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trading_system_1.epl: only LE within trading hours

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Seth Ladygo
2018-11-14 18:34:43 -08:00
parent 9a743b8919
commit a9f9e44651
1 changed files with 1 additions and 0 deletions
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epl/trading_system_1.epl
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@ -193,6 +193,7 @@ insert into LongEntryStream
and EPLHelpers.laterThan(B1.time, P1.time) and EPLHelpers.laterThan(B1.time, P1.time)
and EPLHelpers.laterThan(B2.time, P2.time) and EPLHelpers.laterThan(B2.time, P2.time)
and EPLHelpers.laterThan(P1.time, B2.time) and EPLHelpers.laterThan(P1.time, B2.time)
and InTradingHours
-- Because multiple streams feed LongEntryStream (CurrentTick, -- Because multiple streams feed LongEntryStream (CurrentTick,
-- MaxHigh3Window, B1, B2...), an event on any of those streams causes -- MaxHigh3Window, B1, B2...), an event on any of those streams causes