add commandline args and very basic esper processing

src/main/java/EsperProcessor.java

@@ -0,0 +1,99 @@
+import com.espertech.esper.client.Configuration;
+import com.espertech.esper.client.EPServiceProvider;
+import com.espertech.esper.client.EPServiceProviderManager;
+import com.espertech.esper.client.EPStatement;
+import java.math.BigDecimal;
+import java.io.File;
+import java.util.Date;
+import com.espertech.esper.client.time.CurrentTimeEvent;
+import org.slf4j.Logger;
+import org.slf4j.LoggerFactory;
+import java.lang.reflect.Array;
+import java.util.Arrays;
+import java.util.stream.Stream;
+import java.util.stream.Collectors;
+
+
+public class EsperProcessor implements TickProcessor {
+	final Logger logger = LoggerFactory.getLogger(EsperProcessor.class);
+	EPServiceProvider engine;
+
+
+	public EsperProcessor(String epl) {
+		// disable esper's internal clock.  we use tick data for our
+		// sense of time.
+		Configuration config = new Configuration();
+		config.getEngineDefaults().getThreading().setInternalTimerEnabled(false);
+		engine = EPServiceProviderManager.getDefaultProvider(config);
+
+		engine.getEPAdministrator().getConfiguration().addEventType(Tick.class);
+
+		addStatements(epl);
+
+		EPStatement statement = engine.getEPAdministrator().createEPL("select *,in_trading_hours from Tick");
+
+		statement.addListener((newData, oldData) -> {
+				logger.debug("event: {}", (Object)newData);
+			});
+
+		// statement.addListener((newData, oldData) -> {
+		// 		Date time = (Date) newData[0].get("time");
+		// 		String name = (String) newData[0].get("instrument");
+		// 		BigDecimal bid = (BigDecimal)newData[0].get("bid");
+		// 		BigDecimal ask = (BigDecimal)newData[0].get("ask");
+		// 		logger.info("Time: {}, Instr: {}, Bid: {}, Ask: {}",
+		// 					time, name, bid, ask);
+		// 	});
+
+	}
+
+	/**
+	 * Split a (possibly) multiline string of EPL statements into one
+	 * statement per string.  Statements are separated by at least one
+	 * blank line.
+	 */
+	private static String[] splitStatements(String str) {
+		return str.split("(\\r?\\n){2,}");
+	}
+
+	/**
+	 *  Split a string into individual lines.
+	 */
+	private static String[] splitLines(String str) {
+		return str.split("\\r?\\n");
+	}
+
+	/**
+	 * Return true if the given string is a comment.
+	 */
+	private static boolean isComment(String str) {
+		return str.startsWith("//") || str.startsWith("--");
+	}
+
+	/**
+	 * Remove comment lines from the string.
+	 */
+	private static String filterComments(String str) {
+		return Arrays.stream(splitLines(str))
+			.filter(s -> !isComment(s))
+			.collect(Collectors.joining("\n"));
+	}
+
+	private void addStatements(String epl) {
+		for (String s : splitStatements(filterComments(epl))) {
+			addStatement(s);
+		}
+	}
+
+	private EPStatement addStatement(String epl) {
+		logger.debug("Adding statement: {}", epl);
+		return engine.getEPAdministrator().createEPL(epl);
+	}
+
+	public void process(Tick tick) {
+		Date time = tick.getTime();
+		CurrentTimeEvent timeEvent = new CurrentTimeEvent(time.getTime());
+		engine.getEPRuntime().sendEvent(timeEvent);
+		engine.getEPRuntime().sendEvent(tick);
+	}
+}