Add configurable candlestick window types

src/main/java/ats/plugin/CandlestickWindow.java

@@ -0,0 +1,17 @@
+package ats.plugin;
+
+import org.joda.time.DateTime;
+
+/**
+ * A CandlestickWindow runs a CandlestickCalc across a number of
+ * ticks and sends 
+ */
+interface CandlestickWindow {
+    public enum Type { time, ticks };
+
+    /**
+     * Process a tick with the given time and value.
+     */
+    public void update(DateTime timestamp, double value);
+
+}

src/main/java/ats/plugin/OHLCPlugInView.java

@@ -22,8 +22,8 @@ public class OHLCPlugInView extends ViewSupport {
     private final AgentInstanceViewFactoryChainContext context;
     private final ExprNode timestampExpression;
     private final ExprNode valueExpression;
-    private DurationWindow window;
-	private EventAdapterService service;
+    private CandlestickWindow window;
+    private EventAdapterService service;
     private EventBean[] lastData;
 
 
@@ -42,8 +42,8 @@ public class OHLCPlugInView extends ViewSupport {
         this.valueExpression = valueExpression;
         service = context.getStatementContext().getEventAdapterService();
 
-        window = new DurationWindow(this, calc, context, intervalExpression);
         CandlestickCalc calc = chooseCalc(calcTypeExpression);
+        window = chooseWindow(context, timeTypeExpression, intervalExpression, calc);
     }
 
     /**
@@ -62,6 +62,27 @@ public class OHLCPlugInView extends ViewSupport {
         return new OHLCCandlestickCalc();
     }
 
+    /**
+     * Return the proper window according to the value of the
+     * calc type parameter.
+     * @param intervalExpression
+     */
+    private CandlestickWindow chooseWindow(AgentInstanceViewFactoryChainContext context,
+                                           ExprNode timeTypeExpression,
+                                           ExprNode intervalExpression,
+                                           CandlestickCalc calc)
+    {
+        String timeType = exprNodeValue(timeTypeExpression);
+
+        if (CandlestickWindow.Type.valueOf(timeType) == CandlestickWindow.Type.time) {
+            log.info("Using time based window type");
+            return new TimeCandlestickWindow(this, calc, context, intervalExpression);
+        }
+
+        log.info("Using ticks based window type");
+        return new TicksCandlestickWindow(this, calc, context, intervalExpression);
+    }
+
     /**
      * Return the string value of a node.
      */

src/main/java/ats/plugin/TicksCandlestickWindow.java

@@ -0,0 +1,87 @@
+package ats.plugin;
+
+import com.espertech.esper.core.context.util.AgentInstanceViewFactoryChainContext;
+import com.espertech.esper.epl.expression.core.ExprEvaluator;
+import com.espertech.esper.epl.expression.core.ExprNode;
+
+import org.joda.time.DateTime;
+import org.slf4j.Logger;
+import org.slf4j.LoggerFactory;
+
+/**
+ * TicksCandlestickWindow runs a CandlestickCalc across a set number
+ * of ticks for each window.
+ */
+class TicksCandlestickWindow implements CandlestickWindow {
+    private static final Logger log = LoggerFactory.getLogger(TicksCandlestickWindow.class);
+    private final AgentInstanceViewFactoryChainContext context;
+    /** How many ticks in each window? */
+    private final long windowTicks;
+    private OHLCPlugInView plugin;
+    private CandlestickCalc calc;
+    /** How many ticks into the window we are. */
+    private long currentTick = 0;
+    /** The time the window started. */
+    private DateTime windowStartTime;
+
+
+    /**
+     * Create a new window that calculates across a set number of
+     * ticks.
+     */
+    public TicksCandlestickWindow(OHLCPlugInView plugin,
+                                  CandlestickCalc calc,
+                                  AgentInstanceViewFactoryChainContext context,
+                                  ExprNode intervalExpression)
+    {
+        this.plugin = plugin;
+        this.calc = calc;
+        this.context = context;
+        windowTicks = parseTickCount(intervalExpression);
+    }
+
+    /**
+     * Return the time period specified by the given expression value.
+     */
+    private long parseTickCount(ExprNode intervalExpression) {
+        ExprEvaluator evaluator = intervalExpression.getForge().getExprEvaluator();
+        Object o = evaluator.evaluate(null, true, context);
+        log.warn("OBJECT " + o.getClass());
+        return new Long((Integer)o).longValue();
+    }
+
+    /**
+     * Process a tick with the given time and value.
+     */
+    public void update(DateTime timestamp, double value) {
+        ensureWindow(timestamp);
+        calc.applyValue(value);
+	}
+
+    /**
+     * Make sure our window times are set up and current.
+     * @param timestamp
+     */
+    public void ensureWindow(DateTime timestamp) {
+        if (windowStartTime == null)
+            windowStartTime = timestamp;
+        
+        currentTick++;
+        log.info("tick ", currentTick);
+        
+        if (currentTick < windowTicks) return;
+
+        OHLCValues values = calc.getValues();
+        if (values == null) {
+            log.info("No data to post");
+            return;
+        }
+
+        plugin.postEvent(new OHLCEvent(windowStartTime, values));
+
+        // reset for next window
+        calc.reset();
+        currentTick = 0;
+        windowStartTime = null;
+    }
+}

src/main/java/ats/plugin/TimeCandlestickWindow.java

@@ -17,10 +17,11 @@ import org.slf4j.Logger;
 import org.slf4j.LoggerFactory;
 
 /**
- * DurationWindow TODO
+ * TimeCandlestickWindow runs a CandlestickCalc across ticks for a set
+ * duration each window.
  */
-class DurationWindow {
-    private static final Logger log = LoggerFactory.getLogger(DurationWindow.class);
+class TimeCandlestickWindow implements CandlestickWindow {
+    private static final Logger log = LoggerFactory.getLogger(TimeCandlestickWindow.class);
     private static final int LATE_EVENT_SLACK_SECONDS = 5;
     private static final PeriodFormatter periodFormatter = new PeriodFormatterBuilder()
         .appendDays().appendSuffix("d")
@@ -39,10 +40,13 @@ class DurationWindow {
     private DateTime lastStartTime;
 
 
-    public DurationWindow(OHLCPlugInView plugin,
-                          CandlestickCalc calc,
-                          AgentInstanceViewFactoryChainContext context,
-                          ExprNode intervalExpression)
+    /**
+     * Create a window over the given duration.
+     */
+    public TimeCandlestickWindow(OHLCPlugInView plugin,
+                                 CandlestickCalc calc,
+                                 AgentInstanceViewFactoryChainContext context,
+                                 ExprNode intervalExpression)
     {
         this.plugin = plugin;
         this.calc = calc;
@@ -161,7 +165,7 @@ class DurationWindow {
             public void scheduledTrigger(EngineLevelExtensionServicesContext esc) {
                 handle = null;  // clear out schedule handle
                 // log.info("Callback running");
-                DurationWindow.this.postData();
+                TimeCandlestickWindow.this.postData();
             }
         };