add OHLC plugin

test.epl

@@ -1,6 +1,70 @@
--- in_trading_hours is set to true if the current time
--- is inside the normal 
-create variable bool in_trading_hours
+-- test.epl - sample setup
+--
+-- Statements must be separated by an empty line.
 
--- update in_trading_hours variable on each tick
-on Tick as t set in_trading_hours = (EPLHelpers.getHour(t.time) >= 9 and EPLHelpers.getHour(t.time) < 17)
+
+-- The time the trading logic will begin to enter trades.
+-- Exiting trades is 24/7.
+create constant variable int StartTimeHour = 9
+
+-- The time the trading logic will begin to enter trades.
+-- Exiting trades is 24/7.
+create constant variable int EndTimeHour = 17
+
+-- The time frame or tickbar count of the data to be analyzed or
+-- traded. Examples: 5s, 1m, 1h 30m, 2h, 12h, 1d.
+create constant variable string Interval = '15s'
+
+-- Amount to be traded, measured in units.
+create constant variable int TradeSize = 100000
+
+-- InTradingHours will be set to true if the current time is between
+-- StartTime and EndTime.
+create variable bool InTradingHours = false
+
+-- Update on each tick
+on TickEvent as t set InTradingHours =
+  (EPLHelpers.getHour(t.time) >= StartTimeHour and
+   EPLHelpers.getHour(t.time) < EndTimeHour)
+
+-- A stream of OHLC values
+create variant schema OHLCStream as OHLCValue
+
+insert into OHLCStream
+    select * from TickEvent#OHLC(Interval, time, midDouble)
+
+
+--
+-- testing/debug/WIP below
+--
+
+-- create window LongEntryTimeWindow#time(60 min) as
+--     select * from LongEntryEvent
+
+-- 
+-- create window TicksTimeWindow#time(30 sec) as
+--     select * from TickEvent
+
+-- on TickEvent insert into TicksTimeWindow select * from TickEvent
+
+-- on TickEvent as t merge TicksTimeWindow as win
+--     where win.time 
+-- insert into OrdersWindow select * from MerchandiseProductEvent
+-- set InTradingHours =
+--   (EPLHelpers.getHour(t.time) >= StartTimeHour and
+--    EPLHelpers.getHour(t.time) < EndTimeHour)
+
+
+--  LECount = (1,clock,60 min)  == only allow one long entry per clock hour example: one LE between 1:00pm to 1:59pm
+
+--  B1 = ValueWhen( (ref(sma(5,c),-1)>ref(sma(5,c),-2)<ref(sma(5,c),-3)), Ref(Low,-2), 1 )
+
+-- something like "insert into CountPerSec select count(*) as cnt from XYZ.win:time_batch(1)" "select sum(cnt) from CountPerSec.win:time(1 hour)" for example, this has 1 second resolution of counts, define as you like
+
+-- 1)   String stmt = "insert into WebEventTotalCount select count(*) as cnt from " +
+--                 "WebEvent.win:firstlength(1) A where A.page.pageName is not null ";
+
+-- 2)   String stmt = "update istream WebEventTotalCount set cnt = cnt + ( select count(*) as cnt from " +
+--                 "WebEvent.win:time(1) A where A.page.pageName is not null ) "                 ;
+
+-- 3)   String stmt = " select cnt from WebEventTotalCount ";