Replace OHLCValueEvent

epl/trading_system_1.epl

@@ -108,18 +108,21 @@ insert into TBHKStream
 -- Simple moving average streams
 --
 
--- SMACloseStream contains OHLCValueEvents.  These are like
--- OHLCEvents, but add an extra field for an arbitrary value.  In this
--- stream, that extra value will contain the average of OHLC close
--- values.
-create schema SMACloseStream as ats.plugin.OHLCValueEvent
+-- SMACloseStream bundles a simple moving average of the close values
+-- with the values of the OHLCStream.
+create schema SMACloseStream as (time DateTime,
+                                 open double,
+                                 high double,
+                                 low double,
+                                 close double,
+                                 averageClose double)
 
 -- Average the most recent OHLC close values from OHLCStream and
 -- post an event that contains open, high, low, close, and
 -- SMA(close).  The number of OHLC events used in the SMA calc is set
 -- by the SMASize variable.
 insert into SMACloseStream
-  select new ats.plugin.OHLCValueEvent(time, open, high, low, close, Avg(close))
+  select time, open, high, low, close, Avg(close) as averageClose
     from OHLCStream#length(SMASize)
 
 
@@ -134,13 +137,11 @@ create schema BStream as (low double, time DateTime)
 
 -- Listen to the last "RefSize" number of SMACloseStream events. Look
 -- for an OHLC bar with a lower average close than its neighbors.  Add
--- that bar's low value and its timestamp to the stream.  As described
--- in SMACloseStream, "value" in the query below represents
--- SMA(close).
+-- that bar's low value and its timestamp to the stream.
 insert into BStream
   select prev(1, low) as low, prev(1, time) as time from SMACloseStream#length(RefSize)
-    where prev(0, value) > prev(1, value)
-      and prev(1, value) < prev(2, value)
+    where prev(0, averageClose) > prev(1, averageClose)
+      and prev(1, averageClose) < prev(2, averageClose)
 
 
 -- Define B1 to contain the same fields as BStream
@@ -168,8 +169,8 @@ create schema PStream as (low double, time DateTime)
 -- Add that low value and its timestamp to the stream.
 insert into PStream
   select prev(1, low) as low, prev(1, time) as time from SMACloseStream#length(RefSize)
-    where prev(0, value) < prev(1, value)
-      and prev(1, value) > prev(2, value)
+    where prev(0, averageClose) < prev(1, averageClose)
+      and prev(1, averageClose) > prev(2, averageClose)
 
 -- P1 contains the most recent low value and time from PStream.
 -- This is the last time an average close was higher