ATS_Esper/src/main/java/EsperProcessor.java

import ats.plugin.OHLCPlugInViewFactory;
import ats.plugin.OHLCTick;
import ats.plugin.OHLCUpdateListener;
import ats.plugin.OHLCValue;
import com.espertech.esper.client.Configuration;
import com.espertech.esper.client.EPServiceProvider;
import com.espertech.esper.client.EPServiceProviderManager;
import com.espertech.esper.client.EPStatement;
import com.espertech.esper.client.EventBean;
import com.espertech.esper.client.StatementAwareUpdateListener;
import com.espertech.esper.client.UpdateListener;
import com.espertech.esper.client.time.CurrentTimeEvent;
import java.io.File;
import java.lang.reflect.Array;
import java.math.BigDecimal;
import java.util.Arrays;
import java.util.Map;
import java.util.stream.Collectors;
import org.joda.time.DateTime;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;


public class EsperProcessor implements TickProcessor {
    final Logger log = LoggerFactory.getLogger(EsperProcessor.class);
    EPServiceProvider engine;


	public EsperProcessor(String epl) {
		// disable esper's internal clock.  we use tick data for our
		// sense of time.
		Configuration config = new Configuration();
		config.getEngineDefaults().getThreading().setInternalTimerEnabled(false);
		config.addEventType(TickEvent.class);
		config.addEventType(LongEntryEvent.class);
		//config.addVariable("FOO", int.class, 12);

		config.addEventType("OHLCTick", OHLCTick.class);
		config.addEventType("OHLCValue", OHLCValue.class);
        config.addPlugInView("ATS", "OHLC", OHLCPlugInViewFactory.class.getName());

		engine = EPServiceProviderManager.getDefaultProvider(config);

		addStatements(epl);

		addStatement("select * from TickEvent",
					 (newData, oldData) -> {
						 log.debug("Tick: {}", newData[0].getUnderlying());
					 });

		addStatement("select * from OHLCStream",
					 (newData, oldData) -> {
						 log.debug("OLHC: {}", newData[0].getUnderlying());
					 // 	 DateTime t = (DateTime)newData[0].get("date");
					 // 	 double f = (double)newData[0].get("first");
					 // 	 double l = (double)newData[0].get("last");
					 // 	 double x = (double)newData[0].get("max");
					 // 	 double n = (double)newData[0].get("min");
					 // 	 log.info("OHLCValue: {} {} {} {}", f,l,x,n);
					 });

		// addStatement("select * from TickEvent#groupwin(instrument)#ohlcbarminute(timestamp, midDouble)",
		// 			 new OHLCUpdateListener());

		// addStatement("select count(*) from TickEvent#time(4)",//"select * from TicksTimeWindow",
		// 			 (newData, oldData) -> {
		// 				 log.debug("TickTimeWindow: {}", (Object)newData);
		// 			 });

		// EPStatement statement = engine.getEPAdministrator().createEPL("select * from TickEvent");

		// statement.addListener((newData, oldData) -> {
		// 	log.debug("event: {}", (Object)newData);
		// });


		// EPStatement statement = engine.getEPAdministrator().createEPL("select * from TickEvent");

		// statement.addListener((newData, oldData) -> {
		// 	log.debug("event: {}", (Object)newData);
		// });

		// addStatement("select count(*) as count from TickEvent#time(4 sec)",
		// 			 (newData, oldData) -> {
		// 				 long count = (long)newData[0].get("count");
		// 				 log.info("Tick Count: {}", count);
		// 			 });
					 
	}

	/**
	 * Split a (possibly) multiline string of EPL statements into one
	 * statement per string.  Statements are separated by at least one
	 * blank line.
	 */
	private static String[] splitStatements(String str) {
		return str.split("(\\r?\\n){2,}");
	}

	/**
	 *  Split a string into individual lines.
	 */
	private static String[] splitLines(String str) {
		return str.split("\\r?\\n");
	}

	/**
	 * Return true if the given string is a comment.
	 */
	private static boolean isComment(String str) {
		return str.startsWith("//") || str.startsWith("--");
	}

	/**
	 * Return true if the given string is only whitespace.
	 */
	private static boolean isEmpty(String str) {
		return str.matches("^\\s*$");
	}

	/**
	 * Remove comment lines from the string.
	 */
	private static String filterComments(String str) {
		return Arrays.stream(splitLines(str))
			.filter(s -> !isComment(s))
			.collect(Collectors.joining("\n"));
	}

	/**
	 * Given a string with (possibly) multiple statements, split and
	 * add individually.
	 */
	private void addStatements(String epl) {
		for (String s : splitStatements(filterComments(epl))) {
			if (!isEmpty(s))
				addStatement(s);
		}
	}

	/**
	 * Add a single EPL statement to the Esper engine.
	 */
	private EPStatement addStatement(String epl) {
		return addStatement(epl, (UpdateListener)null);
	}

	/**
	 * Add a single EPL statement to the Esper engine with a listener
	 * to respond to the Statement.
	 */
	private EPStatement addStatement(String epl, UpdateListener listener) {
		// log.debug("Adding statement: {}", epl);

		EPStatement statement = engine.getEPAdministrator().createEPL(epl);

		if (listener != null) {
			statement.addListener(listener);
		}

		return statement;
	}

	/**
	 * Add a single EPL statement to the Esper engine with a listener
	 * to respond to the Statement.
	 */
	private EPStatement addStatement(String epl, StatementAwareUpdateListener listener) {
		// log.debug("Adding statement aware statement: {}", epl);

		EPStatement statement = engine.getEPAdministrator().createEPL(epl);

		if (listener != null) {
			statement.addListener(listener);
		}

		return statement;
	}

	/**
	 * Send a single TickEvent to Esper.
	 */
	public void process(TickEvent tick) {
		process(new CurrentTimeEvent(tick.getTime().getMillis()));
		engine.getEPRuntime().sendEvent(tick);
	}

	/**
	 * Update Esper's internal clock.
	 */
	public void process(CurrentTimeEvent timeEvent) {
		engine.getEPRuntime().sendEvent(timeEvent);
	}
}