DataServer 1st Version

Src/Myc.Core.Lazy.pas

@@ -35,7 +35,7 @@ type
         constructor Create(const AChanged: TSignal; const AProc: TFunc<T>);
     end;
 
-    TMycWriteableMutable<T> = class(TInterfacedObject, TMutable<T>.IMutable, TMutable<T>.IWriteableMutable)
+    TMycWriteableMutable<T> = class(TInterfacedObject, TMutable<T>.IMutable, TMutable<T>.IWriteable)
     private
         FValue: T;
         FChanged: TEvent;

Src/Myc.Lazy.pas

@@ -18,7 +18,7 @@ type
                 property Value: T read GetValue;
             end;
 
-            IWriteableMutable = interface(IMutable)
+            IWriteable = interface(IMutable)
                 procedure SetValue(const Value: T);
             end;
 
@@ -42,7 +42,7 @@ type
 
         class function Construct(const Changing: TSignal; const Proc: TFunc<T>): TMutable<T>; overload; static;
 
-        class function CreateWriteable(const Init: T): IWriteableMutable; overload; static;
+        class function CreateWriteable(const Init: T): IWriteable; overload; static;
 
         property Changed: TSignal read GetChanged;
     end;
@@ -105,7 +105,7 @@ begin
     Result := TMycFuncMutable<T>.Create(Changing, Proc);
 end;
 
-class function TMutable<T>.CreateWriteable(const Init: T): IWriteableMutable;
+class function TMutable<T>.CreateWriteable(const Init: T): IWriteable;
 begin
     Result := TMycWriteableMutable<T>.Create(Init);
 end;

Src/Myc.Trade.DataPoint.pas

@@ -0,0 +1,155 @@
+unit Myc.Trade.DataPoint;
+
+interface
+
+uses
+    System.SysUtils;
+
+type
+    IDataPoint<T> = interface
+        ['{6A52697A-2868-42A9-982D-993542B7B360}']
+        function GetData: T;
+        function GetTime: TDateTime;
+        function GetVolume: Double;
+
+        property Time: TDateTime read GetTime;
+        property Volume: Double read GetVolume;
+        property Data: T read GetData;
+    end;
+
+    ITick = interface
+        ['{B342223B-D299-4A1C-82F3-569F54417A66}']
+        function GetAsk: Double;
+        function GetBid: Double;
+
+        property Ask: Double read GetAsk;
+        property Bid: Double read GetBid;
+    end;
+
+    IOHLC = interface
+        ['{05374E3C-731B-44FA-A23E-051F1461B78D}']
+        function GetOpen: Double;
+        function GetHigh: Double;
+        function GetLow: Double;
+        function GetClose: Double;
+
+        property Open: Double read GetOpen;
+        property High: Double read GetHigh;
+        property Low: Double read GetLow;
+        property Close: Double read GetClose;
+    end;
+
+    // Abstract base class for all data points.
+    TDataPoint<T> = class abstract(TInterfacedObject, IDataPoint<T>)
+    protected
+        fTime: TDateTime;
+        fVolume: Double;
+        FData: T;
+        function GetTime: TDateTime;
+        function GetVolume: Double;
+        function GetData: T;
+    public
+        constructor Create(Time: TDateTime; Volume: Double; const AData: T);
+    end;
+
+    TTick = class(TInterfacedObject, ITick)
+    private
+        fAsk: Double;
+        fBid: Double;
+        function GetAsk: Double;
+        function GetBid: Double;
+    public
+        constructor Create(Ask: Double; Bid: Double);
+    end;
+
+    TOHLC = class(TInterfacedObject, IOHLC)
+    private
+        fOpen: Double;
+        fHigh: Double;
+        fLow: Double;
+        fClose: Double;
+        function GetClose: Double;
+        function GetHigh: Double;
+        function GetLow: Double;
+        function GetOpen: Double;
+    public
+        constructor Create(Open, High, Low, Close: Double);
+    end;
+
+implementation
+
+{ TDataPoint }
+
+constructor TDataPoint<T>.Create(Time: TDateTime; Volume: Double; const AData: T);
+begin
+    fTime := Time;
+    fVolume := Volume;
+    FData := AData;
+end;
+
+function TDataPoint<T>.GetData: T;
+begin
+    Result := FData;
+end;
+
+function TDataPoint<T>.GetTime: TDateTime;
+begin
+    result := fTime;
+end;
+
+function TDataPoint<T>.GetVolume: Double;
+begin
+    result := fVolume;
+end;
+
+{ TTick }
+
+constructor TTick.Create(Ask: Double; Bid: Double);
+begin
+    inherited Create;
+    fAsk := Ask;
+    fBid := Bid;
+end;
+
+function TTick.GetAsk: Double;
+begin
+    result := fAsk;
+end;
+
+function TTick.GetBid: Double;
+begin
+    result := fBid;
+end;
+
+{ TOHLC }
+
+constructor TOHLC.Create(Open, High, Low, Close: Double);
+begin
+    inherited Create;
+    fOpen := Open;
+    fHigh := High;
+    fLow := Low;
+    fClose := Close;
+end;
+
+function TOHLC.GetClose: Double;
+begin
+    result := fClose;
+end;
+
+function TOHLC.GetHigh: Double;
+begin
+    result := fHigh;
+end;
+
+function TOHLC.GetLow: Double;
+begin
+    result := fLow;
+end;
+
+function TOHLC.GetOpen: Double;
+begin
+    result := fOpen;
+end;
+
+end.

Src/Myc.Trade.DataSeries.pas

@@ -1,39 +1,5 @@
 unit Myc.Trade.DataSeries;
 
-(* ------------------------------------------------------------------------------
-  This unit provides functions to load tick data (TTickData) from
-  binary files. The data originates from a C# application
-  and has the structure OADateTime (Double), Ask (Single), and Bid (Single).
-
-  The files follow the naming convention:
-  For .tab files:     Symbol_Year_MM.tab OR Symbol_Year_MM.tab_zip
-  For .tab-live files: Symbol_Year_MM.tab-live (NEVER compressed)
-  (MM represents the two-digit month, e.g., 01 for January, 12 for December)
-
-  If both compressed (.tab_zip) and uncompressed (.tab) versions of a .tab
-  file exist, the compressed version is preferred. Files ending with _zip
-  are expected to be ZIP archives containing the actual data file
-  (e.g., Symbol_Year_MM.tab).
-
-  Loading occurs in two phases:
-  1. All .tab files (regular or _zip) are processed chronologically by
-  month and year. Unique ticks are loaded, and the timestamp of the
-  latest tick across all .tab files is determined (overallLastTabTickTime).
-  Assumes timestamps are unique across all .tab files.
-  2. All .tab-live files (which are never compressed), for months/years
-  corresponding to found .tab files, are processed. Ticks from a
-  .tab-live file are only integrated if their timestamp is strictly later
-  than overallLastTabTickTime. Assumes such ticks are globally unique.
-
-  If a .tab-live file results in no new data being added under these rules,
-  it is deleted after processing.
-
-  The loading function automatically detects subsequent monthly/yearly files.
-
-  Main Function:
-  LoadTickDataSeries - Loads a series of tick data files.
-  ------------------------------------------------------------------------------ *)
-
 interface
 
 uses
@@ -293,9 +259,9 @@ begin
 
             for var i := 0 to High(fL) do
             begin
-                FCachedFiles.Remove(fL[i].Name);
                 if not IsMemoryLow then
                     break;
+                FCachedFiles.Remove(fL[i].Name);
             end;
         end;
 
@@ -319,10 +285,6 @@ begin
 
     if FileName.EndsWith('_zip', True) then
     begin
-        var zipFileBytes := TFile.ReadAllBytes(FileName); // Read all bytes of the .zip file
-        if Length(zipFileBytes) = 0 then
-            exit;
-
         var capFileName := FileName;
         Result :=
             TFuture<TBytes>
@@ -335,7 +297,7 @@ begin
                 .Chain<TArray<TDataPoint>>(
                     function(bytes: TBytes): TArray<TDataPoint>
                     begin
-                        var zipMemoryStream := TBytesStream.Create(zipFileBytes); // Create a memory stream to hold the zip file content
+                        var zipMemoryStream := TBytesStream.Create(bytes); // Create a memory stream to hold the zip file content
                         try
                             zipMemoryStream.Position := 0;
                             Result := ReadCompressedData(zipMemoryStream);
@@ -349,6 +311,7 @@ begin
         var capFileName := FileName;
         Result :=
             TFuture<TArray<TDataPoint>>.Construct(
+                TLatch.Enqueue(LoadGate),
                 function: TArray<TDataPoint>
                 begin
                     if TFile.Exists(capFileName) then
@@ -375,7 +338,6 @@ begin
     begin
         var cachedFile: TCachedFile;
         cachedFile.Name := Filename;
-        var age: TDateTime;
         if FileAge(Filename, cachedFile.Age, true) then
         begin
             cachedFile.Data := Result;
@@ -418,7 +380,7 @@ begin // Start of LoadDataSeries
     var maxTabYearFound := -1;
     var maxTabMonthFound := -1;
 
-    var filesToLoadPhase1 := TList<TPhase1FileEntry>.Create; // Create list with the named record type
+    var filesToLoad := TList<TPhase1FileEntry>.Create; // Create list with the named record type
     try
         while True do
         begin
@@ -443,7 +405,7 @@ begin // Start of LoadDataSeries
             tabFileEntryRecord.Path := actualTabFileToLoad;
             tabFileEntryRecord.Year := currentTabYear;
             tabFileEntryRecord.Month := currentTabMonth;
-            filesToLoadPhase1.Add(tabFileEntryRecord);
+            filesToLoad.Add(tabFileEntryRecord);
 
             // Advance to the next month
             Inc(currentTabMonth);
@@ -460,7 +422,7 @@ begin // Start of LoadDataSeries
         try
             var LoadGate: TLatch;
 
-            for var tabFileEntry: TPhase1FileEntry in filesToLoadPhase1 do // Iterate with the correct type
+            for var tabFileEntry: TPhase1FileEntry in filesToLoad do // Iterate with the correct type
             begin
                 var data := LoadDataFile(LoadGate, tabFileEntry.Path);
 
@@ -490,7 +452,7 @@ begin // Start of LoadDataSeries
             loadedFileList.Free;
         end;
     finally
-        filesToLoadPhase1.Free;
+        filesToLoad.Free;
     end;
 
     Result :=

Src/Myc.Trade.DataServer.pas

@@ -0,0 +1,50 @@
+unit Myc.Trade.DataServer;
+
+interface
+
+uses
+    System.SysUtils,
+    System.Generics.Collections,
+    Myc.Lazy,
+    Myc.Trade.DataPoint,
+    Myc.Trade.DataSeries;
+
+type
+    IDataProvider = interface
+        ['{B2A9996C-724B-4416-A882-595B7E58066D}']
+        procedure Fetch;
+    end;
+
+    IDataServer<T> = interface
+        ['{A6E246A2-E84E-49AB-A63E-333E561E488C}']
+        function GetData: TMutable<TArray<T>>;
+        function GetIsLiveData: TMutable<Boolean>;
+        property Data: TMutable<TArray<T>> read GetData;
+        property IsLiveData: TMutable<Boolean> read GetIsLiveData;
+    end;
+
+    TDataServer<T> = class(TInterfacedObject, IDataServer<T>, IDataProvider)
+    protected
+        function GetData: TMutable<TArray<T>>; virtual; abstract;
+        function GetIsLiveData: TMutable<Boolean>; virtual; abstract;
+        procedure Fetch; virtual; abstract;
+    end;
+
+    IDataServerNode<T> = interface
+        ['{DA3531F1-158E-4A63-8E5A-34089C537B1B}']
+        function CreateDataServer: IDataServer<T>;
+    end;
+
+    TDataServerNode<T> = class(TInterfacedObject, IDataServerNode<T>)
+    public
+        // Factory method to create the actual data server instance.
+        function CreateDataServer: IDataServer<T>; virtual; abstract;
+    end;
+
+    TFileStreamServerNode<T> = class(TDataServerNode<T>)
+
+    end;
+
+implementation
+
+end.

Src/Myc.Trade.Node.pas

@@ -0,0 +1,48 @@
+unit Myc.Trade.Node;
+
+interface
+
+uses
+    System.SysUtils;
+
+type
+    // Base interface for all objects created by an INode factory.
+    ITradeObject = interface
+        ['{B8A29A67-272E-456A-A816-A19A76E43213}']
+    end;
+
+    // Represents a node in the trading graph, acting as a factory for a trade object.
+    INode = interface
+        ['{E879B5E4-3A4E-434A-8A4F-A9F71B0B7E1C}']
+        function GetCaption: string;
+        // Factory method to create the runtime object.
+        function CreateObject: ITradeObject;
+
+        property Caption: string read GetCaption;
+    end;
+
+    // Abstract base class for all node implementations.
+    TNodeBase = class abstract(TInterfacedObject, INode)
+    protected
+        fCaption: string;
+        function GetCaption: string;
+    public
+        constructor Create(const Caption: string);
+        function CreateObject: ITradeObject; virtual; abstract;
+    end;
+
+implementation
+
+{ TNodeBase }
+
+constructor TNodeBase.Create(const Caption: string);
+begin
+    fCaption := Caption;
+end;
+
+function TNodeBase.GetCaption: string;
+begin
+    result := fCaption;
+end;
+
+end.

Test/MycTests.dpr

@@ -32,7 +32,10 @@ uses
     Myc.Test.Core.Atomic in '..\Src\Myc.Test.Core.Atomic.pas',
     Myc.Trade.Ticker in '..\Src\Myc.Trade.Ticker.pas',
     Myc.Test.Signals.Latch in '..\Src\Myc.Test.Signals.Latch.pas',
-    Myc.Test.Signals.Dirty in '..\Src\Myc.Test.Signals.Dirty.pas';
+    Myc.Test.Signals.Dirty in '..\Src\Myc.Test.Signals.Dirty.pas',
+    Myc.Trade.DataPoint in '..\Src\Myc.Trade.DataPoint.pas',
+    Myc.Trade.DataServer in '..\Src\Myc.Trade.DataServer.pas',
+    Myc.Trade.Node in '..\Src\Myc.Trade.Node.pas';
 
 { keep comment here to protect the following conditional from being removed by the IDE when adding a unit }
 {$IFNDEF TESTINSIGHT}

Test/MycTests.dproj

@@ -130,6 +130,9 @@ $(PreBuildEvent)]]></PreBuildEvent>
         <DCCReference Include="..\Src\Myc.Trade.Ticker.pas"/>
         <DCCReference Include="..\Src\Myc.Test.Signals.Latch.pas"/>
         <DCCReference Include="..\Src\Myc.Test.Signals.Dirty.pas"/>
+        <DCCReference Include="..\Src\Myc.Trade.DataPoint.pas"/>
+        <DCCReference Include="..\Src\Myc.Trade.DataServer.pas"/>
+        <DCCReference Include="..\Src\Myc.Trade.Node.pas"/>
         <BuildConfiguration Include="Base">
             <Key>Base</Key>
         </BuildConfiguration>