PINE LIBRARY

NetLiquidityLibrary

已更新

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.

發行說明

v2 - Return na for dates that don't have a value

發行說明

v3

Update documentation

發行說明

v4
Experimenting with switch statement

發行說明

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.

發行說明

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.

發行說明

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.

發行說明

v8

Update to retrieve values for trailing 250 trading days

發行說明

v9

Update for 11/11/2022

發行說明

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.

發行說明

v11

11/15/2022 Update

發行說明

v12

11/16/2022 update

發行說明

v13

11/16/2022 Update #2

發行說明

v14

11/17/2022 Update

發行說明

v15

11/18/2022 Update

發行說明

v16

11/21/2022 update

發行說明

v17

11/22/2022 update

發行說明

v18

11/23/2022 update

發行說明

v19

11/25/2022 update

發行說明

v20

11/28/2022 update

發行說明

v21

11/29/2022 update

發行說明

v22

11/30/2022 update

發行說明

v23

12/1/2022 update

發行說明

v26

12/2/2022 update

發行說明

v27

12/5/2022 update

發行說明

v28

12/6/2022

發行說明

v29

12/7/2022 update

發行說明

v30

12/8/2022 update

發行說明

v31

12/9/2022 update

發行說明

v32

12/12/2022 update

發行說明

v33

12/13/2022 update

發行說明

v34

12/14/2022 update

發行說明

v35

12/16/2022 update

發行說明

v36

12/20/2022 update

發行說明

v37

12/28/2022 update

發行說明

v38

12/30/2022 update

發行說明

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.

發行說明

v40

Testing

發行說明

v41

Testing 2

發行說明

v42

1/18/2018 update

Now includes trailing 400 trading days

發行說明

v43

1/19/2023 update

發行說明

v44

1/20/2023 update

發行說明

v45

1/23/2023 update