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.

previous_trading_day [DATE]

Returns the previous known trading day in string after the given DATE.

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.

ensure_rpt DIR, TYPE, PREFIX

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.

SEE ALSO

http://www.taifex.com.tw/

cpanm Finance::TW::TAIFEX

perl -MCPAN -e shell
install Finance::TW::TAIFEX