DataFeed Refactoring

AuraTrader/MainForm.pas

@@ -115,8 +115,8 @@ type
         FProcessDone: TState;
         FApplication: IAuraApplication;
         FModulesItem: TTreeViewItem;
-        FFileCache: IDataFileCache<TArray<TScalarRecordFeed.TBatch>>;
-        FFeed: IScalarRecordFeed;
+        FFileCache: IDataFileCache<TArray<TScalarBatch>>;
+        FFeed: IScalarBatchLoader;
         function SelectedSymbol: String;
         procedure ExecuteStrategy(const Symbol: String; Timeframe: TTimeframe; const Consumer: IConsumer<TDataPoint<TOhlcItem>>);
 
@@ -197,7 +197,7 @@ procedure TForm1.FormCreate(Sender: TObject);
 begin
     FApplication := TMycAuraApplication.Create;
 
-    FFileCache := TDataFileCache<TArray<TScalarRecordFeed.TBatch>>.Create;
+    FFileCache := TDataFileCache<TArray<TScalarBatch>>.Create;
 
     FModulesItem := TTreeViewItem.Create(Self);
     FModulesItem.Text := 'Modules';
@@ -386,11 +386,40 @@ begin
     var terminated := TFlag.CreateObserver(FTerminate.Signal).State;
     var path := '\\COFFEE\TickData\Pepperstone'; // Or FServer.Path if compatible
 
-    FFeed := TScalarRecordFeed.Create(FFileCache, path, '.m1', true, def);
+    FFeed :=
+        TScalarBatchLoader.Create(
+            FFileCache,
+            path,
+            '.m1',
+            true,
+            SizeOf(TM1FileItem),
+            procedure(const Src: Pointer; Dst: TScalar.PValue)
+            var
+                Item: ^TM1FileItem;
+            begin
+                Item := Src;
+
+                // Field 0: Time (DateTime is stored as Double/OADate in TScalar)
+                Dst.AsDouble := Item.OADateTime;
+
+                // Move to next field in destination (TScalar values are contiguous)
+                Inc(Dst);
+
+                // Field 1: Close (Float)
+                // Convert Int64 price to Double using Digits: Price / 10^Digits
+                if Item.Digits > 0 then
+                    Dst.AsDouble := Item.Close / Power(10, Item.Digits)
+                else
+                    Dst.AsDouble := Item.Close;
+            end
+        );
 
     // Converter: Transforms raw IRecordSeries (Columns) into TArray<TDataPoint>
+
+    var unpacker: TConverter<TScalarBatch, IScalarRecord> := TScalarBatchUnpacker.Create(def);
+
     var ticker :=
-        FFeed.Ticker.Chain<TDataPoint<Double>>(
+        unpacker.Producer.Chain<TDataPoint<Double>>(
             function(const Tick: IScalarRecord): TDataPoint<Double>
             begin
                 Result.Time := Tick[iTime].Value.Value.AsDouble;
@@ -398,6 +427,8 @@ begin
             end
         );
 
+    FFeed.BatchProducer.Chain(unpacker.Consumer);
+
     // Link Chart to Ticker
     chart
         .SetXAxisSeries(TTimeframe.M, ticker.Chain<TDateTime>(function(const p: TDataPoint<Double>): TDateTime begin Result := p.Time end));
@@ -408,29 +439,6 @@ begin
         TAlphaColors.Orange
     );
 
-    FFeed.SetImportOptions(
-        SizeOf(TM1FileItem),
-        procedure(const Src: Pointer; Dst: TScalar.PValue)
-        var
-            Item: ^TM1FileItem;
-        begin
-            Item := Src;
-
-            // Field 0: Time (DateTime is stored as Double/OADate in TScalar)
-            Dst.AsDouble := Item.OADateTime;
-
-            // Move to next field in destination (TScalar values are contiguous)
-            Inc(Dst);
-
-            // Field 1: Close (Float)
-            // Convert Int64 price to Double using Digits: Price / 10^Digits
-            if Item.Digits > 0 then
-                Dst.AsDouble := Item.Close / Power(10, Item.Digits)
-            else
-                Dst.AsDouble := Item.Close;
-        end
-    );
-
     // Connect pipeline: Server -> Converter
     FProcessDone := FFeed.ProcessData(symbol, terminated);
 end;