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Rename CurrentTickWindow -> CurrentTick

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Seth Ladygo
2018-11-14 18:33:35 -08:00
parent 104eb216b5
commit 9a743b8919
1 changed files with 4 additions and 4 deletions
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8
epl/trading_system_1.epl
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@ -35,11 +35,11 @@ create constant variable int RefSize = 5
-- Define the window as length 1, using the structure of the TickEvent -- Define the window as length 1, using the structure of the TickEvent
-- java class to describe what the window contains. -- java class to describe what the window contains.
create window CurrentTickWindow#length(1) as TickEvent create window CurrentTick#length(1) as TickEvent
-- Describe how events get added to the window. This runs every time -- Describe how events get added to the window. This runs every time
-- a new TickEvent is posted. -- a new TickEvent is posted.
insert into CurrentTickWindow select * from TickEvent insert into CurrentTick select * from TickEvent
-- --
@ -183,7 +183,7 @@ create schema LongEntryStream as (current BigDecimal, time DateTime, instrument
insert into LongEntryStream insert into LongEntryStream
select C.mid as current, C.time as time, C.instrument as instrument select C.mid as current, C.time as time, C.instrument as instrument
from CurrentTickWindow as C, from CurrentTick as C,
MaxHigh3Window as T, MaxHigh3Window as T,
B1#lastevent, B2#lastevent, B1#lastevent, B2#lastevent,
P1#lastevent, P2#lastevent P1#lastevent, P2#lastevent
@ -194,7 +194,7 @@ insert into LongEntryStream
and EPLHelpers.laterThan(B2.time, P2.time) and EPLHelpers.laterThan(B2.time, P2.time)
and EPLHelpers.laterThan(P1.time, B2.time) and EPLHelpers.laterThan(P1.time, B2.time)
-- Because multiple streams feed LongEntryStream (CurrentTickWindow, -- Because multiple streams feed LongEntryStream (CurrentTick,
-- MaxHigh3Window, B1, B2...), an event on any of those streams causes -- MaxHigh3Window, B1, B2...), an event on any of those streams causes
-- the LongEntryStream logic above to be triggered. This often causes -- the LongEntryStream logic above to be triggered. This often causes
-- multiple LongEntryStream events to be generated for a single tick -- multiple LongEntryStream events to be generated for a single tick