Streamlining DataServer

This commit is contained in:
Michael Schimmel
2025-06-07 10:12:41 +02:00
parent 031b99acc8
commit 2cdae3d3f6
5 changed files with 148 additions and 320 deletions
+50 -58
View File
@@ -14,19 +14,20 @@ uses
Myc.Trade.DataServer;
type
// Define ITickData as an alias for the specific IDataPoint interface.
ITickData = IDataPoint<ITick>;
[TestFixture]
[IgnoreMemoryLeaks(true)]
TTest_TABFileServer_Equivalence = class(TObject)
private
FServer: IDataServer<ITickData>;
FExpectedData: TArray<TAskBid.TTick>;
FServer: IDataServer<TDataPoint<TAskBidItem>>;
public
[SetupFixture]
procedure SetupFixture;
[Setup]
procedure Setup;
[TearDown]
procedure TearDown;
[TearDownFixture]
procedure TearDownFixture;
[Test]
procedure Test_ServerReturnsSameDataAs_LoadDataSeries;
@@ -39,79 +40,70 @@ uses
const
// The reference data file for this test.
C_TEST_FILENAME = '\\COFFEE\TickData\Pepperstone\AUDNZD_2024_05.tab_zip';
C_TEST_FILENAME = '\\COFFEE\TickData\Pepperstone\GER40_2025_03.tab_zip';
// The chunk size for fetching data from the server.
C_MAX_FETCH = 20;
C_MAX_FETCH = 200;
{ TTest_TABFileServer_Equivalence }
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;
end;
procedure TTest_TABFileServer_Equivalence.TearDownFixture;
begin
IsMemoryLow := nil;
end;
procedure TTest_TABFileServer_Equivalence.Setup;
begin
// SetupTaskManagerMock;
// IsMemoryLow := function: Boolean begin exit(false); end;
// 1. Load the ground truth data using the original LoadDataSeries function.
FExpectedData := TAskBid.LoadDataSeries(C_TEST_FILENAME).WaitFor;
// 2. Set up the filename and the TABFileServer instance.
FServer := TTABFileServer.Create(C_TEST_FILENAME, C_MAX_FETCH);
FServer := TTABFileServer.Create(C_TEST_FILENAME);
end;
procedure TTest_TABFileServer_Equivalence.TearDown;
begin
FServer := nil;
SetLength(FExpectedData, 0);
IsMemoryLow := nil;
TAskBid.ClearCache;
end;
procedure TTest_TABFileServer_Equivalence.Test_ServerReturnsSameDataAs_LoadDataSeries;
var
actualDataList: TList<ITickData>;
chunk: TArray<ITickData>;
newChunk: TLazy<TArray<ITickData>>;
chunk: array[0..C_MAX_FETCH-1] of TDataPoint<TAskBidItem>;
Dst: TArray<TDataPoint<TAskBidItem>>;
i: Int64;
begin
actualDataList := TList<ITickData>.Create;
try
newChunk := TLazy<TArray<ITickData>>.Construct(FServer.Data);
var ExpectedData := TAskBid.LoadDataSeries(C_TEST_FILENAME).WaitFor;
SetLength( Dst, Length( ExpectedData ) );
// Loop until the server stops providing new data chunks.
var cnt: Int64 := 0;
while not FServer.IsLiveData.Value do
begin
FServer.Fetch;
var cnt: Int64 := 0;
var n: Integer;
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 );
end;
// Get the data chunk produced by the last Fetch call.
if newChunk.Pop(chunk) then
begin
for var i := 0 to High(chunk) do
begin
actualDataList.Add(chunk[i]);
Assert.AreEqual(chunk[i].Idx, cnt, 'Index mismatch');
inc(cnt);
end;
end;
end;
// --- Assertions ---
// --- Assertions ---
// 1. Verify that the total number of records matches.
Assert.AreEqual(Length(ExpectedData), cnt, 'Data record count mismatch');
// 1. Verify that the total number of records matches.
Assert.AreEqual(Length(FExpectedData), actualDataList.Count, 'Data record count mismatch');
// 2. Verify that the content of each record is identical.
for var i := 0 to High(FExpectedData) do
begin
var expectedTick := FExpectedData[i];
var actualTick := actualDataList[i];
// 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(expectedTick.OADateTime, actualTick.Time, 'Timestamp mismatch ');
Assert.IsTrue(Abs(expectedTick.Data.Ask - actualTick.Data.Ask) < 0.0001, 'Ask price mismatch');
Assert.IsTrue(Abs(expectedTick.Data.Bid - actualTick.Data.Bid) < 0.0001, 'Bid price mismatch');
end;
finally
actualDataList.Free;
// 2. Verify that the content of each record is identical.
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].Data.Ask, Dst[i].Data.Ask, 'Ask price mismatch');
Assert.AreEqual(ExpectedData[i].Data.Bid, Dst[i].Data.Bid, 'Bid price mismatch');
end;
end;