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Taketrung / betting-ai

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Simplify usage of CEP (esper) inside of traders #83

Open GoogleCodeExporter opened 9 years ago

GoogleCodeExporter commented 9 years ago 
At the moment, the same esper initialisation code is placed inside all traders, 
it would be good to create AbstractEsperTrader that provide CEP capabilities 
for traders.

The next issue is that to calculate slope or delta values for price or traded 
volume, trader has to be aware of epl statement and has to process esper 
events. It would be great to create abstraction layer, so that trader can just 
call: if(delta(tradervolume, 30sec)> .... It would introduce separation of 
state management from event processing.

Original issue reported on code.google.com by daniel.k...@gmail.com on 18 Feb 2011 at 9:23

GoogleCodeExporter commented 9 years ago 
Warning,

Changing Market Simulator to analyse markets in parallel broke some esper based 
traders.  Make them tread safe, the one that was already made tread safe is 
dk.bettingai.trader.pricepriceslope. PricePriceSlopeTrader

Original comment by daniel.k...@gmail.com on 24 Feb 2011 at 1:23

GoogleCodeExporter commented 9 years ago

Original comment by daniel.k...@gmail.com on 24 Feb 2011 at 5:33

GoogleCodeExporter commented 9 years ago

Original comment by daniel.k...@gmail.com on 4 Mar 2011 at 5:41

GoogleCodeExporter commented 9 years ago

Original comment by daniel.k...@gmail.com on 14 Apr 2011 at 11:28