Sample SMA strategy

This commit is contained in:
Michael Schimmel
2025-09-03 19:21:31 +02:00
parent 6b9dcee417
commit 696fb2f9a0
8 changed files with 709 additions and 204 deletions
+70 -33
View File
@@ -21,7 +21,8 @@ type
end;
// Added avkMemberSeries to represent a TScalarMemberSeries value.
TAstValueKind = (avkUndefined, avkScalar, avkClosure, avkText, avkRecordSeries, avkRecord, avkMemberSeries);
// Added avkSeries to represent a TScalarSeries value.
TAstValueKind = (avkUndefined, avkScalar, avkClosure, avkText, avkSeries, avkRecordSeries, avkRecord, avkMemberSeries);
// --- Forward Declarations to break cycles ---
IExecutionScope = interface;
@@ -40,8 +41,10 @@ type
IVariableDeclarationNode = interface;
IAssignmentNode = interface;
IIndexerNode = interface;
// Added forward declaration for the new member access node.
IMemberAccessNode = interface;
ICreateSeriesNode = interface;
IAddSeriesItemNode = interface;
ISeriesLengthNode = interface;
IEvaluatorClosure = interface;
// --- Concrete Type Definitions ---
@@ -60,17 +63,8 @@ type
TAstValue = record
private
type
IVal<T> = interface
['{7D5AD675-A008-4007-B1A4-CF7A05749510}'] // needed, do not remove
function GetValue: T;
property Value: T read GetValue;
end;
TVal<T> = class(TInterfacedObject, IVal<T>)
private
FValue: T;
function GetValue: T;
public
TVal<T> = class(TInterfacedObject)
Value: T;
constructor Create(const AValue: T);
end;
@@ -86,15 +80,17 @@ type
class function FromScalar(const AValue: TScalar): TAstValue; inline; static;
class function FromClosure(const AValue: IEvaluatorClosure): TAstValue; inline; static;
class function FromText(const AValue: String): TAstValue; inline; static;
class function FromRecordSeries(const AValue: TScalarRecordSeries): TAstValue; inline; static;
class function FromRecord(const AValue: TScalarRecord): TAstValue; inline; static;
class function FromMemberSeries(const AValue: TScalarMemberSeries): TAstValue; inline; static;
class function FromSeries(const [ref] AValue: TScalarSeries): TAstValue; static; inline;
class function FromRecordSeries(const [ref] AValue: TScalarRecordSeries): TAstValue; static; inline;
class function FromRecord(const [ref] AValue: TScalarRecord): TAstValue; static; inline;
class function FromMemberSeries(const [ref] AValue: TScalarMemberSeries): TAstValue; static; inline;
function AsScalar: TScalar; inline;
function AsClosure: IEvaluatorClosure; inline;
function AsText: String; inline;
function AsRecordSeries: TScalarRecordSeries; inline;
function AsRecordSeries: TVal<TScalarRecordSeries>; inline;
function AsRecord: TScalarRecord; inline;
function AsMemberSeries: TScalarMemberSeries; inline;
function AsMemberSeries: TVal<TScalarMemberSeries>; inline;
function AsSeries: TVal<TScalarSeries>; inline;
function ToString: String;
property IsVoid: Boolean read GetIsVoid;
property Kind: TAstValueKind read GetKind;
@@ -126,6 +122,9 @@ type
function VisitAssignment(const Node: IAssignmentNode): TAstValue;
function VisitIndexer(const Node: IIndexerNode): TAstValue;
function VisitMemberAccess(const Node: IMemberAccessNode): TAstValue;
function VisitCreateSeries(const Node: ICreateSeriesNode): TAstValue;
function VisitAddSeriesItem(const Node: IAddSeriesItemNode): TAstValue;
function VisitSeriesLength(const Node: ISeriesLengthNode): TAstValue;
end;
IAstNode = interface(IInterface)
@@ -256,6 +255,33 @@ type
property Member: IIdentifierNode read GetMember;
end;
// Represents creating a new, empty series (e.g., new series(int)).
ICreateSeriesNode = interface(IExpressionNode)
{$region 'private'}
function GetDefinition: String;
{$endregion}
property Definition: String read GetDefinition;
end;
// Represents adding a value to a series (e.g., my_series.add(value, 100)).
IAddSeriesItemNode = interface(IExpressionNode)
{$region 'private'}
function GetSeries: IIdentifierNode;
function GetValue: IExpressionNode;
function GetLookback: IExpressionNode;
{$endregion}
property Series: IIdentifierNode read GetSeries;
property Value: IExpressionNode read GetValue;
property Lookback: IExpressionNode read GetLookback;
end;
ISeriesLengthNode = interface(IExpressionNode)
{$region 'private'}
function GetSeries: IIdentifierNode;
{$endregion}
property Series: IIdentifierNode read GetSeries;
end;
implementation
uses
@@ -266,12 +292,7 @@ uses
constructor TAstValue.TVal<T>.Create(const AValue: T);
begin
inherited Create;
FValue := AValue;
end;
function TAstValue.TVal<T>.GetValue: T;
begin
Result := FValue;
Value := AValue;
end;
{ TAstValue }
@@ -289,25 +310,25 @@ begin
Result := IEvaluatorClosure(FInterface);
end;
function TAstValue.AsMemberSeries: TScalarMemberSeries;
function TAstValue.AsMemberSeries: TVal<TScalarMemberSeries>;
begin
if (FKind <> avkMemberSeries) then
raise EInvalidCast.Create('Cannot read value as MemberSeries.');
Result := (FInterface as IVal<TScalarMemberSeries>).Value;
Result := TVal<TScalarMemberSeries>(FInterface);
end;
function TAstValue.AsRecord: TScalarRecord;
begin
if (FKind <> avkRecord) then
raise EInvalidCast.Create('Cannot read value as Record.');
Result := (FInterface as IVal<TScalarRecord>).Value;
Result := (FInterface as TVal<TScalarRecord>).Value;
end;
function TAstValue.AsRecordSeries: TScalarRecordSeries;
function TAstValue.AsRecordSeries: TVal<TScalarRecordSeries>;
begin
if (FKind <> avkRecordSeries) then
raise EInvalidCast.Create('Cannot read value as RecordSeries.');
Result := (FInterface as IVal<TScalarRecordSeries>).Value;
Result := TVal<TScalarRecordSeries>(FInterface);
end;
function TAstValue.AsScalar: TScalar;
@@ -317,12 +338,20 @@ begin
Result := FScalar;
end;
// Added support for TScalarSeries
function TAstValue.AsSeries: TVal<TScalarSeries>;
begin
if (FKind <> avkSeries) then
raise EInvalidCast.Create('Cannot read value as Series.');
Result := TVal<TScalarSeries>(FInterface);
end;
function TAstValue.AsText: String;
begin
if (FKind <> avkText) then
raise EInvalidCast.Create('Cannot read value as Text.');
Result := (FInterface as IVal<String>).Value;
Result := (FInterface as TVal<String>).Value;
end;
class function TAstValue.FromClosure(const AValue: IEvaluatorClosure): TAstValue;
@@ -332,21 +361,21 @@ begin
Result.FScalar := Default(TScalar);
end;
class function TAstValue.FromMemberSeries(const AValue: TScalarMemberSeries): TAstValue;
class function TAstValue.FromMemberSeries(const [ref] AValue: TScalarMemberSeries): TAstValue;
begin
Result.FKind := avkMemberSeries;
Result.FInterface := TVal<TScalarMemberSeries>.Create(AValue);
Result.FScalar := Default(TScalar);
end;
class function TAstValue.FromRecord(const AValue: TScalarRecord): TAstValue;
class function TAstValue.FromRecord(const [ref] AValue: TScalarRecord): TAstValue;
begin
Result.FKind := avkRecord;
Result.FInterface := TVal<TScalarRecord>.Create(AValue);
Result.FScalar := Default(TScalar);
end;
class function TAstValue.FromRecordSeries(const AValue: TScalarRecordSeries): TAstValue;
class function TAstValue.FromRecordSeries(const [ref] AValue: TScalarRecordSeries): TAstValue;
begin
Result.FKind := avkRecordSeries;
Result.FInterface := TVal<TScalarRecordSeries>.Create(AValue);
@@ -360,6 +389,13 @@ begin
Result.FInterface := nil;
end;
class function TAstValue.FromSeries(const [ref] AValue: TScalarSeries): TAstValue;
begin
Result.FKind := avkSeries;
Result.FInterface := TVal<TScalarSeries>.Create(AValue);
Result.FScalar := Default(TScalar);
end;
class function TAstValue.FromText(const AValue: String): TAstValue;
begin
Result.FKind := avkText;
@@ -383,6 +419,7 @@ begin
avkScalar: Result := FScalar.ToString;
avkClosure: Result := '<closure>';
avkText: Result := AsText;
avkSeries: Result := '<series>';
avkRecordSeries: Result := '<record_series>';
avkRecord: Result := '<record>';
avkMemberSeries: Result := '<member_series>';