hook VizDataStream to the viz log file
This commit is contained in:
@ -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
|
||||
|
||||
Reference in New Issue
Block a user