IBM InfoSphere Streams Version 4.1.1

SPL File `VWAPDeltaAggressive.spl`

SPL standard and specialized toolkits > com.ibm.streams.financial 2.0.0 > com.ibm.streams.financial.analytics.equity.strategy > VWAPDeltaAggressive.spl

Content

Operators

VWAPDeltaAggressive: The VWAPDeltaAggressive operator examines the opportunity levels that are coming in from the OpportunityRater operator.

Composites

composite VWAPDeltaAggressive(output GeneratedOrders; input RatedQuotes)

The VWAPDeltaAggressive operator examines the opportunity levels that are coming in from the OpportunityRater operator. The operator evaluates the opportunity levels against several criteria to determine whether to generate an order for execution.

For the purposes of illustration, the following are some fairly arbitrary criteria:

The current opportunity level must be greater than 3. If this criterion is met, an order is generated to buy or sell 100% of the shares in the incoming quote.

The source code for the VWAPDeltaAggressive operator can be found in the $STREAMS_INSTALL/toolkits/com.ibm.streams.financial/com.ibm.streams.financial/analytics/equity/strategy directory.

Input Ports

RatedQuotes: The VWAPDeltaAggressive operator has one input port.

Output Ports