SAS function to every observaton (finance xirr) - sas

Question

I have an sql table like this one
id | payment | date |
______|_____________|________________________|
obs1 | -20,10,13 | 21184,22765,22704 |
And so on (1M+ observation). I prepeared all the data for using finance() in SQL, so in SAS i just need to take them and pass to the function. I am confident, that the data i prepared will return right answer
The problem is that i can't find the most proper way to do caclulate the function on entire data. Right now i am going row by row in cycle and passing data to macro variables throught proc sql BUT i can't get string larger than 1000 characters, so my program isn't working.
I am running next function:
finance('XIRR', payment, date, 0.15);
Can you help me please? Thanks
The code i had before the answer. Worked unacceptable long!
%macro eir (input_data, cash_var, dt_var, output_data);
data rawdata;
set &input_data(dbmax_text=32000);
run;
proc sql noprint;
select count(*) into :n from rawdata ;
quit;
%let n = 100;
%do j=1 %to &n;
data x;
set rawdata(firstobs = &j obs= &j);
run;
proc sql noprint;
select &cash_var into: cf from x;
select &dt_var into: dt from x;
quit;
data x;
set x;
r= finance('xirr', &cf, &dt, 0.15);
drop &cash_var &dt_var;
run;
data out;
set %if &j>1 %then %do; out %end; x;
run;
%end;
proc append base = &output_data data=out;
run;
proc datasets nolist;
delete x out rawdata;
run;
%mend eir;
%eir(input_data = have, cash_var = pmt, dt_var = dt, output_data = ggg);
Took 20 minutes to calculate 50,000 rows
and now it's just
data want;
set have(dbmax_text=32000);
eir = input(resolve(catx(',','%sysfunc(finance(XIRR',pmt,dt,'0.15),hex16)')),hex16.);
run;
Took 6 minutes to calcuate 1,400,000 rows
Tom just saved our project =)

Answer 1

The FINANCE() function wants a list of values, not a character string. You could parse the string and convert the text back into numbers and pass those to the function. But if the lengths of the lists vary from observation to observation that will cause issues.
You could use the macro processor to help you. You can generate a call to %sysfunc(finance()) and read the generated string back into a numeric variable.
It also might work to pad the short lists with zero payments on the last recorded date.
Let's make some test data.
data have ;
infile cards dsd dlm='|' ;
length id $20 payment date $100 ;
input id payment date;
cards;
obs1 | -20,10,13 | 21184,22765,22704
obs2 | -20,10 | 21184,22765
;
Now let's try converting it two ways. One by creating numeric variables to pass to the FINANCE() function call and the other by generating %sysfunc(finance()) call so that we can make sure the %sysfunc() call is working properly.
data want;
set have ;
array v (3) _temporary_;
array d (3) _temporary_;
do i=1 to dim(v);
v(i)=coalesce(input(scan(payment,i,','),32.),0);
d(i)=input(scan(date,i,','),32.);
if missing(d(i)) and i>1 then d(i)=d(i-1);
end;
drop i;
value1=finance('XIRR',of v(*),of d(*),0.15);
value2=input(resolve(catx(',','%sysfunc(finance(XIRR',payment,date,'0.15),hex16)')),hex16.);
run;

Answer 2

Here's my best guess based on the limited details you've provided. I think you need to split out each date and payment into separate variables before you can call the finance function, e.g.:
data have;
infile datalines dlm='|';
input id :$8. amount :$20. date :$20.;
datalines;
obs1 | -20,10,13 | 21184,22765,22704
;
run;
data want;
set have;
array dates[3] d1-d3;
array amounts[3] a1-a3;
do i = 1 to 3;
amounts[i] = input(scan(amount, i, ','), 8.);
dates[i] = input(scan(date, i, ','), 8.);
end;
XIRR = finance('XIRR', of a1-a3, of d1-d3, 0.15);
run;
I suspect this will only work you have the same number of dates and payments in every row, otherwise you will run into array out of bounds issues or problems with the IRR calculation.