public void Run(RegressionEnvironment env)
{
var path = new RegressionPath();
env.CompileDeploy("create window AllTrades#keepall as SupportTradeEventWithSide", path);
env.CompileDeploy("insert into AllTrades select * from SupportTradeEventWithSide", path);
var epl = "@Name('s0') select us, them, corr.Correlation as crl " +
"from AllTrades as us, AllTrades as them," +
"method:" +
typeof(EPLFromClauseMethodNStream).FullName +
".ComputeCorrelation(us, them) as corr\n" +
"where us.Side != them.Side and corr.Correlation > 0";
env.CompileDeploy(epl, path).AddListener("s0");
var one = new SupportTradeEventWithSide("T1", "B");
env.SendEventBean(one);
Assert.IsFalse(env.Listener("s0").IsInvoked);
var two = new SupportTradeEventWithSide("T2", "S");
env.SendEventBean(two);
EPAssertionUtil.AssertPropsPerRowAnyOrder(
env.Listener("s0").GetAndResetLastNewData(),
new [] { "us","them","crl" },
new[] {new object[] {one, two, 1}, new object[] {two, one, 1}});
env.UndeployAll();
}
public static ComputeCorrelationResult ComputeCorrelation(
SupportTradeEventWithSide us,
SupportTradeEventWithSide them)
{
return new ComputeCorrelationResult(us != null && them != null ? 1 : 0);
}
