Processor-Result

Src/Myc.Trade.DataPoint.pas

@@ -30,25 +30,30 @@ type
     end;
 
     IMycProcessor<T> = interface
-        procedure ProcessData(const Value: T);
+        function ProcessData(const Value: T): Boolean;
     end;
 
-    TMycGenericProcessor<T> = class(TInterfacedObject, IMycProcessor<T>)
+    TMycProcessor<T> = class abstract(TInterfacedObject, IMycProcessor<T>)
+    protected
+        function ProcessData(const Value: T): Boolean; virtual; abstract;
+    end;
+
+    TMycGenericProcessor<T> = class(TMycProcessor<T>)
         type
-            TProc = reference to procedure(const Value: T);
+            TProc = reference to function(const Value: T): Boolean;
     private
         FProc: TProc;
-        procedure ProcessData(const Value: T);
+        function ProcessData(const Value: T): Boolean; override;
     public
         constructor Create(const AProc: TProc);
     end;
 
     TMycContainedProcessor<T> = class(TContainedObject, IMycProcessor<T>)
         type
-            TProc = procedure(const Value: T) of object;
+            TProc = function(const Value: T): Boolean of object;
     private
         FProc: TProc;
-        procedure ProcessData(const Value: T);
+        function ProcessData(const Value: T): Boolean;
     public
         constructor Create(const Controller: IInterface; const AProc: TProc);
     end;
@@ -420,9 +425,9 @@ begin
     FProc := AProc;
 end;
 
-procedure TMycGenericProcessor<T>.ProcessData(const Value: T);
+function TMycGenericProcessor<T>.ProcessData(const Value: T): Boolean;
 begin
-    FProc(Value);
+    Result := FProc(Value);
 end;
 
 constructor TMycContainedProcessor<T>.Create(const Controller: IInterface; const AProc: TProc);
@@ -431,9 +436,9 @@ begin
     FProc := AProc;
 end;
 
-procedure TMycContainedProcessor<T>.ProcessData(const Value: T);
+function TMycContainedProcessor<T>.ProcessData(const Value: T): Boolean;
 begin
-    FProc(Value);
+    Result := FProc(Value);
 end;
 
 end.

Src/Myc.Trade.DataStream.pas

@@ -436,7 +436,9 @@ begin
         DataFile.Chain(
             function(const Data: TArray<TDataPoint<T>>): TState
             begin
-                Processor.ProcessData(Data);
+                if not Processor.ProcessData(Data) then
+                    exit( TState.Null );
+
                 Result := ProcessFile(nextFileInfo, nextFile, cTerminated, Processor);
             end
         );