Complex event logic

##Introduction The purpose of complex event logic is to create Boolean expressions on event steams (timed events). This expression contains Boolean operator and time indicator. A Complexe expression is formed by

• Primary expressions : a primary expression applies on one event a simple Boolean expression (ex: bid > 1.5$ ).
• Temporal expressions : a temporal expression applies on one primary expression a timed validity period and an Boolean aggregation function. Ex :
  • Never during last 2 minutes
  • at least once during last 30 minutes
  • at least 90 percent of the time during 10 minutes.
  • The primary expression is true for the last event
• An aggregation of temporal expression with logic operator ex :
  • Bid > 10 during last 30 minutes and then (Bid < 10 on last tick and ask < 9 never during last 3 minutes)

Chain of true

The process of a expression is based on the chain of true.

The chain of true is a way to simplify and optimize computation of an expression.

Principle

When an event happens, it gets it's primary expressions evaluated : It is a direct evaluation based on event payload After the primary evaluation is computed, the temporal evaluation is computed :

• Primary evaluation is stored in a cache with a time-stamp.
• Outdated evaluation is removed from the cache (depends on the temporal expressions)
• Temporal expression is evaluated and stored in a cache.

When a request is done to evaluate a complex expression, the process works with a leaf to trunk approach on the expression graph. It uses temporal evaluation previously computed

After evaluation a list of time-stamps when the expression started to be true is given

type of expression	Start to be true if asked at timestamp t1
Temporal expression	if last expression before t1 was evaluated true, timestamp of this evaluation else empty
Or expression	Set of all resulting timestamps of sub expression evalated at date t1
And expression	"scalar product" of all timestamp's results of all sub-expressions. Min time stamp is taken ex given A = {t1,t2} , B = {t3,t4} then A and B -> {min(t1,t3),min(t1,t4),min(t2,t3),min(t2,t4) }
And Then Expression	if A and then B, evaluate B at t1 and for each timestamp's results evaluate A at this timestamp.

The chain of true prevent usage of not in the global expression

##Some examples

###Simple OR

true if

• B is true at 0 and A is true at -4
• C is true at 0 and A is true at -4

###Simple and

true if

• B is true at 0 and C is true at 0 (conventional) and A is true at 5

###AND and then OR

True if

• B is true at 0 and D is true at 0 and C is true at -5 and A is true at -8
• B is true at 0 and E is true at 0 and C is true at -6 and A is true at -9