Skip to content

Instantly share code, notes, and snippets.

$base = 'https://api.fiscaldata.treasury.gov/services/api/fiscal_service/v1/accounting/dts'
# $date = '2022-09-01'
# $date = '2022-12-01'
# $date = '2022-12-15'
# $date = '2022-12-16'
# $date = '2022-12-19'
# $rate = 0.83
# $month = '2022-12-'
# $dates = @(
# '2022-11-30'
# '2022-12-07'
# '2022-12-14'
# '2022-12-21'
param(
$symbol,
$expiration,
# CSR: credit-to-spread ratio
$cs_csr_min = -1,
$cs_short_delta_low = 0,
$cs_short_delta_high = 1,
$cs_csr_gt_delta = $false,
$ic_spread_csr_min = 0, # minimum CSR of the spreads that go into the iron condors
# $result_as_of_dates = Invoke-RestMethod https://markets.newyorkfed.org/api/soma/asofdates/list.json
#
# $result_as_of_dates.soma.asOfDates | Sort-Object | Select-Object -Last 20
# $dates = @(
# '2022-11-02'
# '2022-11-09'
# '2022-11-16'
# '2022-11-23'
$symbol = 'META'; $expiration = '2023-02-17'
# $symbol = 'UNG'; $expiration = '2023-02-24'
# ----------------------------------------------------------------------
$min_csdr = 0.3
$max_csdr = 0.4
$min_volume = -1
$base = 'https://api.fiscaldata.treasury.gov/services/api/fiscal_service/v1/accounting/dts'
# $date = '2022-12-15'
#
# $result_raw = Invoke-RestMethod -Method Get -Uri ($base + '/dts_table_3a?filter=record_date:eq:{0}&page[number]=1&page[size]=300' -f $date)
#
# $result_raw.data | ft *
$date = '2022-01-01'
$base = 'https://api.fiscaldata.treasury.gov/services/api/fiscal_service/v1/accounting/dts'
# ----------------------------------------------------------------------
# $date = '2022-04-01'
# $date = '2022-09-01'
# $date = '2022-12-15'
# $date = '2022-12-16'
$date = '2022-01-01'
$base = 'https://api.fiscaldata.treasury.gov/services/api/fiscal_service/v1/accounting/dts'
$result_federal_tax_deposits = Invoke-RestMethod -Method Get -Uri ($base + '/dts_table_2?filter=record_date:gte:{0},transaction_catg:eq:{1}&fields=record_date,transaction_today_amt&page[number]=1&page[size]=300' -f $date, "Cash FTD's Received (Table IV)")
# ----------------------------------------------------------------------
$json = @{
$base = 'https://api.fiscaldata.treasury.gov/services/api/fiscal_service/v1/accounting/dts'
# $date = '2022-12-15'
#
# $result_raw = Invoke-RestMethod -Method Get -Uri ($base + '/dts_table_3a?filter=record_date:eq:{0}&page[number]=1&page[size]=300' -f $date)
#
# $result_raw.data | ft *
$date = '2022-01-01'
$date = '2022-12-15'
$result = Invoke-RestMethod -Method Get -Uri ('https://api.fiscaldata.treasury.gov/services/api/fiscal_service/v1/accounting/dts/dts_table_2?filter=record_date:gte:{0}' -f $date)
foreach ($row in $result.data)
{
$row.transaction_today_amt = [decimal]$row.transaction_today_amt
}