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