how to record the arrival time of an event in esper

Question

I want to record a data processing time in esper and I choose Bollinger Band as example. In Bollinger Band, there is called Moving Average (MA). that MA obtained from the result of calculate the stock price average. In this case, I set win:length(20). So, the MA can be obtained from the result of calculate the stock price average from 20 events that exists in the data window view. The following is code that i created.

public class BollingerBand {
    static double startTime, finishTime;

    public static void main (String [] args){
        Configuration configuration = new Configuration();
        configuration.addEventType("Stock", Stock.class);

        EPServiceProvider epService = EPServiceProviderManager.getDefaultProvider(configuration);
        AdapterInputSource source = new AdapterInputSource("BollingerBand.csv");

        EPStatement statement = epService.getEPAdministrator().createEPL("insert into Aggregation " +
                "select prevcount(symbol), symbol, avg(price) as SimpleMovingAverage, stddev(price) as StandardDeviation, " +
                "last(price) as price, last(timestamp) as date from Stock.std:groupwin(symbol).win:length(20)" +
                " group by symbol having count(*) >=20");

        statement.addListener(new UpdateListener() {

            public void update(EventBean[] newEvents, EventBean[] oldEvents) {
                // TODO Auto-generated method stub
                //System.out.println("Event Receive : "+newEvents[0].getUnderlying());
                startTime = System.currentTimeMillis();
                System.out.println("\nStart time : " + startTime + " miliseconds\n");
            }
        });

        EPStatement statement2 = epService.getEPAdministrator().createEPL("select symbol, " +
                 "SimpleMovingAverage + 2*StandardDeviation as UpperBand," +
                 "SimpleMovingAverage as MiddleBand," +
                 "SimpleMovingAverage - 2*StandardDeviation as LowerBand," +
                 "price," +
                 "4*StandardDeviation/SimpleMovingAverage as Bandwidth," +
                 "(price - (SimpleMovingAverage - (2 * StandardDeviation))) / ((SimpleMovingAverage + " +
                 "(2 * StandardDeviation)) - (SimpleMovingAverage - (2 * StandardDeviation))) as PercentB," +
                 "date from Aggregation");

        statement2.addListener(new UpdateListener() {

            public void update(EventBean[] newEvents, EventBean[] oldEvents) {
                // TODO Auto-generated method stub
                //System.out.println("Event Receive : "+newEvents[0].getUnderlying());
                finishTime = System.currentTimeMillis();
                System.out.println("Start time : " + startTime + " miliseconds");
                System.out.println("Finish time : " + finishTime + " miliseconds");
                System.out.println("Processing time : " + (finishTime-startTime) + " miliseconds");
            }
        });

        (new CSVInputAdapter(epService, source, "Stock")).start();
    }

}

From the above code, time will be recorded if the average has calculated. But what i need is I want the time is recorded when the 20th event and next event enter to data window view. It's as the start time and finish time obtained from bollinger band calculation result. My question is how to record time of the 20th event and in the same time next event enter to the window view data. please help

score 0 · Answer 1 · answered Jun 10 '13 at 12:14

0

The CSV adapter doesn't provide a callback when events are sent. You could easily change its code however. Or you could use a different CSV reader and send the events via runtime API.

answered Jun 10 '13 at 12:14

user650839

2,594
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can you explain it more detail to me? may be you can give an example for explain it. – user0550 Jun 12 '13 at 08:51

score 0 · Answer 2 · answered Jul 08 '14 at 13:06

Maybe have some sort of TickCounter in which there's a map that takes a key value pair of (item_count and timestamp). You update this in your second UpdateListener and of course you can always lookup the item of key 20.

By the way, I've used your Bollinger Band Calculation but using Storm and the EsperBolt. Blogged about it here: http://chanchal.wordpress.com/2014/07/08/using-esperbolt-and-storm-to-calculate-bollinger-bands/

how to record the arrival time of an event in esper

2 Answers2