diff --git a/epl/trading_system_1.epl b/epl/trading_system_1.epl index 6745a78..a21c2c7 100644 --- a/epl/trading_system_1.epl +++ b/epl/trading_system_1.epl @@ -170,7 +170,7 @@ insert into MaxHigh3Window -- Long entry events contain the current tick's midpoint value and -- timestamp. -create schema LongEntryStream as (current BigDecimal, time org.joda.time.DateTime) +create schema LongEntryStream as (current BigDecimal, time org.joda.time.DateTime, instrument String) -- The long entry calc below is translated from this entry in the -- spreadsheet: @@ -183,7 +183,7 @@ create schema LongEntryStream as (current BigDecimal, time org.joda.time.DateTim -- and PT1 > BT2 insert into LongEntryStream - select C.mid as current, C.time as time + select C.mid as current, C.time as time, C.instrument as instrument from CurrentTickWindow as C, MaxHigh3Window as T, B1#lastevent, B2#lastevent, @@ -203,10 +203,13 @@ insert into LongEntryStream -- -- LongEntryDistinct filters out duplicate LongEntryStream events, -- leaving a maximum of one event per tick. -create schema LongEntryDistinct as (current BigDecimal, time org.joda.time.DateTime) +create schema LongEntryDistinct as (current BigDecimal, time org.joda.time.DateTime, + instrument String, units int) +-- TODO need instrument and units too insert into LongEntryDistinct - select le.current as current, le.time as time + select le.current as current, le.time as time, + le.instrument as instrument, TradeSize as units from pattern [every-distinct(le.time) le=LongEntryStream] -- The EsperProcessor java class has a listener for LongEntryDistinct