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Adding Pipes

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This commit is contained in:
Michael Schimmel
2025-12-18 11:58:41 +01:00
parent 8bde31a478
commit 34b4466a15
8 changed files with 45 additions and 32 deletions
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ASTPlayground/ASTPlayground.delphilsp.json
+1 -1
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File diff suppressed because one or more lines are too long
ASTPlayground/ASTPlayground.dpr
+1 -1
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@@ -39,7 +39,7 @@ uses
Myc.Fmx.AstEditor.Handlers.Data in '..\Src\AST\Myc.Fmx.AstEditor.Handlers.Data.pas',
Myc.Ast.RTL.TypeRegistry in '..\Src\AST\Myc.Ast.RTL.TypeRegistry.pas',
Myc.Trade.Broker in '..\Src\Myc.Trade.Broker.pas',
Myc.Ast.Pipes in '..\Src\AST\Myc.Ast.Pipes.pas';
Myc.Data.Stream.Pipes in '..\Src\Data\Myc.Data.Stream.Pipes.pas';
{$R *.res}
ASTPlayground/ASTPlayground.dproj
+1 -1
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@@ -169,7 +169,7 @@
<DCCReference Include="..\Src\AST\Myc.Fmx.AstEditor.Handlers.Data.pas"/>
<DCCReference Include="..\Src\AST\Myc.Ast.RTL.TypeRegistry.pas"/>
<DCCReference Include="..\Src\Myc.Trade.Broker.pas"/>
<DCCReference Include="..\Src\AST\Myc.Ast.Pipes.pas"/>
<DCCReference Include="..\Src\Data\Myc.Data.Stream.Pipes.pas"/>
<BuildConfiguration Include="Base">
<Key>Base</Key>
</BuildConfiguration>
Src/Data/Myc.Data.Scalar.pas
+20 -3
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@@ -199,13 +199,14 @@ type
function GetRecordCount: Int64;
function GetTotalCount: Int64;
{$endregion}
procedure Add(const Item: IKeywordMapping<TScalar>; Lookback: Int64 = -1);
procedure Add(const Item: IKeywordMapping<TScalar>; Lookback: Int64 = -1); overload;
procedure Add(const Items: TArray<TScalar.TValue>; Lookback: Int64 = -1); overload;
property RecordCount: Int64 read GetRecordCount;
property TotalCount: Int64 read GetTotalCount;
end;
// A series of scalar records, optimized for memory and access speed.
TScalarRecordSeries = class(TInterfacedObject, IWriteableScalarRecordSeries, IKeywordMapping<ISeries>)
TScalarRecordSeries = class(TInterfacedObject, IKeywordMapping<ISeries>, IScalarRecordSeries, IWriteableScalarRecordSeries)
type
TMemberSeries = class(TGenericContainedObject<TScalarRecordSeries>, ISeries)
private
@@ -239,7 +240,8 @@ type
constructor Create(const ADef: IScalarRecordDefinition);
destructor Destroy; override;
procedure Add(const Item: IKeywordMapping<TScalar>; Lookback: Int64 = -1);
procedure Add(const Item: IKeywordMapping<TScalar>; Lookback: Int64 = -1); overload;
procedure Add(const Items: TArray<TScalar.TValue>; Lookback: Int64 = -1); overload;
property RecordCount: Int64 read GetRecordCount;
property Def: IScalarRecordDefinition read GetDef;
@@ -816,9 +818,24 @@ end;
procedure TScalarRecordSeries.Add(const Item: IKeywordMapping<TScalar>; Lookback: Int64 = -1);
begin
Assert(Item.Count = FDef.Count, 'Mapping does not fit series definition');
var lb := FDef.Count * Integer(Lookback);
for var i := 0 to FDef.Count - 1 do
begin
Assert(Item[i].Key = FDef[i].Key, 'Mapping does not fit series definition');
FArray.Add(Item[i].Value.Value, lb);
end;
inc(FTotalCount);
end;
procedure TScalarRecordSeries.Add(const Items: TArray<TScalar.TValue>; Lookback: Int64 = -1);
begin
Assert(Length(Items) = FDef.Count, 'Array does not fit series definition');
var lb := FDef.Count * Integer(Lookback);
for var i := 0 to FDef.Count - 1 do
FArray.Add(Items[i], lb);
inc(FTotalCount);
end;
Src/AST/Myc.Ast.Pipes.pas → Src/Data/Myc.Data.Stream.Pipes.pas
+9 -17
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@@ -33,7 +33,7 @@ Ich m
)
*)
unit Myc.Ast.Pipes;
unit Myc.Data.Stream.Pipes;
interface
@@ -42,7 +42,6 @@ uses
System.Classes,
System.Generics.Collections,
System.SyncObjs,
Myc.Data.Value,
Myc.Data.Scalar,
Myc.Data.Keyword,
Myc.Data.Stream,
@@ -77,6 +76,8 @@ type
// The executable instance of a pipe.
// Acts as IStream (Producer) for downstream consumers and manages internal inputs.
TPipeStream = class(TInterfacedObject, IStream)
type
TProc = reference to procedure(const Series: TArray<ISeries>);
private
FConfig: TPipeConfig;
FSources: TArray<TPipeSource>;
@@ -88,18 +89,16 @@ type
// Execution Logic
// The compiled lambda function representing (fn [inputs...] ...)
FLambda: TDataValue.TFunc;
FLambdaArgs: TArray<TDataValue>;
FLambda: TProc;
FLambdaArgs: TArray<ISeries>;
procedure CheckBarrierAndFire(CurrentCycle: Int64);
function GetSeries: IScalarRecordSeries;
public
constructor Create(const AConfig: TPipeConfig; const ASources: TArray<IStream>);
constructor Create(const AConfig: TPipeConfig; const ASources: TArray<IStream>; const ALambda: TProc);
destructor Destroy; override;
procedure SetTransformation(const Lambda: TDataValue.TFunc);
// Injected into lambda scope as "emit"
procedure Emit(const Value: IScalarRecord);
@@ -110,9 +109,6 @@ type
implementation
uses
Myc.Ast.Visitor;
{ TPipeSource }
constructor TPipeSource.Create(AOwner: TPipeStream; ASource: IStream; const AInputs: TArray<TScalarRecordField>);
@@ -142,12 +138,13 @@ end;
{ TPipeStream }
constructor TPipeStream.Create(const AConfig: TPipeConfig; const ASources: TArray<IStream>);
constructor TPipeStream.Create(const AConfig: TPipeConfig; const ASources: TArray<IStream>; const ALambda: TProc);
var
fields: TArray<TScalarRecordField>;
begin
inherited Create;
FConfig := AConfig;
FLambda := ALambda;
FLastFiredCycleID := -1;
Assert(Length(AConfig) = Length(ASources));
@@ -172,7 +169,7 @@ begin
begin
fields[n] := AConfig[i][j];
FLambdaArgs[n] := TDataValue.FromSeries(ASources[i].Series[j].Value);
FLambdaArgs[n] := ASources[i].Series[j].Value;
inc(n);
end;
@@ -192,11 +189,6 @@ begin
inherited;
end;
procedure TPipeStream.SetTransformation(const Lambda: TDataValue.TFunc);
begin
FLambda := Lambda;
end;
function TPipeStream.Subscribe(const Observer: IStreamObserver): TSubscriptionTag;
begin
FObservers.Lock;
Src/Data/Myc.Data.Stream.pas
+6 -8
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@@ -8,6 +8,7 @@ uses
System.Generics.Collections,
System.SyncObjs,
Myc.Data.Scalar,
Myc.Data.Keyword,
Myc.Data.Value,
Myc.Core.Notifier;
@@ -47,8 +48,7 @@ type
{$region 'private'}
function GetStream: IStream;
{$endregion}
procedure Push(const Value: IScalarRecord);
procedure Push(const Value: IKeywordMapping<TScalar>);
property Stream: IStream read GetStream;
end;
@@ -73,11 +73,11 @@ type
private
FName: string;
FSeries: IWriteableScalarRecordSeries;
FQueue: TQueue<IScalarRecord>;
FQueue: TQueue<IKeywordMapping<TScalar>>;
FQueueLock: TSpinLock;
FObservers: TStreamNotifier;
procedure Push(const Value: IScalarRecord);
procedure Push(const Value: IKeywordMapping<TScalar>);
function GetStream: IStream;
function Subscribe(const Observer: IStreamObserver): TSubscriptionTag;
procedure Unsubscribe(Tag: TSubscriptionTag);
@@ -125,7 +125,7 @@ begin
inherited Create;
FName := AName;
FSeries := ASeries;
FQueue := TQueue<IScalarRecord>.Create;
FQueue := TQueue<IKeywordMapping<TScalar>>.Create;
end;
destructor TGraphExecutor.TChannel.Destroy;
@@ -135,10 +135,8 @@ begin
inherited;
end;
procedure TGraphExecutor.TChannel.Push(const Value: IScalarRecord);
procedure TGraphExecutor.TChannel.Push(const Value: IKeywordMapping<TScalar>);
begin
Assert(Value.Def = FSeries.Def);
FQueueLock.Enter;
try
FQueue.Enqueue(Value);
Src/Myc.Data.Records.pas
+1 -1
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@@ -18,7 +18,7 @@ type
FFieldType: TFieldType;
FTypeInfo: PtypeInfo;
FName: string;
d FOffset: Integer;
FOffset: Integer;
FSize: Integer;
procedure FromType(const [ref] Buffer: TBytes; const Src);
Src/Myc.Trade.DataFeed.pas
+6
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@@ -168,6 +168,7 @@ type
function GetCount: Integer;
function GetItems(Idx: Integer): TPair<IKeyword, TScalar>;
function GetFields(const Key: IKeyword): TScalar;
function GetDef: IScalarRecordDefinition;
public
constructor Create(const ADef: IScalarRecordDefinition);
procedure SetData(const AData: TScalar.PValue); inline;
@@ -191,6 +192,11 @@ begin
Result := FDef.Count;
end;
function TScalarRecordView.GetDef: IScalarRecordDefinition;
begin
Result := FDef;
end;
function TScalarRecordView.GetFields(const Key: IKeyword): TScalar;
var
idx: Integer;