ch.algotrader.esper

Class EngineImpl

java.lang.Object

ch.algotrader.esper.AbstractEngine

ch.algotrader.esper.EngineImpl

All Implemented Interfaces:

Engine

public class EngineImpl
extends AbstractEngine

Esper based implementation of an Engine

Author:

Andy Flury

Method Summary

Modifier and Type	Method and Description
void	addClosePositionCallback(long securityId, java.util.function.Consumer<PositionMutationVO> consumer) Adds a Consumer to the given Engine that will be invoked as soon as a Position on the given Security has been closed.
void	addEventType(java.lang.String eventTypeName, java.lang.String eventClassName) Adds the given Event Type to the specified Engine.
void	addFirstTickCallback(java.util.Collection<java.lang.Long> securityIds, java.util.function.BiConsumer<java.lang.String,java.util.List<TickVO>> consumer) Adds a BiConsumer to the given Engine that will be invoked as soon as at least one Tick has arrived for each of the specified securities
void	addFullExecutionCallback(java.util.Collection<java.lang.String> orderIntIds) Adds a callback to the given Engine that will throw an exception unless all orders have been fully executed.
void	addOpenPositionCallback(long securityId, java.util.function.Consumer<PositionMutationVO> consumer) Adds a Consumer to the given Engine that will be invoked as soon as a new Position on the given Security has been opened or modified.
void	addTimerCallback(java.util.Date dateTime, java.lang.String name, java.util.function.Consumer<java.util.Date> consumer) Adds a Consumer to the given Engine that will be invoked at the give time.
void	addTradeCallback(java.util.Collection<java.lang.String> orderIntIds, java.util.function.BiConsumer<java.lang.String,java.util.List<OrderStatusVO>> consumer) Adds a BiConsumer to the given Engine that will be invoked as soon as all orders have been fully executed, rejected or cancelled.
void	addTradePersistedCallback(java.util.Collection<java.lang.String> orderIntIds, java.util.function.Consumer<java.util.List<OrderCompletionVO>> consumer) Adds a Consumer to the given Engine that will be invoked as soon as all orders have been fully executed or cancelled and fully persisted.
void	coordinate(com.espertech.esperio.CoordinatedAdapter inputAdapter) Coordinates the given InputAdapter.
void	deployAllModules() Deploys all modules defined for given Strategy
void	deployInitModules() Deploys all init-modules defined for given Strategy
void	deployModule(java.lang.String moduleName) Deploys the specified module into the specified Engine.
void	deployRunModules() Deploys all run-modules defined for given Strategy
void	deployStatement(java.lang.String statementExpression) Deploys the statement from the given statementExpression into the specified Engine.
void	deployStatement(java.lang.String moduleName, java.lang.String statementName) Deploys the statement from the given moduleName with the given statementName into the specified Engine.
void	deployStatement(java.lang.String moduleName, java.lang.String statementName, java.lang.String alias, java.lang.Object[] params) Deploys the statement from the given moduleName with the given statementName into the specified Engine.
void	deployStatement(java.lang.String moduleName, java.lang.String statementName, java.lang.String alias, java.lang.Object[] params, java.lang.Object callback) Deploys the statement from the given moduleName with the given statementName into the specified Engine.
void	deployStatement(java.lang.String moduleName, java.lang.String statementName, java.lang.String alias, java.lang.Object[] params, java.lang.Object callback, boolean force) Deploys the statement from the given moduleName with the given statementName into the specified Engine.
void	destroy() Destroys the specified Engine.
java.util.List	executeQuery(java.lang.String query) Executes an arbitrary EPL query on the Engine.
java.lang.Object	executeSingelObjectQuery(java.lang.String query) Executes an arbitrary EPL query that is supposed to return one single object on the Engine.
java.lang.Object	executeSingelObjectQuery(java.lang.String query, java.lang.String attributeName) Executes an arbitrary EPL query that is supposed to return one single object on the Engine.
java.util.List	getAllEvents(java.lang.String statementName) Retrieves all events currently held by the given statement.
java.util.List	getAllEventsProperty(java.lang.String statementName, java.lang.String property) Retrieves all events currently held by the given statement and returns the property by the propertyName for all events.
java.util.Date	getCurrentTime() Returns the current time of the given Engine
long	getCurrentTimeInMillis() Returns the current time of the given Engine
java.lang.Object	getLastEvent(java.lang.String statementName) Retrieves the last event currently held by the given statement.
java.lang.Object	getLastEventProperty(java.lang.String statementName, java.lang.String propertyName) Retrieves the last event currently held by the given statement and returns the property by the propertyName
java.lang.Object	getVariableValue(java.lang.String variableName) Returns the value of the specified Variable
void	initCoordination() Prepares the given Engine for coordinated input of CSV-Files
void	initialize() Initializes the specified Engine.
void	initServices() Makes services available via variables
boolean	isDeployed(java.lang.String statementNameRegex) Returns true if the statement by the given statementNameRegex is deployed.
boolean	isDestroyed() returns true if the Engine is destroyed.
void	restartStatement(java.lang.String statementName) Restarts the given Statement
void	sendEvent(java.lang.Object obj) Sends an Event into this Engine.
void	setInternalClock(boolean internalClock) Sets the internal clock of the specified Engine
void	setVariableValue(java.lang.String variableName, java.lang.Object value) sets the value of the specified Variable
void	setVariableValueFromString(java.lang.String variableName, java.lang.String value) sets the value of the specified Variable by parsing the given String value.
void	startCoordination() Starts coordination for the given Engine.
void	undeployAllStatements() Undeploys all statements from the specified Engine.
void	undeployModule(java.lang.String moduleName) Undeploys the specified module from the specified Engine.
void	undeployStatement(java.lang.String statementName) Undeploys the specified statement from the specified Engine.

Methods inherited from class ch.algotrader.esper.AbstractEngine

getStrategyName, isInternalClock, toString

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

Method Detail

isDestroyed

public boolean isDestroyed()

Description copied from interface: Engine

returns true if the Engine is destroyed.

Specified by:

isDestroyed in interface Engine

Overrides:

isDestroyed in class AbstractEngine

destroy

public void destroy()

Description copied from interface: Engine

Destroys the specified Engine.

Specified by:

destroy in interface Engine

Overrides:

destroy in class AbstractEngine

initialize

public void initialize()

Description copied from interface: Engine

Initializes the specified Engine.

Specified by:

initialize in interface Engine

Overrides:

initialize in class AbstractEngine

initServices

public void initServices()

Description copied from interface: Engine

Makes services available via variables

Specified by:

initServices in interface Engine

Overrides:

initServices in class AbstractEngine

deployStatement

public void deployStatement(java.lang.String statementExpression)

Description copied from interface: Engine

Deploys the statement from the given statementExpression into the specified Engine.

Specified by:

deployStatement in interface Engine

Overrides:

deployStatement in class AbstractEngine

deployStatement

public void deployStatement(java.lang.String moduleName,
                            java.lang.String statementName)

Description copied from interface: Engine

Deploys the statement from the given moduleName with the given statementName into the specified Engine.

Specified by:

deployStatement in interface Engine

Overrides:

deployStatement in class AbstractEngine

deployStatement

public void deployStatement(java.lang.String moduleName,
                            java.lang.String statementName,
                            java.lang.String alias,
                            java.lang.Object[] params)

Description copied from interface: Engine

Deploys the statement from the given moduleName with the given statementName into the specified Engine. In addition the given alias and Prepared Statement params are set on the statement

Specified by:

deployStatement in interface Engine

Overrides:

deployStatement in class AbstractEngine

deployStatement

public void deployStatement(java.lang.String moduleName,
                            java.lang.String statementName,
                            java.lang.String alias,
                            java.lang.Object[] params,
                            java.lang.Object callback)

Description copied from interface: Engine

Deploys the statement from the given moduleName with the given statementName into the specified Engine. In addition the given alias, Prepared Statement params and callback are set on the statement. If the a statement with the same name exists the command is aborted

Specified by:

deployStatement in interface Engine

Overrides:

deployStatement in class AbstractEngine

deployStatement

public void deployStatement(java.lang.String moduleName,
                            java.lang.String statementName,
                            java.lang.String alias,
                            java.lang.Object[] params,
                            java.lang.Object callback,
                            boolean force)

Description copied from interface: Engine

Deploys the statement from the given moduleName with the given statementName into the specified Engine. In addition the given alias, Prepared Statement params and callback are set on the statement. If force is true the statement will be deployed even if a statement with the same name already exsists.

Specified by:

deployStatement in interface Engine

Overrides:

deployStatement in class AbstractEngine

deployAllModules

public void deployAllModules()

Description copied from interface: Engine

Deploys all modules defined for given Strategy

Specified by:

deployAllModules in interface Engine

Overrides:

deployAllModules in class AbstractEngine

deployInitModules

public void deployInitModules()

Description copied from interface: Engine

Deploys all init-modules defined for given Strategy

Specified by:

deployInitModules in interface Engine

Overrides:

deployInitModules in class AbstractEngine

deployRunModules

public void deployRunModules()

Description copied from interface: Engine

Deploys all run-modules defined for given Strategy

Specified by:

deployRunModules in interface Engine

Overrides:

deployRunModules in class AbstractEngine

deployModule

public void deployModule(java.lang.String moduleName)

Description copied from interface: Engine

Deploys the specified module into the specified Engine.

Specified by:

deployModule in interface Engine

Overrides:

deployModule in class AbstractEngine

isDeployed

public boolean isDeployed(java.lang.String statementNameRegex)

Description copied from interface: Engine

Returns true if the statement by the given statementNameRegex is deployed.

Specified by:

isDeployed in interface Engine

Overrides:

isDeployed in class AbstractEngine

Parameters:

statementNameRegex - statement name regular expression

undeployAllStatements

public void undeployAllStatements()

Description copied from interface: Engine

Undeploys all statements from the specified Engine.

Specified by:

undeployAllStatements in interface Engine

Overrides:

undeployAllStatements in class AbstractEngine

undeployStatement

public void undeployStatement(java.lang.String statementName)

Description copied from interface: Engine

Undeploys the specified statement from the specified Engine.

Specified by:

undeployStatement in interface Engine

Overrides:

undeployStatement in class AbstractEngine

restartStatement

public void restartStatement(java.lang.String statementName)

Description copied from interface: Engine

Restarts the given Statement

Specified by:

restartStatement in interface Engine

Overrides:

restartStatement in class AbstractEngine

undeployModule

public void undeployModule(java.lang.String moduleName)

Description copied from interface: Engine

Undeploys the specified module from the specified Engine.

Specified by:

undeployModule in interface Engine

Overrides:

undeployModule in class AbstractEngine

addEventType

public void addEventType(java.lang.String eventTypeName,
                         java.lang.String eventClassName)

Description copied from interface: Engine

Adds the given Event Type to the specified Engine. this method can be used if an Event Type is not known at compile time and can therefore not be configured inside an esper-xxx.cfg.xml file

Specified by:

addEventType in interface Engine

Overrides:

addEventType in class AbstractEngine

sendEvent

public void sendEvent(java.lang.Object obj)

Description copied from interface: Engine

Sends an Event into this Engine.

Specified by:

sendEvent in interface Engine

Overrides:

sendEvent in class AbstractEngine

executeQuery

public java.util.List executeQuery(java.lang.String query)

Description copied from interface: Engine

Executes an arbitrary EPL query on the Engine.

Specified by:

executeQuery in interface Engine

Overrides:

executeQuery in class AbstractEngine

executeSingelObjectQuery

public java.lang.Object executeSingelObjectQuery(java.lang.String query,
                                                 java.lang.String attributeName)

Description copied from interface: Engine

Executes an arbitrary EPL query that is supposed to return one single object on the Engine.

Specified by:

executeSingelObjectQuery in interface Engine

Overrides:

executeSingelObjectQuery in class AbstractEngine

Parameters:

query - EPL expression

attributeName - name of the attribute if the query produces a result represented by a map of attributes.

executeSingelObjectQuery

public java.lang.Object executeSingelObjectQuery(java.lang.String query)

Description copied from interface: Engine

Executes an arbitrary EPL query that is supposed to return one single object on the Engine.

Specified by:

executeSingelObjectQuery in interface Engine

Overrides:

executeSingelObjectQuery in class AbstractEngine

getLastEvent

public java.lang.Object getLastEvent(java.lang.String statementName)

Description copied from interface: Engine

Retrieves the last event currently held by the given statement.

Specified by:

getLastEvent in interface Engine

Overrides:

getLastEvent in class AbstractEngine

getLastEventProperty

public java.lang.Object getLastEventProperty(java.lang.String statementName,
                                             java.lang.String propertyName)

Description copied from interface: Engine

Retrieves the last event currently held by the given statement and returns the property by the propertyName

Specified by:

getLastEventProperty in interface Engine

Overrides:

getLastEventProperty in class AbstractEngine

getAllEvents

public java.util.List getAllEvents(java.lang.String statementName)

Description copied from interface: Engine

Retrieves all events currently held by the given statement.

Specified by:

getAllEvents in interface Engine

Overrides:

getAllEvents in class AbstractEngine

getAllEventsProperty

public java.util.List getAllEventsProperty(java.lang.String statementName,
                                           java.lang.String property)

Description copied from interface: Engine

Retrieves all events currently held by the given statement and returns the property by the propertyName for all events.

Specified by:

getAllEventsProperty in interface Engine

Overrides:

getAllEventsProperty in class AbstractEngine

setInternalClock

public void setInternalClock(boolean internalClock)

Description copied from interface: Engine

Sets the internal clock of the specified Engine

Specified by:

setInternalClock in interface Engine

Overrides:

setInternalClock in class AbstractEngine

getCurrentTimeInMillis

public long getCurrentTimeInMillis()

Description copied from interface: Engine

Returns the current time of the given Engine

Specified by:

getCurrentTimeInMillis in interface Engine

Overrides:

getCurrentTimeInMillis in class AbstractEngine

getCurrentTime

public java.util.Date getCurrentTime()

Description copied from interface: Engine

Returns the current time of the given Engine

Specified by:

getCurrentTime in interface Engine

Overrides:

getCurrentTime in class AbstractEngine

initCoordination

public void initCoordination()

Description copied from interface: Engine

Prepares the given Engine for coordinated input of CSV-Files

Specified by:

initCoordination in interface Engine

Overrides:

initCoordination in class AbstractEngine

coordinate

public void coordinate(com.espertech.esperio.CoordinatedAdapter inputAdapter)

Description copied from interface: Engine

Coordinates the given InputAdapter.

Specified by:

coordinate in interface Engine

Overrides:

coordinate in class AbstractEngine

startCoordination

public void startCoordination()

Description copied from interface: Engine

Starts coordination for the given Engine.

Specified by:

startCoordination in interface Engine

Overrides:

startCoordination in class AbstractEngine

setVariableValue

public void setVariableValue(java.lang.String variableName,
                             java.lang.Object value)

Description copied from interface: Engine

sets the value of the specified Variable

Specified by:

setVariableValue in interface Engine

Overrides:

setVariableValue in class AbstractEngine

setVariableValueFromString

public void setVariableValueFromString(java.lang.String variableName,
                                       java.lang.String value)

Description copied from interface: Engine

sets the value of the specified Variable by parsing the given String value.

Specified by:

setVariableValueFromString in interface Engine

Overrides:

setVariableValueFromString in class AbstractEngine

getVariableValue

public java.lang.Object getVariableValue(java.lang.String variableName)

Description copied from interface: Engine

Returns the value of the specified Variable

Specified by:

getVariableValue in interface Engine

Overrides:

getVariableValue in class AbstractEngine

addTradeCallback

public void addTradeCallback(java.util.Collection<java.lang.String> orderIntIds,
                             java.util.function.BiConsumer<java.lang.String,java.util.List<OrderStatusVO>> consumer)

Description copied from interface: Engine

Adds a BiConsumer to the given Engine that will be invoked as soon as all orders have been fully executed, rejected or cancelled.

Specified by:

addTradeCallback in interface Engine

Overrides:

addTradeCallback in class AbstractEngine

addFullExecutionCallback

public void addFullExecutionCallback(java.util.Collection<java.lang.String> orderIntIds)

Description copied from interface: Engine

Adds a callback to the given Engine that will throw an exception unless all orders have been fully executed.

Specified by:

addFullExecutionCallback in interface Engine

Overrides:

addFullExecutionCallback in class AbstractEngine

addTradePersistedCallback

public void addTradePersistedCallback(java.util.Collection<java.lang.String> orderIntIds,
                                      java.util.function.Consumer<java.util.List<OrderCompletionVO>> consumer)

Description copied from interface: Engine

Adds a Consumer to the given Engine that will be invoked as soon as all orders have been fully executed or cancelled and fully persisted.

Specified by:

addTradePersistedCallback in interface Engine

Overrides:

addTradePersistedCallback in class AbstractEngine

addFirstTickCallback

public void addFirstTickCallback(java.util.Collection<java.lang.Long> securityIds,
                                 java.util.function.BiConsumer<java.lang.String,java.util.List<TickVO>> consumer)

Description copied from interface: Engine

Adds a BiConsumer to the given Engine that will be invoked as soon as at least one Tick has arrived for each of the specified securities

Specified by:

addFirstTickCallback in interface Engine

Overrides:

addFirstTickCallback in class AbstractEngine

addOpenPositionCallback

public void addOpenPositionCallback(long securityId,
                                    java.util.function.Consumer<PositionMutationVO> consumer)

Description copied from interface: Engine

Adds a Consumer to the given Engine that will be invoked as soon as a new Position on the given Security has been opened or modified.

Specified by:

addOpenPositionCallback in interface Engine

Overrides:

addOpenPositionCallback in class AbstractEngine

addClosePositionCallback

public void addClosePositionCallback(long securityId,
                                     java.util.function.Consumer<PositionMutationVO> consumer)

Description copied from interface: Engine

Adds a Consumer to the given Engine that will be invoked as soon as a Position on the given Security has been closed.

Specified by:

addClosePositionCallback in interface Engine

Overrides:

addClosePositionCallback in class AbstractEngine

addTimerCallback

public void addTimerCallback(java.util.Date dateTime,
                             java.lang.String name,
                             java.util.function.Consumer<java.util.Date> consumer)

Description copied from interface: Engine

Adds a Consumer to the given Engine that will be invoked at the give time. An optional name can be added which will be appended to the statement name.

Specified by:

addTimerCallback in interface Engine

Overrides:

addTimerCallback in class AbstractEngine