hook VizDataStream to the viz log file

This commit is contained in:
2019-02-12 09:57:56 -08:00
parent 4444482efa
commit a92a3e4788
2 changed files with 79 additions and 21 deletions

View File

@ -400,6 +400,61 @@ insert into LogStream select 'LongEntryDistinct' as stream, EPLHelpers.str(*) as
-- insert into LogStream select 'LXPrice' as stream, EPLHelpers.str(mid, LongEntryPrice, LongEntryPrice - (10 * PipSize)) as event from TickEvent
-- where InLongEntry and mid < LongEntryPrice
insert into LogStream select 'LongExitStream' as stream, EPLHelpers.str(*) as event from LongExitStream
-- insert into LogStream select 'LongExitStream' as stream, EPLHelpers.str(*) as event from LongExitStream
-- insert into LogStream select 'LongExitStream' as stream, EPLHelpers.str(*) as event from LongExitStream
-- on LongEntryDistinct
-- insert into LogStream select 'OrderTable' as stream,
-- EPLHelpers.str(OrderTable.time,
-- OrderTable.instrument,
-- OrderTable.id,
-- OrderTable.units,
-- OrderTable.open,
-- OrderTable.stopBarCount,
-- OrderTable.price) as event
-- from OrderTable order by OrderTable.time
-- @Priority(-9999)
-- @Name("LogOrderTableClose")
-- on LongExitStream
-- insert into LogStream select 'OrderTable_CLOSE' as stream,
-- EPLHelpers.str(OrderTable.time,
-- OrderTable.instrument,
-- OrderTable.id,
-- OrderTable.units,
-- OrderTable.open,
-- OrderTable.stopBarCount,
-- OrderTable.price) as event
-- from OrderTable order by OrderTable.time
-- on LongExitStream
-- insert into LogStream select 'OrderTable' as stream, EPLHelpers.str(count(*)) as event from OrderTable
-- insert into LogStream select 'OpenOrderStream' as stream, EPLHelpers.str(*) as event from OpenOrderStream
-- insert into LogStream select 'CloseOrderStream' as stream, EPLHelpers.str(*) as event from CloseOrderStream
-- TODO (for Seth): look into LogSink http://esper.espertech.com/release-7.1.0/esper-reference/html/dataflow.html#dataflow-reference-logsink
--
-- Visualization data logging
--
create schema VizDataStream as (event Map)
-- Enable visualizing the events on specific streams by uncommenting
-- individual lines below.
insert into VizDataStream select ats.viz.VizLog.eventString('tick', 'C', *) as event from TickEvent
insert into VizDataStream select ats.viz.VizLog.eventString('bar', 'ohlc', *) as event from OHLCStream
-- insert into VizDataStream select 'le' as tag, VizLog.eventString(*) as event from LongEntryDistinct
-- insert into VizDataStream select 'lx' as tag, VizLog.eventString(*) as event from LongExitStream
insert into VizDataStream select ats.viz.VizLog.eventString('event', 'open', *) as event from OpenOrderStream
insert into VizDataStream select ats.viz.VizLog.eventString('event', 'close', *) as event from CloseOrderStream