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use Moose; |
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180263
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866657
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14
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4
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use Time::Duration::Concise::Localize; |
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14501
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use Clone qw(clone); |
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48164
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2
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84
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2
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973
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use File::ShareDir; |
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5698
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2
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133
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7
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2
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2
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989
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use YAML::XS qw(LoadFile); |
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40764
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2
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5224
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2
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197
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our $VERSION = '0.01'; |
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=head1 NAME |
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13
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Finance::Exchange - represents a financial stock exchange object. |
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=head1 VERSION |
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version 0.01 |
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=head1 SYNOPSIS |
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21
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use Finance::Exchange; |
22
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23
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my $exchange_symbol = 'LSE'; # London Stocks Exchange |
24
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my $exchange = Finance::Exchange->create_exchange($exchange_symbol); |
25
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26
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=head1 DESCRIPTION |
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28
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This is a generic representation of a financial stock exchange. |
29
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30
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=head2 USAGE |
31
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32
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my $exchange = Finance::Exchange->create_exchange('LSE'); |
33
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is $exchange->symbol, 'LSE'; |
34
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is $exchange->display_name, 'London Stock Exchange'; |
35
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is $exchange->trading_days, 'weekdays'; |
36
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is $exchange->trading_timezone, 'Europe/London'; |
37
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# The list of days starts on Sunday and is a set of flags indicating whether |
38
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# we trade on that day or not |
39
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is $exchange->trading_days_list, [ 0, 1, 1, 1, 1, 1, 0 ]; |
40
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is $exchange->market_times, { ... }; |
41
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is $exchange->delay_amount, 15, 'LSE minimum delay is 15 minutes'; |
42
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is $exchange->currency, 'GBP', 'LSE is traded in pound sterling'; |
43
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is $exchange->trading_date_can_differ, 0, 'only applies to AU/NZ'; |
44
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... |
45
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46
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=cut |
47
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48
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my ($cached_objects, $exchange_config, $trading_day_aliases); |
49
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50
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BEGIN { |
51
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$exchange_config = YAML::XS::LoadFile(File::ShareDir::dist_file('Finance-Exchange', 'exchange.yml')); |
52
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2
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2
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12
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$trading_day_aliases = YAML::XS::LoadFile(File::ShareDir::dist_file('Finance-Exchange', 'exchanges_trading_days_aliases.yml')); |
53
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2
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7669
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} |
54
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55
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=head2 create_exchange |
56
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57
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Exchange object constructor. |
58
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59
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=cut |
60
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61
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my ($class, $symbol) = @_; |
62
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63
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223
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223
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1
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34796
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die 'symbol is required' unless $symbol; |
64
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65
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223
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50
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353
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if (my $cached = $cached_objects->{$symbol}) { |
66
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return $cached; |
67
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223
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100
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467
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} |
68
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148
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329
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69
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my $params_ref = clone($exchange_config->{$symbol}); |
70
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die 'Config for exchange[' . $symbol . '] not specified in exchange.yml' unless $params_ref; |
71
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75
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2221
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72
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75
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100
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213
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$params_ref->{_market_times} = delete $params_ref->{market_times}; |
73
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my $new = $class->new($params_ref); |
74
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74
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153
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$cached_objects->{$symbol} = $new; |
75
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74
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1842
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76
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74
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135
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return $new; |
77
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} |
78
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74
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210
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79
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=head1 ATTRIBUTES |
80
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81
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=head2 display_name |
82
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83
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Exchange display name, e.g. London Stock Exchange. |
84
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85
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=head2 symbol |
86
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87
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Exchange symbol, e.g. LSE to represent London Stocks Exchange. |
88
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89
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=head2 trading_days |
90
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91
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An exchange's trading day category. |
92
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93
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For example, an exchange that trades from Monday to Friday is given a trading days category of 'weekdays'. |
94
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95
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The list is enumerated in the exchanges_trading_days_aliases.yml file. |
96
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97
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=head2 trading_timezone |
98
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99
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The timezone in which the exchange conducts business. |
100
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101
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This should be a string which will allow the standard DateTime module to find the proper information. |
102
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103
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=cut |
104
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105
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has [ |
106
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qw( display_name symbol trading_days trading_timezone |
107
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) |
108
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] => ( |
109
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is => 'ro', |
110
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required => 1, |
111
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); |
112
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113
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has _market_times => ( |
114
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is => 'ro', |
115
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required => 1, |
116
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); |
117
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118
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=head2 trading_days_list |
119
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120
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List the trading day index which is defined in exchanges_trading_days_aliases.yml. |
121
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122
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An example of a 'weekdays' trading days list is as follow: |
123
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- 0 # Sun |
124
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- 1 # Mon |
125
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- 1 # Tues |
126
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- 1 # Wed |
127
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- 1 # Thurs |
128
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- 1 # Fri |
129
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- 0 # Sat |
130
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131
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=cut |
132
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133
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has trading_days_list => ( |
134
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is => 'ro', |
135
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lazy_build => 1, |
136
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); |
137
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138
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my $self = shift; |
139
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140
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return $trading_day_aliases->{$self->trading_days}; |
141
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1
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1
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2
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} |
142
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143
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1
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26
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=head2 market_times |
144
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145
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A hash reference of human-readable exchange trading times in Greenwich Mean Time (GMT). |
146
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147
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The trading times are broken into three categories: |
148
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149
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1. standard - which represents the trading times in non Day Light Saving (DST) period. |
150
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2. dst - which represents the trading time in DST period. |
151
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3. partial_trading - which represents the trading breaks (e.g. lunch break) in a trading day |
152
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153
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=cut |
154
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155
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has market_times => ( |
156
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is => 'ro', |
157
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lazy_build => 1, |
158
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); |
159
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160
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my $self = shift; |
161
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162
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my $mt = $self->_market_times; |
163
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my $market_times; |
164
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3
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3
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6
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165
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foreach my $key (keys %$mt) { |
166
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3
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107
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foreach my $trading_segment (keys %{$mt->{$key}}) { |
167
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3
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5
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if ($trading_segment eq 'day_of_week_extended_trading_breaks') { next; } |
168
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elsif ($trading_segment ne 'trading_breaks') { |
169
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3
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12
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$market_times->{$key}->{$trading_segment} = Time::Duration::Concise::Localize->new( |
170
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9
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141
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interval => $mt->{$key}->{$trading_segment}, |
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9
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38
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171
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28
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50
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849
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); |
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0
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100
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0
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172
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} else { |
173
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my $break_intervals = $mt->{$key}->{$trading_segment}; |
174
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26
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107
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my @converted; |
175
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foreach my $int (@$break_intervals) { |
176
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my $open_int = Time::Duration::Concise::Localize->new( |
177
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2
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7
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interval => $int->[0], |
178
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2
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11
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); |
179
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2
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5
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my $close_int = Time::Duration::Concise::Localize->new( |
180
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2
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5
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interval => $int->[1], |
181
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); |
182
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push @converted, [$open_int, $close_int]; |
183
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2
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60
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} |
184
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$market_times->{$key}->{$trading_segment} = \@converted; |
185
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} |
186
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2
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69
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} |
187
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} |
188
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2
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6
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189
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return $market_times; |
190
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} |
191
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192
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=head2 delay_amount |
193
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3
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248
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194
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The acceptable delay amount of feed on this exchange, in minutes. Default is 60 minutes. |
195
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196
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=cut |
197
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198
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has delay_amount => ( |
199
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is => 'ro', |
200
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isa => 'Num', |
201
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default => 60, |
202
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); |
203
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204
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=head2 currency |
205
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206
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The currency in which the exchange is traded in. |
207
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208
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=cut |
209
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210
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has currency => ( |
211
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is => 'ro', |
212
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|
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); |
213
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214
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|
=head2 trading_date_can_differ |
215
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216
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|
A boolean flag to indicate if an exchange would open on the previous GMT date due to DST. |
217
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|
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218
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=cut |
219
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|
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220
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|
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has trading_date_can_differ => ( |
221
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is => 'ro', |
222
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lazy_build => 1, |
223
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|
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|
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); |
224
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|
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|
225
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|
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|
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|
my $self = shift; |
226
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|
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|
227
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|
|
|
|
|
my @premidnight_opens = |
228
|
|
|
|
|
|
|
grep { $_->seconds < 0 } |
229
|
|
|
|
|
|
|
map { $self->market_times->{$_}->{daily_open} } |
230
|
1
|
|
|
1
|
|
3
|
grep { exists $self->market_times->{$_}->{daily_open} } |
231
|
|
|
|
|
|
|
keys %{$self->market_times}; |
232
|
|
|
|
|
|
|
return (scalar @premidnight_opens) ? 1 : 0; |
233
|
2
|
|
|
|
|
116
|
} |
234
|
2
|
|
|
|
|
44
|
|
235
|
3
|
|
|
|
|
63
|
no Moose; |
236
|
1
|
|
|
|
|
3
|
__PACKAGE__->meta->make_immutable; |
|
1
|
|
|
|
|
28
|
|
237
|
1
|
50
|
|
|
|
52
|
|
238
|
|
|
|
|
|
|
1; |