Concurrent DataStream-Chunks

AuraTrader/MainForm.pas

@@ -145,6 +145,14 @@ end;
 procedure TForm1.StopButtonClick(Sender: TObject);
 begin
     FTerminate.Notify;
+    TaskManager.WaitFor(FProcessDone);
+
+    var Layout := CurrLayout<TVertScrollBox>;
+    if Layout <> nil then
+    begin
+        Layout.Content.DeleteChildren;
+        Layout.Repaint;
+    end;
 end;
 
 procedure TForm1.TreeViewDblClick(Sender: TObject);
@@ -362,12 +370,12 @@ begin
     var Closes := Ohlc.Field<Double>('Close');
 
     var Hull := Closes.MakeParallel.Chain<Double>(TIndicators.CreateHMA(150));
-    var Sma := Closes.Chain<Double>(TIndicators.CreateSMA(50));
-    var Ema := Closes.Chain<Double>(TIndicators.CreateEMA(21));
+    var Sma := Closes.MakeParallel.Chain<Double>(TIndicators.CreateSMA(50));
+    var Ema := Closes.MakeParallel.Chain<Double>(TIndicators.CreateEMA(21));
     var Boli := Closes.MakeParallel.Chain<TBollingerBandsResult>(TIndicators.CreateBollingerBands(20, 2.0));
     var Rsi := Closes.MakeParallel.Chain<Double>(TIndicators.CreateRSI(14));
     var Macd := Closes.MakeParallel.Chain<TMacdResult>(TIndicators.CreateMACD(12, 26, 9));
-    var Stoch := Ohlc.Chain<TStochasticResult>(TIndicators.CreateStochastic(14, 3));
+    var Stoch := Ohlc.MakeParallel.Chain<TStochasticResult>(TIndicators.CreateStochastic(14, 3));
 
     chart.SetXAxisSeries(timeframe, Timestamps.Sender);
 
@@ -430,7 +438,7 @@ type
         pnl: Double;
     end;
 begin
-    var timeframe := TTimeframe.D;
+    var timeframe := TTimeframe.M15;
 
     var ticker := TConverter.CreateTicker<TDataPoint<TAskBidItem>>;
 
@@ -453,7 +461,7 @@ begin
     var Lowest: Double := Double.MaxValue;
     var Highest: Double := Double.MinValue;
 
-    var ATR := Ohlc[0].Chain<Double>(TIndicators.CreateATR(15));
+    var ATR := Ohlc[0].Chain<Double>(TIndicators.CreateATR(50)).MakeParallel;
     var ATRSeries := TConverter.CreateEndpoint<Double>(ATR.Sender, 5);
 
     var HullSeries := TConverter.CreateEndpoint<Double>(Hull.Sender, 5);

Src/Myc.Trade.DataStream.pas

@@ -62,7 +62,7 @@ type
 
         function ProcessChunks(
             const DataChunks: TArray<TArray<TDataPoint<T>>>;
-            const Terminated: TState;
+            Terminated: TState;
             Processor: IMycProcessor<TArray<TDataPoint<T>>>
         ): TState;
 
@@ -362,19 +362,28 @@ end;
 
 function TAuraDataServer<T>.ProcessChunks(
     const DataChunks: TArray<TArray<TDataPoint<T>>>;
-    const Terminated: TState;
+    Terminated: TState;
     Processor: IMycProcessor<TArray<TDataPoint<T>>>
 ): TState;
 begin
-    var done := TLatch.CreateLatch(Length(DataChunks));
+    var callProcess :=
+        function(Idx: Integer): TFunc<TState>
+        begin
+            var cChunk := DataChunks[Idx];
+            Result :=
+                function: TState
+                begin
+                    if not Terminated.IsSet then
+                        Result := Processor.ProcessData(cChunk);
+                end;
+        end;
 
     for var i := 0 to High(DataChunks) do
         if not Terminated.IsSet then
-            Processor.ProcessData(DataChunks[i]).Signal.Subscribe(done)
-        else
-            done.Notify;
-
-    Result := done.State;
+        begin
+            var q := TaskManager.RunTask(Result, callProcess(i));
+            Result := q;
+        end
 end;
 
 function TAuraDataServer<T>.ProcessFile(