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Hi guys,
I'm currently looking at three different CEP products
Streambase, Esper and Aleri
is someone using one of these products on a daily basis?
Thanks in advance
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bobbulo
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| Total Posts: 1 |
| Joined: Dec 2009 |
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Chances that you'll find someone who's using all three are quite slim. However, most people tend to try/evaluate a couple of CEP platforms before settling on a preferred solution.
Each of them has its strengths and drawbacks - and which one suits you will depend on what you're trying to achieve.
Esper - open source, low cost. The other two - commercially licensed and supported.
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| Have you looked at Microsoft SQL Server 2008 StreamInsight? |
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Nonius
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| Founding MemberNonius Unbound |
| Total Posts: 11347 |
| Joined: Mar 2004 |
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don't want to start a whole new thread on this, so I'll put it here.
anyone worked with Esper in Java environment?
I'm getting these annoying exceptions related to some shit in ANTLR.....this is supposedly IN antlr-runtime-3.1.1.jar
"log4j:WARN No appenders could be found for logger (com.espertech.esper.core.EPServiceProviderImpl).
log4j:WARN Please initialize the log4j system properly.
Exception in thread "main" java.lang.NoSuchMethodError: org.antlr.runtime.Lexer.(Lorg/antlr/runtime/CharStream;Lorg/antlr/runtime/RecognizerSharedState;)V
at com.espertech.esper.epl.generated.EsperEPL2GrammarLexer.(EsperEPL2GrammarLexer.java:418)
at com.espertech.esper.epl.generated.EsperEPL2GrammarLexer.(EsperEPL2GrammarLexer.java:415)
at com.espertech.esper.epl.parse.ParseHelper.parse(ParseHelper.java:109)
at com.espertech.esper.core.EPAdministratorHelper.compileEPL(EPAdministratorHelper.java:113)
at com.espertech.esper.core.EPAdministratorHelper.compileEPL(EPAdministratorHelper.java:87)
at com.espertech.esper.core.EPAdministratorImpl.createEPLStmt(EPAdministratorImpl.java:107)
at com.espertech.esper.core.EPAdministratorImpl.createEPL(EPAdministratorImpl.java:57)
at ReadWriteTextFileWithEncoding.read(ReadWriteTextFileWithEncoding.java:73)
at ReadWriteTextFileWithEncoding.main(ReadWriteTextFileWithEncoding.java:36)
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An a=a etc moment....http://www.dinbali.com/?page_id=74 |
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Nonius
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| Founding MemberNonius Unbound |
| Total Posts: 11347 |
| Joined: Mar 2004 |
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| nevermind. I fixed it. sorry. |
An a=a etc moment....http://www.dinbali.com/?page_id=74 |
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Crassus
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| Total Posts: 1191 |
| Joined: May 2004 |
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| Using Esper through a 3rd party platform. Haven't really tested anything else so can't offer any comparison |
by office boys, for office boys |
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Nonius
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| Founding MemberNonius Unbound |
| Total Posts: 11347 |
| Joined: Mar 2004 |
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you know a decent way to do candles for a given delta time but so that you get a candle for [0,t], [t,2t] etc?
googled and found these suggestions, but not obvious to me.
http://stackoverflow.com/questions/3223413/esper-c-e-p-querry-to-calculate-candlesticks-every-full-minute
this is more or less the same problem.
http://stackoverflow.com/questions/6027026/esper-aggregations-of-sub-timewindows |
An a=a etc moment....http://www.dinbali.com/?page_id=74 |
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Nonius
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| Founding MemberNonius Unbound |
| Total Posts: 11347 |
| Joined: Mar 2004 |
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| Mofos. Anyway, think i got it. |
An a=a etc moment....http://www.dinbali.com/?page_id=74 |
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Nonius
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| Founding MemberNonius Unbound |
| Total Posts: 11347 |
| Joined: Mar 2004 |
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is anyone using Esper?
the documentation leaves a bit to be desired. I'm ending up cobbling together lots of POJO listeners when I think a lot of what i want to do can be done with Esper statements alone.
anyway, here's a basic question. Assuming I am set up to send events of OHLC for a bunch of different securities, how can I on-the-fly compute a covariance matrix between either levels or returns for those securities over some time window? I know I can use stat:correl on pairs, but I'd like something a little easier to work with. |
An a=a etc moment....http://www.dinbali.com/?page_id=74 |
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Yes, we are using Esper at AlgoTrader
In our experience CEP (and especially Esper) is a very good technique to get started with algorithmic trading. With this technology time-based Market Data Analysis and Signal Generation are coded in EPL (similar to SQL) statements, whereas procedural actions like placing an order are coded in plain Java Code. The combination of the two provides a best-of-both-worlds approach and accommodates strategies that are predominantly time-based and therefore cannot be programed with traditional procedural programming languages. Also, the total amount of code is usually much smaller, even for complex strategies.
AlgoTrader is a Java based Algorithmic Trading Platform that enables development, simulation and execution of multiple strategies in parallel. The automated Trading Software can trade Forex, Options, Futures, Stocks & Commodities on different markets. the system is based on Open Source Technology like Esper, Spring, Hibernate, ActiveMQ & QuickFix/J. |
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