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

Type System

Browse Source
This commit is contained in:
Michael Schimmel
2025-08-26 11:06:35 +02:00
parent e4681e2bf7
commit 5adbe67d0b
15 changed files with 1426 additions and 612 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Src/Myc.Trade.Indicators.Common.pas
+25 -25
View File
@@ -21,7 +21,7 @@ type
TSMA = class
strict private
class var
FFactory: IDataMethodValue;
FFactory: TDataMethodValue;
class constructor CreateClass;
public
type
@@ -39,7 +39,7 @@ type
class function CreateSMA(Period: Integer): TConvertFunc<Double, Double>; static;
// Provides the factory method for this indicator as a data value.
class property Factory: IDataMethodValue read FFactory;
class property Factory: TDataMethodValue read FFactory;
end;
[IndicatorName('EMA', 'Exponential Moving Average')]
@@ -47,7 +47,7 @@ type
TEMA = class
strict private
class var
FFactory: IDataMethodValue;
FFactory: TDataMethodValue;
class constructor CreateClass;
public
type
@@ -64,7 +64,7 @@ type
class function CreateFactory: TIndicatorFactoryProc<TParams, TArgs, TResult>; static;
class function CreateEMA(Period: Integer): TConvertFunc<Double, Double>; static;
// Provides the factory method for this indicator as a data value.
class property Factory: IDataMethodValue read FFactory;
class property Factory: TDataMethodValue read FFactory;
end;
[IndicatorName('WMA', 'Weighted Moving Average')]
@@ -72,7 +72,7 @@ type
TWMA = class
strict private
class var
FFactory: IDataMethodValue;
FFactory: TDataMethodValue;
class constructor CreateClass;
public
type
@@ -89,7 +89,7 @@ type
class function CreateFactory: TIndicatorFactoryProc<TParams, TArgs, TResult>; static;
class function CreateWMA(Period: Integer): TConvertFunc<Double, Double>; static;
// Provides the factory method for this indicator as a data value.
class property Factory: IDataMethodValue read FFactory;
class property Factory: TDataMethodValue read FFactory;
end;
[IndicatorName('HMA', 'Hull Moving Average')]
@@ -97,7 +97,7 @@ type
THMA = class
strict private
class var
FFactory: IDataMethodValue;
FFactory: TDataMethodValue;
class constructor CreateClass;
public
type
@@ -114,7 +114,7 @@ type
class function CreateFactory: TIndicatorFactoryProc<TParams, TArgs, TResult>; static;
class function CreateHMA(Period: Integer): TConvertFunc<Double, Double>; static;
// Provides the factory method for this indicator as a data value.
class property Factory: IDataMethodValue read FFactory;
class property Factory: TDataMethodValue read FFactory;
end;
[IndicatorName('RSI', 'Relative Strength Index')]
@@ -122,7 +122,7 @@ type
TRSI = class
strict private
class var
FFactory: IDataMethodValue;
FFactory: TDataMethodValue;
class constructor CreateClass;
public
type
@@ -139,7 +139,7 @@ type
class function CreateFactory: TIndicatorFactoryProc<TParams, TArgs, TResult>; static;
class function CreateRSI(Period: Integer): TConvertFunc<Double, Double>; static;
// Provides the factory method for this indicator as a data value.
class property Factory: IDataMethodValue read FFactory;
class property Factory: TDataMethodValue read FFactory;
end;
[IndicatorName('MACD', 'Moving Average Convergence Divergence')]
@@ -147,7 +147,7 @@ type
TMACD = class
strict private
class var
FFactory: IDataMethodValue;
FFactory: TDataMethodValue;
class constructor CreateClass;
public
type
@@ -173,7 +173,7 @@ type
EmaSignal: TConvertFunc<Double, Double>
): TConvertFunc<Double, TMACD.TResult>; overload; static;
// Provides the factory method for this indicator as a data value.
class property Factory: IDataMethodValue read FFactory;
class property Factory: TDataMethodValue read FFactory;
end;
[IndicatorName('Stoch', 'Stochastic Oscillator')]
@@ -181,7 +181,7 @@ type
TStochastic = class
strict private
class var
FFactory: IDataMethodValue;
FFactory: TDataMethodValue;
class constructor CreateClass;
public
type
@@ -205,7 +205,7 @@ type
const SmaD: TConvertFunc<Double, Double>
): TConvertFunc<TOhlcItem, TStochastic.TResult>; overload; static;
// Provides the factory method for this indicator as a data value.
class property Factory: IDataMethodValue read FFactory;
class property Factory: TDataMethodValue read FFactory;
end;
[IndicatorName('StdDev', 'Standard Deviation')]
@@ -213,7 +213,7 @@ type
TStdDev = class
strict private
class var
FFactory: IDataMethodValue;
FFactory: TDataMethodValue;
class constructor CreateClass;
public
type
@@ -230,7 +230,7 @@ type
class function CreateFactory: TIndicatorFactoryProc<TParams, TArgs, TResult>; static;
class function CreateStdDev(Period: Integer): TConvertFunc<Double, Double>; static;
// Provides the factory method for this indicator as a data value.
class property Factory: IDataMethodValue read FFactory;
class property Factory: TDataMethodValue read FFactory;
end;
[IndicatorName('BB', 'Bollinger Bands')]
@@ -238,7 +238,7 @@ type
TBollingerBands = class
strict private
class var
FFactory: IDataMethodValue;
FFactory: TDataMethodValue;
class constructor CreateClass;
public
type
@@ -258,7 +258,7 @@ type
class function CreateFactory: TIndicatorFactoryProc<TParams, TArgs, TResult>; static;
class function CreateBollingerBands(Period: Integer; Multiplier: Double): TConvertFunc<Double, TResult>; static;
// Provides the factory method for this indicator as a data value.
class property Factory: IDataMethodValue read FFactory;
class property Factory: TDataMethodValue read FFactory;
end;
[IndicatorName('ATR', 'Average True Range')]
@@ -266,7 +266,7 @@ type
TATR = class
strict private
class var
FFactory: IDataMethodValue;
FFactory: TDataMethodValue;
class constructor CreateClass;
public
type
@@ -284,7 +284,7 @@ type
class function CreateATR(Period: Integer): TConvertFunc<TOhlcItem, Double>; overload; static;
class function CreateATR(const MovAvgTR: TConvertFunc<Double, Double>): TConvertFunc<TOhlcItem, Double>; overload; static;
// Provides the factory method for this indicator as a data value.
class property Factory: IDataMethodValue read FFactory;
class property Factory: TDataMethodValue read FFactory;
end;
[IndicatorName('KC', 'Keltner Channels')]
@@ -292,7 +292,7 @@ type
TKeltnerChannels = class
strict private
class var
FFactory: IDataMethodValue;
FFactory: TDataMethodValue;
class constructor CreateClass;
public
type
@@ -317,7 +317,7 @@ type
Multiplier: Double
): TConvertFunc<TOhlcItem, TKeltnerChannels.TResult>; overload; static;
// Provides the factory method for this indicator as a data value.
class property Factory: IDataMethodValue read FFactory;
class property Factory: TDataMethodValue read FFactory;
end;
[IndicatorName('Mean', 'Mean Value')]
@@ -325,7 +325,7 @@ type
TMean = class
strict private
class var
FFactory: IDataMethodValue;
FFactory: TDataMethodValue;
class constructor CreateClass;
public
type
@@ -341,7 +341,7 @@ type
class function CreateFactory: TIndicatorFactoryProc<TParams, TArgs, TResult>; static;
class function CreateMean: TConvertFunc<TArray<Double>, Double>; static;
// Provides the factory method for this indicator as a data value.
class property Factory: IDataMethodValue read FFactory;
class property Factory: TDataMethodValue read FFactory;
end;
implementation
@@ -350,7 +350,7 @@ implementation
class constructor TSMA.CreateClass;
begin
{ var params := TDataType.RecordOf( [TRecordField.Create( 'Period', TDataType.Ordinal )] );
{ var params := TDataType.RecordOf( [TRecordField.Create( 'Period', TDataType.Ordinal )] );
var args := TDataType.RecordOf( [TRecordField.Create( 'Value', TDataType.Float )] );
var results := TDataType.RecordOf( [TRecordField.Create( 'SMA', TDataType.Float )] );