NAME

Finance::FITF::Writer - Fast Intraday Transaction Format Writer

SYNOPSIS

use Finance::FITF;
my $fh;
my $writer = Finance::FITF::Writer->new(
  fh => $fh,
  header => {
      name => 'XTAF.TX',
      date => '20101119',
      time_zone => 'Asia/Taipei',
      bar_seconds => 10,
  },
);

# add session: from 08:45 to 13:45
$writer->add_session( 525 * 60, 825 * 60 );

# $writer->push_price( $timestamp, $price, $volume);
# ...
$writer->end;

DESCRIPTION

Finance::FITF::Writer is a helper class to create FITF-formatted files.

METHODS

Finance::FITF::Writer->new( fh => $fh, header => { .... } )

$self->add_session($start, $end)

Add a session to the file. $start and $end are seconds relative to midnight of the trading day defined by the header.

$self->push_price( $timestamp, $price, $volume );

Add a trade transaction record.

$self->push_bar( $timestamp, $price, $volume );

You should not call this unless you are writing a bar-only file.

$self->end

Call end when you are done.

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