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Add many epl log definitions

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Seth Ladygo
2018-11-14 21:15:22 -08:00
parent d83b1da903
commit 3d65a8e91e
1 changed files with 31 additions and 7 deletions
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38
epl/trading_system_1.epl
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@ -355,27 +355,51 @@ create schema LogStream as (stream string, event string)
-- of these can be either helpful or too noisy. Comment/uncomment as
-- you see fit.
insert into LogStream select 'TickEvent' as stream, EPLHelpers.str(*) as event from TickEvent
-- insert into LogStream select 'TickEvent' as stream, EPLHelpers.str(*) as event from TickEvent
insert into LogStream select 'OHLCStream' as stream, EPLHelpers.str(*) as event from OHLCStream
-- insert into LogStream select 'OHLCStream' as stream, EPLHelpers.str(*) as event from OHLCStream
-- insert into LogStream select 'HKStream' as stream, EPLHelpers.str(*) as event from HKStream
-- insert into LogStream select 'TBStream' as stream, EPLHelpers.str(*) as event from TBStream
-- insert into LogStream select 'TBHKStream' as stream, EPLHelpers.str(*) as event from TBHKStream
-- insert into LogStream select 'InTradingHours' as stream, EPLHelpers.str(time, InTradingHours) as event from TickEvent
-- insert into LogStream select 'BStream' as stream, EPLHelpers.str(*) as event from BStream
-- insert into LogStream select 'PStream' as stream, EPLHelpers.str(*) as event from PStream
insert into LogStream select 'B1' as stream, EPLHelpers.str(*) as event from B1
-- insert into LogStream select 'B1' as stream, EPLHelpers.str(*) as event from B1
insert into LogStream select 'B2' as stream, EPLHelpers.str(*) as event from B2
-- insert into LogStream select 'B2' as stream, EPLHelpers.str(*) as event from B2
insert into LogStream select 'P1' as stream, EPLHelpers.str(*) as event from P1
-- insert into LogStream select 'P1' as stream, EPLHelpers.str(*) as event from P1
insert into LogStream select 'P2' as stream, EPLHelpers.str(*) as event from P2
-- insert into LogStream select 'P2' as stream, EPLHelpers.str(*) as event from P2
-- insert into LogStream select 'MaxHigh3Window' as stream, EPLHelpers.str(*) as event from MaxHigh3Window
-- insert into LogStream select 'LongEntryStream' as stream, EPLHelpers.str(*) as event from LongEntryStream
-- insert into LogStream select 'LongEntryDistinct' as stream, EPLHelpers.str(*) as event from LongEntryDistinct
insert into LogStream select 'LongEntryDistinct' as stream, EPLHelpers.str(*) as event from LongEntryDistinct
-- insert into LogStream select 'InLongEntry' as stream, EPLHelpers.str(InLongEntry) as event from OHLCStream
-- insert into LogStream select 'LongEntryTime' as stream, EPLHelpers.str(LongEntryTime) as event from TickEvent
-- insert into LogStream select 'LongEntryPrice' as stream, EPLHelpers.str(LongEntryPrice) as event from OHLCStream
-- insert into LogStream select 'LongEntryStopBarCount' as stream, EPLHelpers.str(LongEntryStopBarCount) as event from OHLCStream where InLongEntry
-- insert into LogStream select 'LongEntryPreEntryBar' as stream, EPLHelpers.str(*) as event from LongEntryPreEntryBar
-- insert into LogStream select 'LongEntryPreEntryBarPrevLow' as stream, EPLHelpers.str(*) as event from LongEntryPreEntryBarPrevLow
-- insert into LogStream select 'LXPrice' as stream, EPLHelpers.str(mid, LongEntryPrice, LongEntryPrice - (10 * PipSize)) as event from TickEvent
-- where InLongEntry and mid < LongEntryPrice
insert into LogStream select 'LongExitStream' as stream, EPLHelpers.str(*) as event from LongExitStream
-- TODO (for Seth): look into LogSink http://esper.espertech.com/release-7.1.0/esper-reference/html/dataflow.html#dataflow-reference-logsink