Seasonality Monthly v2.0

//version=5
indicator("dvp Seasonality Monthly v2.0", "Seasonality Monthly v2.0", format = format.volume)


if not timeframe.ismonthly and not timeframe.isdaily
runtime.error("Please switch timeframe to either Daily or Monthly")


i_year_start = input(2000, "Start Year")
// i_method = input.string("time", "Method", options=["time","time_close"])
i_method = "time_close"
i_text_size = input.string(size.auto, "Text Size", [size.auto, size.tiny, size.small, size.normal, size.large, size.huge])


//--------------------------------------------------------Functions----------------------------------------------------
f_array_stats(array_) =>
count_pos_ = 0
count_neg_= 0
count_ = 0
sum_ = 0.0
if not na(array_) and array.size(array_) > 0
for i_ = 0 to array.size(array_) - 1
elem_ = array.get(array_, i_)
if not na(elem_)
sum_ += elem_
count_ += 1
switch
elem_ > 0 => count_pos_ += 1
elem_ < 0 => count_neg_ += 1
avg_ = count_ > 0 ? sum_ / count_ : 0.0
[sum_, avg_, count_, count_pos_, count_neg_]
//-------------------------------------------------------------------------------------------------------------------
[year_, month_, chg_pct_] = request.security(syminfo.tickerid, "M", [year(time_close), month(time_close), nz(close/close[1]-1)], gaps = barmerge.gaps_on, lookahead = barmerge.lookahead_on )


// month_ = switch i_method
// "time" => month(time)
// "time_close" => month(time_close)


// year_ = switch i_method
// "time" => year(time)
// "time_close" => year(time_close)


var year_start_ = math.max(year_, i_year_start)
var no_years_ = year(timenow) - year_start_ + 1
var matrix<float> data_ = matrix.new<float>(no_years_,13,na)
var table table_ = na
var text_color_ = color.white
var bg_color_ = color.gray


// chg_pct_ = nz(close/close[1]-1)




if year_ >= year_start_
// log.info(str.format("Time {0} Year {1} Month {2} ChgPct {3,number,#.##%}", str.format_time(time_close), year_, month_, chg_pct_))
cur_val_ = nz(matrix.get(data_, year_-year_start_, month_-1))
matrix.set(data_, year_-year_start_, month_-1, cur_val_ + chg_pct_)


// if barstate.islast
// log.info("ROWS {0}", no_years_ + 7 )


if barstate.islast
table_ := table.new(position.middle_center, 13, no_years_ + 7, border_width = 1)
// log.info("ROWS {0}", year_ - year_start_ + 7 )

table.cell(table_, 0, 0, str.format("Seasonality Monthly Performance - {0}:{1}", syminfo.prefix, syminfo.ticker), text_color = text_color_, bgcolor = color.blue, text_size = i_text_size)
table.merge_cells(table_, 0,0,12,0)
row = 1
table.cell(table_, 0, row, "Year", text_color = text_color_, bgcolor = bg_color_, text_size = i_text_size)
table.cell(table_, 1, row, "Jan", text_color = text_color_, bgcolor = bg_color_, text_size = i_text_size)
table.cell(table_, 2, row, "Feb", text_color = text_color_, bgcolor = bg_color_, text_size = i_text_size)
table.cell(table_, 3, row, "Mar", text_color = text_color_, bgcolor = bg_color_, text_size = i_text_size)
table.cell(table_, 4, row, "Apr", text_color = text_color_, bgcolor = bg_color_, text_size = i_text_size)
table.cell(table_, 5, row, "May", text_color = text_color_, bgcolor = bg_color_, text_size = i_text_size)
table.cell(table_, 6, row, "Jun", text_color = text_color_, bgcolor = bg_color_, text_size = i_text_size)
table.cell(table_, 7, row, "Jul", text_color = text_color_, bgcolor = bg_color_, text_size = i_text_size)
table.cell(table_, 8, row, "Aug", text_color = text_color_, bgcolor = bg_color_, text_size = i_text_size)
table.cell(table_, 9, row, "Sep", text_color = text_color_, bgcolor = bg_color_, text_size = i_text_size)
table.cell(table_, 10, row, "Oct", text_color = text_color_, bgcolor = bg_color_, text_size = i_text_size)
table.cell(table_, 11, row, "Nov", text_color = text_color_, bgcolor = bg_color_, text_size = i_text_size)
table.cell(table_, 12, row, "Dec", text_color = text_color_, bgcolor = bg_color_, text_size = i_text_size)


for row_ = 0 to no_years_ - 1
table.cell(table_, 0, 2+row_, str.tostring(row_ + year_start_), text_color = text_color_, bgcolor = bg_color_, text_size = i_text_size)
for col_ = 0 to 11
val_ = nz(matrix.get(data_, row_, col_),0.0)
val_color_ = val_ > 0.0 ? color.green : val_ < 0.0 ? color.red : color.gray
table.cell(table_, 1+col_, 2+row_, str.format("{0,number,###.##%}", val_), bgcolor = color.new(val_color_,80), text_color = val_color_, text_size = i_text_size)
true


//Aggregates
row_ = no_years_ + 2
table.cell(table_, 0, row_, "AVG", text_color = text_color_, bgcolor = bg_color_, text_size = i_text_size)
table.cell(table_, 0, row_+1, "SUM", text_color = text_color_, bgcolor = bg_color_, text_size = i_text_size)
table.cell(table_, 0, row_+2, "+ive", text_color = text_color_, bgcolor = bg_color_, text_size = i_text_size)
table.cell(table_, 0, row_+3, "WR", text_color = text_color_, bgcolor = bg_color_, text_size = i_text_size)
for col_ = 0 to 11
arr_ = matrix.col(data_, col_)
// val_ = array.sum(arr_)
[sum_, avg_, count_, count_pos_, count_neg_] = f_array_stats(arr_)
val_color_ = sum_ > 0 ? color.green : sum_ < 0 ? color.red : color.gray
table.cell(table_, 1+col_, row_, str.format("{0,number,###.##%}", avg_), bgcolor = color.new(val_color_,50), text_color = val_color_, text_size = i_text_size)
table.cell(table_, 1+col_, row_+1, str.format("{0,number,###.##%}", sum_), bgcolor = color.new(val_color_,50), text_color = val_color_, text_size = i_text_size)
table.cell(table_, 1+col_, row_+2, str.format("{0}/{1}", count_pos_, count_), bgcolor = color.new(val_color_,50), text_color = color.new(color.white, 50), text_size = i_text_size)
table.cell(table_, 1+col_, row_+3, str.format("{0,number,#.##%}", count_pos_/count_), bgcolor = color.new(val_color_,50), text_color = color.new(color.white, 50), text_size = i_text_size)
true