可以用ej函数实现,示例如下:
t1=cj(table(2021.09.01..2021.09.30 as date),table(`a`b`c as ticker))
t1[`close]=1..90
t1[`open]=1..90
t2=cj(table(2021.08.15..2021.09.13 as date),table(`d`b`c as ticker))
t2[`ret_1d]=1..90
t2[`ret_2d]=1..90
t3=ej(t1,t2,`date`ticker)
t01=select date,ticker,close,open from t3
t02=select date,ticker,ret_1d,ret_2d from t3
对2个表t1和t2按股票代码和日期ej得到t3,然后在t3中select得到t1和t2交集部分的数据t01和t02。