trading_system_1.epl: units is now BigDecimal

This commit is contained in:
2019-02-12 10:13:25 -08:00
parent bf69120753
commit 7cec81d06b

View File

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