alx/ATS_Esper
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add OHLC plugin

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This commit is contained in:
Seth Ladygo
2018-05-26 23:19:12 -07:00
parent 476f3708f4
commit 26b199a4f9
9 changed files with 734 additions and 31 deletions
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59
src/main/java/EsperProcessor.java
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@ -1,17 +1,24 @@
import ats.plugin.OHLCPlugInViewFactory;
import ats.plugin.OHLCTick;
import ats.plugin.OHLCUpdateListener;
import ats.plugin.OHLCValue;
import com.espertech.esper.client.Configuration;
import com.espertech.esper.client.EPServiceProvider;
import com.espertech.esper.client.EPServiceProviderManager;
import com.espertech.esper.client.EPStatement;
import java.math.BigDecimal;
import java.io.File;
import com.espertech.esper.client.EventBean;
import com.espertech.esper.client.StatementAwareUpdateListener;
import com.espertech.esper.client.UpdateListener;
import com.espertech.esper.client.time.CurrentTimeEvent;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import java.io.File;
import java.lang.reflect.Array;
import java.math.BigDecimal;
import java.util.Arrays;
import java.util.stream.Stream;
import java.util.Map;
import java.util.stream.Collectors;
import org.joda.time.DateTime;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
public class EsperProcessor implements TickProcessor {
@ -36,12 +43,6 @@ public class EsperProcessor implements TickProcessor {
addStatements(epl);
// Map<String,ConfigurationVariable> vars = config.getVariables();
// log.debug("VAR MAP: {}", vars);
// for (Map.Entry<String, ConfigurationVariable> entry : vars.entrySet()) {
// log.debug("VAR: {} = {}", entry.getKey(), entry.getValue());
// }
addStatement("select * from TickEvent",
(newData, oldData) -> {
log.debug("Tick: {}", newData[0].getUnderlying());
@ -110,6 +111,13 @@ public class EsperProcessor implements TickProcessor {
return str.startsWith("//") || str.startsWith("--");
}
/**
* Return true if the given string is only whitespace.
*/
private static boolean isEmpty(String str) {
return str.matches("^\\s*$");
}
/**
* Remove comment lines from the string.
*/
@ -119,15 +127,38 @@ public class EsperProcessor implements TickProcessor {
.collect(Collectors.joining("\n"));
}
/**
* Given a string with (possibly) multiple statements, split and
* add individually.
*/
private void addStatements(String epl) {
for (String s : splitStatements(filterComments(epl))) {
addStatement(s);
if (!isEmpty(s))
addStatement(s);
}
}
/**
* Add a single EPL statement to the Esper engine.
*/
private EPStatement addStatement(String epl) {
logger.debug("Adding statement: {}", epl);
return engine.getEPAdministrator().createEPL(epl);
return addStatement(epl, (UpdateListener)null);
}
/**
* Add a single EPL statement to the Esper engine with a listener
* to respond to the Statement.
*/
private EPStatement addStatement(String epl, UpdateListener listener) {
// log.debug("Adding statement: {}", epl);
EPStatement statement = engine.getEPAdministrator().createEPL(epl);
if (listener != null) {
statement.addListener(listener);
}
return statement;
}
/**