NetLiquidityLibrary
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.
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.
リリースノート:
v2 - Return na for dates that don't have a value
リリースノート:
v3
Update documentation
Update documentation
リリースノート:
v4
Experimenting with switch statement
Experimenting with switch statement
リリースノート:
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.
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.
リリースノート:
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.
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.
リリースノート:
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.
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.
リリースノート:
v8
Update to retrieve values for trailing 250 trading days
Update to retrieve values for trailing 250 trading days
リリースノート:
v9
Update for 11/11/2022
Update for 11/11/2022
リリースノート:
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.
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.
リリースノート:
v11
11/15/2022 Update
11/15/2022 Update
リリースノート:
v12
11/16/2022 update
11/16/2022 update
リリースノート:
v13
11/16/2022 Update #2
11/16/2022 Update #2
リリースノート:
v14
11/17/2022 Update
11/17/2022 Update
リリースノート:
v15
11/18/2022 Update
11/18/2022 Update
リリースノート:
v16
11/21/2022 update
11/21/2022 update
リリースノート:
v17
11/22/2022 update
11/22/2022 update
リリースノート:
v18
11/23/2022 update
11/23/2022 update
リリースノート:
v19
11/25/2022 update
11/25/2022 update
リリースノート:
v20
11/28/2022 update
11/28/2022 update
リリースノート:
v21
11/29/2022 update
11/29/2022 update
リリースノート:
v22
11/30/2022 update
11/30/2022 update
リリースノート:
v23
12/1/2022 update
12/1/2022 update
リリースノート:
v26
12/2/2022 update
12/2/2022 update
リリースノート:
v27
12/5/2022 update
12/5/2022 update
リリースノート:
v28
12/6/2022
12/6/2022
リリースノート:
v29
12/7/2022 update
12/7/2022 update
リリースノート:
v30
12/8/2022 update
12/8/2022 update
リリースノート:
v31
12/9/2022 update
12/9/2022 update
リリースノート:
v32
12/12/2022 update
12/12/2022 update
リリースノート:
v33
12/13/2022 update
12/13/2022 update
リリースノート:
v34
12/14/2022 update
12/14/2022 update
リリースノート:
v35
12/16/2022 update
12/16/2022 update
リリースノート:
v36
12/20/2022 update
12/20/2022 update
リリースノート:
v37
12/28/2022 update
12/28/2022 update
リリースノート:
v38
12/30/2022 update
12/30/2022 update
リリースノート:
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.
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.
リリースノート:
v40
Testing
Testing
リリースノート:
v41
Testing 2
Testing 2
リリースノート:
v42
1/18/2018 update
Now includes trailing 400 trading days
1/18/2018 update
Now includes trailing 400 trading days
リリースノート:
v43
1/19/2023 update
1/19/2023 update
リリースノート:
v44
1/20/2023 update
1/20/2023 update
リリースノート:
v45
1/23/2023 update
1/23/2023 update