% crspstock. Loads crsp data and turns it into matlab 
% matrices.  See crspreg.m for regressions that use this data
% Data is converted from crspstock1.csv and crspstock2.csv.
% variables are 
% >> permno = M(:,1); 
% >> permco = M(:,2); 
% >> date = M(:,3); 
% >> shrcd = M(:,4); 
% >> exchcd = M(:,5); 
% >> shrout = M(:,6); 
% >> prc = M(:,7); 
% >> ret = M(:,8); 

if 1; % convert text files to matlab
    disp('starting to read text file'); 
    [permno, permco, dates, shrcd, exchcd, shrout, dlret, prc, ret, vwretd, sptrd ] = textread('crspstock1.csv','%f%f%f%f%f%f%s%s%s%f%f','delimiter',',','headerlines',1);
    disp('text file read'); 
    
%   Old: Relpaced by str2double which gives element by element NAN
%    for i = 1:size(prc,1);
%       if strcmp(dlret(i),'')==1
%            dlret(i)=cellstr('-99');
%        elseif strcmp(dlret(i),'T')==1
%            dlret(i)=cellstr('-99');
%        elseif strcmp(dlret(i),'S')==1
%            dlret(i)=cellstr('-99');
%        elseif strcmp(dlret(i),'P')==1
%            dlret(i)=cellstr('-99');
%        end; 

     disp('changing strings to numbers and saving...'); 
     prc = str2double(prc); % string to numeric value
     ret = str2double(ret);
     dlret = str2double(dlret); 
     save crspstock1; 
end; 

if 1; % convert text files to matlab
    disp('starting to read text file'); 
    [permno2, permco2, dates2, shrcd2, exchcd2, shrout2, dlret2, prc2, ret2, vwretd2, sptrd2 ] = textread('crspstock2.csv','%f%f%f%f%f%f%s%s%s%f%f','delimiter',',','headerlines',1);
    disp('text file read'); 
    disp('changing strings to numbers and saving...'); 
    prc2 = str2double(prc2); % string to numeric value
    ret2 = str2double(ret2);
    dlret2 = str2double(dlret2); 
    save crspstock2; 
end; 



%load crspstock;

% good data: 
% shrcd = 10 or 11, 
% exchcode 1 NYSE 2 AMEX 3 NASDAQ, we want 3 ? 
% shrout check decent numbers
% prc not 0, -99. Use abs negatives are ok.