mspd.ps1

# stacked bar of marketable debt maturities per day stacked with bills,bonds,tips
#
# Idea from https://twitter.com/dampedspring
# Thanks to https://twitter.com/whip_n_spur for the help.
#
# Original thread: https://twitter.com/dampedspring/status/1652464875829084160
# 
# https://twitter.com/dharmatrade/status/1652534712462884864

$date_a = '2023-04-29'

$date_b = '2024-01-01'

$result = Invoke-RestMethod ('https://api.fiscaldata.treasury.gov/services/api/fiscal_service/v1/debt/mspd/mspd_table_3_market?filter=maturity_date:gte:{0},maturity_date:lte:{1}&page[number]=1&page[size]=5000' -f $date_a, $date_b)

# $result.data | ft *

# $result.data.Count

# $result.data | Group-Object security_class1_desc | Select-Object Count, Name

# $result.data | Sort-Object maturity_date | Export-Csv C:\temp\mspd.csv -NoTypeInformation

# $groups = $result.data | Group-Object maturity_date | Sort-Object Name

$groups = $result.data | Where-Object record_date -EQ 2023-03-31 | Group-Object maturity_date | Sort-Object Name

# $field = 'issued_amt'
$field = 'outstanding_amt'

# $result.data | Select-Object issued_amt, outstanding_amt

# $result.data | Sort-Object maturity_date | Select-Object -First 300 | ft *

# $result.data | Group-Object record_date | Sort-Object Name


$table = foreach ($group in $groups)
{
    # $group.Group | Where-Object security_class1_desc -EQ Notes                            | Measure-Object -Sum $field

    # [PSCustomObject]@{
    #     date = $group.Name
    #     notes = [math]::Round(($group.Group | Where-Object security_class1_desc -EQ Notes                            | Measure-Object -Sum $field).Sum, 2)
    #     bonds = [math]::Round(($group.Group | Where-Object security_class1_desc -EQ Bonds                            | Measure-Object -Sum $field).Sum, 2)
    #     ips   = [math]::Round(($group.Group | Where-Object security_class1_desc -EQ 'Inflation-Protected Securities' | Measure-Object -Sum $field).Sum, 2)
    #     frn   = [math]::Round(($group.Group | Where-Object security_class1_desc -EQ 'Floating Rate Notes'            | Measure-Object -Sum $field).Sum, 2)
    #     bmv   = [math]::Round(($group.Group | Where-Object security_class1_desc -EQ 'Bills Maturity Value'           | Measure-Object -Sum $field).Sum, 2)
    # }

    [PSCustomObject]@{
        date = $group.Name
        notes = [math]::Round(($group.Group | Where-Object security_class1_desc -EQ Notes                            | ? outstanding_amt -NE null | Measure-Object -Sum $field).Sum, 2)
        bonds = [math]::Round(($group.Group | Where-Object security_class1_desc -EQ Bonds                            | ? outstanding_amt -NE null | Measure-Object -Sum $field).Sum, 2)
        ips   = [math]::Round(($group.Group | Where-Object security_class1_desc -EQ 'Inflation-Protected Securities' | ? outstanding_amt -NE null | Measure-Object -Sum $field).Sum, 2)
        frn   = [math]::Round(($group.Group | Where-Object security_class1_desc -EQ 'Floating Rate Notes'            | ? outstanding_amt -NE null | Measure-Object -Sum $field).Sum, 2)
        bmv   = [math]::Round(($group.Group | Where-Object security_class1_desc -EQ 'Bills Maturity Value'           | ? outstanding_amt -NE null | Measure-Object -Sum $field).Sum, 2)
    }
}

$table | ft *
# ----------------------------------------------------------------------

$json = @{
    chart = @{
        type = 'bar'
        data = @{
            labels = $table.ForEach({ $_.date })
            datasets = @(
                @{ label = 'Notes'; data = $table.ForEach({ $_.notes }); }
                @{ label = 'Bonds'; data = $table.ForEach({ $_.bonds }); }
                @{ label = 'Inflation-Protected Securities'; data = $table.ForEach({ $_.ips }); }
                @{ label = 'Floating Rate Notes'; data = $table.ForEach({ $_.frn }); }
                @{ label = 'Bills Maturity Value'; data = $table.ForEach({ $_.bmv }); }
            )
        }
        options = @{
            title = @{ display = $true; text = 'MSPD' }
            scales = @{

                xAxes = @(@{ stacked = $true }) 
                yAxes = @(@{ stacked = $true })                 

             }
        }
    }
} | ConvertTo-Json -Depth 100

$result_chart = Invoke-RestMethod -Method Post -Uri 'https://quickchart.io/chart/create' -Body $json -ContentType 'application/json'

$id = ([System.Uri] $result_chart.url).Segments[-1]

Start-Process ('https://quickchart.io/chart-maker/view/{0}' -f $id)
# ----------------------------------------------------------------------