Testing data processing

AuraTrader/AuraTrader.dpr

@@ -7,7 +7,8 @@ uses
     MainForm in 'MainForm.pas' {Form1},
     TestModule in 'TestModule.pas',
     DynamicFMXControl in 'DynamicFMXControl.pas',
-    Myc.Trade.Pipeline.Impl in '..\Src\Myc.Trade.Pipeline.Impl.pas';
+    Myc.Trade.Pipeline.Impl in '..\Src\Myc.Trade.Pipeline.Impl.pas',
+    TestMethodCallFromRecordParams in 'TestMethodCallFromRecordParams.pas';
 
 {$R *.res}
 

AuraTrader/AuraTrader.dproj

@@ -138,6 +138,7 @@
         <DCCReference Include="TestModule.pas"/>
         <DCCReference Include="DynamicFMXControl.pas"/>
         <DCCReference Include="..\Src\Myc.Trade.Pipeline.Impl.pas"/>
+        <DCCReference Include="TestMethodCallFromRecordParams.pas"/>
         <BuildConfiguration Include="Base">
             <Key>Base</Key>
         </BuildConfiguration>

AuraTrader/MainForm.fmx

@@ -205,6 +205,7 @@ object Form1: TForm1
               TabOrder = 0
               Text = 'Button1'
               TextSettings.Trimming = None
+              OnClick = Button1Click
             end
           end
         end

AuraTrader/MainForm.pas

@@ -52,7 +52,8 @@ uses
     DynamicFMXControl,
     Myc.FMX.Chart,
     Myc.Trade.Indicators,
-    StrategyTest;
+    StrategyTest,
+    TestMethodCallFromRecordParams;
 
 type
     TForm1 = class(TForm)
@@ -87,6 +88,7 @@ type
         procedure StopButtonClick(Sender: TObject);
         procedure TreeViewDblClick(Sender: TObject);
         procedure AddWorkspaceActionExecute(Sender: TObject);
+        procedure Button1Click(Sender: TObject);
         procedure Strat2ButtonClick(Sender: TObject);
         procedure TestActionExecute(Sender: TObject);
         procedure StrategyButtonClick(Sender: TObject);
@@ -285,6 +287,11 @@ begin
     Control.Align := TAlignLayout.Top;
 end;
 
+procedure TForm1.Button1Click(Sender: TObject);
+begin
+    Test1(LogMemo.Lines);
+end;
+
 function TForm1.CreateStrategy2(Timeframe: TTimeframe): IConsumer<TDataPoint<TOhlcItem>>;
 type
     TSignal = record
@@ -478,21 +485,20 @@ begin
     pnlChart.SetXAxisCounter<Double>(equity.Producer);
 
     ////////////
-    var EMAFactory := TEMA.Create;
 
-    var Params := TDataRecord.Create(EMAFactory.Params);
+    var Params: TEMA.TParam;
-    Params.SetValue<Integer>('Period', 20);
+    Params.Period := 20;
 
-    var indi := EMAFActory.CreateIndicator(Params);
+    var indi := TEMA.CreateEMA(Params);
 
-    var EMAConv := TConverter<TDataRecord, TDataRecord>.CreateConverter(indi);
+    var EMAConv := TConverter<TEMA.TInput, TEMA.TResult>.CreateConverter(indi);
 
     var equityEMA :=
         equity
             .Producer
-            .Chain<TDataRecord>(EMAFactory.Input.FieldAsRecord<Double>('Price'))
+            .Chain<TEMA.TInput>(function(const Value: Double): TEMA.TInput begin Result.Price := Value end)
-            .Chain<TDataRecord>(EMAConv)
+            .Chain<TEMA.TResult>(EMAConv)
-            .Chain<Double>(EMAFactory.Output.FieldOfRecord<Double>('MA'));
+            .Chain<Double>(function(const Value: TEMA.TResult): Double begin Result := Value.MA end);
 
     //////////////
 
@@ -675,7 +681,7 @@ begin
         exit;
 
     var timeframe := TTimeframe.M15;
-    //ExecuteStrategy(Symbol, timeframe, CreateStrategy2(timeframe));
+    ExecuteStrategy(Symbol, timeframe, CreateStrategy2(timeframe));
 
     var tstStrat := StrategyTest.CreateStrategy1(timeframe);
     ExecuteStrategy(Symbol, timeframe, tstStrat.Consumer);

AuraTrader/TestMethodCallFromRecordParams.pas

@@ -0,0 +1,134 @@
+unit TestMethodCallFromRecordParams;
+
+interface
+
+// We need RTTI here!
+{$M+}
+
+uses
+    System.Rtti,
+    System.SysUtils,
+    System.TypInfo,
+    System.Classes,
+    Myc.Data.Records;
+
+type
+    InvokeAttribute = class(TCustomAttribute);
+    FactoryAttribute = class(TCustomAttribute);
+
+    TMyProc<TValue, TResult> = reference to function(const [ref] Value: TValue): TResult;
+    TFactoryProc<TParams, TValue, TResult> = reference to function(const [ref] Params: TParams): TMyProc<TValue, TResult>;
+
+    TMyWorker = record
+        type
+            TParams = record
+                Log: Int64;
+                text: String;
+            end;
+
+            TValue = record
+                xyz: Double;
+            end;
+
+            TResult = record
+                val: Int64;
+                desc: String;
+            end;
+
+        [Factory]
+        class function CreateFactory: TFactoryProc<TParams, TValue, TResult>; static;
+    end;
+
+procedure Test1(const Log: TStrings);
+
+implementation
+
+class function TMyWorker.CreateFactory: TFactoryProc<TParams, TValue, TResult>;
+begin
+    Result :=
+        function(const [ref] Params: TParams): TMyProc<TValue, TResult>
+        begin
+            var Log := TStrings(Params.Log);
+            var text := Params.text;
+
+            Result :=
+                function(const [ref] Value: TValue): TResult
+                begin
+                    // Use Format to avoid locale issues with float conversion
+                    Log.Add(Format('Val=%f   (...%s)', [Value.xyz, text]));
+                    Result.desc := 'done';
+                end;
+        end;
+end;
+
+type
+    TInvokeProc = reference to procedure(const Value, Res: TDataRecord);
+
+function CreateInvoker(Ctx: TRttiContext; CallFunc: TValue): TInvokeProc;
+begin
+    var rttiMyProc := Ctx.GetType(CallFunc.TypeInfo);
+    var workerInvokeMethod := rttiMyProc.GetMethod('Invoke');
+    var workerParamTypeInfo := workerInvokeMethod.GetParameters[0].ParamType.Handle;
+    var args: array[0..0] of TValue;
+    Result :=
+        procedure(const Value, Res: TDataRecord)
+        begin
+            TValue.MakeWithoutCopy(Value.RawData, workerParamTypeInfo, args[0], true);
+            workerInvokeMethod.Invoke(CallFunc, args).ExtractRawData(Res.RawData);
+        end;
+end;
+
+procedure Test1(const Log: TStrings);
+begin
+    var params := TDataRecord.FromRecord<TMyWorker.TParams>;
+    params.SetValue<Int64>('Log', Int64(Log));
+    params.SetValue<String>('text', 'The quick brown fox jumps...');
+
+    var workerValueParam := TDataRecord.FromRecord<TMyWorker.TValue>;
+    workerValueParam.SetValue<Double>('xyz', 3.14159);
+
+    var finalResultRec := TDataRecord.FromRecord<TMyWorker.TResult>;
+
+    var invoke: TInvokeProc;
+
+    ////////////
+
+    var Ctx := TRttiContext.Create;
+    var rttiType := Ctx.GetType(TypeInfo(TMyWorker));
+
+    // Find and invoke the method marked with [Factory] attribute.
+    for var method in rttiType.GetMethods do
+    begin
+        if method.HasAttribute<FactoryAttribute> then
+        begin
+            // First invocation returns the factory procedure itself (an interface).
+            var createFuncValue := method.Invoke(TValue.Empty, []);
+            // Anonymous methods are interfaces, so we get the TRttiInterfaceType.
+            var rttiCreateFunc := Ctx.GetType(createFuncValue.TypeInfo) as TRttiInterfaceType;
+            // The actual code is in the 'Invoke' method of that interface.
+            var factoryInvokeMethod := rttiCreateFunc.GetMethod('Invoke');
+
+            // Prepare the argument for the factory proc: a pointer to 'params'
+            var factoryArg: array[0..0] of TValue;
+            var factoryParamTypeInfo := factoryInvokeMethod.GetParameters[0].ParamType.Handle;
+            TValue.Make(params.RawData, factoryParamTypeInfo, factoryArg[0]);
+
+            var myProcValue := factoryInvokeMethod.Invoke(createFuncValue, factoryArg);
+
+            invoke := CreateInvoker(Ctx, myProcValue);
+            break;
+        end;
+    end;
+
+    //////////
+
+    Assert(Assigned(invoke));
+
+    invoke(workerValueParam, finalResultRec);
+
+    var desc := finalResultRec.GetValue<String>('desc');
+    Log.Add('Final result description: ' + desc);
+    Assert(desc = 'done');
+end;
+
+end.

Src/Myc.Data.Records.pas

@@ -15,11 +15,12 @@ type
             TField = record
             private
                 FFieldType: TFieldType;
+                FTypeInfo: PtypeInfo;
                 FName: string;
                 FOffset: Integer;
 
-                procedure FromType(const [ref] Buffer: TBytes; SrcType: PTypeInfo; const Src);
+                procedure FromType(const [ref] Buffer: TBytes; const Src);
-                procedure ToType(const [ref] Buffer: TBytes; DstType: PTypeInfo; var Dst);
+                procedure ToType(const [ref] Buffer: TBytes; var Dst);
 
                 procedure InitField(const [ref] Buffer: TBytes);
                 procedure AssignField(const [ref] Dest: TBytes; const [ref] Source: TBytes);
@@ -29,7 +30,7 @@ type
 
                 property Offset: Integer read FOffset;
 
-                constructor Create(const AName: string; AFieldType: TFieldType; AOffset: Integer);
+                constructor Create(const AName: string; AFieldType: TFieldType; ATypeInfo: PTypeInfo; AOffset: Integer);
 
                 function GetSize: Integer; inline;
                 function GetAlignedSize: Integer; inline;
@@ -39,6 +40,7 @@ type
                 property Name: string read FName;
                 property Size: Integer read GetSize;
                 property AlignedSize: Integer read GetAlignedSize;
+                property TypeInfo: PTypeInfo read FTypeInfo;
             end;
 
             TFieldDef = record
@@ -67,6 +69,7 @@ type
     private
         FLayout: TLayout;
         FBuffer: TBytes;
+        function GetRawData: Pointer; inline;
 
     public
         constructor Create(const ALayout: TLayout);
@@ -77,14 +80,18 @@ type
         class function FromRecord<T>: TDataRecord; overload; static;
         class function FromRecord<T>(const Src: T): TDataRecord; overload; static;
 
+        procedure CopyFrom<T>(const Src: T);
+
         procedure SetValue<T>(const Name: String; const Value: T); overload;
         procedure SetValue(Idx: Integer; const Value); overload;
 
         function GetValue<T>(const Name: String): T; overload;
         procedure GetValue(Idx: Integer; out Value); overload;
+        function GetValueRef(Idx: Integer): Pointer; overload;
 
         procedure CopyValue(const SrcRec: TDataRecord; SrcIdx, DstIdx: Integer);
 
+        property RawData: Pointer read GetRawData;
         property Layout: TLayout read FLayout;
     end;
 
@@ -113,6 +120,19 @@ begin
         FLayout.Fields[i].InitField(FBuffer);
 end;
 
+procedure TDataRecord.CopyFrom<T>(const Src: T);
+begin
+    var ctx := TRttiContext.Create;
+    var rttiType := ctx.GetType(TypeInfo(T));
+
+    for var i := 0 to High(FLayout.FFields) do
+    begin
+        var P: PByte := @Src;
+        inc(P, FLayout.Fields[i].Offset);
+        FLayout.Fields[i].FromType(FBuffer, Src);
+    end;
+end;
+
 procedure TDataRecord.CopyValue(const SrcRec: TDataRecord; SrcIdx, DstIdx: Integer);
 begin
     Assert(SrcRec.Layout.Fields[SrcIdx].FieldType = FLayout.Fields[SrcIdx].FieldType);
@@ -131,24 +151,12 @@ end;
 class function TDataRecord.FromRecord<T>(const Src: T): TDataRecord;
 begin
     Result.Create(TLayout.FromRecord<T>);
-
+    Result.CopyFrom<T>(Src);
-    var ctx := TRttiContext.Create;
-    var rttiType := ctx.GetType(TypeInfo(T));
-    var rttiFields := rttiType.GetFields;
-    var fields: TArray<TField>;
-
-    for var i := 0 to High(rttiFields) do
-    begin
-        var rf := rttiFields[i];
-        var idx := Result.Layout.IndexOf(rf.Name);
-
-        if (idx >= 0) then
-        begin
-            var S: PByte := @Src;
-            inc(S, rf.Offset);
-            Result.Layout.Fields[idx].FromType(Result.FBuffer, rf.FieldType.Handle, S^);
-        end;
 end;
+
+function TDataRecord.GetRawData: Pointer;
+begin
+    Result := @FBuffer[0];
 end;
 
 procedure TDataRecord.GetValue(Idx: Integer; out Value);
@@ -183,14 +191,25 @@ function TDataRecord.GetValue<T>(const Name: String): T;
 begin
     var idx := FLayout.IndexOf(Name);
     if (idx >= 0) then
-        FLayout.Fields[idx].ToType(FBuffer, TypeInfo(T), Result);
+    begin
+        Assert(FLayout.Fields[idx].TypeInfo = TypeInfo(T));
+        FLayout.Fields[idx].ToType(FBuffer, Result);
+    end;
+end;
+
+function TDataRecord.GetValueRef(Idx: Integer): Pointer;
+begin
+    Result := @FBuffer[FLayout.Fields[Idx].Offset];
 end;
 
 procedure TDataRecord.SetValue<T>(const Name: String; const Value: T);
 begin
     var idx := FLayout.IndexOf(Name);
     if (idx >= 0) then
-        FLayout.Fields[idx].FromType(FBuffer, TypeInfo(T), Value);
+    begin
+        Assert(FLayout.Fields[idx].TypeInfo = TypeInfo(T));
+        FLayout.Fields[idx].FromType(FBuffer, Value);
+    end;
 end;
 
 class operator TDataRecord.Assign(var Dest: TDataRecord; const [ref] Src: TDataRecord);
@@ -211,11 +230,12 @@ begin
         Dest.Layout.Fields[i].FinalizeField(Dest.FBuffer);
 end;
 
-constructor TDataRecord.TField.Create(const AName: string; AFieldType: TFieldType; AOffset: Integer);
+constructor TDataRecord.TField.Create(const AName: string; AFieldType: TFieldType; ATypeInfo: PTypeInfo; AOffset: Integer);
 begin
     FName := AName;
     FFieldType := AFieldType;
     FOffset := AOffset;
+    FTypeInfo := ATypeInfo;
 end;
 
 procedure TDataRecord.TField.InitField(const [ref] Buffer: TBytes);
@@ -246,7 +266,7 @@ begin
     end;
 end;
 
-procedure TDataRecord.TField.FromType(const [ref] Buffer: TBytes; SrcType: PTypeInfo; const Src);
+procedure TDataRecord.TField.FromType(const [ref] Buffer: TBytes; const Src);
 begin
     Assert(FOffset + Size <= Length(Buffer));
 
@@ -254,9 +274,9 @@ begin
     case FFieldType of
         dfFloat:
         begin
-            Assert(SrcType.Kind = tkFloat);
+            Assert(FTypeInfo.Kind = tkFloat);
-            case GetTypeData(SrcType).FloatType of
+            case GetTypeData(FTypeInfo).FloatType of
-                ftSingle: PDouble(Dst)^ := PSingle(@Src)^;
+                ftSingle: PSingle(Dst)^ := PSingle(@Src)^;
                 ftDouble: PDouble(Dst)^ := PDouble(@Src)^;
             else
                 Assert(false);
@@ -264,8 +284,8 @@ begin
         end;
         dfInteger:
         begin
-            case SrcType.Kind of
+            case FTypeInfo.Kind of
-                tkInteger: PInt64(Dst)^ := PInteger(@Src)^;
+                tkInteger: PInteger(Dst)^ := PInteger(@Src)^;
                 tkInt64: PInt64(Dst)^ := PInt64(@Src)^;
             else
                 Assert(false);
@@ -273,19 +293,19 @@ begin
         end;
         dfString:
         begin
-            Assert(SrcType.Kind in [tkString, tkLString, tkUString, tkWString]);
+            Assert(FTypeInfo.Kind in [tkString, tkLString, tkUString, tkWString]);
             PString(Dst)^ := PString(@Src)^;
         end;
         dfTimestamp:
         begin
-            Assert(SrcType.Kind = tkFloat);
+            Assert(FTypeInfo.Kind = tkFloat);
-            Assert(SrcType.Name = PTypeInfo(TypeInfo(TDateTime)).Name);
+            Assert(FTypeInfo.Name = PTypeInfo(System.TypeInfo(TDateTime)).Name);
             PDateTime(Dst)^ := PDateTime(@Src)^;
         end;
         dfRecord:
         begin
-            Assert(SrcType = TypeInfo(TDataRecord));
+            Assert(FTypeInfo = System.TypeInfo(TDataRecord));
-            Assert(SrcType.Name = PTypeInfo(TypeInfo(TDataRecord)).Name);
+            Assert(FTypeInfo.Name = PTypeInfo(System.TypeInfo(TDataRecord)).Name);
             TDataRecord(Dst^) := TDataRecord(Src);
         end;
     else
@@ -303,15 +323,15 @@ begin
     Result := (GetSize + (Align - 1)) and not (Align - 1);
 end;
 
-procedure TDataRecord.TField.ToType(const [ref] Buffer: TBytes; DstType: PTypeInfo; var Dst);
+procedure TDataRecord.TField.ToType(const [ref] Buffer: TBytes; var Dst);
 begin
     var Src := @Buffer[FOffset];
     case FFieldType of
         dfFloat:
         begin
-            Assert(DstType.Kind = tkFloat);
+            Assert(FTypeInfo.Kind = tkFloat);
-            case GetTypeData(DstType).FloatType of
+            case GetTypeData(FTypeInfo).FloatType of
-                ftSingle: PSingle(@Dst)^ := PDouble(Src)^;
+                ftSingle: PSingle(@Dst)^ := PSingle(Src)^;
                 ftDouble: PDouble(@Dst)^ := PDouble(Src)^;
             else
                 Assert(false);
@@ -319,8 +339,8 @@ begin
         end;
         dfInteger:
         begin
-            case DstType.Kind of
+            case FTypeInfo.Kind of
-                tkInteger: PInteger(@Dst)^ := PInt64(Src)^;
+                tkInteger: PInteger(@Dst)^ := PInteger(Src)^;
                 tkInt64: PInt64(@Dst)^ := PInt64(Src)^;
             else
                 Assert(false);
@@ -328,18 +348,18 @@ begin
         end;
         dfString:
         begin
-            Assert(DstType.Kind in [tkString, tkLString, tkUString, tkWString]);
+            Assert(FTypeInfo.Kind in [tkString, tkLString, tkUString, tkWString]);
             PString(@Dst)^ := PString(Src)^;
         end;
         dfTimestamp:
         begin
-            Assert(DstType.Kind = tkFloat);
+            Assert(FTypeInfo.Kind = tkFloat);
-            Assert(DstType.Name = PTypeInfo(TypeInfo(TDateTime)).Name);
+            Assert(FTypeInfo.Name = PTypeInfo(System.TypeInfo(TDateTime)).Name);
             PDateTime(@Dst)^ := PDateTime(Src)^;
         end;
         dfRecord:
         begin
-            Assert(DstType = TypeInfo(TDataRecord));
+            Assert(FTypeInfo = System.TypeInfo(TDataRecord));
             TDataRecord(Dst) := TDataRecord(Src^);
         end;
     else
@@ -383,9 +403,20 @@ begin
     var ofs := 0;
     for var i := 0 to High(Fields) do
     begin
-        Fields[i] := TField.Create(Def[i].Name, Def[i].FieldType, ofs);
+        var ti: PTypeInfo;
+        case Def[i].FieldType of
+            dfFloat: ti := TypeInfo(Double);
+            dfInteger: ti := TypeInfo(Int64);
+            dfString: ti := TypeInfo(String);
+            dfTimestamp: ti := TypeInfo(TDateTime);
+            dfRecord: ti := TypeInfo(TDataRecord);
+        end;
+
+        Fields[i] := TField.Create(Def[i].Name, Def[i].FieldType, ti, ofs);
         inc(ofs, Fields[i].AlignedSize);
     end;
+
+    Result.Create(Fields);
 end;
 
 { TLayout }
@@ -398,7 +429,7 @@ begin
     var fields: TArray<TField>;
 
     // Add each field and its value to the builder
-    var ofs := 0;
+    // The internal layout has to be the same as the original record
     SetLength(fields, Length(rttiFields));
     for var i := 0 to High(rttiFields) do
     begin
@@ -407,12 +438,14 @@ begin
         var supported := true;
 
         case rf.FieldType.TypeKind of
-            tkInteger, tkInt64: ft := dfInteger;
+            tkInt64: ft := dfInteger;
             tkFloat:
                 if rf.FieldType.HasName(GetTypeName(TypeInfo(TDateTime))) then
                     ft := dfTimestamp
+                else if GetTypeData(rf.FieldType.Handle).FloatType = ftDouble then
+                    ft := dfFloat
                 else
-                    ft := dfFloat;
+                    supported := false;
             tkString, tkWString, tkLString, tkUString: ft := dfString;
             tkMRecord:
             begin
@@ -428,8 +461,7 @@ begin
         if not supported then
             raise Exception.Create('Type ' + rf.FieldType.Name + ' not supported in data records');
 
-        fields[i] := TField.Create(rf.Name, ft, ofs);
+        fields[i] := TField.Create(rf.Name, ft, rf.FieldType.Handle, rf.Offset);
-        inc(ofs, fields[i].AlignedSize);
     end;
 
     Result.Create(fields);

Src/Myc.Trade.Indicators.pas

@@ -86,25 +86,7 @@ type
         class function CreateMean: TConvertFunc<TArray<Double>, Double>; static;
     end;
 
-    TIndicatorFactory = class
+    TEMA = class
-        type
-            TFunc = TConvertFunc<TDataRecord, TDataRecord>;
-    private
-        FParams: TDataRecord.TLayout;
-        FInput: TDataRecord.TLayout;
-        FOutput: TDataRecord.TLayout;
-
-    public
-        constructor Create(const AParams, AInput, AOutput: TDataRecord.TLayout);
-
-        function CreateIndicator(const Params: TDataRecord): TFunc; virtual; abstract;
-
-        property Params: TDataRecord.TLayout read FParams;
-        property Input: TDataRecord.TLayout read FInput;
-        property Output: TDataRecord.TLayout read FOutput;
-    end;
-
-    TEMA = class(TIndicatorFactory)
         type
             TParam = record
                 Period: Integer;
@@ -119,35 +101,9 @@ type
             end;
 
     public
-        constructor Create;
+        class function CreateEMA(const Param: TParam): TConvertFunc<TInput, TResult>; static;
-        function CreateIndicator(const Params: TDataRecord): TIndicatorFactory.TFunc; override;
     end;
 
-    TMACD = class
-        type
-            TParam = record
-                Fast: TConvertFunc<Double, Double>;
-                Slow: TConvertFunc<Double, Double>;
-                Signal: TConvertFunc<Double, Double>;
-            end;
-
-            TInput = record
-                Price: Double;
-            end;
-
-            TResult = record
-                MacdLine: Double;
-                SignalLine: Double;
-                Histogram: Double;
-            end;
-
-    public
-        class function CreateMACD(const Param: TParam): TConvertFunc<TInput, TResult>; static;
-    end;
-
-var
-    Registry: TList<TIndicatorFactory>;
-
 implementation
 
 { TIndicators }
@@ -548,79 +504,36 @@ begin
         end;
 end;
 
-// Creates a MACD indicator from three provided moving average functions.
+class function TEMA.CreateEMA(const Param: TParam): TConvertFunc<TInput, TResult>;
-class function TMACD.CreateMACD(const Param: TParam): TConvertFunc<TInput, TResult>;
 begin
-    Result :=
+    var Period := Param.Period;
-        function(const Input: TInput): TResult
+    var lastEma: Double := Double.NaN;
-        var
+    var sourceData: TSeries<Double>;
-            fastVal, slowVal: Double;
+    var multiplier := 2 / (Period + 1);
-        begin
-            fastVal := Param.Fast(Input.Price);
-            slowVal := Param.Slow(Input.Price);
 
-            if IsNan(slowVal) then // slowVal will be the last one to become non-NaN
+    Result :=
+        function(const Value: TInput): TResult
         begin
-                Result.MacdLine := Double.NaN;
+            sourceData.Add(Value.Price, Period);
-                Result.SignalLine := Double.NaN;
+
-                Result.Histogram := Double.NaN;
+            if (sourceData.Count < Period) then
+            begin
+                Result.MA := Double.NaN;
+                Exit;
+            end;
+
+            if not IsNan(lastEma) then
+            begin
+                // Subsequent EMA calculation
+                lastEma := (Value.Price - lastEma) * multiplier + lastEma;
             end
             else
             begin
-                Result.MacdLine := fastVal - slowVal;
+                // First EMA is a SMA of the initial period
-                Result.SignalLine := Param.Signal(Result.MacdLine);
+                lastEma := TIndicators.CalculateSMA(sourceData, Period);
-                if not IsNan(Result.SignalLine) then
+            end;
-                    Result.Histogram := Result.MacdLine - Result.SignalLine
+            Result.MA := lastEma;
-                else
-                    Result.Histogram := Double.NaN;
         end;
 end;
-end;
-
-constructor TEMA.Create;
-begin
-    inherited
-        Create(TDataRecord.TLayout.FromRecord<TParam>, TDataRecord.TLayout.FromRecord<TInput>, TDataRecord.TLayout.FromRecord<TResult>)
-end;
-
-function TEMA.CreateIndicator(const Params: TDataRecord): TIndicatorFactory.TFunc;
-begin
-    var Period := Params.GetValue<Integer>('Period');
-
-    var Input := TDataRecord.TLayout.FromRecord<TInput>;
-    var inPrice := Input.IndexOf('Price');
-
-    var Output := TDataRecord.TLayout.FromRecord<TResult>;
-    var outMA := Output.IndexOf('MA');
-
-    var CalcEMA := TIndicators.CreateEMA(Period);
-
-    Result :=
-        function(const Input: TDataRecord): TDataRecord
-        begin
-            var Price: Double;
-            Input.GetValue(inPrice, Price);
-
-            var MA := CalcEMA(Price);
-
-            Result := TDataRecord.FromRecord<TResult>;
-            Result.SetValue(outMA, MA);
-        end;
-end;
-
-constructor TIndicatorFactory.Create(const AParams, AInput, AOutput: TDataRecord.TLayout);
-begin
-    inherited Create;
-    FParams := AParams;
-    FInput := AInput;
-    FOutput := AOutput;
-end;
-
-initialization
-    Registry := TList<TIndicatorFactory>.Create;
-    Registry.Add(TEMA.Create);
-
-finalization
-    Registry.Free;
 
 end.

Test/TestDataRecord.pas

@@ -219,7 +219,7 @@ begin
     // Setup: Create the outer record containing the nested TDataRecord
     outerSrc.MyNestedRecord := nestedDataRecord;
 
-    // Place a record on the heap. FAILS: This erases the nested record data!!
+    // Place a record on the heap. FAILS: This erases the nested record data!! -- Fixed 25.07.2025!
     TDataRecord.FromRecord<TOuterTestRecord>(outerSrc);
 
     // Test: Create the main TDataRecord from the outer record instance