Stock Technical Analysis System Based on Real-Time Stream Processing

Nowadays a large number of applications requires continuous and timely processing of information as it flows from the periphery to the center of the system. Among numerous tools that support these scenarios, the Esper engine is one of the most excellent and practical ones. In this paper, we utilize the Esper engine and a series of financial models to design and implement Stock Technical Analysis System Based on Real-time Stream Processing(STAS). Several general financial models, such as the capital asset pricing model, Candlestick chart, KDJ index and MACD index, are introduced to fulfill the requirements from different users. All these models or indexes are supported by the Esper engine which has a superiority in real-time processing. In this system, users can choose their favorite stocks based on annualized income and visualize these selected stocks in the form of data list, graph and analysis report.