Bugfix in TEvent, DataServer Push-Mode

Src/Myc.Trade.DataStream.pas

@@ -176,6 +176,26 @@ type
         function ParseFileName(const FileName: string): TAuraDataFile; override;
     end;
 
+    // Implements a data stream that reads from Aura-specific historical data files.
+    TAuraFileLoader<T: record> = class(TInterfacedObject)
+        type
+            TDataProc = reference to procedure(const Values: TArray<TDataPoint<T>>);
+    public
+        class function LoadData(
+            DataServer: TAuraDataServer<T>;
+            const Symbol: String;
+            const Terminate: TSignal;
+            const Proc: TDataProc
+        ): TState;
+        class procedure LoadFile(
+            DataServer: TAuraDataServer<T>;
+            currFile: TAuraDataFile;
+            Terminated: TState;
+            Done: TLatch;
+            Proc: TDataProc
+        );
+    end;
+
 implementation
 
 uses
@@ -740,4 +760,49 @@ begin
     end;
 end;
 
+class function TAuraFileLoader<T>.LoadData(
+    DataServer: TAuraDataServer<T>;
+    const Symbol: String;
+    const Terminate: TSignal;
+    const Proc: TDataProc
+): TState;
+begin
+    var capProc := Proc;
+    var terminated := TFlag.CreateObserver(Terminate).State;
+
+    var firstFile := DataServer.FindFirstFile(Symbol);
+
+    var done := TLatch.CreateLatch(1);
+
+    TaskManager.CreateTask(firstFile.Done, procedure begin LoadFile(DataServer, firstFile.Value, terminated, done, capProc); end);
+
+    Result := done.State;
+end;
+
+class procedure TAuraFileLoader<T>.LoadFile(
+    DataServer: TAuraDataServer<T>;
+    currFile: TAuraDataFile;
+    Terminated: TState;
+    Done: TLatch;
+    Proc: TDataProc
+);
+begin
+    if not currFile.IsValid or Terminated.IsSet then
+    begin
+        Done.Notify;
+        exit;
+    end;
+
+    var data := DataServer.LoadDataFile(currFile);
+
+    TaskManager.CreateTask(
+        data.Done,
+        procedure
+        begin
+            Proc(data.Value);
+            LoadFile(DataServer, currFile.GetNextFile, Terminated, Done, Proc);
+        end
+    );
+end;
+
 end.