Determine Taiwan futures trading dates from datetime inputs using T+1 night-session rules.
npx skills add https://github.com/Junxwan/agoG --skill trade-date-rules
Please help me install this Agent Skill. Skill: trade-date-rules Source: https://github.com/Junxwan/agoG/tree/main/.claude/skills/trade-date-rules Command: npx skills add https://github.com/Junxwan/agoG --skill trade-date-rules
This skill converts a datetime input into the corresponding Taiwan futures trading date by applying the day/night session rules and holiday adjustments, reducing manual tracking errors.
Provide a datetime string and return the corresponding Taiwan futures trading date following the rules.
High-intent search queries and answers about installing and using this skill.
You can determine the Taiwan futures trading date by providing a datetime string; the skill applies T+1 night-session logic and holiday adjustments to output the precise trading date.
The T+1 night-session logic maps post-midnight and night-session timestamps to the next trading day, shifting results across weekends and holidays using the ALL_MISSING_DATES list for accurate trading date output.
Yes, you can use date-only inputs, but the skill treats them as the date itself without applying night-session logic; datetime inputs with time components trigger T+1 shifting and holiday adjustments.
Yes, the skill adjusts trading dates for Taiwan market holidays and weekends using the predefined ALL_MISSING_DATES holiday list, shifting the calculated date forward to the next available trading day.
When a timestamp falls on a Taiwan futures market holiday, the skill references the ALL_MISSING_DATES holiday list and shifts the output trading date forward to the next available trading day.
Your timestamp after midnight maps to a different Taiwan futures trading date because the skill applies T+1 night-session logic, assigning post-midnight times to the next trading day rather than the current calendar date.
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