13 rating    $1.
	;
datalines;
1 2002 2004 A
1 2005 2007 A
1 2007 2009 B

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/* Retrieve historic cusip 
   work.myDset holds permno and datadate (end of fiscal year)
   Appends historic cusip (at time datadate)
*/
proc sql;
  create table work.withCusip as
  select a.*, b.ncusip
  from work.myDset a, crsp.dsenames b
  where 
        a.permno = b.PERMNO