{"id":408,"date":"2022-02-18T13:41:41","date_gmt":"2022-02-18T05:41:41","guid":{"rendered":"https:\/\/cabit.top\/?p=408"},"modified":"2022-02-18T13:41:42","modified_gmt":"2022-02-18T05:41:42","slug":"%e6%b2%83%e9%a1%bf%e7%a0%94%e7%a9%b6%e6%95%b0%e6%8d%ae%e6%9c%8d%e5%8a%a1%e3%80%81stata-17-%e5%92%8c-jdbc","status":"publish","type":"post","link":"https:\/\/cabit.top\/?p=408","title":{"rendered":"\u6c83\u987f\u7814\u7a76\u6570\u636e\u670d\u52a1\u3001Stata 17 \u548c JDBC"},"content":{"rendered":"\n

2022 \u5e74 1 \u6708 27 \u65e5Kevin Crow\uff0c\u9996\u5e2d\u8f6f\u4ef6\u5f00\u53d1\u4eba\u5458<\/a><\/p>\n\n\n\n

\u5728 Stata \u4e2d\u4f7f\u7528\u6c83\u987f\u7814\u7a76\u6570\u636e\u670d\u52a1 (WRDS) \u6570\u636e\u73b0\u5728\u53d8\u5f97\u66f4\u52a0\u5bb9\u6613\u3002\u6211\u4e4b\u524d\u5199\u8fc7<\/a>\u5173\u4e8e\u901a\u8fc7 ODBC \u8bbf\u95ee WRDS \u6570\u636e\u7684\u6587\u7ae0\u3002\u5728 Stata 17 \u4e2d\uff0c\u4f7f\u7528 JDBC \u4f7f\u914d\u7f6e WRDS \u548c Stata \u53d8\u5f97\u66f4\u52a0\u5bb9\u6613-\u5e76\u4e14\u6240\u6709\u64cd\u4f5c\u7cfb\u7edf\u7684\u914d\u7f6e\u6b65\u9aa4\u90fd\u662f\u76f8\u540c\u7684\u3002\u65e0\u8bba\u60a8\u5c06 WRDS \u6570\u636e\u4e0b\u8f7d\u5230\u672c\u5730\u8ba1\u7b97\u673a\u8fd8\u662f\u5728\u4e91\u4e2d\u5de5\u4f5c\uff0c\u5728 Stata for JDBC \u4e2d\u4f7f\u7528\u7684\u547d\u4ee4\u90fd\u662fjdbc<\/strong>\u3002<\/p>\n\n\n\n

\u8981\u8bbe\u7f6ejdbc<\/strong>\uff0c\u60a8\u9700\u8981\u4e0b\u8f7d JDBC \u9a71\u52a8\u7a0b\u5e8f.jar<\/strong>\u6587\u4ef6\u3002\u8981\u83b7\u53d6\u6b63\u786e\u7684.jar<\/strong>\u6587\u4ef6\uff0c\u8bf7\u8bbf\u95ee\u60a8\u7684\u6570\u636e\u5e93\u4f9b\u5e94\u5546\u7684\u7f51\u7ad9\u3002WRDS \u5e73\u53f0\u4f7f\u7528 Postgres \u6570\u636e\u5e93\uff0c\u56e0\u6b64\u8bf7\u4ecehttps:\/\/jdbc.postgresql.org\/download.html<\/a>\u4e0b\u8f7d\u9a71\u52a8\u7a0b\u5e8f\u3002\u53ea\u8981\u60a8\u6cbf\u7740 Stata \u7684 ado-path \u4fdd\u5b58\u6587\u4ef6\uff0c\u8fd9\u4e2a.jar<\/strong>\u6587\u4ef6\u5c31\u53ef\u4ee5\u5728 Unix\u3001Mac \u6216 Windows \u4e0a\u4e0ejdbc\u4e00\u8d77\u4f7f\u7528\u3002<\/strong>\u6211\u5c06\u4e0b\u8f7d\u7684.jar<\/strong>\u6587\u4ef6\u79fb\u52a8\u5230\u6211\u7684 Windows \u673a\u5668\u4e0a\u7684\u4e2a\u4eba ado-path \u76ee\u5f55\u4e2d\uff0c\u5373<\/p>\n\n\n\n

C:\\Users\\kevin\\ado\\personal\/<\/p>\n\n\n\n

\u5bf9\u4e8e\u6211\u7684 Mac\uff0c\u5b83\u662f<\/p>\n\n\n\n

\/Users\/kevin\/Documents\/Stata\/ado\/personal<\/p>\n\n\n\n

\u5bf9\u4e8e Unix\uff0c\u5b83\u662f<\/p>\n\n\n\n

\/home\/kevin\/ado\/personal<\/p>\n\n\n\n

\u65e0\u8bba\u662f\u5728 WRDS \u4e91\u4e2d\u8fd8\u662f\u5728\u60a8\u7684\u673a\u5668\u4e0a\u672c\u5730\u5de5\u4f5c\uff0c\u60a8\u8fd8\u9700\u8981\u6b63\u786e\u7684 Java \u9a71\u52a8\u7a0b\u5e8f\u7c7b\u540d\u79f0\u3001URL\u3001\u7528\u6237\u540d\u548c\u5bc6\u7801\u3002\u5bf9\u4e8e WRDS\uff0c\u60a8\u7684\u8fde\u63a5\u8bbe\u7f6e\u5c06\u4e0e\u6211\u7684\u76f8\u540c\uff0c\u9664\u4e86 WRDS \u5c06\u63d0\u4f9b\u7684\u7528\u6237\u540d\u548c\u5bc6\u7801\u3002\u8bbe\u7f6e\u662f<\/p>\n\n\n\n

JDBC \u8bbe\u7f6e<\/strong><\/strong><\/td>WRDS \u8bbe\u7f6e<\/strong><\/strong><\/td><\/tr>
\u9a71\u52a8\u7a0b\u5e8f\u6587\u4ef6<\/td>postgresql-42.3.0.jar<\/td><\/tr>
Java \u7c7b\u540d<\/td>org.postgresql.Drive<\/td><\/tr>
\u7f51\u5740<\/td>jdbc:postgresql:\/\/wrds-pgdata.wharton.upenn.edu:9737<\/td><\/tr>
\u7528\u6237\u540d<\/td>stata<\/td><\/tr>
\u5bc6\u7801<\/td>secret<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n

\u8bf7\u6ce8\u610f\uff0cJDBC \u7684\u5178\u578b URL \u8bed\u6cd5\u662f<\/p>\n\n\n\n

jdbc\uff1a<\/strong>DBVenderName <\/em>:\/\/ <\/strong>IP_or_URL <\/em>\uff1a<\/strong>\u7aef\u53e3<\/em>\/ <\/strong>DBName <\/em>\uff1f<\/strong>\u8fde\u63a5\u9009\u9879<\/em><\/p>\n\n\n\n

\u56e0\u4e3a\u8fd9\u4e9b\u8bbe\u7f6e\u5f88\u96be\u8bb0\u4f4f\uff0c\u6240\u4ee5\u6700\u597d\u521b\u5efa\u4e00\u4e2a\u5b58\u50a8\u5b83\u4eec\u7684 do-file\u3002\u6211\u7684\u6587\u4ef6\u662f<\/p>\n\n\n\n

local jar “postgresql-42.3.0.jar”<\/p>\n\n\n\n

local classname “org.postgresql.Driver”<\/p>\n\n\n\n

local url “jdbc:postgresql:\/\/wrds-pgdata.wharton.upenn.edu:9737\/wrds?ssl=require&sslfactory=org.postgresql.ssl.NonValidatingFactory”<\/p>\n\n\n\n

local user “stata”<\/p>\n\n\n\n

local pass “secret”<\/p>\n\n\n\n

\u8981\u4e3a\u5f53\u524d\u7684 Stata \u4f1a\u8bdd\u5b58\u50a8\u8fd9\u4e9b\u8bbe\u7f6e\uff0c\u8bf7\u5c06\u4ee5\u4e0bjdbc connect<\/strong>\u547d\u4ee4\u6dfb\u52a0\u5230\u60a8\u7684 do-file\uff0c\u7136\u540e\u8fd0\u884cdo-file\u3002<\/p>\n\n\n\n

jdbc connect, jar(“`jar'”) driverclass(“`classname'”) url(“`url'”)   \/\/\/<\/p>\n\n\n\n

     user(“`user'”) password(“`pass'”)<\/p>\n\n\n\n

jdbc<\/strong>\u4f1a\u8bb0\u4f4f\u60a8\u5bf9\u6574\u4e2a Stata \u4f1a\u8bdd\u7684\u6700\u540e\u8bbe\u7f6e\u3002\u5982\u679c\u60a8\u5e0c\u671b\u8fd9\u4e9b\u5728\u4f1a\u8bdd\u4e4b\u95f4\u5b58\u50a8\uff0c\u60a8\u53ef\u4ee5\u5c06\u5b83\u4eec\u6dfb\u52a0\u5230profile.do<\/strong>\u6587\u4ef6\u4e2d\u3002<\/p>\n\n\n\n

\u8981\u5217\u51fa\u6570\u636e\u5e93\u4e2d\u7684\u6240\u6709\u8868\uff0c\u8bf7\u952e\u5165jdbc showtables<\/strong>\u3002<\/p>\n\n\n\n

\u901a\u5e38\uff0c\u6b64\u547d\u4ee4\u663e\u793a\u7684\u5217\u8868\u957f\u8fbe\u6570\u767e\u884c\u3002\u5728 WRDS \u4e2d\u641c\u7d22\u7279\u5b9a\u8868\u7684\u65b9\u6cd5\u662f\u4f7f\u7528 SQL \u901a\u914d\u7b26\u3002\u4f8b\u5982\uff0c%<\/strong>\u901a\u914d\u7b26\u5339\u914d\u96f6\u4e2a\u6216\u591a\u4e2a\u5b57\u7b26\u3002<\/p>\n\n\n\n

. jdbc showtables dj_equities_201%<\/strong><\/p>\n\n\n\n

Database: wrds<\/p>\n\n\n\n

—————————————————————————-<\/p>\n\n\n\n

Tables<\/p>\n\n\n\n

—————————————————————————-<\/p>\n\n\n\n

dj_equities_2010<\/p>\n\n\n\n

dj_equities_2011<\/p>\n\n\n\n

dj_equities_2012<\/p>\n\n\n\n

dj_equities_2013<\/p>\n\n\n\n

dj_equities_2014<\/p>\n\n\n\n

dj_equities_2015<\/p>\n\n\n\n

dj_equities_2016<\/p>\n\n\n\n

dj_equities_2017<\/p>\n\n\n\n

dj_equities_2018<\/p>\n\n\n\n

dj_equities_2019<\/p>\n\n\n\n

\u5982\u679c\u60a8\u77e5\u9053\u8868\u7684\u540d\u79f0\uff0c\u5219\u53ef\u4ee5\u901a\u8fc7\u952e\u5165jdbc load, table(\u201cdjdaily\u201d)<\/strong>\u6765\u52a0\u8f7d\u5b83\u3002<\/p>\n\n\n\n

\u5982\u679c\u8868\u5f88\u5927\uff0c\u6700\u597d\u52a0\u8f7d\u9700\u8981\u5206\u6790\u7684\u6570\u636e\u5e93\u5217\uff0c\u800c\u4e0d\u662f\u52a0\u8f7d\u6574\u4e2a\u8868\u3002\u8fd9\u6837\u505a\u53ef\u4ee5\u8282\u7701\u5185\u5b58\u3002\u8981\u5217\u51fa\u8868\u7684\u5217\uff0c\u8bf7\u4f7f\u7528jdbc describe<\/strong>\u3002<\/p>\n\n\n\n

. jdbc describe djdaily<\/strong><\/p>\n\n\n\n

(28073 observations loaded)<\/p>\n\n\n\n

Table: djdaily<\/p>\n\n\n\n

—————————————————————————-<\/p>\n\n\n\n

Column name \u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0Column type<\/p>\n\n\n\n

—————————————————————————-<\/p>\n\n\n\n

date                                       date<\/p>\n\n\n\n

djc                                        float8<\/p>\n\n\n\n

djct                                       float8<\/p>\n\n\n\n

dji                                        float8<\/p>\n\n\n\n

djit                                       float8<\/p>\n\n\n\n

djt                                        float8<\/p>\n\n\n\n

djtt                                       float8<\/p>\n\n\n\n

dju                                        float8<\/p>\n\n\n\n

djut                                       float8<\/p>\n\n\n\n

date                                       date<\/p>\n\n\n\n

djc                                        float8<\/p>\n\n\n\n

djct                                       float8<\/p>\n\n\n\n

dji                                        float8<\/p>\n\n\n\n

djit                                       float8<\/p>\n\n\n\n

djt                                        float8<\/p>\n\n\n\n

djtt                                       float8<\/p>\n\n\n\n

dju                                        float8<\/p>\n\n\n\n

djut                                       float8<\/p>\n\n\n\n

\u60a8\u53ef\u4ee5\u4f7f\u7528SELECT<\/strong> SQL \u8bed\u53e5\u52a0\u8f7d\u8868\u7684\u7279\u5b9a\u5217\u3002<\/p>\n\n\n\n

. jdbc load, exec(“SELECT date, djc, dji, djit FROM djdaily”)<\/strong><\/p>\n\n\n\n

(28073 observations loaded)<\/p>\n\n\n\n

\u5728\u8fd9\u91cc\uff0c\u6211\u5411\u60a8\u5c55\u793a\u4e86\u4f7f\u7528 Stata 17 \u7684\u65b0jdbc<\/strong>\u547d\u4ee4\u5904\u7406 WRDS \u6570\u636e\u7684\u51e0\u79cd\u65b9\u6cd5\u3002\u5982\u679c\u60a8\u5728\u53e6\u4e00\u4e2a\u4e91\u73af\u5883\u4e2d\u5de5\u4f5c\u6216\u4f7f\u7528\u4e0d\u540c\u7684\u6570\u636e\u5e93\u4f9b\u5e94\u5546\uff0c\u5219\u914d\u7f6e JDBC \u548c Stata \u7684\u6b65\u9aa4\u5e94\u8be5\u76f8\u4f3c\u3002\u6b64\u5916\uff0cjdbc<\/strong>\u8fd8\u6709\u5f88\u591a\u6211\u6ca1\u6709\u6f14\u793a\u7684\u5176\u4ed6\u7279\u6027\u3002jdbc<\/strong>\u6709\u5176\u4ed6\u5b50\u547d\u4ee4\u6765\u5e2e\u52a9\u7ba1\u7406\u6570\u636e\u5e93\u8fde\u63a5\u3001\u63d2\u5165\u6570\u636e\u548c\u6267\u884c SQL \u8bed\u53e5\u3002\u60a8\u53ef\u4ee5\u5728Stata Data Management Reference Manual\u7684<\/em><\/a>[D] jdbc<\/strong><\/a>\u6761\u76ee\u4e2d\u4e86\u89e3\u8fd9\u4e9b\u5b50\u547d\u4ee4\u3002<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"

2022 \u5e74 1 \u6708 27 \u65e5K...<\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[17],"tags":[],"class_list":["post-408","post","type-post","status-publish","format-standard","hentry","category-stata"],"_links":{"self":[{"href":"https:\/\/cabit.top\/index.php?rest_route=\/wp\/v2\/posts\/408","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/cabit.top\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/cabit.top\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/cabit.top\/index.php?rest_route=\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/cabit.top\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=408"}],"version-history":[{"count":1,"href":"https:\/\/cabit.top\/index.php?rest_route=\/wp\/v2\/posts\/408\/revisions"}],"predecessor-version":[{"id":409,"href":"https:\/\/cabit.top\/index.php?rest_route=\/wp\/v2\/posts\/408\/revisions\/409"}],"wp:attachment":[{"href":"https:\/\/cabit.top\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=408"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/cabit.top\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=408"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/cabit.top\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=408"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}