druska

/*****************************************************************************
 *                QuantCup 1:   Price-Time Matching Engine
 *
 * Submitted by: voyager
 *
 * Design Overview:
 *   In this implementation, the limit order book is represented using
 *   a flat linear array (pricePoints), indexed by the numeric price value.
 *   Each entry in this array corresponds to a specific price point and holds
 *   an instance of struct pricePoint. This data structure maintains a list

bbc4468

create database price_history_db

CREATE CONTINUOUS QUERY "cq_1m" ON "price_history_db" BEGIN SELECT MIN(price) as low, MAX(price) as high, FIRST(price) as open, LAST(price) as close, SUM(size) as volume INTO "price_1m" FROM "trade" GROUP BY time(1m), symbol END

CREATE CONTINUOUS QUERY "cq_5m" ON "price_history_db" BEGIN SELECT MIN(low) as low, MAX(high) as high, FIRST(open) as open, LAST(close) as close, SUM(volume) as volume INTO "price_5m" FROM "price_1m" GROUP BY time(5m), symbol END
CREATE CONTINUOUS QUERY "cq_15m" ON "price_history_db" BEGIN SELECT MIN(low) as low, MAX(high) as high, FIRST(open) as open, LAST(close) as close, SUM(volume) as volume INTO "price_15m" FROM "price_5m" GROUP BY time(15m), symbol END
CREATE CONTINUOUS QUERY "cq_1h" ON "price_history_db" BEGIN SELECT MIN(low) as low, MAX(high) as high, FIRST(open) as open, LAST(close) as close, SUM(volume) as volume INTO "price_1h" FROM "price_15m" GROUP BY time(1h), symbol END
CREATE CONTINUOUS QUERY "cq_6h" ON "price_history_db" BEGIN SELECT

thoughtpolice

-- probably broken
-- no polymorphic kind signatures, which may make things cleaner 
{-# OPTIONS_GHC -Wall #-}
{-# LANGUAGE DataKinds #-}
{-# LANGUAGE PolyKinds #-}
{-# LANGUAGE ConstraintKinds #-}
{-# LANGUAGE KindSignatures #-}
{-# LANGUAGE TypeFamilies #-}
{-# LANGUAGE GADTs #-}
{-# LANGUAGE TypeOperators#-}

liamoc

#include <stdio.h>

/* BEGIN HACKERY */

typedef struct field {
    enum {
      TABLE_NAME,
      TABLE_FIELD,
      TABLE_TERMINATOR
    } tag;