pod

lib/Finance/FITF.pm

@@ -260,6 +260,56 @@ The FITF format consists 3 parts:
 The header defines the name, date, and sessions of the transactions
 that the file is describing.
 
+The fields and packing format of FITF header are:
+
+=over
+
+=item magic a2
+
+magic for FITF files should be C<"\x1f\xf1">.
+
+=item version n
+
+FITF format version
+
+=item date a8
+
+YYYYMMDD string of the trading day
+
+=item time_zone Z31
+
+Long time zone name.  For example: America/Chicago, Asia/Taipei.
+
+=item start N:3
+
+start timestamp of each session
+
+=item end N:3
+
+end timestamp of each session
+
+=item records N
+
+number of tick records
+
+=item bar_seconds n
+
+number of seconds per bar
+
+=item format N
+
+flags for bar and tick sizing and format
+
+=item divisor N
+
+the number that the all prices in this file should be divided by
+
+=item name Z47
+
+free form name
+
+=back
+
 =item bars
 
 The number of bars in the file is determined by the total seconds in
@@ -284,6 +334,41 @@ milliseconds from the start of the I<first session>, respectively.
 
 =back
 
+=head2 METHODS
+
+=over
+
+=item Finance::FITF->new_from_file($fname)
+
+Returns L<Finance::FITF> object for the given FITF-formatted file at C<$fname>.
+
+=item $self->bar_at($ts)
+
+Returns the bar hash located at C<$ts>.  The bar represents trades
+within the C<bar_seconds> before and excluding the epoch timestamp
+C<$ts>.
+
+=item $self->run_ticks($start, $end, $cb)
+
+Iterate the ticks indexed by C<$start> and C<$end> for the callback
+C<$cb>.  the callback takes timestamp, price, and volume as argument.
+
+=back
+
+=head2 ATTRIBUTES
+
+=over
+
+=item header
+
+=item fh
+
+=item nbars
+
+=back
+
+=cut
+
 =head1 AUTHOR
 
 Chia-liang Kao E<lt>clkao@clkao.orgE<gt>

lib/Finance/FITF/Writer.pm

@@ -165,6 +165,31 @@ Finance::FITF::Writer - Fast Intraday Transaction Format Writer
 
 Finance::FITF::Writer is a helper class to create FITF-formatted files.
 
+=head2 METHODS
+
+=over
+
+=item Finance::FITF::Writer->new( fh => $fh, header => { .... } )
+
+=item $self->add_session($start, $end)
+
+Add a session to the file.  C<$start> and C<$end> are seconds relative
+to midnight of the trading day defined by the header.
+
+=item $self->push_price( $timestamp, $price, $volume );
+
+Add a trade transaction record.
+
+=item $self->push_bar( $timestamp, $price, $volume );
+
+You should not call this unless you are writing a bar-only file.
+
+=item $self->end
+
+Call C<end> when you are done.
+
+=back
+
 =head1 AUTHOR
 
 Chia-liang Kao E<lt>clkao@clkao.orgE<gt>

xt/podspell.t

@@ -10,3 +10,7 @@ liang
 Kao
 FITF
 intraday
+timestamp
+YYYYMMDD
+fh
+nbars