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trading_system_1.epl: add CurrentTickWindow

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This commit is contained in:
Seth Ladygo
2018-07-23 01:07:40 -07:00
parent 34ab78b9cf
commit a9365e44fe
1 changed files with 10 additions and 1 deletions
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11
epl/trading_system_1.epl
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@ -1,4 +1,4 @@
-- test.epl - sample setup -- trading_system_1.epl
-- --
-- Statements must be separated by an empty line. -- Statements must be separated by an empty line.
@ -24,6 +24,15 @@ create constant variable int SMASize = 5
-- How many ticks to store for Ref() access -- How many ticks to store for Ref() access
create constant variable int RefSize = 5 create constant variable int RefSize = 5
--
-- A named window that contains the current tick
--
create window CurrentTickWindow#length(1) as TickEvent
insert into CurrentTickWindow select * from TickEvent
-- --
-- Trading window -- Trading window