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

epl/trading_system_1.epl

@@ -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
-on TickEvent as t set InTradingHours =
+  set InTradingHours = EPLHelpers.inTimeRange(t.time, TradingStartTime, TradingEndTime)
-  (EPLHelpers.getHour(t.time) >= StartTimeHour and
+
-   EPLHelpers.getHour(t.time) < EndTimeHour)
 
 
 --

src/main/java/EPLHelpers.java

@@ -1,27 +1,43 @@
 import org.joda.time.DateTime;
+import org.joda.time.DateTimeComparator;
+import org.joda.time.format.DateTimeFormat;
+import org.joda.time.format.DateTimeFormatter;
 import org.slf4j.Logger;
 import org.slf4j.LoggerFactory;
-import org.joda.time.DateTimeComparator;
-
 
+/**
+ * EPLHelpers contains small helper routines used within epl files.
+ */
 public class EPLHelpers {
     final static Logger log = LoggerFactory.getLogger(EPLHelpers.class);
+    private static DateTimeFormatter timeFormatter = DateTimeFormat.forPattern("HH:mm");
+    private static DateTimeComparator timeComparator = DateTimeComparator.getTimeOnlyInstance();
 
 
-    /** Return the hour of the day for the given date. */
+    /**
-    public static int getHour(DateTime date) {
+     * Return a DateTime object for the time. Should be specified in
-        return date.getHourOfDay();
+     * 24-hour "hh:mm" format.
+     */
+    public static DateTime parseTime(String time) {
+        return timeFormatter.parseDateTime(time);
     }
 
     /** A simple toString() wrapper for use in epl. */
     public static String str(Object o) { return o.toString(); }
+    /**
+     * Return true if the time portion of 'now' is between the time
+     * portion of 'start' and 'end'.
+     */
+    public static boolean inTimeRange(DateTime now, DateTime start, DateTime end) {
+        return laterThan(now, start) && earlierThan(now, end);
+    }
 
     /**
      * Compare two times and return true if the first is earlier than
      * the second.
      */
     public static boolean earlierThan(DateTime a, DateTime b) {
-        return DateTimeComparator.getInstance().compare(a, b) < 0;
+        return timeComparator.compare(a, b) < 0;
     }
 
     /**
@@ -29,6 +45,6 @@ public class EPLHelpers {
      * the second.
      */
     public static boolean laterThan(DateTime a, DateTime b) {
-        return DateTimeComparator.getInstance().compare(a, b) > 0;
+        return timeComparator.compare(a, b) > 0;
     }
 }