From bf691207539f8de957a6cd85b08c2dd3d01547ea Mon Sep 17 00:00:00 2001
From: Seth Ladygo <alx-gitlab@arclight.industries>
Date: Tue, 12 Feb 2019 10:12:29 -0800
Subject: [PATCH] trading_system_1.epl: deprecate use of CurrentTick

---
 epl/trading_system_1.epl | 65 +++++++++++++++++++++++++++++++---------
 1 file changed, 51 insertions(+), 14 deletions(-)

diff --git a/epl/trading_system_1.epl b/epl/trading_system_1.epl
index fc74e2b..0f720b0 100644
--- a/epl/trading_system_1.epl
+++ b/epl/trading_system_1.epl
@@ -41,11 +41,11 @@ create constant variable int RefSize = 5
 
 -- Define the window as length 1, using the structure of the TickEvent
 -- java class to describe what the window contains.
-create window CurrentTick#length(1) as TickEvent
+-- create window CurrentTick#length(1) as TickEvent
 
 -- Describe how events get added to the window.  This runs every time
 -- a new TickEvent is posted.
-insert into CurrentTick select * from TickEvent
+-- insert into CurrentTick select * from TickEvent
 
 
 --
@@ -226,7 +226,7 @@ create schema LongEntryStream as (current BigDecimal, time DateTime, instrument
 
 insert into LongEntryStream
   select C.mid as current, C.time as time, C.instrument as instrument
-    from CurrentTick as C,
+    from TickEvent#lastevent as C,
          MaxHigh3Window as T,
          B1#lastevent, B2#lastevent,
          P1#lastevent, P2#lastevent
@@ -328,19 +328,56 @@ create schema LongExitStream
 --      or
 --      (LESBC>60 and C<(EntryPrice + 2 pips)
 
-insert into LongExitStream
-  select C.mid as current,
-         C.time as time,
-         C.instrument as instrument,
-         0 - TradeSize as units -- negative for "sell"
-    from CurrentTick as C,
-         LongEntryPreEntryBarPrevLow#lastevent as L
-    where ((LongEntryStopBarCount <= 60 and C.mid < min(L.low, LongEntryPrice - (10 * PipSize))) or
-           (LongEntryStopBarCount > 60 and C.mid < LongEntryPrice + (2 * PipSize)))
-      and InLongEntry
+-- insert into LongExitStream
+--   select C.mid as current,
+--          C.time as time,
+--          C.instrument as instrument,
+--          0 - TradeSize as units -- negative for "sell"
+--     from CurrentTick as C
+--     where LongEntryStopBarCount = 2
+--       and InLongEntry
+
+    -- where ((LongEntryStopBarCount <= 60 and C.mid < min(L.low, LongEntryPrice - (10 * PipSize))) or
+    --        (LongEntryStopBarCount > 60 and C.mid < LongEntryPrice + (2 * PipSize)))
 
 -- Register the long position as closed
-on LongExitStream as lx set InLongEntry = false
+-- on LongExitStream as lx set InLongEntry = false
+
+-- Long exit event definition
+create schema LongExitStream
+  as (id string)
+
+-- Send an event whenever we should close an order.
+-- Received and acted upon in EsperProcessor.
+on TickEvent as C
+insert into LongExitStream
+  select ot.id as id
+    from OrderTable ot
+    where ot.stopBarCount > 1 and ot.open is true
+      and ot.id is not 'dummy'
+
+
+
+create schema OpenOrderStream
+  as (id string,
+      instrument String,
+      price BigDecimal,
+      units BigDecimal)
+
+-- Add an order to the order table.
+-- OpenOrderStream events are sent from Java TradingManagers.
+on OpenOrderStream as oos
+  insert into OrderTable(id, time, instrument, price, units, open, stopBarCount)
+  select oos.id, EPLHelpers.makeTime(current_timestamp()), oos.instrument, oos.price, oos.units, true, 0
+
+create schema CloseOrderStream
+  as (id string)
+
+-- Add an order to the order table.
+-- CloseOrderStream events are sent from Java TradingManagers.
+on CloseOrderStream
+  update OrderTable
+  set OrderTable.open = false where OrderTable.id = CloseOrderStream.id
 
 
 --