minor bug fixes IO momentum, Failure Prob, Prepscripts master

Author: chenandrewy

Signals/Code/DataDownloads/ZJR_InputOutputMomentum.R

@@ -39,7 +39,6 @@ library(lubridate)
 
 # Parse arguments
 args = commandArgs(trailingOnly = "TRUE")
-args = list('/cm/chen/openap/release_2024/pretest/') # for debugging
 if (length(args)) {
   arg1 <- args[1]
 } else {

Signals/Code/Placebos/ZZ2_FailureProbability_FailureProbabilityJune.do

@@ -23,7 +23,7 @@ keep if !mi(gvkey)
 merge 1:1 permno time_avail_m using "$pathDataIntermediate/monthlyCRSP", keep(master match) nogenerate keepusing(shrout)
 merge m:1 time_avail_m using "$pathDataIntermediate/monthlyFF", keep(master match) nogenerate keepusing(mktrf)
 merge 1:1 gvkey time_avail_m using "$pathDataIntermediate/m_QCompustat", keepusing(atq ceqq ltq cheq ibq) nogenerate keep(match)
-merge 1:1 gvkey time_avail_m using "$pathDataIntermediate/m_ACompustat", keepusing(txditc seq ceq at lt pstk pstkrv pstkl txdb) nogenerate keep(match)
+merge 1:1 gvkey time_avail_m using "$pathDataIntermediate/m_aCompustat", keepusing(txditc seq ceq at lt pstk pstkrv pstkl txdb) nogenerate keep(match)
 merge 1:1 permno time_avail_m using "$pathtemp/tempPlacebo", keep(master match) nogenerate 
 
 // SIGNAL CONSTRUCTION

Signals/Code/PrepScripts/master.sh

@@ -45,15 +45,15 @@ mkdir ~/temp_output/
 mkdir ~/temp_log/
 
 # # ==== IBES-CRSP LINK, TR 13F ====
-# echo "CREATING IBES-CRSP LINK (fast)"
-# sas iclink_to_csv.sas -log ~/temp_log/iclink_to_csv.log
+echo "CREATING IBES-CRSP LINK (fast)"
+sas iclink_to_csv.sas -log ~/temp_log/iclink_to_csv.log
 
-# echo "CREATING 13F DATA (10 min?)"
-# sas tr13f_pmg_edit.sas -log ~/temp_log/tr13f_pmg_edit.log
+echo "CREATING 13F DATA (10 min?)"
+sas tr13f_pmg_edit.sas -log ~/temp_log/tr13f_pmg_edit.log
 
 # # ==== OPTION METRICS LINK, ====
-# echo "CREATING OPTION METRICS LINK (fast)"
-# sas oclink_to_csv.sas -log ~/temp_log/oclink_to_csv.log
+echo "CREATING OPTION METRICS LINK (fast)"
+sas oclink_to_csv.sas -log ~/temp_log/oclink_to_csv.log
 
 # ==== OPTION METRICS ====
 echo "CREATING OPTION METRICS DATA (about 3 hours)"
@@ -63,8 +63,9 @@ R CMD BATCH --no-save --no-restore OptionMetricsProcessing.R ~/temp_log/OptionMe
 echo "CREATING BALI-HOVAK IMPLIED VOL (about 30 min)"
 R CMD BATCH --no-save --no-restore bali_hovak.R ~/temp_log/bali_hovak.log
 
-# # ==== LF SPREADS (CORWIN-SCHULTZ, about 15 min) ====
-# sas corwin_schultz_edit.sas -log ~/temp_log/corwin_schultz_edit.log
+# ==== LF SPREADS (CORWIN-SCHULTZ, about 15 min) ====
+echo "CREATING LF SPREADS (CORWIN-SCHULTZ, about 15 min)"
+sas corwin_schultz_edit.sas -log ~/temp_log/corwin_schultz_edit.log
 
 # === HF SPREADS ====
 # below copied from Chen-Velikov's hf-spreads-all/main.sh