TSeries

Src/Myc.Trade.DataPoint.pas

@@ -6,25 +6,24 @@ uses
     System.SysUtils;
 
 type
-    // A specific data record structure for Ask and Bid prices.
-    // Contains Ask and Bid prices as Single-precision floating-point numbers.
+    // A data record for an Ask/Bid price pair.
     TAskBidItem = packed record
         Ask: Single;
         Bid: Single;
         constructor Create(AAsk, ABid: Single);
     end;
 
-    // Represents a single data point in a time series.
-    // Combines a timestamp with generic data.
+    // Represents a time-stamped data point in a series.
     TDataPoint<T> = record
         Time: TDateTime;
         Data: T;
         constructor Create(ATime: TDateTime; const AData: T);
     end;
 
-    // A time-ordered array whose most recently added element has index 0.
-    // This managed record stores a series of TDataPoint<T> elements.
-    TDataSeries<T: record> = record
+    // A time-ordered series of data points, optimized for chronological additions.
+    // The most recently added element has the logical index 0.
+    TDataSeries<T> = record
+    private
         const
             ChunkSize = 1024;
         type
@@ -36,18 +35,19 @@ type
         function GetItems(Idx: Int64): TDataPoint<T>;
     public
         // Adds a new data point to the series.
-        // Asserts that the new data point's time is not older than the current newest item.
         procedure Add(const Data: TDataPoint<T>);
+
         // Searches for a data point by its timestamp.
         // Returns the logical index of the matching item.
         // If no exact match, returns the index of the item immediately preceding the timestamp.
         // Returns -1 if the timestamp is before the oldest item in the series.
         function IndexOf(TimeStamp: TDateTime): Int64;
-        // Initializes the TDataSeries record.
+
         class operator Initialize(out Dest: TDataSeries<T>);
         class operator Finalize(var Dest: TDataSeries<T>);
-        // The total number of data points in the series.
+
         property Count: Int64 read GetCount;
+
         // Accesses data points by their logical index.
         // Index 0 is the newest element, Index (Count - 1) is the oldest.
         property Items[Idx: Int64]: TDataPoint<T> read GetItems; default;
@@ -55,10 +55,15 @@ type
 
 implementation
 
-uses
-    Winapi.Windows;
+{ TAskBidItem }
 
-{ TDataPoint }
+constructor TAskBidItem.Create(AAsk, ABid: Single);
+begin
+    Ask := AAsk;
+    Bid := ABid;
+end;
+
+{ TDataPoint<T> }
 
 constructor TDataPoint<T>.Create(ATime: TDateTime; const AData: T);
 begin
@@ -70,8 +75,8 @@ end;
 
 procedure TDataSeries<T>.Add(const Data: TDataPoint<T>);
 begin
-    // Assert that the new data point's time is NOT OLDER than the current newest item.
-    // This means data must be added in chronologically ascending order (or equal timestamp).
+    // Enforce chronological order: new items cannot be older than the newest existing item.
+    // This is a prerequisite for the binary search in IndexOf to work correctly.
     Assert((Length(FChunks) = 0) or (Data.Time >= GetItems(0).Time), 'Time stamp older than last item');
 
     var ci := FCount div ChunkSize;
@@ -86,7 +91,13 @@ begin
     end;
 
     FChunks[ci][di] := Data;
-    inc(FCount);
+    Inc(FCount);
+end;
+
+class operator TDataSeries<T>.Finalize(var Dest: TDataSeries<T>);
+begin
+    Dest.FChunks := nil;
+    Dest.FCount := 0;
 end;
 
 function TDataSeries<T>.GetCount: Int64;
@@ -97,72 +108,49 @@ end;
 function TDataSeries<T>.GetItems(Idx: Int64): TDataPoint<T>;
 begin
     Assert((Idx >= 0) and (Idx < FCount));
+    // Convert logical index (0 = newest) to physical index (0 = oldest).
     Idx := FCount - Idx - 1;
     Result := FChunks[Idx div ChunkSize][Idx mod ChunkSize];
 end;
 
-function TDataSeries<T>.IndexOf(TimeStamp: TDateTime): Int64;
-var
-    low, high, mid: Int64;
-    dataPointTime: TDateTime;
-    debugStr: string;
-begin
-    Result := -1;
-    if FCount = 0 then
-        Exit;
-
-    low := 0;
-    high := FCount - 1;
-
-    // Start der Debug-Ausgabe
-    OutputDebugString(PChar(Format('--- IndexOf Search for %.15f ---', [TimeStamp])));
-
-    while (low <= high) do
-    begin
-        mid := low + (high - low) div 2;
-        dataPointTime := GetItems(mid).Time;
-
-        // Ausgabe der Werte in jeder Iteration
-        debugStr := Format('low: %d, high: %d, mid: %d, dataPointTime: %.15f',
-            [low, high, mid, dataPointTime]);
-        OutputDebugString(PChar(debugStr));
-
-        if (dataPointTime = TimeStamp) then
-        begin
-            OutputDebugString('  -> Match found!');
-            Result := mid;
-            Exit;
-        end
-        else if (dataPointTime < TimeStamp) then
-        begin
-            OutputDebugString('  -> dataPointTime < TimeStamp');
-            Result := mid;
-            high := mid - 1;
-        end
-        else // dataPointTime > TimeStamp
-        begin
-            OutputDebugString('  -> dataPointTime > TimeStamp');
-            low := mid + 1;
-        end;
-    end;
-    OutputDebugString(PChar('--- Search Finished ---'));
-end;
-
-class operator TDataSeries<T>.Finalize(var Dest: TDataSeries<T>);
-begin
-    Dest.FChunks := nil;
-    Dest.FCount := 0;
-end;
-
 class operator TDataSeries<T>.Initialize(out Dest: TDataSeries<T>);
 begin
     Dest.FCount := 0;
+    Dest.FChunks := nil;
 end;
 
-constructor TAskBidItem.Create(AAsk, ABid: Single);
+function TDataSeries<T>.IndexOf(TimeStamp: TDateTime): Int64;
+var
+    low, high, mid: Int64;
+    dataPointTime: TDateTime;
 begin
-    Ask := AAsk;
-    Bid := ABid;
+    Result := -1;
+    if FCount = 0 then
+        Exit;
+
+    low := 0;
+    high := FCount - 1;
+
+    while (low <= high) do
+    begin
+        mid := low + (high - low) div 2;
+        dataPointTime := GetItems(mid).Time;
+
+        if (dataPointTime = TimeStamp) then
+        begin
+            Result := mid;
+            Exit;
+        end
+        else if (dataPointTime < TimeStamp) then
+        begin
+            Result := mid;
+            high := mid - 1;
+        end
+        else // dataPointTime > TimeStamp
+        begin
+            low := mid + 1;
+        end;
+    end;
 end;
 
 end.