Move time and OHLC value calc into separate files

This commit is contained in:
2018-10-30 17:56:39 -07:00
parent 52bcf97c8f
commit 518cf23e6d
8 changed files with 359 additions and 229 deletions

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@ -69,7 +69,7 @@ create variant schema OHLCStream as OHLCEvent
-- TickEvent.time ("time") as the source of the timestamp, and uses
-- TickEvent.midDouble() as the value to use in the OHLC calculation.
insert into OHLCStream
select * from TickEvent#OHLC(OHLCInterval, time, midDouble)
select * from TickEvent#OHLC("OHLC", "time", OHLCInterval, time, midDouble)
--