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

Refactoring identifiers

Browse Source
This commit is contained in:
Michael Schimmel
2025-07-24 07:59:41 +02:00
parent 7b2446b220
commit 6a114f77c5
4 changed files with 70 additions and 65 deletions
Download Patch File Download Diff File Expand all files Collapse all files
AuraTrader/MainForm.pas
+26 -23
View File
@@ -299,7 +299,7 @@ begin
var ticker := TConverter.CreateIdentity<TDataPoint<TOhlcItem>>;
Result := ticker;
var OhlcPoint := ticker.Sender.Chain<TDataPoint<TOhlcItem>>(TConverter.CreateOhlcAggregation(Timeframe));
var OhlcPoint := ticker.DataProvider.Chain<TDataPoint<TOhlcItem>>(TConverter.CreateOhlcAggregation(Timeframe));
var Ohlc := OhlcPoint.Field<TOhlcItem>('Data');
@@ -426,7 +426,7 @@ begin
conv.Chain<TSignal>(Signal);
var pnl := Signal.Sender.Field<Double>('pnl');
var pnl := Signal.DataProvider.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.Sender.Field<Double>('Entry'), TAlphaColors.Green, 1);
panel.AddDoubleSeries(Signal.Sender.Field<Double>('SL'), TAlphaColors.Red, 2);
panel.AddDoubleSeries(Signal.DataProvider.Field<Double>('Entry'), TAlphaColors.Green, 1);
panel.AddDoubleSeries(Signal.DataProvider.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.Sender, TAlphaColors.Blue, 5);
panel.AddDoubleSeries(mean.DataProvider, 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.Sender);
pnlChart.SetXAxisCounter<Double>(equity.DataProvider);
////////////
var EMAFactory := TEMA.Create;
@@ -498,7 +498,7 @@ begin
var equityEMA :=
equity
.Sender
.DataProvider
.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.Sender, TAlphaColors.Blue, 3);
panel.AddDoubleSeries(equity.DataProvider, TAlphaColors.Blue, 3);
panel.AddDoubleSeries(equityEMA, TAlphaColors.Gray, 2);
/////
@@ -550,7 +550,7 @@ begin
);
var OhlcPoint := lastPrice.Chain<TDataPoint<TOhlcItem>>(TConverter.CreateTickAggregation(Timeframe));
OhlcPoint.Sender.Link(Processor);
OhlcPoint.DataProvider.Link(Processor);
var dataProvider :=
TConverter<TArray<TDataPoint<TAuraAskBidFileItem>>, TArray<TDataPoint<TAskBidItem>>>.CreateGeneric(
@@ -566,14 +566,14 @@ begin
end
);
dataProvider.Sender.Link(ticker);
dataProvider.DataProvider.Link(ticker);
FProcessDone := FProcessDone + FServer.ProcessData(Symbol, terminated, dataProvider);
{$else}
var ticker := TConverter.CreateTicker<TDataPoint<TOhlcItem>>;
ticker.Sender.Chain(Processor);
ticker.DataProvider.Chain(Processor);
FProcessDone := FProcessDone + FServer.ProcessData(Symbol, terminated, ticker);
{$endif}
@@ -605,23 +605,26 @@ begin
/////
var OhlcTicker := TConverter.CreateIdentity<TDataPoint<TOhlcItem>>;
var OhlcPoint := OhlcTicker.Sender;
var timeframe := TTimeframe.H;
var ticker := TConverter.CreateIdentity<TDataPoint<TOhlcItem>>;
var OhlcPoint := ticker.DataProvider.Chain<TDataPoint<TOhlcItem>>(TConverter.CreateOhlcAggregation(timeframe));
// var OhlcTicker := TConverter.CreateIdentity<TDataPoint<TOhlcItem>>;
// var OhlcPoint := OhlcTicker.Sender;
var Timestamps := OhlcPoint.Field<TDateTime>('Time');
var Ohlc := OhlcPoint.Field<TOhlcItem>('Data');
var Closes := Ohlc.Field<Double>('Close');
var Hull := Closes.MakeParallel.Chain<Double>(TIndicators.CreateHMA(150));
var Sma := Closes.MakeParallel.Chain<Double>(TIndicators.CreateSMA(50));
var Ema := Closes.MakeParallel.Chain<Double>(TIndicators.CreateEMA(21));
var Hull := Closes.Chain<Double>(TIndicators.CreateHMA(150));
var Sma := Closes.Chain<Double>(TIndicators.CreateSMA(50));
var Ema := Closes.Chain<Double>(TIndicators.CreateEMA(21));
var Boli := Closes.MakeParallel.Chain<TBollingerBandsResult>(TIndicators.CreateBollingerBands(20, 2.0));
var Rsi := Closes.MakeParallel.Chain<Double>(TIndicators.CreateRSI(14));
var Rsi := Closes.Chain<Double>(TIndicators.CreateRSI(14));
var Macd := Closes.MakeParallel.Chain<TMacdResult>(TIndicators.CreateMACD(12, 26, 9));
var Stoch := Ohlc.MakeParallel.Chain<TStochasticResult>(TIndicators.CreateStochastic(14, 3));
var Stoch := Ohlc.Chain<TStochasticResult>(TIndicators.CreateStochastic(14, 3));
chart.SetXAxisSeries(timeframe, Timestamps);
@@ -671,7 +674,7 @@ begin
}
/////
ExecuteStrategy(Symbol, timeframe, OhlcTicker);
ExecuteStrategy(Symbol, timeframe, ticker);
end;
procedure TForm1.Strat2ButtonClick(Sender: TObject);
@@ -695,10 +698,10 @@ begin
pnlChart.Height := Layout.ChildrenRect.Width * 9 / 24;
pnlChart.Lookback.Value := 50000;
pnlChart.SetXAxisCounter<Double>(tstStrat.Sender);
pnlChart.SetXAxisCounter<Double>(tstStrat.DataProvider);
var panel := pnlChart.AddPanel;
panel.AddDoubleSeries(tstStrat.Sender, TAlphaColors.Blue, 3);
panel.AddDoubleSeries(tstStrat.DataProvider, TAlphaColors.Blue, 3);
end;
end.
AuraTrader/StrategyTest.pas
+1 -1
View File
@@ -30,7 +30,7 @@ type
begin
var ticker := TConverter.CreateIdentity<TDataPoint<TOhlcItem>>;
var OhlcPoint := ticker.Sender.Chain<TDataPoint<TOhlcItem>>(TConverter.CreateOhlcAggregation(Timeframe));
var OhlcPoint := ticker.DataProvider.Chain<TDataPoint<TOhlcItem>>(TConverter.CreateOhlcAggregation(Timeframe));
var Ohlc := OhlcPoint.Field<TOhlcItem>('Data');