Brummel/MycLib
1
0
Fork 0
Code Issues 1 Pull Requests Actions Packages Projects 1 Releases Wiki Activity

Fixed concurrent processing

Browse Source
This commit is contained in:
Michael Schimmel
2025-07-16 14:12:07 +02:00
parent bc75f08477
commit 342eb07c42
8 changed files with 192 additions and 105 deletions
Download Patch File Download Diff File Expand all files Collapse all files
AuraTrader/MainForm.pas
+25 -19
View File
@@ -108,6 +108,7 @@ type
TEquitySum = class(TMycConverter<Double, Double>)
private
FEquity: Double;
FInit: Boolean;
protected
function ProcessData(const Value: Double): TState; override;
public
@@ -360,12 +361,12 @@ begin
var Ohlc := OhlcPoint.Field<TOhlcItem>('Data');
var Closes := Ohlc.Field<Double>('Close');
var Hull := Closes.Chain<Double>(TIndicators.CreateHMA(150));
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 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 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));
chart.SetXAxisSeries(timeframe, Timestamps.Sender);
@@ -429,7 +430,7 @@ type
pnl: Double;
end;
begin
var timeframe := TTimeframe.M15;
var timeframe := TTimeframe.D;
var ticker := TConverter.CreateTicker<TDataPoint<TAskBidItem>>;
@@ -440,37 +441,35 @@ begin
)
);
var OhlcPoint := lastPrice.Chain<TDataPoint<TOhlcItem>>(TConverter.CreateAggregation(timeframe));
var OhlcPoint := lastPrice.Chain<TDataPoint<TOhlcItem>>(TConverter.CreateAggregation(timeframe)).MakeParallel;
var Ohlc := TConverter.CreateSequence<TOhlcItem>(2, OhlcPoint.Field<TOhlcItem>('Data').Sender);
var Closes := Ohlc[0].Field<Double>('Close');
var Hull := Closes.Chain<Double>(TIndicators.CreateHMA(250));
var Sma := Closes.Chain<Double>(TIndicators.CreateSMA(200));
var HullSeries := TConverter.CreateEndpoint<Double>(Hull.Sender, 5);
var SmaSeries := TConverter.CreateEndpoint<Double>(Sma.Sender, 5);
var Hull := Closes.Chain<Double>(TIndicators.CreateHMA(250)).MakeParallel;
var Sma := Closes.Chain<Double>(TIndicators.CreateSMA(200)).MakeParallel;
var Lowest: Double := Double.MaxValue;
var Highest: Double := Double.MinValue;
var ATR := Ohlc[0].Chain<Double>(TIndicators.CreateATR(15));
var ATRSeries := TConverter.CreateEndpoint<Double>(ATR.Sender, 5);
var HullSeries := TConverter.CreateEndpoint<Double>(Hull.Sender, 5);
var SmaSeries := TConverter.CreateEndpoint<Double>(Sma.Sender, 5);
// next stage
var curr: TSignal;
curr.SL := Double.NaN;
curr.Entry := Double.NaN;
var ATR := Ohlc[0].Chain<Double>(TIndicators.CreateATR(50));
var ATRSeries := TConverter.CreateEndpoint<Double>(ATR.Sender, 5);
// next stage
var Signal :=
Ohlc[1]
.Chain<TSignal>(
function(const Ohlc: TOhlcItem): TSignal
begin
var pnl: Double := 0;
if Ohlc.Low < Lowest then
Lowest := Ohlc.Low;
if Ohlc.High > Highest then
@@ -478,7 +477,7 @@ begin
Result := curr;
Result.Sig := 0;
pnl := NaN;
var pnl: double := NaN;
if (HullSeries.Value[0] < SmaSeries.Value[0]) and (HullSeries.Value[1] >= SmaSeries.Value[1]) then
begin
@@ -600,10 +599,17 @@ constructor TEquitySum.Create(AEquity: Double);
begin
inherited Create;
FEquity := AEquity;
FInit := false;
end;
function TEquitySum.ProcessData(const Value: Double): TState;
begin
if not FInit then
begin
FInit := true;
Broadcast(FEquity);
end;
if not IsNan(Value) then
begin
FEquity := FEquity + Value;