rename OHLCValue -> OHLCEvent
This commit is contained in:
@ -1,7 +1,6 @@
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import ats.plugin.OHLCPlugInViewFactory;
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import ats.plugin.OHLCPlugInViewFactory;
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import ats.plugin.OHLCTick;
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import ats.plugin.OHLCUpdateListener;
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import ats.plugin.OHLCUpdateListener;
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import ats.plugin.OHLCValue;
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import ats.plugin.OHLCEvent;
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import com.espertech.esper.client.Configuration;
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import com.espertech.esper.client.Configuration;
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import com.espertech.esper.client.EPServiceProvider;
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import com.espertech.esper.client.EPServiceProvider;
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import com.espertech.esper.client.EPServiceProviderManager;
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import com.espertech.esper.client.EPServiceProviderManager;
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@ -34,9 +33,8 @@ public class EsperProcessor implements TickProcessor {
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config.addEventType(TickEvent.class);
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config.addEventType(TickEvent.class);
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config.addEventType(LongEntryEvent.class);
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config.addEventType(LongEntryEvent.class);
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//config.addVariable("FOO", int.class, 12);
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//config.addVariable("FOO", int.class, 12);
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config.addEventType(OHLCEvent.class);
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config.addEventType("OHLCTick", OHLCTick.class);
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config.addEventType("OHLCValue", OHLCValue.class);
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config.addPlugInView("ATS", "OHLC", OHLCPlugInViewFactory.class.getName());
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config.addPlugInView("ATS", "OHLC", OHLCPlugInViewFactory.class.getName());
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engine = EPServiceProviderManager.getDefaultProvider(config);
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engine = EPServiceProviderManager.getDefaultProvider(config);
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@ -56,7 +54,7 @@ public class EsperProcessor implements TickProcessor {
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// double l = (double)newData[0].get("last");
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// double l = (double)newData[0].get("last");
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// double x = (double)newData[0].get("max");
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// double x = (double)newData[0].get("max");
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// double n = (double)newData[0].get("min");
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// double n = (double)newData[0].get("min");
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// log.info("OHLCValue: {} {} {} {}", f,l,x,n);
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// log.info("OHLC: {} {} {} {}", f,l,x,n);
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});
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});
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// addStatement("select * from TickEvent#groupwin(instrument)#ohlcbarminute(timestamp, midDouble)",
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// addStatement("select * from TickEvent#groupwin(instrument)#ohlcbarminute(timestamp, midDouble)",
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44
src/main/java/ats/plugin/OHLCEvent.java
Normal file
44
src/main/java/ats/plugin/OHLCEvent.java
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@ -0,0 +1,44 @@
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package ats.plugin;
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import org.joda.time.DateTime;
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/**
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* OHLCEvent stores one bar of OHLC info.
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*/
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public class OHLCEvent {
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private DateTime time;
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private double open;
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private double high;
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private double low;
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private double close;
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public OHLCEvent(DateTime time,
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double open, double high,
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double low, double close)
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{
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this.time = time;
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this.open = open;
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this.high = high;
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this.low = low;
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this.close = close;
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}
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public DateTime getTime() {return time;}
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public Double getOpen() { return open; }
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public Double getHigh() { return high; }
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public Double getLow() { return low; }
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public Double getClose() { return close; }
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/**
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* Return a human readable representation of this event.
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*/
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public String toString() {
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return String.format("OHLCEvent[%s, open=%s, high=%s, low=%s, close=%s]",
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time, open, high, low, close);
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}
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}
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@ -231,7 +231,7 @@ public class OHLCPlugInView extends ViewSupport {
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private void postData() {
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private void postData() {
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if (open == null) return;
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if (open == null) return;
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OHLCValue value = new OHLCValue(windowStartTime, open, high, low, close);
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OHLCEvent value = new OHLCEvent(windowStartTime, open, high, low, close);
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// send
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// send
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EventAdapterService service = agentContext.getStatementContext().getEventAdapterService();
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EventAdapterService service = agentContext.getStatementContext().getEventAdapterService();
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@ -261,8 +261,8 @@ public class OHLCPlugInView extends ViewSupport {
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protected static EventType getEventType(EventAdapterService service)
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protected static EventType getEventType(EventAdapterService service)
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{
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{
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return service.addBeanType(OHLCValue.class.getName(),
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return service.addBeanType(OHLCEvent.class.getName(),
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OHLCValue.class,
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OHLCEvent.class,
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false, false, false);
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false, false, false);
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}
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}
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@ -1,54 +0,0 @@
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package ats.plugin;
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import org.joda.time.DateTime;
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/**
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* OHLCValue stores one bar of OHLC info.
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*/
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public class OHLCValue {
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private DateTime time;
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private double open;
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private double high;
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private double low;
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private double close;
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public OHLCValue(DateTime time,
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double open, double high,
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double low, double close)
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{
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this.time = time;
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this.open = open;
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this.high = high;
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this.low = low;
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this.close = close;
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}
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public DateTime getTime() {
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return time;
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}
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public Double getOpen() {
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return open;
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}
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public Double getHigh() {
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return high;
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}
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public Double getLow() {
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return low;
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}
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public Double getClose() {
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return close;
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}
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/**
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* Return a human readable representation of this event.
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*/
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public String toString() {
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return String.format("OHLCValue[%s,open=%s,high=%s,low=%s,close=%s]",
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time, open, high, low, close);
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}
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}
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2
test.epl
2
test.epl
@ -28,7 +28,7 @@ on TickEvent as t set InTradingHours =
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EPLHelpers.getHour(t.time) < EndTimeHour)
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EPLHelpers.getHour(t.time) < EndTimeHour)
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-- A stream of OHLC values
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-- A stream of OHLC values
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create variant schema OHLCStream as OHLCValue
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create variant schema OHLCStream as OHLCEvent
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insert into OHLCStream
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insert into OHLCStream
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select * from TickEvent#OHLC(Interval, time, midDouble)
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select * from TickEvent#OHLC(Interval, time, midDouble)
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