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Improve trading window - can specify times as "hh:mm"

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This commit is contained in:
Seth Ladygo
2018-11-14 18:28:18 -08:00
parent ed88eca0c7
commit 22a4a76561
2 changed files with 30 additions and 15 deletions
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15
epl/trading_system_1.epl
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@ -9,11 +9,11 @@
-- The time the trading logic will begin to enter trades.
-- Exiting trades is 24/7.
create constant variable int StartTimeHour = 9
create constant variable DateTime TradingStartTime = EPLHelpers.parseTime("00:00")
-- The time the trading logic will begin to enter trades.
-- The time the trading logic will no longer enter trades.
-- Exiting trades is 24/7.
create constant variable int EndTimeHour = 17
create constant variable DateTime TradingEndTime = EPLHelpers.parseTime("23:59")
-- The time frame for OHLC calculation.
-- Example values: '5s', '1m', '1h 30m', '2h', '12h', '1d'.
@ -47,14 +47,13 @@ insert into CurrentTickWindow select * from TickEvent
--
-- InTradingHours will be set to true when the current time is between
-- StartTime and EndTime.
-- TradingStartTime and TradingEndTime.
create variable bool InTradingHours = false
-- Update on each tick
-- NOTE: see "timer:within" pattern for possible alternate formulation
on TickEvent as t set InTradingHours =
(EPLHelpers.getHour(t.time) >= StartTimeHour and
EPLHelpers.getHour(t.time) < EndTimeHour)
on TickEvent as t
set InTradingHours = EPLHelpers.inTimeRange(t.time, TradingStartTime, TradingEndTime)
--