# 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:** 3417
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("âš  Warning: No data found for latest date\n")
}
Latest Date Data Summary
ETF 3417 - 2025-12-19
Metric Value
Date 2025-12-19
Volume 6,237,079
Turnover 57,345,111.00
AUM NA
Closing Price 9.2000
NAV NA
Suspension Flag No
Volume vs Median 1.18x (63.1% percentile)
Volume vs Mean 0.95x
Turnover vs Median 1.13x (60.0% percentile)
Turnover vs Mean 0.91x

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 3417 - Comparison of last 5 days
Date
Volume
Turnover
Volume vs Median vs Mean Percentile Turnover vs Median vs Mean Percentile
12/19/2025 6,237,079 1.18x 0.95x 63.1% 57,345,111.00 1.13x 0.91x 60.0%
12/18/2025 5,183,000 0.98x 0.79x 47.7% 47,027,362.00 0.93x 0.75x 44.6%
12/17/2025 5,693,500 1.08x 0.87x 58.5% 51,919,757.00 1.02x 0.83x 53.8%
12/16/2025 11,523,000 2.18x 1.76x 83.1% 104,563,515.00 2.06x 1.67x 83.1%
12/15/2025 6,640,000 1.25x 1.01x 70.8% 61,255,440.00 1.21x 0.98x 64.6%

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 3417
Date Volume Turnover AUM Close Price NAV Day High Day Low Outstanding Units Premium/Discount %
12/19/2025 6,237,079 57,345,111.00 NA 9.2000 NA 9.2300 9.1400 262,000,000 NA
12/18/2025 5,183,000 47,027,362.00 NA 9.1100 NA 9.1400 9.0400 262,000,000 NA
12/17/2025 5,693,500 51,919,757.00 2,390,000,000 9.1500 9.1300 9.1800 9.0700 262,000,000 0.26
12/16/2025 11,523,000 104,563,515.00 2,370,000,000 9.0900 9.0500 9.2000 9.0100 262,000,000 0.45
12/15/2025 6,640,000 61,255,440.00 2,400,000,000 9.2000 9.1700 9.2800 9.1900 262,000,000 0.40

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 3417 - Most recent dates first
Date Volume Turnover AUM Close Price NAV Day High Day Low Outstanding Units Premium/Discount %
12/19/2025 6,237,079 57,345,111.00 NA 9.2000 NA 9.2300 9.1400 262,000,000 NA
12/18/2025 5,183,000 47,027,362.00 NA 9.1100 NA 9.1400 9.0400 262,000,000 NA
12/17/2025 5,693,500 51,919,757.00 2,390,000,000 9.1500 9.1300 9.1800 9.0700 262,000,000 0.26
12/16/2025 11,523,000 104,563,515.00 2,370,000,000 9.0900 9.0500 9.2000 9.0100 262,000,000 0.45
12/15/2025 6,640,000 61,255,440.00 2,400,000,000 9.2000 9.1700 9.2800 9.1900 262,000,000 0.40
12/12/2025 4,407,148 40,896,161.00 2,410,000,000 9.3000 9.2900 9.3000 9.2200 260,400,000 0.07
12/11/2025 2,043,000 18,843,097.00 2,370,000,000 9.2100 9.1900 9.2800 9.1900 258,400,000 0.25
12/10/2025 3,161,000 29,036,427.00 2,370,000,000 9.2200 9.2100 9.2300 9.1600 258,400,000 0.10
12/9/2025 4,851,500 44,774,280.00 2,350,000,000 9.2000 9.1800 9.3000 9.2000 256,400,000 0.18
12/8/2025 1,929,500 17,898,422.00 2,370,000,000 9.2800 9.2600 9.2900 9.2600 256,400,000 0.27
12/5/2025 2,533,832 23,398,343.00 2,370,000,000 9.2700 9.2400 9.2700 9.1600 256,400,000 0.23
12/4/2025 2,787,000 25,536,225.00 2,350,000,000 9.2100 9.2000 9.2300 9.1200 256,400,000 0.17
12/3/2025 3,730,000 34,204,055.00 2,340,000,000 9.1500 9.1300 9.2200 9.1400 256,400,000 0.23
12/2/2025 2,113,500 19,503,600.00 2,350,000,000 9.2100 9.1900 9.2600 9.2000 256,400,000 0.23
12/1/2025 2,782,000 25,639,692.00 2,280,000,000 9.2100 9.2000 9.2400 9.1800 248,800,000 0.07
11/28/2025 3,651,500 33,521,782.00 2,270,000,000 9.2000 9.1600 9.2000 9.1500 248,800,000 0.35
11/27/2025 14,645,000 136,852,937.00 2,280,000,000 9.3000 9.2700 9.4400 9.2900 246,800,000 0.33
11/26/2025 5,422,000 50,720,135.00 2,290,000,000 9.3500 9.3100 9.4000 9.3200 246,800,000 0.46
11/25/2025 6,577,000 61,372,355.00 2,290,000,000 9.3100 9.3000 9.4000 9.2300 246,800,000 0.13
11/24/2025 9,231,500 84,240,205.00 2,260,000,000 9.2000 9.1900 9.2300 9.0000 246,800,000 0.06
11/21/2025 20,898,659 188,219,219.00 2,100,000,000 8.9600 8.9500 9.1700 8.9300 234,800,000 0.14
11/20/2025 15,856,000 146,386,872.00 1,940,000,000 9.2700 9.2400 9.4000 9.1600 210,000,000 0.29
11/19/2025 10,185,000 95,003,227.00 1,950,000,000 9.3100 9.2900 9.4300 9.2700 210,000,000 0.30
11/18/2025 19,315,000 181,272,520.00 1,810,000,000 9.3600 9.3400 9.5000 9.3200 194,800,000 0.22
11/17/2025 14,828,000 141,308,852.00 1,610,000,000 9.5200 9.5000 9.6300 9.4800 170,000,000 0.16
11/14/2025 14,681,000 141,425,197.00 1,620,000,000 9.6200 9.5700 9.7000 9.5700 170,000,000 0.61
11/13/2025 5,567,500 54,098,600.00 1,650,000,000 9.7600 9.7500 9.8000 9.6600 170,000,000 0.01
11/12/2025 5,357,000 52,005,297.00 1,640,000,000 9.7200 9.7000 9.7600 9.6600 170,000,000 0.23
11/11/2025 4,749,000 45,950,025.00 1,640,000,000 9.7000 9.6700 9.7300 9.6200 170,000,000 0.21
11/10/2025 4,275,000 41,141,605.00 1,640,000,000 9.6700 9.6500 9.6900 9.5500 170,000,000 0.19

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 5,296,000
Mean 6,563,482
Minimum 1,218,000
Maximum 20,898,659
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 50,720,135.00
Mean 62,701,989.31
Minimum 12,414,650.00
Maximum 188,219,219.00

Report generated: 2025-12-20 08:23:34.746228