Brummel/MycLib
1
0
Fork 0
Code Issues 1 Pull Requests Actions Packages Projects 1 Releases Wiki Activity

Sample SMA strategy

Browse Source
This commit is contained in:
Michael Schimmel
2025-09-03 19:32:46 +02:00
parent 696fb2f9a0
commit 48bc763e41
3 changed files with 21 additions and 20 deletions
Download Patch File Download Diff File Expand all files Collapse all files
ASTPlayground/ASTPlayground.dproj
+1 -1
View File
@@ -4,7 +4,7 @@
<ProjectVersion>20.3</ProjectVersion> <ProjectVersion>20.3</ProjectVersion>
<FrameworkType>FMX</FrameworkType> <FrameworkType>FMX</FrameworkType>
<Base>True</Base> <Base>True</Base>
<Config Condition="'$(Config)'==''">Debug</Config> <Config Condition="'$(Config)'==''">Release</Config>
<Platform Condition="'$(Platform)'==''">Win64</Platform> <Platform Condition="'$(Platform)'==''">Win64</Platform>
<ProjectName Condition="'$(ProjectName)'==''">ASTPlayground</ProjectName> <ProjectName Condition="'$(ProjectName)'==''">ASTPlayground</ProjectName>
<TargetedPlatforms>2</TargetedPlatforms> <TargetedPlatforms>2</TargetedPlatforms>
ASTPlayground/MainForm.pas
+3 -3
View File
@@ -664,7 +664,7 @@ end;
procedure TForm1.OHLCButtonClick(Sender: TObject); procedure TForm1.OHLCButtonClick(Sender: TObject);
const const
numRecs = 100; numRecs = 1000;
lookback = 50; lookback = 50;
smaSlowLength = 20; smaSlowLength = 20;
smaFastLength = 5; smaFastLength = 5;
@@ -827,8 +827,8 @@ begin
FGScope.SetValue('current_series', TAstValue.FromRecordSeries(series)); FGScope.SetValue('current_series', TAstValue.FromRecordSeries(series));
resultValue := callAst.Accept(visitor); resultValue := callAst.Accept(visitor);
Memo1.Lines.Add(Format('Tick %d/%d: Close = %.2f, Signal = %s', [i, numRecs, ohlcvRec.Close, resultValue.ToString])); // Memo1.Lines.Add(Format('Tick %d/%d: Close = %.2f, Signal = %s', [i, numRecs, ohlcvRec.Close, resultValue.ToString]));
Application.ProcessMessages; // Application.ProcessMessages;
end; end;
end; end;
Src/AST/Myc.Ast.Evaluator.pas
+17 -16
View File
@@ -363,7 +363,6 @@ function TEvaluatorVisitor.VisitCreateSeries(const Node: ICreateSeriesNode): TAs
var var
def: string; def: string;
begin begin
// CORRECTED: Node.Definition is now a simple string.
def := Node.Definition.Trim; def := Node.Definition.Trim;
// Based on the content, create a scalar or a record series. // Based on the content, create a scalar or a record series.
@@ -421,13 +420,13 @@ begin
case baseValue.Kind of case baseValue.Kind of
avkSeries: avkSeries:
begin begin
var series := baseValue.AsSeries.Value; with baseValue.AsSeries.Value do
if (index < 0) or (index >= series.Items.TotalCount) then begin
raise EArgumentException if (index < 0) or (index >= Items.TotalCount) then
.CreateFmt('Index %d is out of bounds for series with %d elements.', [index, series.Items.TotalCount]); raise EArgumentException.CreateFmt('Index %d is out of bounds for series with %d elements.', [index, Items.TotalCount]);
var scalarValue := series.Items[Integer(index)]; Result := TAstValue.FromScalar(TScalar.Create(Kind, Items[Integer(index)]));
Result := TAstValue.FromScalar(TScalar.Create(series.Kind, scalarValue)); end;
end; end;
avkRecordSeries: avkRecordSeries:
begin begin
@@ -464,15 +463,17 @@ begin
case baseValue.Kind of case baseValue.Kind of
avkSeries: avkSeries:
begin begin
var series := baseValue.AsSeries.Value; with baseValue.AsSeries.Value do
if SameText(memberName, 'Count') then begin
Result := TAstValue.FromScalar(TScalar.FromInt64(series.Items.Count)) if SameText(memberName, 'Count') then
else if SameText(memberName, 'TotalCount') then Result := TAstValue.FromScalar(TScalar.FromInt64(Items.Count))
Result := TAstValue.FromScalar(TScalar.FromInt64(series.Items.TotalCount)) else if SameText(memberName, 'TotalCount') then
else if SameText(memberName, 'Kind') then Result := TAstValue.FromScalar(TScalar.FromInt64(Items.TotalCount))
Result := TAstValue.FromText(ScalarKindToString(series.Kind)) else if SameText(memberName, 'Kind') then
else Result := TAstValue.FromText(ScalarKindToString(Kind))
raise EArgumentException.CreateFmt('Member "%s" not found on TScalarSeries.', [memberName]); else
raise EArgumentException.CreateFmt('Member "%s" not found on TScalarSeries.', [memberName]);
end;
end; end;
avkRecordSeries: Result := TAstValue.FromMemberSeries(baseValue.AsRecordSeries.Value.CreateMemberSeries(memberName)); avkRecordSeries: Result := TAstValue.FromMemberSeries(baseValue.AsRecordSeries.Value.CreateMemberSeries(memberName));
avkRecord: Result := TAstValue.FromScalar(baseValue.AsRecord.Items[memberName]); avkRecord: Result := TAstValue.FromScalar(baseValue.AsRecord.Items[memberName]);