NAME
Finance::TW::TAIFEX - Helper functions for Taiwan Futures Exchange
SYNOPSIS
use Finance::TW::TAIFEX;
my $taifex = Finance::TW::TAIFEX->new();
$taifex->is_trading_day(); # is today a trading day?
my $date = DateTime->now;
$taifex->daily_futures_uri($date);
$taifex->daily_options_uri($date);
$taifex->contract('TX', '201001')->settlement_date;
$taifex->product('TX')->near_term;
$taifex->product('TX')->next_term;DESCRIPTION
Finance::TW::TAIFEX provides useful helper functions for the Taiwan Future Exchanges.
METHODS
product NAME
Returns the Finance::TW::TAIFEX::Product object represented by NAME.
Currently supported product names:
- Futures
-
TX MTX TE TF T5F MSF CPF XIF GTF
- Options
-
TXO TEO TFO MSO XIO GTO
has_product NAME
Checks if the given product exists.
contract NAME YEAR MONTH
Returns the Finance::TW::TAIFEX::Contract of the given product expires on YEAR/MONTH.
calendar_for YEAR
Returns the trading calendar for YEAR.
is_trading_day [DATE]
Checks if the given DATE is a known trading day. Default DATE is the date in the current context.
next_trading_day [DATE]
Returns the next known trading day in string after the given DATE. This doesn't work across years yet.
previous_trading_day [DATE]
Returns the previous known trading day in string after the given DATE. This doesn't work across years yet.
daily_futures_uri DATE
Returns the URI of the official TAIFEX futures trading records for DATE.
interday_futures_request($product, [$DATE])
Returns a HTTP::Request object that fetches futures monthly interday csv file for $product of $DATE.
interday_options_request($product, [$DATE])
Returns a HTTP::Request object that fetches options monthly interday csv file for $product of $DATE.
daily_options_uri DATE
Returns the URI of the official TAIFEX options trading records for DATE.
CAVEATS
The URI returned by daily_futures_uri and daily_options_uri are only valid for the last 30 trading days per the policy of TAIFEX.
AUTHOR
Chia-liang Kao <clkao@clkao.org>
LICENSE
This library is free software; you can redistribute it and/or modify it under the same terms as Perl itself.