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PINE LIBRARY

NetLiquidityLibrary

Par calebsandfort
Mis à jour
Library "NetLiquidityLibrary"
The Net Liquidity Library provides daily values for net liquidity. Net liquidity is measured as Fed Balance Sheet - Treasury General Account - Reverse Repo. Time series for each individual component included too.

get_net_liquidity_for_date(t)
  Function takes date in timestamp form and returns the Net Liquidity value for that date. If date is not present, 0 is returned.
  Parameters:
    t: The timestamp of the date you are requesting the Net Liquidity value for.
  Returns: The Net Liquidity value for the specified date.

get_net_liquidity()
  Gets the Net Liquidity time series from Dec. 2021 to current. Dates that are not present are represented as 0.
  Returns: The Net Liquidity time series.
Notes de version
v2 - Return na for dates that don't have a value
Notes de version
v3

Update documentation
Notes de version
v4
Experimenting with switch statement
Notes de version
v5

Update to switch statement

Removed:
get_net_liquidity_for_date(t)
  Function takes date in timestamp form and returns the Net Liquidity value for that date. If date is not present, na is returned.
Notes de version
v6

Add TGA time series

Added:
get_tga()
  Gets the Treasury General Account time series from Dec. 2021 to current. Dates that are not present are represented as 0.
  Returns: The Treasury General Account time series.
Notes de version
v7

Updated:
get_net_liquidity(component)
  Gets the Net Liquidity time series from Dec. 2021 to current. Dates that are not present are represented as na.
  Parameters:
    component: The component of the Net Liquidity function to return. Possible values: 'fed', 'tga', and 'rrp'. (`Net Liquidity` is returned if no argument is supplied).
  Returns: The Net Liquidity time series or a component of the Net Liquidity function.

Removed:
get_tga()
  Gets the Treasury General Account time series from Dec. 2021 to current. Dates that are not present are represented as 0.
Notes de version
v8

Update to retrieve values for trailing 250 trading days
Notes de version
v9

Update for 11/11/2022
Notes de version
v10

11/14/2022 Update

Added:
get_sm_metric(The)
  Gets either the DIX or GEX time series for the last 250 trading days. Dates that are not present are represented as na.
  Parameters:
    The: metric to return. Possible values: 'dix' and 'gex'. (`DIX` is returned if no argument is supplied).
  Returns: The specified SqueezeMetrics time series.
Notes de version
v11

11/15/2022 Update
Notes de version
v12

11/16/2022 update
Notes de version
v13

11/16/2022 Update #2
Notes de version
v14

11/17/2022 Update
Notes de version
v15

11/18/2022 Update
Notes de version
v16

11/21/2022 update
Notes de version
v17

11/22/2022 update
Notes de version
v18

11/23/2022 update
Notes de version
v19

11/25/2022 update
Notes de version
v20

11/28/2022 update
Notes de version
v21

11/29/2022 update
Notes de version
v22

11/30/2022 update
Notes de version
v23

12/1/2022 update
Notes de version
v26

12/2/2022 update
Notes de version
v27

12/5/2022 update
Notes de version
v28

12/6/2022
Notes de version
v29

12/7/2022 update
Notes de version
v30

12/8/2022 update
Notes de version
v31

12/9/2022 update
Notes de version
v32

12/12/2022 update
Notes de version
v33

12/13/2022 update
Notes de version
v34

12/14/2022 update
Notes de version
v35

12/16/2022 update
Notes de version
v36

12/20/2022 update
Notes de version
v37

12/28/2022 update
Notes de version
v38

12/30/2022 update
Notes de version
v39

Updated to provide the trailing 400 trading days

Removed:
get_sm_metric(component)
  Gets either the DIX or GEX time series for the last 250 trading days. Dates that are not present are represented as na.
Notes de version
v40

Testing
Notes de version
v41

Testing 2
Notes de version
v42

1/18/2018 update

Now includes trailing 400 trading days
Notes de version
v43

1/19/2023 update
Notes de version
v44

1/20/2023 update
Notes de version
v45

1/23/2023 update
liquiditystatistics

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calebsandfort

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