Converting daily data to weekly data in SAS - sas

Question

I have the DAILY returns of industry portfolios in SAS.
I would like to calculate the WEEKLY returns.
The daily returns are in percentage so I think that should just be the sum of returns during each week.
Obvious problems I am facing is that the weeks can have a different number of days in.
The table I have in SAS is in the following format:
INDUSTRY_NUMBER DATE DAILY_RETURN
Any help would be greatly appreciated.
I have tried this:
proc expand data=Day_result
out=Week_result from=day to=week;
Industry_Number Trading_Date;
convert Value_weighted_return / method=aggregate observed=total;
run;
The daily data is in Day_Result when I remove the forth line i.e.
proc expand data=Day_result
out=Week_result from=day to=week;
convert Value_weighted_return / method=aggregate observed=total;
run;
This works as in it does what I want it to do but it doesn't do it for each category it does it for the whole table.
So if I have 40 categories I want the weekly returns for each category.
The second set of code provides the weekly return for every category.
EXAMPLE DATA:
data have;
format trading_date date9.;
infile datalines dlm=',';
input trading_date:ddmmyy10. industry_number value_weighted_return;
datalines;
19/01/2000,1, -0.008
20/01/2000,1, 0.008
23/01/2000,1, 0.008
24/01/2000,1, -0.007
25/01/2000,1, -0.009
26/01/2000,1, 0.008
27/01/2000,1, -0.008
30/01/2000,1, 0.003
31/01/2000,1, -0.001
01/02/2000,1, 0.004
02/02/2000,2, -0.008
03/02/2000,2, -0.005
06/02/2000,2, -0.004
07/02/2000,2, -0.009
08/02/2000,2, 0.002
09/02/2000,2, 0.006
10/02/2000,2, 0.008
13/02/2000,2, 0.008
14/02/2000,2, 0.002
15/02/2000,2, 0.01
16/02/2000,2, -0.008
;
run;

Answer 1

Sort your data by INDUSTRY_NUMBER Trading_Date, use INDUSTRY_NUMBER as a by-group, identify your time variable.
proc sort data=have;
by industry_number trading_date;
run;
Next, convert your data into a time-series to remove any time gaps. Set any missing days as the previous value since it does not change on those trading days (e.g. weekends, bank holidays, etc.).
proc timeseries data=have
out=have_ts;
by industry_number;
id trading_date interval=day
setmissing=previous
accumulate=average
;
var value_weighted_return;
run;
Finally, take the time-series output and convert it from day to week. Since you are using weights, you may want to use average rather than total.
proc expand data=have_ts
out=have_ts_week
from=day
to=week
;
by industry_number;
id trading_date;
convert Value_weighted_return / method=aggregate observed=average;
run;