Auf geht's
PINE LIBRARY

NetLiquidityLibrary

Von calebsandfort
Aktualisiert
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.
Versionshinweise
v2 - Return na for dates that don't have a value
Versionshinweise
v3

Update documentation
Versionshinweise
v4
Experimenting with switch statement
Versionshinweise
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.
Versionshinweise
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.
Versionshinweise
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.
Versionshinweise
v8

Update to retrieve values for trailing 250 trading days
Versionshinweise
v9

Update for 11/11/2022
Versionshinweise
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.
Versionshinweise
v11

11/15/2022 Update
Versionshinweise
v12

11/16/2022 update
Versionshinweise
v13

11/16/2022 Update #2
Versionshinweise
v14

11/17/2022 Update
Versionshinweise
v15

11/18/2022 Update
Versionshinweise
v16

11/21/2022 update
Versionshinweise
v17

11/22/2022 update
Versionshinweise
v18

11/23/2022 update
Versionshinweise
v19

11/25/2022 update
Versionshinweise
v20

11/28/2022 update
Versionshinweise
v21

11/29/2022 update
Versionshinweise
v22

11/30/2022 update
Versionshinweise
v23

12/1/2022 update
Versionshinweise
v26

12/2/2022 update
Versionshinweise
v27

12/5/2022 update
Versionshinweise
v28

12/6/2022
Versionshinweise
v29

12/7/2022 update
Versionshinweise
v30

12/8/2022 update
Versionshinweise
v31

12/9/2022 update
Versionshinweise
v32

12/12/2022 update
Versionshinweise
v33

12/13/2022 update
Versionshinweise
v34

12/14/2022 update
Versionshinweise
v35

12/16/2022 update
Versionshinweise
v36

12/20/2022 update
Versionshinweise
v37

12/28/2022 update
Versionshinweise
v38

12/30/2022 update
Versionshinweise
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.
Versionshinweise
v40

Testing
Versionshinweise
v41

Testing 2
Versionshinweise
v42

1/18/2018 update

Now includes trailing 400 trading days
Versionshinweise
v43

1/19/2023 update
Versionshinweise
v44

1/20/2023 update
Versionshinweise
v45

1/23/2023 update
liquiditystatistics

Pine Bibliothek

Ganz im Sinne von TradingView hat dieser Autor seinen/ihren Pine Code als Open-Source-Bibliothek veröffentlicht. Auf diese Weise können nun auch andere Pine-Programmierer aus unserer Community den Code verwenden. Vielen Dank an den Autor! Sie können diese Bibliothek privat oder in anderen Open-Source-Veröffentlichungen verwenden. Die Nutzung dieses Codes in einer Veröffentlichung wird in unseren Hausregeln reguliert.

calebsandfort

Haftungsausschluss

Die Informationen und Veröffentlichungen sind nicht als Finanz-, Anlage-, Handels- oder andere Arten von Ratschlägen oder Empfehlungen gedacht, die von TradingView bereitgestellt oder gebilligt werden, und stellen diese nicht dar. Lesen Sie mehr in den Nutzungsbedingungen.