trading_system_1.epl: units is now BigDecimal
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@ -23,7 +23,7 @@ create constant variable string OHLCInterval = '10s'
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create constant variable int OHLCTicks = 100
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-- Amount to be traded, measured in units.
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create constant variable int TradeSize = 10
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create constant variable BigDecimal TradeSize = new BigDecimal(10)
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-- How large is a pip?
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create constant variable BigDecimal PipSize = new BigDecimal(0.0001)
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@ -251,7 +251,7 @@ create schema LongEntryDistinct
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as (current BigDecimal,
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time DateTime,
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instrument String,
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units int)
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units BigDecimal)
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insert into LongEntryDistinct
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select le.current as current, le.time as time,
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@ -315,11 +315,11 @@ insert into LongEntryPreEntryBarPrevLow select prev(1, low) as low
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--
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-- Long exit event definition
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create schema LongExitStream
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as (current BigDecimal,
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time DateTime,
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instrument String,
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units int)
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-- create schema LongExitStream
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-- as (current BigDecimal,
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-- time DateTime,
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-- instrument String,
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-- units BigDecimal)
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-- The long exit calc below is translated from this entry in the
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-- spreadsheet:
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