Brummel/MycLib
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Identifiers refactored to Producer-Consumer-Pattern

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This commit is contained in:
Michael Schimmel
2025-07-24 10:15:18 +02:00
parent 6a114f77c5
commit 4859c49738
8 changed files with 504 additions and 462 deletions
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AuraTrader/AuraTrader.dproj
+1 -1
View File
@@ -4,7 +4,7 @@
<ProjectVersion>20.3</ProjectVersion>
<FrameworkType>FMX</FrameworkType>
<Base>True</Base>
<Config Condition="'$(Config)'==''">Release</Config>
<Config Condition="'$(Config)'==''">Debug</Config>
<Platform Condition="'$(Platform)'==''">Win64</Platform>
<ProjectName Condition="'$(ProjectName)'==''">AuraTrader</ProjectName>
<TargetedPlatforms>3</TargetedPlatforms>
AuraTrader/MainForm.pas
+24 -24
View File
@@ -105,13 +105,13 @@ type
FApplication: IAuraApplication;
FModulesItem: TTreeViewItem;
function SelectedSymbol: String;
procedure ExecuteStrategy(const Symbol: String; Timeframe: TTimeframe; const Processor: IMycProcessor<TDataPoint<TOhlcItem>>);
procedure ExecuteStrategy(const Symbol: String; Timeframe: TTimeframe; const Consumer: IConsumer<TDataPoint<TOhlcItem>>);
public
procedure NewWorkspace;
function CurrLayout<T: TControl>: T;
procedure AlignControl(Control: TControl);
function CreateStrategy2(Timeframe: TTimeframe): IMycProcessor<TDataPoint<TOhlcItem>>;
function CreateStrategy2(Timeframe: TTimeframe): IConsumer<TDataPoint<TOhlcItem>>;
published
property OnEvent: TNotifyEvent read FOnEvent write FOnEvent;
@@ -285,7 +285,7 @@ begin
Control.Align := TAlignLayout.Top;
end;
function TForm1.CreateStrategy2(Timeframe: TTimeframe): IMycProcessor<TDataPoint<TOhlcItem>>;
function TForm1.CreateStrategy2(Timeframe: TTimeframe): IConsumer<TDataPoint<TOhlcItem>>;
type
TSignal = record
Sig: Double;
@@ -297,9 +297,9 @@ var
panel: TMycChart.TPanel;
begin
var ticker := TConverter.CreateIdentity<TDataPoint<TOhlcItem>>;
Result := ticker;
Result := ticker.Consumer;
var OhlcPoint := ticker.DataProvider.Chain<TDataPoint<TOhlcItem>>(TConverter.CreateOhlcAggregation(Timeframe));
var OhlcPoint := ticker.Producer.Chain<TDataPoint<TOhlcItem>>(TConverter.CreateOhlcAggregation(Timeframe));
var Ohlc := OhlcPoint.Field<TOhlcItem>('Data');
@@ -426,7 +426,7 @@ begin
conv.Chain<TSignal>(Signal);
var pnl := Signal.DataProvider.Field<Double>('pnl');
var pnl := Signal.Producer.Field<Double>('pnl');
var FEquity: Double := 10000;
var FInit: Boolean := false;
@@ -470,21 +470,21 @@ begin
panel.AddOhlcSeries(Ohlc);
panel.AddDoubleSeries(Hull, TAlphaColors.Cornflowerblue, 2);
panel.AddDoubleSeries(Sma, TAlphaColors.Brown, 1.5);
panel.AddDoubleSeries(Signal.DataProvider.Field<Double>('Entry'), TAlphaColors.Green, 1);
panel.AddDoubleSeries(Signal.DataProvider.Field<Double>('SL'), TAlphaColors.Red, 2);
panel.AddDoubleSeries(Signal.Producer.Field<Double>('Entry'), TAlphaColors.Green, 1);
panel.AddDoubleSeries(Signal.Producer.Field<Double>('SL'), TAlphaColors.Red, 2);
var mean := TConverter<TArray<Double>, Double>.CreateGeneric(TIndicators.CreateMean());
TConverter.Join<Double>([Hull, Sma]).Chain<Double>(mean);
panel.AddDoubleSeries(mean.DataProvider, TAlphaColors.Blue, 5);
panel.AddDoubleSeries(mean.Producer, TAlphaColors.Blue, 5);
var pnlChart := TMycChart.Create(Self);
AlignControl(pnlChart);
pnlChart.Height := Layout.ChildrenRect.Width * 9 / 24;
pnlChart.Lookback.Value := 50000;
pnlChart.SetXAxisCounter<Double>(equity.DataProvider);
pnlChart.SetXAxisCounter<Double>(equity.Producer);
////////////
var EMAFactory := TEMA.Create;
@@ -498,7 +498,7 @@ begin
var equityEMA :=
equity
.DataProvider
.Producer
.Chain<TDataRecord>(TConverter.FieldToRecord<Double>(EMAFactory.Input, 'Price'))
.Chain<TDataRecord>(EMAConv)
.Chain<Double>(TConverter.FieldOfRecord<Double>(EMAFactory.Output, 'MA'));
@@ -506,7 +506,7 @@ begin
//////////////
panel := pnlChart.AddPanel;
panel.AddDoubleSeries(equity.DataProvider, TAlphaColors.Blue, 3);
panel.AddDoubleSeries(equity.Producer, TAlphaColors.Blue, 3);
panel.AddDoubleSeries(equityEMA, TAlphaColors.Gray, 2);
/////
@@ -533,7 +533,7 @@ begin
Result := Res;
end;
procedure TForm1.ExecuteStrategy(const Symbol: String; Timeframe: TTimeframe; const Processor: IMycProcessor<TDataPoint<TOhlcItem>>);
procedure TForm1.ExecuteStrategy(const Symbol: String; Timeframe: TTimeframe; const Consumer: IConsumer<TDataPoint<TOhlcItem>>);
begin
var terminated := TFlag.CreateObserver(FTerminate.Signal).State;
@@ -550,9 +550,9 @@ begin
);
var OhlcPoint := lastPrice.Chain<TDataPoint<TOhlcItem>>(TConverter.CreateTickAggregation(Timeframe));
OhlcPoint.DataProvider.Link(Processor);
OhlcPoint.Producer.Link(Consumer);
var dataProvider :=
var Producer :=
TConverter<TArray<TDataPoint<TAuraAskBidFileItem>>, TArray<TDataPoint<TAskBidItem>>>.CreateGeneric(
function(const Values: TArray<TDataPoint<TAuraAskBidFileItem>>): TArray<TDataPoint<TAskBidItem>>
begin
@@ -566,16 +566,16 @@ begin
end
);
dataProvider.DataProvider.Link(ticker);
Producer.Producer.Link(ticker);
FProcessDone := FProcessDone + FServer.ProcessData(Symbol, terminated, dataProvider);
FProcessDone := FProcessDone + FServer.ProcessData(Symbol, terminated, Producer);
{$else}
var ticker := TConverter.CreateTicker<TDataPoint<TOhlcItem>>;
ticker.DataProvider.Chain(Processor);
ticker.Producer.Chain(Consumer);
FProcessDone := FProcessDone + FServer.ProcessData(Symbol, terminated, ticker);
FProcessDone := FProcessDone + FServer.ProcessData(Symbol, terminated, ticker.Consumer);
{$endif}
end;
@@ -609,7 +609,7 @@ begin
var ticker := TConverter.CreateIdentity<TDataPoint<TOhlcItem>>;
var OhlcPoint := ticker.DataProvider.Chain<TDataPoint<TOhlcItem>>(TConverter.CreateOhlcAggregation(timeframe));
var OhlcPoint := ticker.Producer.Chain<TDataPoint<TOhlcItem>>(TConverter.CreateOhlcAggregation(timeframe));
// var OhlcTicker := TConverter.CreateIdentity<TDataPoint<TOhlcItem>>;
// var OhlcPoint := OhlcTicker.Sender;
@@ -674,7 +674,7 @@ begin
}
/////
ExecuteStrategy(Symbol, timeframe, ticker);
ExecuteStrategy(Symbol, timeframe, ticker.Consumer);
end;
procedure TForm1.Strat2ButtonClick(Sender: TObject);
@@ -687,7 +687,7 @@ begin
//ExecuteStrategy(Symbol, timeframe, CreateStrategy2(timeframe));
var tstStrat := StrategyTest.CreateStrategy1(timeframe);
ExecuteStrategy(Symbol, timeframe, tstStrat);
ExecuteStrategy(Symbol, timeframe, tstStrat.Consumer);
var Layout := CurrLayout<TVertScrollBox>;
if Layout = nil then
@@ -698,10 +698,10 @@ begin
pnlChart.Height := Layout.ChildrenRect.Width * 9 / 24;
pnlChart.Lookback.Value := 50000;
pnlChart.SetXAxisCounter<Double>(tstStrat.DataProvider);
pnlChart.SetXAxisCounter<Double>(tstStrat.Producer);
var panel := pnlChart.AddPanel;
panel.AddDoubleSeries(tstStrat.DataProvider, TAlphaColors.Blue, 3);
panel.AddDoubleSeries(tstStrat.Producer, TAlphaColors.Blue, 3);
end;
end.
AuraTrader/StrategyTest.pas
+2 -2
View File
@@ -30,7 +30,7 @@ type
begin
var ticker := TConverter.CreateIdentity<TDataPoint<TOhlcItem>>;
var OhlcPoint := ticker.DataProvider.Chain<TDataPoint<TOhlcItem>>(TConverter.CreateOhlcAggregation(Timeframe));
var OhlcPoint := ticker.Producer.Chain<TDataPoint<TOhlcItem>>(TConverter.CreateOhlcAggregation(Timeframe));
var Ohlc := OhlcPoint.Field<TOhlcItem>('Data');
@@ -183,7 +183,7 @@ begin
)
);
Result := TConverter<TDataPoint<TOhlcItem>, Double>.Construct(ticker, equity);
Result := TConverter<TDataPoint<TOhlcItem>, Double>.Construct(ticker.Consumer, equity);
end;
end.