HBS-3213: add etf fields

links/etf.pine.link

@@ -0,0 +1,138 @@
+makeFundFlowsTicker() => __financial_tickerid(syminfo.tickerid, "FUND_FLOWS", "D")
+makeNavTicker() => __financial_tickerid(syminfo.tickerid, "NAV", "D")
+makeNavAllTicker() => __financial_tickerid(syminfo.tickerid, "NAV_ALL", "D")
+makeAumTicker() => __financial_tickerid(syminfo.tickerid, "AUM", "D")
+getFundTF() => timeframe.isintraday ? "1D" : timeframe.period
+
+msInOneDay = 86400000
+
+oneMonth = 30
+threeMonthes = 90
+//oneYear = 365
+threeYears = 365 * 3
+fiveYears = 365 * 5
+
+startFrom(daysBack)=>
+    time_close("D", syminfo.session, timezone='America/New_York') - daysBack * msInOneDay
+
+sum(daysBack)=>
+	var firstBar = time
+    if barstate.islast
+		startT = startFrom(daysBack)
+		if startT < firstBar
+			na
+		else
+			sum = 0.
+			for i = 0 to bar_index
+				if time[i] < startT
+					break
+				sum += close[i]
+			sum
+
+sumYTD()=>
+	var firstBar = time
+    if barstate.islast
+		if year(timenow, "America/New_York") == year(firstBar, "America/New_York")
+			na
+		else
+			sum = 0.
+			for i = 0 to bar_index
+				if year[i] < year
+					break
+				sum += close[i]
+			sum
+
+perf(daysBack, perfMaxDaysForValid)=>
+    if barstate.islast
+		startT = startFrom(daysBack)
+		if time[0] < startT
+			na
+		else
+			lastI = 0
+			for i = 0 to bar_index
+				if time[i] < startT
+					lastI := i - 1
+					break
+
+			perf = if time[lastI] - startT < (perfMaxDaysForValid * msInOneDay)
+				if (close[lastI] < 0 and close > 0) or close[lastI] == 0
+					na
+				else
+					(close - close[lastI]) / math.abs(close[lastI])
+
+			perf
+
+perfYTD()=>
+    if barstate.islast
+		if year(timenow, "America/New_York") > year
+			na
+		else
+			lastI = 0
+			for i = 0 to bar_index
+				if year[i] < year
+					lastI := i - 1
+					break
+
+			perf = if (close[lastI] < 0 and close > 0) or close[lastI] == 0
+				na
+			else
+				(close - close[lastI]) / math.abs(close[lastI])
+
+			perf
+
+
+fund_flows1M = request.security(makeFundFlowsTicker(), getFundTF(), sum(oneMonth), ignore_invalid_symbol=true, gaps=barmerge.gaps_off)
+fund_flows3M = request.security(makeFundFlowsTicker(), getFundTF(), sum(threeMonthes), ignore_invalid_symbol=true, gaps=barmerge.gaps_off)
+fund_flows1Y = request.security(makeFundFlowsTicker(), getFundTF(), sum(oneYear), ignore_invalid_symbol=true, gaps=barmerge.gaps_off)
+fund_flows3Y = request.security(makeFundFlowsTicker(), getFundTF(), sum(threeYears), ignore_invalid_symbol=true, gaps=barmerge.gaps_off)
+fund_flows5Y = request.security(makeFundFlowsTicker(), getFundTF(), sum(fiveYears), ignore_invalid_symbol=true, gaps=barmerge.gaps_off)
+fund_flowsYTD = request.security(makeFundFlowsTicker(), getFundTF(), sumYTD(), ignore_invalid_symbol=true, gaps=barmerge.gaps_off)
+
+navPerf1M = request.security(makeNavTicker(), getFundTF(), perf(oneMonth, 10), ignore_invalid_symbol=true, gaps=barmerge.gaps_off)
+navPerf3M = request.security(makeNavTicker(), getFundTF(), perf(threeMonthes, 10), ignore_invalid_symbol=true, gaps=barmerge.gaps_off)
+navPerf1Y = request.security(makeNavTicker(), getFundTF(), perf(oneYear, 10), ignore_invalid_symbol=true, gaps=barmerge.gaps_off)
+navPerf3Y = request.security(makeNavTicker(), getFundTF(), perf(threeYears, 10), ignore_invalid_symbol=true, gaps=barmerge.gaps_off)
+navPerf5Y = request.security(makeNavTicker(), getFundTF(), perf(fiveYears, 10), ignore_invalid_symbol=true, gaps=barmerge.gaps_off)
+navPerfYTD = request.security(makeNavTicker(), getFundTF(), perfYTD(), ignore_invalid_symbol=true, gaps=barmerge.gaps_off)
+
+aumPerf1M = request.security(makeAumTicker(), getFundTF(), perf(oneMonth, 10), ignore_invalid_symbol=true, gaps=barmerge.gaps_off)
+aumPerf3M = request.security(makeAumTicker(), getFundTF(), perf(threeMonthes, 10), ignore_invalid_symbol=true, gaps=barmerge.gaps_off)
+aumPerf1Y = request.security(makeAumTicker(), getFundTF(), perf(oneYear, 10), ignore_invalid_symbol=true, gaps=barmerge.gaps_off)
+aumPerf3Y = request.security(makeAumTicker(), getFundTF(), perf(threeYears, 10), ignore_invalid_symbol=true, gaps=barmerge.gaps_off)
+aumPerf5Y = request.security(makeAumTicker(), getFundTF(), perf(fiveYears, 10), ignore_invalid_symbol=true, gaps=barmerge.gaps_off)
+aumPerfYTD = request.security(makeAumTicker(), getFundTF(), perfYTD(), ignore_invalid_symbol=true, gaps=barmerge.gaps_off)
+
+navTotalReturn1M = request.security(makeNavAllTicker(), getFundTF(), perf(oneMonth, 10), ignore_invalid_symbol=true, gaps=barmerge.gaps_off)
+navTotalReturn3M = request.security(makeNavAllTicker(), getFundTF(), perf(threeMonthes, 10), ignore_invalid_symbol=true, gaps=barmerge.gaps_off)
+navTotalReturn1Y = request.security(makeNavAllTicker(), getFundTF(), perf(oneYear, 10), ignore_invalid_symbol=true, gaps=barmerge.gaps_off)
+navTotalReturn3Y = request.security(makeNavAllTicker(), getFundTF(), perf(threeYears, 10), ignore_invalid_symbol=true, gaps=barmerge.gaps_off)
+navTotalReturn5Y = request.security(makeNavAllTicker(), getFundTF(), perf(fiveYears, 10), ignore_invalid_symbol=true, gaps=barmerge.gaps_off)
+navTotalReturnYTD = request.security(makeNavAllTicker(), getFundTF(), perfYTD(), ignore_invalid_symbol=true, gaps=barmerge.gaps_off)
+
+plot(fund_flows1M, title="fund_flows.1M")
+plot(fund_flows3M, title="fund_flows.3M")
+plot(fund_flows1Y, title="fund_flows.1Y")
+plot(fund_flows3Y, title="fund_flows.3Y")
+plot(fund_flows5Y, title="fund_flows.5Y")
+plot(fund_flowsYTD, title="fund_flows.YTD")
+
+plot(navTotalReturn1M, title="nav_total_return.1M")
+plot(navTotalReturn3M, title="nav_total_return.3M")
+plot(navTotalReturn1Y, title="nav_total_return.1Y")
+plot(navTotalReturn3Y, title="nav_total_return.3Y")
+plot(navTotalReturn5Y, title="nav_total_return.5Y")
+plot(navTotalReturnYTD, title="nav_total_return.YTD")
+
+plot(navPerf1M, title="nav_perf.1M")
+plot(navPerf3M, title="nav_perf.3M")
+plot(navPerf1Y, title="nav_perf.1Y")
+plot(navPerf3Y, title="nav_perf.3Y")
+plot(navPerf5Y, title="nav_perf.5Y")
+plot(navPerfYTD, title="nav_perf.YTD")
+
+plot(aumPerf1M, title="aum_perf.1M")
+plot(aumPerf3M, title="aum_perf.3M")
+plot(aumPerf1Y, title="aum_perf.1Y")
+plot(aumPerf3Y, title="aum_perf.3Y")
+plot(aumPerf5Y, title="aum_perf.5Y")
+plot(aumPerfYTD, title="aum_perf.YTD")

scanner.data.pine

@@ -4,3 +4,4 @@
 #include <links/high_and_low.pine.link>
 #include <links/perfomance.pine.link>
 #include <links/business_day.pine.link>
+#include <links/etf.pine.link>

scanner.qf.json

@@ -1039,5 +1039,9 @@
     {
         "name": "all_time_low_day",
         "type": "time"
+    },
+    {
+        "name": "nav",
+        "type": "fundamental_price"
     }
 ]