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Refactoring

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This commit is contained in:
Michael Schimmel
2025-06-07 12:28:50 +02:00
parent 2cdae3d3f6
commit 1f02733071
4 changed files with 318 additions and 131 deletions
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Src/Myc.Test.Trade.DataServer.pas
+19 -14
View File
@@ -4,7 +4,7 @@ interface
uses
System.SysUtils,
System.Generics.Collections, // E2003: Added for TList<T>
System.Generics.Collections,
DUnitX.TestFramework,
Myc.Signals,
Myc.Lazy,
@@ -14,6 +14,8 @@ uses
Myc.Trade.DataServer;
type
// Test fixture for TDataServer and TAuraTABFileServer, focusing on data equivalence
// with TDataSeries.LoadDataSeries.
[TestFixture]
[IgnoreMemoryLeaks(true)]
TTest_TABFileServer_Equivalence = class(TObject)
@@ -48,65 +50,68 @@ const
procedure TTest_TABFileServer_Equivalence.SetupFixture;
begin
// IsMemoryLow := function: Boolean begin exit(false); end;
// Load the ground truth data using the original LoadDataSeries function.
// SetupTaskManagerMock;
// TAskBid.ClearCache ensures a clean state for data series loading.
TAskBid.ClearCache;
end;
procedure TTest_TABFileServer_Equivalence.TearDownFixture;
begin
// Resets the global IsMemoryLow function pointer, if it was set for testing.
IsMemoryLow := nil;
end;
procedure TTest_TABFileServer_Equivalence.Setup;
begin
FServer := TTABFileServer.Create(C_TEST_FILENAME);
// Initializes the data server with a specific test file.
FServer := TAuraTABFileServer.Create(C_TEST_FILENAME);
end;
procedure TTest_TABFileServer_Equivalence.TearDown;
begin
// Releases the data server instance.
FServer := nil;
// Clears any cached data to prevent interference with subsequent tests.
TAskBid.ClearCache;
end;
procedure TTest_TABFileServer_Equivalence.Test_ServerReturnsSameDataAs_LoadDataSeries;
var
chunk: array[0..C_MAX_FETCH-1] of TDataPoint<TAskBidItem>;
chunk: array[0..C_MAX_FETCH - 1] of TDataPoint<TAskBidItem>;
Dst: TArray<TDataPoint<TAskBidItem>>;
i: Int64;
begin
// Loads the expected data directly using TAskBid.LoadDataSeries.WaitFor.
var ExpectedData := TAskBid.LoadDataSeries(C_TEST_FILENAME).WaitFor;
SetLength( Dst, Length( ExpectedData ) );
SetLength(Dst, Length(ExpectedData));
var cnt: Int64 := 0;
var n: Integer;
// Fetches data chunks from the server until all data is retrieved or server indicates live data.
while not FServer.IsLiveData.Value and (cnt < Length(Dst)) do
begin
n := FServer.GetChunk(chunk);
if n > 0 then
Move( chunk[0], dst[cnt], n * sizeof( TDataPoint<TAskBidItem> ) );
inc( cnt, n );
Move(chunk[0], dst[cnt], n * sizeof(TDataPoint<TAskBidItem>));
inc(cnt, n);
end;
// --- Assertions ---
// 1. Verify that the total number of records matches.
// 1. Verify that the total number of records fetched from the server matches the expected count.
Assert.AreEqual(Length(ExpectedData), cnt, 'Data record count mismatch');
// 2. Verify that the content of each record is identical.
// The loop checks every 1000th element for efficiency.
for n := 0 to High(ExpectedData) div 1000 do
begin
i := n * 1000;
// E2003: Removed assertion for 'Index', as it's not part of the IDataPoint interface.
// The index is an implementation detail of the faulty ConvertTicks and cannot be tested here.
Assert.AreEqual(Dst[i].Idx, i, 'Index mismatch ');
Assert.AreEqual(ExpectedData[i].TimeStamp, Dst[i].Time, 'Timestamp mismatch ');
Assert.AreEqual(ExpectedData[i].TimeStamp, Dst[i].Time, 'Timestamp mismatch');
Assert.AreEqual(ExpectedData[i].Data.Ask, Dst[i].Data.Ask, 'Ask price mismatch');
Assert.AreEqual(ExpectedData[i].Data.Bid, Dst[i].Data.Bid, 'Bid price mismatch');
end;
end;
initialization
// Registers the test fixture with DUnitX.
TDUnitX.RegisterTestFixture(TTest_TABFileServer_Equivalence);
end.
Src/Myc.Trade.DataSeries.pas
+119 -1
View File
@@ -46,7 +46,9 @@ uses
System.IOUtils,
Myc.Futures,
Myc.Signals,
Myc.Trade.DataPoint;
Myc.Lazy,
Myc.Trade.DataPoint,
Myc.Trade.DataServer;
type
// Generic class for loading and managing sequential time-series data.
@@ -94,6 +96,31 @@ type
TTick = TDataSeries<TAskBidItem>.TDataPoint;
end;
// Implements a data server that reads data from Aura-specific historical data files.
// It handles sequential loading of data files and transitions to "live data" mode
// when all historical files are exhausted.
TAuraFileServer<T: record> = class(TDataServer<TDataPoint<T>>, IDataServer<TDataPoint<T>>)
private
FIsLiveData: TMutable<Boolean>.IWriteable;
FCurrentFileName: string;
FCurrentData: TFuture<TArray<TDataSeries<T>.TDataPoint>>;
FNextFileName: string;
FNextData: TFuture<TArray<TDataSeries<T>.TDataPoint>>;
FCurrPosInFile: Int64;
FCurrentIdx: Int64;
FLastTimeStamp: TDateTime;
protected
function GetChunk(var Data: array of TDataPoint<T>): Integer; override;
function GetIsLiveData: TMutable<Boolean>; override;
public
constructor Create(const AFilename: String);
procedure AfterConstruction; override;
end;
// Specialized TAuraFileServer for TAskBidItem data.
TAuraTABFileServer = TAuraFileServer<TAskBidItem>;
// Parses a filename to extract symbol, year, month, and path.
function TryParseFileName(const FileName: string; out PathValue, SymbolValue: string; out YearValue, MonthValue: Integer): Boolean;
@@ -636,4 +663,95 @@ begin
end;
end;
{ TAuraFileServer<T> }
constructor TAuraFileServer<T>.Create(const AFilename: String);
begin
inherited Create;
FCurrentFileName := AFilename;
FIsLiveData := TMutable<Boolean>.CreateWriteable(false);
end;
procedure TAuraFileServer<T>.AfterConstruction;
begin
inherited;
// Asynchronously loads the initial data file.
FCurrentData := TDataSeries<T>.LoadDataFile(FCurrentFileName);
FCurrPosInFile := 0;
FCurrentIdx := 0;
// Initially sets the server to "not live data".
FIsLiveData.SetValue(false);
FLastTimeStamp := 0;
// Determines and asynchronously loads the next chronological file, if available.
FNextFileName := FindNextDataFile(FCurrentFileName);
if FNextFileName <> '' then
FNextData := TDataSeries<T>.LoadDataFile(FNextFileName);
end;
function TAuraFileServer<T>.GetChunk(var Data: array of TDataPoint<T>): Integer;
begin
Result := 0;
// Checks if the current data file is ready.
if FCurrentData.Done.IsSet then
begin
var maxLen := Length(Data);
var currData := FCurrentData.Value;
while Result < MaxLen do
begin
if FCurrPosInFile >= Length(currData) then
begin
// Transition to the next file if the current one is exhausted.
FCurrentData := FNextData;
FCurrentFileName := FNextFileName;
FCurrPosInFile := 0;
FNextFileName := '';
FNextData := TFuture<TArray<TDataSeries<T>.TDataPoint>>.Null;
if FCurrentFileName <> '' then
begin
// Loads the next file in the series.
FNextFileName := FindNextDataFile(FCurrentFileName);
if FNextFileName <> '' then
FNextData := TDataSeries<T>.LoadDataFile(FNextFileName);
// If the newly assigned current data is already loaded, continue processing.
if FCurrentData.Done.IsSet then
begin
currData := FCurrentData.Value;
continue;
end;
end
else
begin
// All historical files processed; transition to "live data" mode.
FIsLiveData.SetValue(true);
end;
break; // Exit loop if no more data or transition occurred.
end;
// Processes data point if its timestamp is strictly greater than the last processed one.
// This ensures chronological order and handles potential duplicate timestamps.
var item := currData[FCurrPosInFile];
if FLastTimeStamp < item.TimeStamp then
begin
FLastTimeStamp := item.TimeStamp;
Data[Result].Create(FCurrentIdx, FLastTimeStamp, item.Data);
inc(Result);
inc(FCurrentIdx);
end;
inc(FCurrPosInFile);
end;
end;
end;
function TAuraFileServer<T>.GetIsLiveData: TMutable<Boolean>;
begin
Result := FIsLiveData;
end;
end.
Src/Myc.Trade.DataServer.pas
+13 -116
View File
@@ -4,152 +4,49 @@ interface
uses
System.SysUtils,
System.Generics.Collections,
Myc.Lazy,
Myc.Trade.DataPoint,
Myc.Trade.DataSeries,
Myc.Signals, // Added for TLatch
Myc.Futures; // Added for TFuture
Myc.Signals,
Myc.Futures;
type
// Represents a generic data server capable of providing sequential data chunks.
// The type parameter T specifies the type of data points served.
IDataServer<T> = interface
['{A6E246A2-E84E-49AB-A63E-333E561E488C}']
// Provides a TMutable<Boolean> that indicates if the server is currently
// serving live data (true) or historical data (false).
function GetIsLiveData: TMutable<Boolean>;
// Retrieves a chunk of data into the provided dynamic array.
// Returns the number of items successfully read into the array.
function GetChunk(var Data: array of T): Integer;
property IsLiveData: TMutable<Boolean> read GetIsLiveData;
end;
// Abstract base class for IDataServer implementations.
TDataServer<T> = class(TInterfacedObject, IDataServer<T>)
protected
function GetIsLiveData: TMutable<Boolean>; virtual; abstract;
function GetChunk(var Data: array of T): Integer; virtual; abstract;
end;
// Represents a factory for creating IDataServer instances.
// The type parameter T specifies the type of data points the created server will provide.
IDataServerNode<T> = interface
['{DA3531F1-158E-4A63-8E5A-34089C537B1B}']
// Creates and returns a new instance of an IDataServer.
function CreateDataServer: IDataServer<T>;
end;
// Abstract base class for IDataServerNode implementations.
TDataServerNode<T> = class(TInterfacedObject, IDataServerNode<T>)
public
// Factory method to create the actual data server instance.
function CreateDataServer: IDataServer<T>; virtual; abstract;
end;
TTABFileServer = class(TDataServer<TDataPoint<TAskBidItem>>)
private
FFilename: String;
FIsLiveData: TMutable<Boolean>.IWriteable;
// Internal state
FCurrentFileName: string;
FCurrentData: TFuture<TArray<TAskBid.TTick>>;
FNextFileName: string;
FNextData: TFuture<TArray<TAskBid.TTick>>;
FCurrPosInFile: Int64;
FCurrentIdx: Int64;
FLastTimeStamp: TDateTime;
protected
function GetChunk(var Data: array of TDataPoint<TAskBidItem>): Integer; override;
function GetIsLiveData: TMutable<Boolean>; override;
public
constructor Create(const AFilename: String);
procedure AfterConstruction; override;
end;
implementation
uses
System.IOUtils;
{ TTABFileServer<T> }
constructor TTABFileServer.Create(const AFilename: String);
begin
inherited Create;
FFilename := AFilename;
FNextData := TFuture<TArray<TAskBid.TTick>>.Null;
FIsLiveData := TMutable<Boolean>.CreateWriteable(false);
end;
procedure TTABFileServer.AfterConstruction;
begin
inherited;
FCurrentFileName := FFilename;
FCurrentData := TAskBid.LoadDataFile(FCurrentFileName);
FCurrPosInFile := 0;
FCurrentIdx := 0;
FIsLiveData.SetValue(false);
FLastTimeStamp := 0;
FFilename := '';
FNextFileName := FindNextDataFile(FCurrentFileName);
if FNextFileName <> '' then
FNextData := TAskBid.LoadDataFile(FNextFileName);
exit;
end;
function TTABFileServer.GetChunk(var Data: array of TDataPoint<TAskBidItem>): Integer;
begin
Result := 0;
if FCurrentData.Done.IsSet then
begin
var maxLen := Length(Data);
var currData := FCurrentData.Value;
while Result < MaxLen do
begin
if FCurrPosInFile >= Length(currData) then
begin
// Next File!
FCurrentData := FNextData;
FCurrentFileName := FNextFileName;
FCurrPosInFile := 0;
FNextFileName := '';
FNextData := TFuture<TArray<TAskBid.TTick>>.Null;
if FCurrentFileName <> '' then
begin
FNextFileName := FindNextDataFile(FCurrentFileName);
if FNextFileName <> '' then
FNextData := TAskBid.LoadDataFile(FNextFileName);
if FCurrentData.Done.IsSet then
begin
currData := FCurrentData.Value;
continue;
end;
end
else
begin
// We're done with this series
FIsLiveData.SetValue(true);
end;
break;
end;
var item := currData[FCurrPosInFile];
if FLastTimeStamp < item.TimeStamp then
begin
FLastTimeStamp := item.TimeStamp;
Data[Result].Create(FCurrentIdx, FLastTimeStamp, item.Data);
inc(Result);
inc(FCurrentIdx);
end;
inc(FCurrPosInFile);
end;
end;
end;
function TTABFileServer.GetIsLiveData: TMutable<Boolean>;
begin
Result := FIsLiveData;
end;
end.