trading_system_1.epl: only LE within trading hours

2018-11-14 18:34:43 -08:00
parent 9a743b8919
commit a9f9e44651
1 changed files with 1 additions and 0 deletions
--- a/epl/trading_system_1.epl
+++ b/epl/trading_system_1.epl
@ -193,6 +193,7 @@ insert into LongEntryStream
      and EPLHelpers.laterThan(B1.time, P1.time)
      and EPLHelpers.laterThan(B2.time, P2.time)
      and EPLHelpers.laterThan(P1.time, B2.time)
+      and InTradingHours

 -- Because multiple streams feed LongEntryStream (CurrentTick,
 -- MaxHigh3Window, B1, B2...), an event on any of those streams causes