我想在esper中记录数据处理时间,我选择Bollinger Band作为示例。在布林带,有一个叫做移动平均线(MA)。 MA从计算股票价格平均值的结果中获得。在这种情况下,我设置win:length(20)。因此,MA可以从数据窗口视图中存在的20个事件的平均股票价格计算结果中获得。以下是我创建的代码。
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();
}
}
从上面的代码中,如果计算出平均值,将记录时间。但我需要的是我希望在第20个事件和下一个事件进入数据窗口视图时记录时间。它是从布林带计算结果获得的开始时间和结束时间。我的问题是如何记录第20个事件的时间,同时下一个事件进入窗口视图数据。请帮忙
答案 0 :(得分:0)
发送事件时,CSV适配器不提供回调。但是,您可以轻松更改其代码。或者您可以使用不同的CSV阅读器并通过运行时API发送事件。
答案 1 :(得分:0)
也许有某种TickCounter,其中有一个带有键值对(item_count和timestamp)的映射。您可以在第二个UpdateListener中更新它,当然您总是可以查找键20的项目。
顺便说一下,我使用了布林带计算,但使用了Storm和EsperBolt。在这里博客: http://chanchal.wordpress.com/2014/07/08/using-esperbolt-and-storm-to-calculate-bollinger-bands/