Brummel/MycLib
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Old DataStream removed

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This commit is contained in:
Michael Schimmel
2025-07-14 19:55:16 +02:00
parent d9a82365d3
commit 4247fde7cd
6 changed files with 27 additions and 189 deletions
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AuraTrader/MainForm.pas
-1
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@@ -30,7 +30,6 @@ uses
Myc.Trade.Types,
Myc.Trade.DataStream,
Myc.Trade.DataPoint,
Myc.Trade.DataProvider,
Myc.Signals,
Myc.Mutable,
Myc.Signals.FMX,
Src/Myc.Fmx.Chart.Series.pas
+1 -1
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@@ -261,7 +261,7 @@ begin
end;
Canvas.Stroke.Color := FLineColor;
Canvas.Stroke.Thickness := 3; //FLineWidth;
Canvas.Stroke.Thickness := FLineWidth;
Canvas.Stroke.Join := TStrokeJoin.Bevel;
Canvas.DrawPath(points, 1);
finally
Src/Myc.Test.Trade.DataStream.pas
-144
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@@ -1,144 +0,0 @@
unit Myc.Test.Trade.DataStream;
interface
uses
System.SysUtils,
System.Generics.Collections,
DUnitX.TestFramework,
Myc.Signals,
Myc.Mutable,
Myc.Futures,
Myc.Trade.Types,
Myc.Trade.DataPoint,
Myc.Trade.DataStream;
type
// Test fixture for TDataServer and TAuraTABFileServer, focusing on data equivalence
// with TDataSeries.LoadDataSeries.
[TestFixture]
[IgnoreMemoryLeaks(true)]
TTest_TABFileServer_Equivalence = class(TObject)
private
FServer: IDataServer<TAuraAskBidFileItem>;
FStream: IDataStream<TAuraAskBidFileItem>;
public
[SetupFixture]
procedure SetupFixture;
[Setup]
procedure Setup;
[TearDown]
procedure TearDown;
[TearDownFixture]
procedure TearDownFixture;
[Test]
procedure Test_ServerReturnsSameDataAs_LoadDataSeries;
end;
implementation
uses
Myc.TaskManager;
const
// The reference data file for this test.
C_TEST_PATH = '\\COFFEE\TickData\Pepperstone';
C_TEST_SYMBOL = 'GER40';
// The chunk size for fetching data from the server.
C_MAX_FETCH = 200;
{ TTest_TABFileServer_Equivalence }
procedure TTest_TABFileServer_Equivalence.SetupFixture;
begin
FServer := TAuraTABFileServer.Create(C_TEST_PATH);
// TAskBid.ClearCache ensures a clean state for data series loading.
FServer.ClearCache;
end;
procedure TTest_TABFileServer_Equivalence.TearDownFixture;
begin
FServer := nil;
end;
procedure TTest_TABFileServer_Equivalence.Setup;
begin
// Initializes the data server with a specific test file.
FStream := FServer.CreateStream(C_TEST_SYMBOL);
end;
procedure TTest_TABFileServer_Equivalence.TearDown;
begin
// Releases the data server instance.
FStream := nil;
// Clears any cached data to prevent interference with subsequent tests.
FServer.ClearCache;
end;
procedure TTest_TABFileServer_Equivalence.Test_ServerReturnsSameDataAs_LoadDataSeries;
var
chunk: array[0..C_MAX_FETCH - 1] of TDataPoint<TAuraAskBidFileItem>;
dst: TArray<TDataPoint<TAuraAskBidFileItem>>;
i: Int64;
n: Integer;
cnt: Int64;
timeout: Integer;
filename: TAuraDataFile;
expectedData: TArray<TDataPoint<TAuraAskBidFileItem>>;
begin
// 1. Expected data is loaded directly using LoadDataSeries.
filename := (FServer as TAuraDataServer<TAuraAskBidFileItem>).FindFirstFile(C_TEST_SYMBOL).WaitFor;
Assert.IsTrue(filename.IsValid, 'Test data file could not be found.');
expectedData := (FServer as TAuraTABFileServer).LoadDataSeries(filename).WaitFor;
SetLength(dst, Length(expectedData));
// 2. Fetch data chunks from the stream until all data is retrieved.
cnt := 0;
timeout := 0;
while (cnt < Length(expectedData)) do
begin
n := FStream.GetChunk(chunk);
if n > 0 then
begin
Move(chunk[0], dst[cnt], n * SizeOf(TDataPoint<TAskBidItem>));
Inc(cnt, n);
timeout := 0; // Reset timeout on progress
end
else
begin
// If GetChunk returns 0, the stream might be waiting for async I/O.
// A small sleep prevents a tight loop from consuming 100% CPU.
Sleep(1);
Inc(timeout);
Assert.IsTrue(timeout < 5000, 'Test timed out waiting for data from stream.');
end;
end;
// 3. A final call should return 0, as the stream must be depleted.
n := FStream.GetChunk(chunk);
Assert.AreEqual(0, n, 'Stream returned data after it should have been depleted.');
n := FStream.GetChunk(chunk);
Assert.AreEqual(0, n, 'Stream returned data after it should have been depleted.');
// --- Assertions ---
// 4. Verify that the total number of records fetched matches the expected count.
Assert.AreEqual(Length(expectedData), cnt, 'Data record count mismatch.');
// 5. Verify that the content of each record is identical.
// The loop checks every 1000th element for efficiency.
for n := 0 to High(expectedData) div 1000 do
begin
i := n * 1000;
Assert.AreEqual(expectedData[i].Time, dst[i].Time, 'Timestamp mismatch at index ' + i.ToString);
Assert.AreEqual(expectedData[i].Data.Ask, dst[i].Data.Ask, 'Ask price mismatch at index ' + i.ToString);
Assert.AreEqual(expectedData[i].Data.Bid, dst[i].Data.Bid, 'Bid price mismatch at index ' + i.ToString);
end;
end;
initialization
// Registers the test fixture with DUnitX.
TDUnitX.RegisterTestFixture(TTest_TABFileServer_Equivalence);
end.
Src/Myc.Trade.DataProvider.pas
-13
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@@ -1,13 +0,0 @@
unit Myc.Trade.DataProvider;
interface
uses
Myc.Signals,
Myc.Mutable,
Myc.Trade.DataPoint,
Myc.Trade.DataStream;
implementation
end.
Test/MycTests.dpr
+26 -28
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@@ -5,34 +5,32 @@ program MycTests;
{$ENDIF}
{$STRONGLINKTYPES ON}
uses
FastMM5,
DUnitX.MemoryLeakMonitor.FastMM5,
System.SysUtils,
{$IFDEF TESTINSIGHT}
TestInsight.DUnitX,
{$ELSE}
DUnitX.Loggers.Console,
{$ENDIF }
DUnitX.TestFramework,
TestNotifier in 'TestNotifier.pas',
TestNotifier_Threading in 'TestNotifier_Threading.pas' {/TestNotifier_ChaosStress in 'TestNotifier_ChaosStress.pas',},
TestNotifier_ChaosStress in 'TestNotifier_ChaosStress.pas',
TestTasks in 'TestTasks.pas',
Myc.Futures in '..\Src\Myc.Futures.pas',
TestCoreFutures in 'TestCoreFutures.pas',
Myc.TaskManager in '..\Src\Myc.TaskManager.pas',
TestFutures in 'TestFutures.pas',
Myc.Test.Core.Atomic in '..\Src\Myc.Test.Core.Atomic.pas',
Myc.Test.Signals.Latch in '..\Src\Myc.Test.Signals.Latch.pas',
Myc.Test.Signals.Dirty in '..\Src\Myc.Test.Signals.Dirty.pas',
Myc.Trade.DataPoint in '..\Src\Myc.Trade.DataPoint.pas',
Myc.Trade.Node in '..\Src\Myc.Trade.Node.pas',
Myc.Trade.DataStream in '..\Src\Myc.Trade.DataStream.pas',
Myc.Test.Trade.DataStream in '..\Src\Myc.Test.Trade.DataStream.pas',
Myc.Test.Trade.DataPoint in '..\Src\Myc.Test.Trade.DataPoint.pas',
Myc.Trade.DataProvider in '..\Src\Myc.Trade.DataProvider.pas',
Myc.Mutable in '..\Src\Myc.Mutable.pas',
Test.Core.Mutable in 'Test.Core.Mutable.pas';
FastMM5,
DUnitX.MemoryLeakMonitor.FastMM5,
System.SysUtils,
{$IFDEF TESTINSIGHT}
TestInsight.DUnitX,
{$ELSE}
DUnitX.Loggers.Console,
{$ENDIF }
DUnitX.TestFramework,
TestNotifier in 'TestNotifier.pas',
TestNotifier_Threading in 'TestNotifier_Threading.pas' {/TestNotifier_ChaosStress in 'TestNotifier_ChaosStress.pas',},
TestNotifier_ChaosStress in 'TestNotifier_ChaosStress.pas',
TestTasks in 'TestTasks.pas',
Myc.Futures in '..\Src\Myc.Futures.pas',
TestCoreFutures in 'TestCoreFutures.pas',
Myc.TaskManager in '..\Src\Myc.TaskManager.pas',
TestFutures in 'TestFutures.pas',
Myc.Test.Core.Atomic in '..\Src\Myc.Test.Core.Atomic.pas',
Myc.Test.Signals.Latch in '..\Src\Myc.Test.Signals.Latch.pas',
Myc.Test.Signals.Dirty in '..\Src\Myc.Test.Signals.Dirty.pas',
Myc.Trade.DataPoint in '..\Src\Myc.Trade.DataPoint.pas',
Myc.Trade.Node in '..\Src\Myc.Trade.Node.pas',
Myc.Trade.DataStream in '..\Src\Myc.Trade.DataStream.pas',
Myc.Test.Trade.DataPoint in '..\Src\Myc.Test.Trade.DataPoint.pas',
Myc.Mutable in '..\Src\Myc.Mutable.pas',
Test.Core.Mutable in 'Test.Core.Mutable.pas';
{ keep comment here to protect the following conditional from being removed by the IDE when adding a unit }
{$IFNDEF TESTINSIGHT}
Test/MycTests.dproj
-2
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@@ -128,9 +128,7 @@ $(PreBuildEvent)]]></PreBuildEvent>
<DCCReference Include="..\Src\Myc.Trade.DataPoint.pas"/>
<DCCReference Include="..\Src\Myc.Trade.Node.pas"/>
<DCCReference Include="..\Src\Myc.Trade.DataStream.pas"/>
<DCCReference Include="..\Src\Myc.Test.Trade.DataStream.pas"/>
<DCCReference Include="..\Src\Myc.Test.Trade.DataPoint.pas"/>
<DCCReference Include="..\Src\Myc.Trade.DataProvider.pas"/>
<DCCReference Include="..\Src\Myc.Mutable.pas"/>
<DCCReference Include="Test.Core.Mutable.pas"/>
<BuildConfiguration Include="Base">