From a9f9e446515cca85a0ca0000a7419a21f1313e19 Mon Sep 17 00:00:00 2001 From: Seth Ladygo Date: Wed, 14 Nov 2018 18:34:43 -0800 Subject: [PATCH] trading_system_1.epl: only LE within trading hours --- epl/trading_system_1.epl | 1 + 1 file changed, 1 insertion(+) diff --git a/epl/trading_system_1.epl b/epl/trading_system_1.epl index 4ff6487..659face 100644 --- 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