move epl files to separate directory

epl/test.epl

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+-- test.epl - sample setup
+--
+-- Statements must be separated by an empty line.
+
+
+-- The time the trading logic will begin to enter trades.
+-- Exiting trades is 24/7.
+create constant variable int StartTimeHour = 9
+
+-- The time the trading logic will begin to enter trades.
+-- Exiting trades is 24/7.
+create constant variable int EndTimeHour = 17
+
+-- The time frame or tickbar count of the data to be analyzed or
+-- traded. Examples: 5s, 1m, 1h 30m, 2h, 12h, 1d.
+create constant variable string Interval = '2s'
+
+-- Amount to be traded, measured in units.
+create constant variable int TradeSize = 100000
+
+-- How many ticks to use for simple moving average calculation
+create constant variable int SMASize = 5
+
+-- How many ticks to store for Ref() access
+create constant variable int RefSize = 5
+
+
+--
+-- Trading window
+--
+
+-- InTradingHours will be set to true when the current time is between
+-- StartTime and EndTime.
+create variable bool InTradingHours = false
+
+-- Update on each tick
+-- NOTE: see "timer:within" pattern for possible alternate formulation
+on TickEvent as t set InTradingHours =
+  (EPLHelpers.getHour(t.time) >= StartTimeHour and
+   EPLHelpers.getHour(t.time) < EndTimeHour)
+
+
+--
+-- A stream of OHLC values calculated from TickEvents
+--
+
+create variant schema OneMinuteOHLCStream as OHLCEvent
+
+insert into OneMinuteOHLCStream
+  select * from TickEvent#OHLC(Interval, time, midDouble)
+
+
+--
+-- Simple moving average streams
+--
+
+-- Average the most recent OHLC close values and create events that
+-- contain open, high, low, close and SMA(close).  The number of
+-- OHLC events used in the SMA calc is set by SMASize.
+create schema SMACloseStream as ats.plugin.OHLCValueEvent
+
+insert into SMACloseStream
+  select new ats.plugin.OHLCValueEvent(time, open, high, low, close, Avg(close))
+    from OneMinuteOHLCStream#length(SMASize)
+
+
+--
+-- ValueWhen calculations
+--
+
+-- A stream that feeds B1 and B2
+create schema BStream as (low double)
+
+-- Find a bar with a lower close than its neighbors.
+-- Add that low value to the stream.
+insert into BStream
+  select prev(1, low) as low from SMACloseStream#length(RefSize)
+    where prev(0, value) > prev(1, value)
+      and prev(1, value) < prev(2, value)
+
+create schema B1 (low double)
+
+insert into B1 select prev(0, low) as low
+  from BStream#length(RefSize)
+
+create schema B2 (low double)
+
+insert into B2 select prev(1, low) as low
+  from BStream#length(RefSize)
+
+
+
+-- A stream that feeds P1 and P2
+create schema PStream as (low double)
+
+-- Find a bar with a higher close than its neighbors.
+-- Add that low value to the stream.
+insert into PStream
+  select prev(1, low) as low from SMACloseStream#length(RefSize)
+    where prev(0, value) < prev(1, value)
+      and prev(1, value) > prev(2, value)
+
+create schema P1 (low double)
+
+insert into P1 select prev(0, low) as low
+  from PStream#length(RefSize)
+
+create schema P2 (low double)
+
+insert into P2 select prev(1, low) as low
+  from PStream#length(RefSize)

epl/trading_system_1.epl

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+-- test.epl - sample setup
+--
+-- Statements must be separated by an empty line.
+
+
+-- The time the trading logic will begin to enter trades.
+-- Exiting trades is 24/7.
+create constant variable int StartTimeHour = 9
+
+-- The time the trading logic will begin to enter trades.
+-- Exiting trades is 24/7.
+create constant variable int EndTimeHour = 17
+
+-- The time frame or tickbar count of the data to be analyzed or
+-- traded. Examples: 5s, 1m, 1h 30m, 2h, 12h, 1d.
+create constant variable string Interval = '2s'
+
+-- Amount to be traded, measured in units.
+create constant variable int TradeSize = 100000
+
+-- How many ticks to use for simple moving average calculation
+create constant variable int SMASize = 5
+
+-- How many ticks to store for Ref() access
+create constant variable int RefSize = 5
+
+
+--
+-- Trading window
+--
+
+-- InTradingHours will be set to true when the current time is between
+-- StartTime and EndTime.
+create variable bool InTradingHours = false
+
+-- Update on each tick
+-- NOTE: see "timer:within" pattern for possible alternate formulation
+on TickEvent as t set InTradingHours =
+  (EPLHelpers.getHour(t.time) >= StartTimeHour and
+   EPLHelpers.getHour(t.time) < EndTimeHour)
+
+
+--
+-- A stream of OHLC values calculated from TickEvents
+--
+
+create variant schema OneMinuteOHLCStream as OHLCEvent
+
+insert into OneMinuteOHLCStream
+  select * from TickEvent#OHLC(Interval, time, midDouble)
+
+
+--
+-- Simple moving average streams
+--
+
+-- Average the most recent OHLC close values and create events that
+-- contain open, high, low, close and SMA(close).  The number of
+-- OHLC events used in the SMA calc is set by SMASize.
+create schema SMACloseStream as ats.plugin.OHLCValueEvent
+
+insert into SMACloseStream
+  select new ats.plugin.OHLCValueEvent(time, open, high, low, close, Avg(close))
+    from OneMinuteOHLCStream#length(SMASize)
+
+
+--
+-- ValueWhen calculations
+--
+
+-- A stream that feeds B1 and B2
+create schema BStream as (low double, time org.joda.time.DateTime)
+
+-- Find a bar with a lower close than its neighbors.
+-- Add that low value 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)
+
+create schema B1 (low double, time org.joda.time.DateTime)
+
+insert into B1 select prev(0, low) as low, prev(0, time) as time
+  from BStream#length(RefSize)
+
+create schema B2 (low double, time org.joda.time.DateTime)
+
+insert into B2 select prev(1, low) as low, prev(1, time) as time
+  from BStream#length(RefSize)
+
+
+-- A stream that feeds P1 and P2
+create schema PStream as (low double, time org.joda.time.DateTime)
+
+-- Find a bar with a higher close than its neighbors.
+-- Add that low value 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)
+
+create schema P1 (low double, time org.joda.time.DateTime)
+
+insert into P1 select prev(0, low) as low, prev(0, time) as time
+  from PStream#length(RefSize)
+
+create schema P2 (low double, time org.joda.time.DateTime)
+
+insert into P2 select prev(1, low) as low, prev(1, time) as time
+  from PStream#length(RefSize)
+
+
+--
+-- Long entry
+--
+
+create schema LongEntryStream as (low double)
+
+insert into LongEntryStream
+  select B1.low as low
+    from B1#lastevent, B2#lastevent, P1#lastevent, P2#lastevent
+    where B1.low < B2.low
+      and P1.low < P2.low
+      and EPLHelpers.laterThan(B1.time, P1.time)
+      and EPLHelpers.laterThan(B2.time, P2.time)
+      and EPLHelpers.laterThan(P1.time, B2.time)
+
+-- LE = C > HHV(High,3)
+--      and B1 < B2
+--      and P1 < P2
+--      and BT1 > PT1
+--      and BT2 > PT2
+--      and PT1 > BT2
+
+
+--
+-- Event logging
+--
+
+create schema LogStream as (stream string, event string)
+
+-- Enable logging specific stream events by uncommenting individual
+-- lines below:
+
+-- insert into LogStream select 'TickEvent' as stream, EPLHelpers.str(*) as event from TickEvent
+
+-- insert into LogStream select 'OneMinuteOHLCStream' as stream, EPLHelpers.str(*) as event from OneMinuteOHLCStream
+
+-- insert into LogStream select 'BStream' as stream, EPLHelpers.str(*) as event from BStream
+
+-- insert into LogStream select 'PStream' as stream, EPLHelpers.str(*) as event from PStream
+
+insert into LogStream select 'B1' as stream, EPLHelpers.str(*) as event from B1
+
+insert into LogStream select 'B2' as stream, EPLHelpers.str(*) as event from B2
+
+insert into LogStream select 'P1' as stream, EPLHelpers.str(*) as event from P1
+
+insert into LogStream select 'P2' as stream, EPLHelpers.str(*) as event from P2
+
+insert into LogStream select 'LongEntryStream' as stream, EPLHelpers.str(*) as event from LongEntryStream