# 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:** 7226
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 7226 - 2025-12-19
Metric Value
Date 2025-12-19
Volume 161,906,136
Turnover 820,199,474.00
AUM NA
Closing Price 5.0700
NAV NA
Suspension Flag No
Volume vs Median 0.79x (29.2% percentile)
Volume vs Mean 0.73x
Turnover vs Median 0.65x (20.0% percentile)
Turnover vs Mean 0.61x

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 7226 - Comparison of last 5 days
Date
Volume
Turnover
Volume vs Median vs Mean Percentile Turnover vs Median vs Mean Percentile
12/19/2025 161,906,136 0.79x 0.73x 29.2% 820,199,474.00 0.65x 0.61x 20.0%
12/18/2025 167,434,032 0.81x 0.76x 35.4% 823,357,024.00 0.65x 0.61x 21.5%
12/17/2025 184,412,291 0.90x 0.83x 47.7% 918,625,378.00 0.73x 0.68x 29.2%
12/16/2025 303,518,695 1.48x 1.37x 86.2% 1,493,509,155.00 1.19x 1.11x 63.1%
12/15/2025 157,629,159 0.77x 0.71x 24.6% 817,598,869.00 0.65x 0.61x 18.5%

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 7226
Date Volume Turnover AUM Close Price NAV Day High Day Low Outstanding Units Premium/Discount %
12/19/2025 161,906,136 820,199,474.00 NA 5.0700 NA 5.1200 4.9900 2,235,240,000 NA
12/18/2025 167,434,032 823,357,024.00 NA 4.9600 NA 4.9900 4.8600 2,235,240,000 NA
12/17/2025 184,412,291 918,625,378.00 11,250,000,000 5.0300 5.0300 5.0800 4.9000 2,235,240,000 −0.08
12/16/2025 303,518,695 1,493,509,155.00 10,960,000,000 4.9300 4.9400 5.0900 4.8500 2,221,240,000 −0.10
12/15/2025 157,629,159 817,598,869.00 11,360,000,000 5.1200 5.1200 5.2800 5.1100 2,221,240,000 0.14

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 7226 - Most recent dates first
Date Volume Turnover AUM Close Price NAV Day High Day Low Outstanding Units Premium/Discount %
12/19/2025 161,906,136 820,199,474.00 NA 5.0700 NA 5.1200 4.9900 2,235,240,000 NA
12/18/2025 167,434,032 823,357,024.00 NA 4.9600 NA 4.9900 4.8600 2,235,240,000 NA
12/17/2025 184,412,291 918,625,378.00 11,250,000,000 5.0300 5.0300 5.0800 4.9000 2,235,240,000 −0.08
12/16/2025 303,518,695 1,493,509,155.00 10,960,000,000 4.9300 4.9400 5.0900 4.8500 2,221,240,000 −0.10
12/15/2025 157,629,159 817,598,869.00 11,360,000,000 5.1200 5.1200 5.2800 5.1100 2,221,240,000 0.14
12/12/2025 165,208,602 879,239,656.00 11,880,000,000 5.3700 5.3900 5.4000 5.2200 2,205,640,000 −0.31
12/11/2025 130,729,262 685,924,218.00 11,450,000,000 5.1800 5.1900 5.3600 5.1600 2,205,640,000 −0.17
12/10/2025 143,155,943 745,915,683.00 11,620,000,000 5.2800 5.2800 5.3000 5.1400 2,200,440,000 −0.16
12/9/2025 126,763,301 671,427,497.00 11,510,000,000 5.2200 5.2400 5.4600 5.2200 2,200,440,000 −0.20
12/8/2025 110,771,200 605,599,154.00 11,980,000,000 5.4300 5.4500 5.5300 5.4200 2,200,440,000 −0.20
12/5/2025 162,894,710 875,598,665.00 11,980,000,000 5.4400 5.4500 5.5000 5.2400 2,200,440,000 −0.15
12/4/2025 148,719,900 785,755,105.00 11,790,000,000 5.3600 5.3600 5.4200 5.1500 2,200,440,000 0.00
12/3/2025 131,209,000 688,116,802.00 11,440,000,000 5.2000 5.2100 5.3400 5.1800 2,196,840,000 −0.20
12/2/2025 146,740,402 794,777,103.00 11,820,000,000 5.3800 5.3800 5.5100 5.3300 2,196,840,000 −0.06
12/1/2025 129,544,760 699,628,970.00 11,920,000,000 5.4000 5.4300 5.4600 5.3000 2,196,840,000 −0.39
11/28/2025 98,927,500 528,769,651.00 11,730,000,000 5.3500 5.3400 5.4000 5.2800 2,196,840,000 0.19
11/27/2025 150,233,500 809,727,382.00 11,700,000,000 5.3400 5.3400 5.5000 5.3200 2,192,840,000 −0.08
11/26/2025 131,290,722 710,108,875.00 11,790,000,000 5.3700 5.3800 5.4700 5.3600 2,192,840,000 −0.18
11/25/2025 235,612,400 1,270,949,399.00 11,770,000,000 5.3600 5.3700 5.4800 5.2600 2,192,840,000 −0.07
11/24/2025 281,762,240 1,453,744,944.00 11,090,000,000 5.2300 5.2400 5.2800 5.0000 2,116,440,000 −0.28
11/21/2025 446,783,121 2,236,777,710.00 10,340,000,000 4.9500 4.9700 5.1200 4.9100 2,079,640,000 −0.39
11/20/2025 311,502,209 1,655,176,799.00 10,810,000,000 5.3200 5.3200 5.5000 5.2000 2,034,840,000 0.15
11/19/2025 163,445,910 885,729,349.00 10,620,000,000 5.3800 5.3800 5.5300 5.3300 1,974,040,000 −0.02
11/18/2025 279,903,500 1,537,232,428.00 10,440,000,000 5.4400 5.4600 5.6400 5.3900 1,913,240,000 −0.33
11/17/2025 179,161,860 1,021,735,627.00 10,640,000,000 5.6800 5.6800 5.8400 5.6200 1,874,840,000 −0.09
11/14/2025 205,442,900 1,205,120,020.00 10,860,000,000 5.8000 5.7900 5.9800 5.7600 1,874,840,000 0.11
11/13/2025 178,805,220 1,079,466,619.00 11,510,000,000 6.1300 6.1400 6.2300 5.9200 1,874,840,000 −0.18
11/12/2025 152,026,080 916,107,556.00 11,330,000,000 6.0400 6.0500 6.1300 5.9300 1,874,840,000 −0.20
11/11/2025 158,548,100 951,878,118.00 11,230,000,000 6.0200 6.0300 6.1200 5.8900 1,863,640,000 −0.24
11/10/2025 181,420,000 1,074,844,488.00 11,130,000,000 6.0000 6.0200 6.0300 5.7900 1,850,440,000 −0.18

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 205,442,900
Mean 221,110,460
Minimum 98,927,500
Maximum 568,560,803
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 1,258,555,039.00
Mean 1,350,869,833.54
Minimum 528,769,651.00
Maximum 3,680,095,107.00

Report generated: 2025-12-20 08:23:30.172627