model.xml

<project heartbeat-interval="1" luaroot="@ESP_PROJECT_OUTPUT@/luaroot" name="lua_pattern" pubsub="auto" threads="1">
  <description><![CDATA[This model identifies increases in a stock's price within a specific time interval. The Pattern window uses Lua code to define the events of interest to be matched.]]></description>
  <metadata>
    <meta id="studioUploadedBy">anonymousUser</meta>
    <meta id="studioUploaded">1722341401254</meta>
    <meta id="studioModifiedBy">anonymousUser</meta>
    <meta id="studioModified">1722341525270</meta>
    <meta id="layout">{"cq1":{"patternWindow_01":{"x":50,"y":175},"sourceWindow_01":{"x":50,"y":50}}}</meta>
    <meta id="studioTags">Example</meta>
  </metadata>
  <contqueries>
    <contquery name="cq1">
      <windows>
        <window-source index="pi_EMPTY" insert-only="true" name="sourceWindow_01">
          <description><![CDATA[This Source window is where stock trades from the stocktrades.csv file enter the model. When data is passed into this window, the following date format must be used: %Y-%m-%d %H:%M:%S]]></description>
          <schema>
            <fields>
              <field key="true" name="ID" type="int32"/>
              <field name="symbol" type="string"/>
              <field name="currency" type="int32"/>
              <field name="udate" type="int64"/>
              <field name="msecs" type="int32"/>
              <field name="price" type="double"/>
              <field name="quant" type="int32"/>
              <field name="venue" type="int32"/>
              <field name="broker" type="int32"/>
              <field name="buyer" type="int32"/>
              <field name="seller" type="int32"/>
              <field name="buysellflg" type="int32"/>
              <field name="trade_time" type="stamp"/>
            </fields>
          </schema>
          <connectors>
            <connector class="fs" name="input_pattern">
              <properties>
                <property name="type"><![CDATA[pub]]></property>
                <property name="dateformat"><![CDATA[%Y-%m-%d %H:%M:%S]]></property>
                <property name="fsname"><![CDATA[@ESP_PROJECT_HOME@/test_files/stocktrades.csv]]></property>
                <property name="fstype"><![CDATA[csv]]></property>
              </properties>
            </connector>
          </connectors>
        </window-source>
        <window-pattern name="patternWindow_01">
          <description><![CDATA[Stock trade patterns are matched in this Pattern window.]]></description>
          <schema>
            <fields>
              <field key="true" name="ID" type="int64"/>
              <field name="ID1" type="int32"/>
              <field name="ID2" type="int32"/>
              <field name="ID3" type="int32"/>
            </fields>
          </schema>
          <patterns>
            <pattern name="pattern1" index="symbol">
              <lua-events>
                <event name="e1" func="f1"/>
                <event name="e2" func="f2"/>
                <event name="e3" func="f3"/>
              </lua-events>
              <logic><![CDATA[fby{200 milliseconds}(e1, e2, e3)]]></logic>
              <code output="output"><![CDATA[function f1(event,context)
    if (event.symbol=="GMTC") then
        return true,{p0=event.price,q0=event.quant}
    end

    return false
end

function f2(event,context)
    if (context.data.p0<event.price*1.5 and context.data.q0<event.quant*1.5)
    then
        return true,{p1=event.price,q1=event.quant}
    end

    return false
end

function f3(event,context)
    return context.data.p1<event.price*1.5 and context.data.q1<event.quant*1.5
end

function output(context)
    local   event = {}
    event.ID1 = context.events.e1.ID
    event.ID2 = context.events.e2.ID
    event.ID3 = context.events.e3.ID
    return event
end		
]]></code>
              <timefields>
                <timefield source="sourceWindow_01" field="trade_time"/>
              </timefields>
            </pattern>
          </patterns>
        </window-pattern>
      </windows>
      <edges>
        <edge source="sourceWindow_01" target="patternWindow_01"/>
      </edges>
    </contquery>
  </contqueries>
</project>