DataProvider

Src/Myc.Trade.DataProvider.pas

@@ -0,0 +1,76 @@
+unit Myc.Trade.DataProvider;
+
+interface
+
+uses
+    Myc.Signals,
+    Myc.Lazy,
+    Myc.Trade.DataPoint,
+    Myc.Trade.DataStream;
+
+type
+    TDataStreamProvider<T> = class(TInterfacedObject, TMutable<TDataSeries<T>>.IMutable)
+    private
+        FStream: IDataStream<T>;
+        FDataSeries: TDataSeries<T>;
+        FNewDataAvailable: TFlag;
+        FHasDataSubscription: TSignal.TSubscription;
+        FLookback: Int64;
+        function GetChanged: TSignal;
+        function GetValue: TDataSeries<T>;
+    public
+        constructor Create(ALookback: Int64; const AStream: IDataStream<T>);
+        destructor Destroy; override;
+    end;
+
+    TDataStreamProvider = record
+        class function Create<T>(Lookback: Int64; const Stream: IDataStream<T>): TMutable<TDataSeries<T>>; static;
+    end;
+
+implementation
+
+{ TDataStreamProvider<T> }
+
+constructor TDataStreamProvider<T>.Create(ALookback: Int64; const AStream: IDataStream<T>);
+begin
+    inherited Create;
+    FLookback := ALookback;
+    FStream := AStream;
+    FHasDataSubscription := FStream.HasData.Subscribe(FNewDataAvailable);
+    FDataSeries := TDataSeries<T>.Create( ALookback );
+end;
+
+destructor TDataStreamProvider<T>.Destroy;
+begin
+    FHasDataSubscription.Unsubscribe;
+    inherited;
+end;
+
+function TDataStreamProvider<T>.GetChanged: TSignal;
+begin
+    Result := FStream.HasData;
+end;
+
+function TDataStreamProvider<T>.GetValue: TDataSeries<T>;
+begin
+    if FNewDataAvailable.Reset then
+    begin
+        var Data: array[0..1024 - 1] of TDataPoint<T>;
+        var cnt := FStream.GetChunk(Data);
+        while cnt > 0 do
+        begin
+            FDataSeries.Add(Data, cnt);
+            cnt := FStream.GetChunk(Data);
+        end;
+    end;
+    Result := FDataSeries;
+end;
+
+{ TDataStreamProvider }
+
+class function TDataStreamProvider.Create<T>(Lookback: Int64; const Stream: IDataStream<T>): TMutable<TDataSeries<T>>;
+begin
+    Result := TDataStreamProvider<T>.Create(Lookback, Stream);
+end;
+
+end.