CODEWITHSUNDEEP
c#sql-serverstreaminsight
Carvellis
Carvellis

Reputation: 4042

Code in StreamInsight queries

I'm developing an algorithmic trading application using complex event processing and I'm looking into Microsoft StreamInsight as CEP processor. However I'm not sure if everything I want to do is possible within StreamInsight.

Particularly, I would need to be able to dynamically create strategies that would then be inserted into the server as standing queries. For example, person A creates a strategy where a buy order has to be placed when the 30 day average of stock X rises above a certain value. This would then have to be translated in a StreamInsight query and be placed on the server at runtime.

What sort of code can I execute in a StreamInsight query? I'm not sure if all the processing that I want to do is possible in a StreamInsight query, since they are linq queries. Can I use data from other data sources? Can I use switches, loops, variable declarations etc. in a query? Or is it just one single query, like with compiled queries?

This all probably sounds a bit fuzzy, if need be I will try to clarify further. Basically, my question is, how complex can I program my StreamInsight queries? The samples that I have found only show simple filtering, grouping, etc.

Suggestions about other CEP servers are also welcome, although I would really prefer to stay in my area of expertise, which is .NET/C#.

Upvotes: 0

Views: 885

Answers (2)

DevBiker
DevBiker

Reputation: 451

You can create queries while the StreamInsight server is running to do new things. Once you are familiar with the StreamInsight API, it's not that difficult to do and can be done local to the StreamInsight server (if you are hosting in-process) or remotely using the Management Service. As Colin said (above), you can add custom code into your queries to perform custom evaluations.

Upvotes: 1

Colin Meek
Colin Meek

Reputation: 26

Several extensibility points allow you to embed custom logic in your StreamInsight query:

  • User-defined aggregates and operators (http://msdn.microsoft.com/en-us/library/ee842720.aspx) allow you to perform arbitrary computations over the contents of a window.
  • User-defined functions (http://msdn.microsoft.com/en-us/library/ee378928.aspx) support custom logic over "primitive" types (strings, numbers, etc.).

StreamInsight's adapter model (http://msdn.microsoft.com/en-us/library/ee378877.aspx) allows you to connect to arbitrary data sources, whether they are real-time or historical.

If you have questions about how to enable specific functionality, please let us know!

-Colin

Upvotes: 1

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