# Load data from star schema
etf_daily <- open_dataset(DAILY_PARQUET_DIR)

# Filter for stock_code 2800
etf_2800_all <- etf_daily %>%
  filter(stock_code == STOCK_CODE) %>%
  collect()

if (nrow(etf_2800_all) == 0) {
  stop("No data found for stock_code ", STOCK_CODE)
}

# Ensure trade_date is Date type
etf_2800_all$trade_date <- as.Date(etf_2800_all$trade_date)

# Sort by date (most recent first)
etf_2800_all <- etf_2800_all %>%
  arrange(desc(trade_date))

# Get last 5 days and last 30 days
etf_2800_recent <- etf_2800_all %>% slice_head(n = DAYS_TO_SHOW)
etf_2800_last30 <- etf_2800_all %>% slice_head(n = 30)

# Key variables
key_vars <- c("trade_date", "volume_cleaned", "turnover_cleaned", "aum_cleaned", 
              "closing_price", "nav", "day_high", "day_low", 
              "outstanding_units_cleaned", "premium_discount_percent")

# Calculate historical statistics (needed early for comparisons)
stats <- etf_2800_all %>%
  summarise(
    volume_median = median(volume_cleaned, na.rm = TRUE),
    volume_mean = mean(volume_cleaned, na.rm = TRUE),
    volume_min = min(volume_cleaned, na.rm = TRUE),
    volume_max = max(volume_cleaned, na.rm = TRUE),
    turnover_median = median(turnover_cleaned, na.rm = TRUE),
    turnover_mean = mean(turnover_cleaned, na.rm = TRUE),
    turnover_min = min(turnover_cleaned, na.rm = TRUE),
    turnover_max = max(turnover_cleaned, na.rm = TRUE),
    total_days = n()
  )

# Prepare comparison data
comparison <- etf_2800_recent %>%
  select(trade_date, volume_cleaned, turnover_cleaned) %>%
  mutate(
    volume_vs_median = ifelse(is.na(volume_cleaned), NA, volume_cleaned / stats$volume_median),
    volume_vs_mean = ifelse(is.na(volume_cleaned), NA, volume_cleaned / stats$volume_mean),
    turnover_vs_median = ifelse(is.na(turnover_cleaned), NA, turnover_cleaned / stats$turnover_median),
    turnover_vs_mean = ifelse(is.na(turnover_cleaned), NA, turnover_cleaned / stats$turnover_mean),
    volume_pct_rank = NA_real_,
    turnover_pct_rank = NA_real_
  )

# Calculate percentile ranks
for (i in 1:nrow(comparison)) {
  if (!is.na(comparison$volume_cleaned[i])) {
    comparison$volume_pct_rank[i] <- mean(etf_2800_all$volume_cleaned <= comparison$volume_cleaned[i], na.rm = TRUE) * 100
  }
  if (!is.na(comparison$turnover_cleaned[i])) {
    comparison$turnover_pct_rank[i] <- mean(etf_2800_all$turnover_cleaned <= comparison$turnover_cleaned[i], na.rm = TRUE) * 100
  }
}

Data Overview

cat("**Stock Code:**", STOCK_CODE, "\n\n")
## **Stock Code:** 2828
cat("**Total Records:**", nrow(etf_2800_all), "\n\n")
## **Total Records:** 65
cat("**Date Range:**", format(min(etf_2800_all$trade_date)), "to", format(max(etf_2800_all$trade_date)), "\n\n")
## **Date Range:** 2025-09-17 to 2025-12-19
cat("**Last Updated:**", format(Sys.Date()))
## **Last Updated:** 2025-12-20

Closing Price Trend

# Prepare data for chart - order by date ascending for line chart
chart_data <- etf_2800_all %>%
  select(trade_date, closing_price) %>%
  arrange(trade_date) %>%
  mutate(
    is_latest = trade_date == max(trade_date, na.rm = TRUE)
  )

# Get latest date for labeling
latest_date <- max(chart_data$trade_date, na.rm = TRUE)
latest_price <- chart_data$closing_price[chart_data$trade_date == latest_date][1]

ggplot(chart_data, aes(x = trade_date, y = closing_price)) +
  geom_line(color = "#007bff", size = 0.8) +
  geom_point(data = chart_data %>% filter(is_latest), 
             color = "red", size = 3, shape = 19) +
  geom_point(data = chart_data %>% filter(!is_latest), 
             color = "#007bff", size = 0.5, alpha = 0.6) +
  labs(
    title = paste("Closing Price Trend - ETF", STOCK_CODE),
    subtitle = paste("Latest:", format(latest_date), "- Price:", ifelse(is.na(latest_price), "NA", formatC(latest_price, format = "f", digits = 4))),
    x = "Date",
    y = "Closing Price (HKD)",
    caption = "Red dot indicates latest data point"
  ) +
  theme_minimal() +
  theme(
    plot.title = element_text(size = 14, face = "bold"),
    plot.subtitle = element_text(size = 11, color = "gray50"),
    axis.title = element_text(size = 11),
    axis.text = element_text(size = 9),
    plot.caption = element_text(size = 9, color = "gray60", hjust = 0),
    panel.grid.minor = element_blank()
  ) +
  scale_x_date(date_labels = "%Y-%m-%d", date_breaks = "1 month") +
  scale_y_continuous(labels = scales::number_format(accuracy = 0.01))


Latest Date Verification

latest_date <- max(etf_2800_all$trade_date)
dec_16 <- etf_2800_recent %>%
  filter(trade_date == latest_date)

if (nrow(dec_16) > 0) {
  # Create a summary table
  latest_summary <- data.frame(
    Metric = c("Date", "Volume", "Turnover", "AUM", "Closing Price", "NAV", "Suspension Flag"),
    Value = c(
      format(latest_date),
      ifelse(is.na(dec_16$volume_cleaned[1]), "NA (missing/suspended)", 
             formatC(dec_16$volume_cleaned[1], format = "d", big.mark = ",")),
      ifelse(is.na(dec_16$turnover_cleaned[1]), "NA (missing/suspended)",
             formatC(dec_16$turnover_cleaned[1], format = "f", digits = 2, big.mark = ",")),
      ifelse(is.na(dec_16$aum_cleaned[1]), "NA",
             formatC(dec_16$aum_cleaned[1], format = "f", digits = 0, big.mark = ",")),
      ifelse(is.na(dec_16$closing_price[1]), "NA",
             formatC(dec_16$closing_price[1], format = "f", digits = 4)),
      ifelse(is.na(dec_16$nav[1]), "NA",
             formatC(dec_16$nav[1], format = "f", digits = 4)),
      ifelse(is.na(dec_16$suspension_flag[1]), "NA", dec_16$suspension_flag[1])
    ),
    stringsAsFactors = FALSE
  )
  
  # Add comparison metrics if available
  if (!is.na(dec_16$volume_cleaned[1]) && !is.na(dec_16$turnover_cleaned[1])) {
    vol_idx <- which(comparison$trade_date == latest_date)
    comparison_metrics <- data.frame(
      Metric = c("Volume vs Median", "Volume vs Mean", 
                 "Turnover vs Median", "Turnover vs Mean"),
      Value = c(
        sprintf("%.2fx (%s percentile)", 
                dec_16$volume_cleaned[1] / stats$volume_median,
                sprintf("%.1f%%", comparison$volume_pct_rank[vol_idx])),
        sprintf("%.2fx", dec_16$volume_cleaned[1] / stats$volume_mean),
        sprintf("%.2fx (%s percentile)",
                dec_16$turnover_cleaned[1] / stats$turnover_median,
                sprintf("%.1f%%", comparison$turnover_pct_rank[vol_idx])),
        sprintf("%.2fx", dec_16$turnover_cleaned[1] / stats$turnover_mean)
      ),
      stringsAsFactors = FALSE
    )
    latest_summary <- rbind(latest_summary, comparison_metrics)
  }
  
  latest_summary %>%
    gt() %>%
    tab_header(
      title = "Latest Date Data Summary",
      subtitle = paste("ETF", STOCK_CODE, "-", format(latest_date))
    ) %>%
    cols_label(
      Metric = "Metric",
      Value = "Value"
    ) %>%
    tab_style(
      style = cell_text(weight = "bold"),
      locations = cells_column_labels()
    ) %>%
    tab_style(
      style = cell_text(align = "left"),
      locations = cells_body(columns = Metric)
    ) %>%
    tab_style(
      style = cell_text(align = "right"),
      locations = cells_body(columns = Value)
    ) %>%
    opt_table_font(font = "Arial") %>%
    tab_options(
      table.width = pct(60),
      column_labels.background.color = "#f8f9fa",
      table_body.hlines.color = "#e9ecef",
      heading.border.bottom.color = "#dee2e6"
    )
} else {
  cat("⚠ Warning: No data found for latest date\n")
}
Latest Date Data Summary
ETF 2828 - 2025-12-19
Metric Value
Date 2025-12-19
Volume 199,781,264
Turnover 18,195,532,380.00
AUM NA
Closing Price 91.2200
NAV NA
Suspension Flag No
Volume vs Median 2.43x (96.9% percentile)
Volume vs Mean 2.30x
Turnover vs Median 2.35x (96.9% percentile)
Turnover vs Mean 2.22x

Comparison: Recent vs Historical

Percentile Explanation: Percentile rank shows what percentage of historical values are less than or equal to the current value. For example, a 75th percentile means the current value is higher than 75% of all historical values (higher is better for volume/turnover). A 25th percentile means it’s higher than only 25% of historical values (lower activity).

comparison_display <- comparison %>%
  select(trade_date, volume_cleaned, volume_vs_median, volume_vs_mean, volume_pct_rank,
         turnover_cleaned, turnover_vs_median, turnover_vs_mean, turnover_pct_rank)

comparison_display %>%
  gt() %>%
  tab_header(
    title = "Recent Performance vs Historical Statistics",
    subtitle = paste("ETF", STOCK_CODE, "- Comparison of last 5 days")
  ) %>%
  fmt_date(columns = trade_date, date_style = "yMd") %>%
  fmt_number(columns = volume_cleaned, decimals = 0, use_seps = TRUE) %>%
  fmt_number(columns = volume_vs_median, decimals = 2, pattern = "{x}x") %>%
  fmt_number(columns = volume_vs_mean, decimals = 2, pattern = "{x}x") %>%
  fmt_number(columns = volume_pct_rank, decimals = 1, pattern = "{x}%") %>%
  fmt_number(columns = turnover_cleaned, decimals = 2, use_seps = TRUE) %>%
  fmt_number(columns = turnover_vs_median, decimals = 2, pattern = "{x}x") %>%
  fmt_number(columns = turnover_vs_mean, decimals = 2, pattern = "{x}x") %>%
  fmt_number(columns = turnover_pct_rank, decimals = 1, pattern = "{x}%") %>%
  sub_missing(columns = everything(), missing_text = "NA") %>%
  cols_label(
    trade_date = "Date",
    volume_cleaned = "Volume",
    volume_vs_median = "vs Median",
    volume_vs_mean = "vs Mean",
    volume_pct_rank = "Percentile",
    turnover_cleaned = "Turnover",
    turnover_vs_median = "vs Median",
    turnover_vs_mean = "vs Mean",
    turnover_pct_rank = "Percentile"
  ) %>%
  tab_spanner(
    label = "Volume",
    columns = c(volume_cleaned, volume_vs_median, volume_vs_mean, volume_pct_rank)
  ) %>%
  tab_spanner(
    label = "Turnover",
    columns = c(turnover_cleaned, turnover_vs_median, turnover_vs_mean, turnover_pct_rank)
  ) %>%
  tab_style(
    style = cell_text(weight = "bold"),
    locations = cells_column_labels()
  ) %>%
  tab_style(
    style = cell_text(align = "right"),
    locations = cells_body()
  ) %>%
  tab_style(
    style = cell_text(weight = "bold", align = "center"),
    locations = cells_column_spanners()
  ) %>%
  opt_table_font(font = "Arial") %>%
  tab_options(
    table.width = pct(100),
    column_labels.background.color = "#f8f9fa",
    table_body.hlines.color = "#e9ecef",
    heading.border.bottom.color = "#dee2e6"
  )
Recent Performance vs Historical Statistics
ETF 2828 - Comparison of last 5 days
Date
Volume
Turnover
Volume vs Median vs Mean Percentile Turnover vs Median vs Mean Percentile
12/19/2025 199,781,264 2.43x 2.30x 96.9% 18,195,532,380.00 2.35x 2.22x 96.9%
12/18/2025 64,679,401 0.79x 0.74x 33.8% 5,838,013,578.00 0.75x 0.71x 30.8%
12/17/2025 88,519,751 1.08x 1.02x 55.4% 7,990,394,067.00 1.03x 0.97x 55.4%
12/16/2025 68,160,750 0.83x 0.78x 40.0% 6,109,611,902.00 0.79x 0.74x 33.8%
12/15/2025 84,179,901 1.02x 0.97x 53.8% 7,738,989,247.00 1.00x 0.94x 50.8%

Recent 5 Days

display_data <- etf_2800_recent %>%
  select(any_of(key_vars))

display_data %>%
  gt() %>%
  tab_header(
    title = "Recent 5 Days - Key Metrics",
    subtitle = paste("ETF", STOCK_CODE)
  ) %>%
  fmt_date(columns = trade_date, date_style = "yMd") %>%
  fmt_number(columns = volume_cleaned, decimals = 0, use_seps = TRUE) %>%
  fmt_number(columns = turnover_cleaned, decimals = 2, use_seps = TRUE) %>%
  fmt_number(columns = aum_cleaned, decimals = 0, use_seps = TRUE) %>%
  fmt_number(columns = closing_price, decimals = 4) %>%
  fmt_number(columns = nav, decimals = 4) %>%
  fmt_number(columns = day_high, decimals = 4) %>%
  fmt_number(columns = day_low, decimals = 4) %>%
  fmt_number(columns = outstanding_units_cleaned, decimals = 0, use_seps = TRUE) %>%
  fmt_number(columns = premium_discount_percent, decimals = 2) %>%
  cols_label(
    trade_date = "Date",
    volume_cleaned = "Volume",
    turnover_cleaned = "Turnover",
    aum_cleaned = "AUM",
    closing_price = "Close Price",
    nav = "NAV",
    day_high = "Day High",
    day_low = "Day Low",
    outstanding_units_cleaned = "Outstanding Units",
    premium_discount_percent = "Premium/Discount %"
  ) %>%
  tab_style(
    style = cell_text(weight = "bold"),
    locations = cells_column_labels()
  ) %>%
  tab_style(
    style = cell_text(align = "right"),
    locations = cells_body()
  ) %>%
  opt_table_font(font = "Arial") %>%
  tab_options(
    table.width = pct(100),
    column_labels.background.color = "#f8f9fa",
    table_body.hlines.color = "#e9ecef",
    heading.border.bottom.color = "#dee2e6"
  )
Recent 5 Days - Key Metrics
ETF 2828
Date Volume Turnover AUM Close Price NAV Day High Day Low Outstanding Units Premium/Discount %
12/19/2025 199,781,264 18,195,532,380.00 NA 91.2200 NA 91.5000 90.6000 344,122,237 NA
12/18/2025 64,679,401 5,838,013,578.00 NA 90.6000 NA 90.7600 89.7200 344,122,237 NA
12/17/2025 88,519,751 7,990,394,067.00 31,190,000,000 90.6000 90.6600 90.9000 89.5800 344,122,237 −0.07
12/16/2025 68,160,750 6,109,611,902.00 27,990,000,000 89.7200 89.7800 91.2000 89.2600 311,835,420 −0.06
12/15/2025 84,179,901 7,738,989,247.00 28,730,000,000 91.4000 91.4200 92.3200 91.3200 314,324,858 −0.02

Recent 30 Days

table_30days <- etf_2800_last30 %>%
  select(any_of(key_vars)) %>%
  arrange(desc(trade_date))

table_30days %>%
  gt() %>%
  tab_header(
    title = "Recent 30 Days - Complete Data",
    subtitle = paste("ETF", STOCK_CODE, "- Most recent dates first")
  ) %>%
  fmt_date(columns = trade_date, date_style = "yMd") %>%
  fmt_number(columns = volume_cleaned, decimals = 0, use_seps = TRUE) %>%
  fmt_number(columns = turnover_cleaned, decimals = 2, use_seps = TRUE) %>%
  fmt_number(columns = aum_cleaned, decimals = 0, use_seps = TRUE) %>%
  fmt_number(columns = closing_price, decimals = 4) %>%
  fmt_number(columns = nav, decimals = 4) %>%
  fmt_number(columns = day_high, decimals = 4) %>%
  fmt_number(columns = day_low, decimals = 4) %>%
  fmt_number(columns = outstanding_units_cleaned, decimals = 0, use_seps = TRUE) %>%
  fmt_number(columns = premium_discount_percent, decimals = 2) %>%
  sub_missing(columns = everything(), missing_text = "NA") %>%
  cols_label(
    trade_date = "Date",
    volume_cleaned = "Volume",
    turnover_cleaned = "Turnover",
    aum_cleaned = "AUM",
    closing_price = "Close Price",
    nav = "NAV",
    day_high = "Day High",
    day_low = "Day Low",
    outstanding_units_cleaned = "Outstanding Units",
    premium_discount_percent = "Premium/Discount %"
  ) %>%
  tab_style(
    style = cell_text(weight = "bold"),
    locations = cells_column_labels()
  ) %>%
  tab_style(
    style = cell_text(align = "right"),
    locations = cells_body()
  ) %>%
  opt_table_font(font = "Arial") %>%
  tab_options(
    table.width = pct(100),
    column_labels.background.color = "#f8f9fa",
    table_body.hlines.color = "#e9ecef",
    heading.border.bottom.color = "#dee2e6",
    table.font.size = px(12)
  )
Recent 30 Days - Complete Data
ETF 2828 - Most recent dates first
Date Volume Turnover AUM Close Price NAV Day High Day Low Outstanding Units Premium/Discount %
12/19/2025 199,781,264 18,195,532,380.00 NA 91.2200 NA 91.5000 90.6000 344,122,237 NA
12/18/2025 64,679,401 5,838,013,578.00 NA 90.6000 NA 90.7600 89.7200 344,122,237 NA
12/17/2025 88,519,751 7,990,394,067.00 31,190,000,000 90.6000 90.6600 90.9000 89.5800 344,122,237 −0.07
12/16/2025 68,160,750 6,109,611,902.00 27,990,000,000 89.7200 89.7800 91.2000 89.2600 311,835,420 −0.06
12/15/2025 84,179,901 7,738,989,247.00 28,730,000,000 91.4000 91.4200 92.3200 91.3200 314,324,858 −0.02
12/12/2025 67,353,341 6,249,079,308.00 29,930,000,000 92.9600 93.0800 93.1600 92.0000 321,629,132 −0.13
12/11/2025 134,921,508 12,365,187,950.00 29,450,000,000 91.5800 91.5900 92.5400 91.3000 321,629,132 −0.01
12/10/2025 93,062,413 8,493,785,020.00 27,720,000,000 91.6800 91.8000 91.6800 90.8600 301,963,254 −0.13
12/9/2025 106,984,402 9,856,074,070.00 27,660,000,000 91.5000 91.6100 93.2400 91.4200 301,963,254 −0.12
12/8/2025 70,879,880 6,626,330,493.00 27,550,000,000 93.1600 93.1200 94.5200 93.1000 295,942,107 0.04
12/5/2025 93,438,204 8,741,936,420.00 27,910,000,000 94.2600 94.3100 94.5000 92.7800 295,942,107 −0.06
12/4/2025 84,003,100 7,798,499,002.00 29,260,000,000 93.3400 93.3400 93.6200 92.2400 313,538,605 0.00
12/3/2025 74,448,556 6,905,898,130.00 30,050,000,000 92.4000 92.4400 93.5200 92.2800 325,118,777 −0.04
12/2/2025 67,467,381 6,336,898,247.00 31,230,000,000 93.7600 93.8500 94.5600 93.4600 332,813,090 −0.09
12/1/2025 129,127,430 12,097,498,360.00 31,170,000,000 93.5800 93.6900 94.2600 93.2000 332,813,090 −0.11
11/28/2025 41,926,101 3,917,531,537.00 31,220,000,000 93.3600 93.2600 93.9800 93.0600 334,790,527 0.11
11/27/2025 45,548,373 4,269,061,470.00 29,690,000,000 93.6200 93.6100 94.3600 93.1200 317,214,299 0.01
11/26/2025 88,675,546 8,324,368,513.00 30,210,000,000 93.5400 93.5900 94.4400 93.5400 322,859,459 −0.05
11/25/2025 64,605,670 6,044,448,972.00 30,550,000,000 93.5000 93.5500 94.1200 92.9600 326,653,479 −0.05
11/24/2025 44,211,231 4,092,668,898.00 30,470,000,000 92.6400 92.7400 92.9600 91.4400 328,556,491 −0.11
11/21/2025 50,217,185 4,593,394,023.00 30,290,000,000 91.0200 91.1200 92.8000 90.9200 332,510,069 −0.11
11/20/2025 68,869,719 6,423,303,147.00 29,630,000,000 93.4400 93.4000 94.2400 92.7800 317,329,809 0.04
11/19/2025 53,967,000 5,046,922,432.00 29,050,000,000 93.5000 93.4800 94.3800 93.1400 310,848,487 0.02
11/18/2025 32,355,051 3,040,925,610.00 28,230,000,000 93.5200 93.7300 95.0800 93.3000 301,223,710 −0.22
11/17/2025 82,251,450 7,840,649,694.00 29,910,000,000 95.4400 95.3000 96.0000 94.8400 313,952,647 0.15
11/14/2025 101,149,726 9,771,092,800.00 34,650,000,000 96.0600 96.0100 97.2800 95.9000 360,942,728 0.05
11/13/2025 207,969,711 20,236,580,190.00 33,360,000,000 97.9400 98.0700 98.5400 96.6800 340,196,760 −0.13
11/12/2025 51,439,203 5,006,179,455.00 30,340,000,000 97.3400 97.4600 97.8600 96.8400 311,337,167 −0.12
11/11/2025 116,009,653 11,165,586,930.00 35,470,000,000 96.6600 96.6600 96.9600 95.8600 366,951,054 0.00
11/10/2025 16,747,067 1,605,425,818.00 30,000,000,000 96.3600 96.4800 96.5400 94.9200 311,012,504 −0.12

Historical Statistics

Volume Statistics

volume_stats_df <- data.frame(
  Metric = c("Median", "Mean", "Minimum", "Maximum", "Total Days"),
  Value = c(
    stats$volume_median,
    stats$volume_mean,
    stats$volume_min,
    stats$volume_max,
    stats$total_days
  )
)

volume_stats_df %>%
  gt() %>%
  fmt_number(columns = Value, rows = 1:4, decimals = 0, use_seps = TRUE) %>%
  fmt_number(columns = Value, rows = 5, decimals = 0, use_seps = FALSE) %>%
  cols_label(
    Metric = "Metric",
    Value = "Value"
  ) %>%
  tab_style(
    style = cell_text(weight = "bold"),
    locations = cells_column_labels()
  ) %>%
  tab_style(
    style = cell_text(align = "right"),
    locations = cells_body(columns = Value)
  ) %>%
  opt_table_font(font = "Arial") %>%
  tab_options(
    table.width = pct(50),
    column_labels.background.color = "#f8f9fa",
    table_body.hlines.color = "#e9ecef"
  )
Metric Value
Median 82,251,450
Mean 86,863,536
Minimum 16,747,067
Maximum 215,719,406
Total Days 65

Turnover Statistics

turnover_stats_df <- data.frame(
  Metric = c("Median", "Mean", "Minimum", "Maximum"),
  Value = c(
    stats$turnover_median,
    stats$turnover_mean,
    stats$turnover_min,
    stats$turnover_max
  )
)

turnover_stats_df %>%
  gt() %>%
  fmt_number(columns = Value, decimals = 2, use_seps = TRUE) %>%
  cols_label(
    Metric = "Metric",
    Value = "Value"
  ) %>%
  tab_style(
    style = cell_text(weight = "bold"),
    locations = cells_column_labels()
  ) %>%
  tab_style(
    style = cell_text(align = "right"),
    locations = cells_body(columns = Value)
  ) %>%
  opt_table_font(font = "Arial") %>%
  tab_options(
    table.width = pct(50),
    column_labels.background.color = "#f8f9fa",
    table_body.hlines.color = "#e9ecef"
  )
Metric Value
Median 7,738,989,247.00
Mean 8,206,614,262.28
Minimum 1,605,425,818.00
Maximum 20,236,580,190.00

Report generated: 2025-12-20 08:23:31.177538