Brummel/MycLib
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Polished DataProvider & Converter, RTTI field access

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This commit is contained in:
Michael Schimmel
2025-07-15 01:56:44 +02:00
parent 4247fde7cd
commit 1a2b6cf8a0
15 changed files with 687 additions and 1044 deletions
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AuraTrader/MainForm.pas
+128 -15
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@@ -30,6 +30,7 @@ uses
Myc.Trade.Types,
Myc.Trade.DataStream,
Myc.Trade.DataPoint,
Myc.Trade.DataConverter,
Myc.Signals,
Myc.Mutable,
Myc.Signals.FMX,
@@ -74,11 +75,13 @@ type
TestPopup: TPopup;
FlowLayout: TFlowLayout;
StrategyButton: TSpeedButton;
Strat2Button: TSpeedButton;
procedure FormCreate(Sender: TObject);
procedure FormDestroy(Sender: TObject);
procedure StopButtonClick(Sender: TObject);
procedure TreeViewDblClick(Sender: TObject);
procedure AddWorkspaceActionExecute(Sender: TObject);
procedure Strat2ButtonClick(Sender: TObject);
procedure TestActionExecute(Sender: TObject);
procedure StrategyButtonClick(Sender: TObject);
private
@@ -279,12 +282,12 @@ end;
function TForm1.ExecuteStrategy(const Symbol: String; const Processor: IMycProcessor<TArray<TDataPoint<TAskBidItem>>>): TState;
var
dataProvider: IMycConverter<TArray<TDataPoint<TAuraAskBidFileItem>>, TArray<TDataPoint<TAskBidItem>>>;
dataProvider: TConverter<TArray<TDataPoint<TAuraAskBidFileItem>>, TArray<TDataPoint<TAskBidItem>>>;
begin
var terminated := TFlag.CreateObserver(FTerminate.Signal).State;
dataProvider :=
TMycGenericConverter<TArray<TDataPoint<TAuraAskBidFileItem>>, TArray<TDataPoint<TAskBidItem>>>.Create(
TConverter<TArray<TDataPoint<TAuraAskBidFileItem>>, TArray<TDataPoint<TAskBidItem>>>.CreateGeneric(
function(const Values: TArray<TDataPoint<TAuraAskBidFileItem>>): TArray<TDataPoint<TAskBidItem>>
begin
SetLength(Result, Length(Values));
@@ -328,32 +331,141 @@ begin
/////
var timeframe := TTimeframe.S15;
var timeframe := TTimeframe.H4;
var ticker := TTicker<TDataPoint<TAskBidItem>>.Create;
var ticker := TConverter.CreateTicker<TDataPoint<TAskBidItem>>;
var OhlcPoint := TTicksToBars.Create(timeframe);
ticker.Sender.Link(OhlcPoint);
var lastPrice :=
ticker.Chain<TDataPoint<Double>>(
function(const Tick: TDataPoint<TAskBidItem>): TDataPoint<Double>
begin
Result.Time := Tick.Time;
Result.Data := 0.5 * (Tick.Data.Ask + Tick.Data.Bid);
end
);
var Timestamps: IMycConverter<TDataPoint<TOhlcItem>, TDateTime> :=
TMycGenericConverter<TDataPoint<TOhlcItem>, TDateTime>
.Create(function(const Ohlc: TDataPoint<TOhlcItem>): TDateTime begin Result := Ohlc.Time; end);
var OhlcPoint := lastPrice.Chain<TDataPoint<TOhlcItem>>(TTickAggregation.Create(timeframe));
var Timestamps := OhlcPoint.Chain<TDateTime>(function(const Ohlc: TDataPoint<TOhlcItem>): TDateTime begin Result := Ohlc.Time; end);
var Ohlc := OhlcPoint.Chain<TOhlcItem>(function(const Ohlc: TDataPoint<TOhlcItem>): TOhlcItem begin Result := Ohlc.Data; end);
var Closes := Ohlc.Chain<Double>(function(const Ohlc: TOhlcItem): Double begin Result := Ohlc.Close; end);
var Hull := Closes.Chain<Double>(TIndicators.CreateHMA(150));
var Sma := Closes.Chain<Double>(TIndicators.CreateSMA(50));
var Ema := Closes.Chain<Double>(TIndicators.CreateEMA(21));
var Boli := Closes.Chain<TBollingerBandsResult>(TIndicators.CreateBollingerBands(20, 2.0));
var Rsi := Closes.Chain<Double>(TIndicators.CreateRSI(14));
var Macd := Closes.Chain<TMacdResult>(TIndicators.CreateMACD(12, 26, 9));
var Stoch := Ohlc.Chain<TStochasticResult>(TIndicators.CreateStochastic(14, 3));
chart.SetXAxisSeries(timeframe, Timestamps.Sender);
var Panel := chart.AddPanel;
Panel.AddOhlcSeries(Ohlc.Sender);
Panel.AddDoubleSeries(Hull.Sender, TAlphaColors.Aliceblue);
Panel.AddDoubleSeries(Sma.Sender, TAlphaColors.Yellow);
Panel.AddDoubleSeries(Ema.Sender, TAlphaColors.Aqua);
Panel.AddDoubleSeries(Boli.Field<Double>('UpperBand').Sender, TAlphaColors.Gray);
Panel.AddDoubleSeries(Boli.Field<Double>('MiddleBand').Sender, TAlphaColors.Darkgray, 1.0);
Panel.AddDoubleSeries(Boli.Field<Double>('LowerBand').Sender, TAlphaColors.Gray);
Panel := chart.AddPanel;
Panel.AddDoubleSeries(Rsi.Sender, TAlphaColors.Fuchsia);
Panel := chart.AddPanel;
Panel.AddDoubleSeries(Macd.Field<Double>('MacdLine').Sender, TAlphaColors.Orange);
Panel.AddDoubleSeries(Macd.Field<Double>('SignalLine').Sender, TAlphaColors.Dodgerblue);
Panel.AddDoubleSeries(Macd.Field<Double>('Histogram').Sender, TAlphaColors.Lightgreen);
Panel := chart.AddPanel;
Panel.AddDoubleSeries(Stoch.Field<Double>('K').Sender, TAlphaColors.Green);
Panel.AddDoubleSeries(Stoch.Field<Double>('D').Sender, TAlphaColors.Red);
/////
var tickChart := TMycChart.Create(Self);
tickChart.Height := Layout.ChildrenRect.Width * 9 / 16;
AlignControl(tickChart);
tickChart.Lookback.Value := 1000000;
var TickTime := ticker.Field<TDateTime>('Time');
var TickData := ticker.Field<TAskBidItem>('Data');
var TickAsk := TickData.Field<Double>('Ask');
var TickBid := TickData.Field<Double>('Bid');
var TickSpread := TickData.Chain<Double>(function(const Tick: TAskBidItem): Double begin Result := Tick.Bid - Tick.Ask; end);
{ tickChart.SetXAxisSeries(TTimeframe.S, TickTime.Sender);
panel := tickChart.AddPanel;
panel.AddDoubleSeries(TickAsk.Sender, TAlphaColors.Blue);
panel.AddDoubleSeries(TickBid.Sender, TAlphaColors.Red);
panel := tickChart.AddPanel;
panel.AddDoubleSeries(TickSpread.Sender);
}
/////
var done := ExecuteStrategy(Symbol, ticker);
FProcessDone := TState.All([FProcessDone, done]);
end;
procedure TForm1.Strat2ButtonClick(Sender: TObject);
begin
var timeframe := TTimeframe.M15;
var ticker := TConverter.CreateTicker<TDataPoint<TAskBidItem>>;
var lastPrice :=
ticker.Chain<TDataPoint<Double>>(
function(const Tick: TDataPoint<TAskBidItem>): TDataPoint<Double>
begin
Result.Time := Tick.Time;
Result.Data := 0.5 * (Tick.Data.Ask + Tick.Data.Bid);
end
);
var OhlcPoint := TTickAggregation.Create(timeframe);
lastPrice.Sender.Link(OhlcPoint);
var Closes :=
TConverter<TDataPoint<TOhlcItem>, Double>
.CreateGeneric(function(const Ohlc: TDataPoint<TOhlcItem>): Double begin Result := Ohlc.Data.Close; end);
var Hull := TConverter<Double, Double>.CreateGeneric(TIndicators.CreateHMA(150));
var Timestamps :=
TConverter<TDataPoint<TOhlcItem>, TDateTime>
.CreateGeneric(function(const Ohlc: TDataPoint<TOhlcItem>): TDateTime begin Result := Ohlc.Time; end);
OhlcPoint.Sender.Link(TimeStamps);
var Layout := CurrLayout<TVertScrollBox>;
if Layout = nil then
exit;
var Symbol := SelectedSymbol;
if Symbol = '' then
exit;
var chart := TMycChart.Create(Self);
AlignControl(chart);
chart.Height := Layout.ChildrenRect.Width * 9 / 16;
chart.Lookback.Value := 50000;
/////
{
chart.SetXAxisSeries(timeframe, Timestamps.Sender);
var Panel := chart.AddPanel;
var Ohlc: IMycConverter<TDataPoint<TOhlcItem>, TOhlcItem> :=
TMycGenericConverter<TDataPoint<TOhlcItem>, TOhlcItem>
.Create(function(const Ohlc: TDataPoint<TOhlcItem>): TOhlcItem begin Result := Ohlc.Data; end);
OhlcPoint.Sender.Link(Ohlc);
Panel.AddOhlcSeries(Ohlc.Sender);
var Closes: IMycConverter<TOhlcItem, Double> :=
TMycGenericConverter<TOhlcItem, Double>.Create(function(const Ohlc: TOhlcItem): Double begin Result := Ohlc.Close; end);
Ohlc.Sender.Link(Closes);
var Hull: IMycConverter<Double, Double> := TGenericIndicator<Double, Double>.Create(TIndicators.CreateHMA(150));
@@ -477,6 +589,7 @@ begin
var done := ExecuteStrategy(Symbol, ticker);
FProcessDone := TState.All([FProcessDone, done]);
}
end;
end.