DataFeed-Producer

AuraTrader/AuraTrader.dpr

@@ -9,7 +9,8 @@ uses
     DynamicFMXControl in 'DynamicFMXControl.pas',
     Myc.Trade.Pipeline.Impl in '..\Src\Myc.Trade.Pipeline.Impl.pas',
     Myc.Trade.Indicators_v2 in '..\Src\Myc.Trade.Indicators_v2.pas',
-    Strategy2 in 'Strategy2.pas';
+    Strategy2 in 'Strategy2.pas',
+    Myc.Trade.DataFeed in '..\Src\Myc.Trade.DataFeed.pas';
 
 {$R *.res}
 

AuraTrader/AuraTrader.dproj

@@ -4,7 +4,7 @@
         <ProjectVersion>20.3</ProjectVersion>
         <FrameworkType>FMX</FrameworkType>
         <Base>True</Base>
-        <Config Condition="'$(Config)'==''">Debug</Config>
+        <Config Condition="'$(Config)'==''">Release</Config>
         <Platform Condition="'$(Platform)'==''">Win64</Platform>
         <ProjectName Condition="'$(ProjectName)'==''">AuraTrader</ProjectName>
         <TargetedPlatforms>3</TargetedPlatforms>
@@ -140,6 +140,7 @@
         <DCCReference Include="..\Src\Myc.Trade.Pipeline.Impl.pas"/>
         <DCCReference Include="..\Src\Myc.Trade.Indicators_v2.pas"/>
         <DCCReference Include="Strategy2.pas"/>
+        <DCCReference Include="..\Src\Myc.Trade.DataFeed.pas"/>
         <BuildConfiguration Include="Base">
             <Key>Base</Key>
         </BuildConfiguration>

AuraTrader/MainForm.fmx

@@ -204,6 +204,13 @@ object Form1: TForm1
               Text = 'Button2'
               OnClick = Button2Click
             end
+            object Button3: TButton
+              Position.X = 64.000000000000000000
+              Position.Y = 152.000000000000000000
+              TabOrder = 2
+              Text = 'Button3'
+              OnClick = Button3Click
+            end
           end
         end
       end

AuraTrader/MainForm.pas

@@ -40,6 +40,8 @@ uses
     Myc.Signals.FMX,
     Myc.TaskManager,
     Myc.Aura.Module,
+    Myc.Data.Scalar,
+    Myc.Data.Keyword,
     FMX.ListBox,
     FMX.Layouts,
     FMX.TreeView,
@@ -53,6 +55,7 @@ uses
     Myc.FMX.Chart,
     Myc.Trade.Indicators,
     Myc.Trade.Indicators.Common,
+    Myc.Trade.DataFeed,
     StrategyTest,
     TestMethodCallFromRecordParams;
 
@@ -85,6 +88,7 @@ type
         Strat2Button: TSpeedButton;
         Button1: TButton;
         Button2: TButton;
+        Button3: TButton;
         procedure FormCreate(Sender: TObject);
         procedure FormDestroy(Sender: TObject);
         procedure StopButtonClick(Sender: TObject);
@@ -92,6 +96,7 @@ type
         procedure AddWorkspaceActionExecute(Sender: TObject);
         procedure Button1Click(Sender: TObject);
         procedure Button2Click(Sender: TObject);
+        procedure Button3Click(Sender: TObject);
         procedure LogMemoChange(Sender: TObject);
         procedure Strat2ButtonClick(Sender: TObject);
         procedure TestActionExecute(Sender: TObject);
@@ -109,6 +114,7 @@ type
         FProcessDone: TState;
         FApplication: IAuraApplication;
         FModulesItem: TTreeViewItem;
+        FTickerServer: IScalarBatchServer;
         function SelectedSymbol: String;
         procedure ExecuteStrategy(const Symbol: String; Timeframe: TTimeframe; const Consumer: IConsumer<TDataPoint<TOhlcItem>>);
 
@@ -340,6 +346,91 @@ begin
 
 end;
 
+procedure TForm1.Button3Click(Sender: TObject);
+begin
+    var symbol := SelectedSymbol;
+    if symbol = '' then
+        exit;
+
+    var layout := CurrLayout<TVertScrollBox>;
+    if layout = nil then
+        exit;
+
+    // 1. Setup Chart
+    var chart := TMycChart.Create(Self);
+    AlignControl(chart);
+    chart.Height := layout.ChildrenRect.Width * 9 / 16;
+    chart.Lookback.Value := 500000;
+
+    // 2. Define Schema (Keywords & Layout)
+    var kTime := TKeywordRegistry.Intern('Time');
+    var kClose := TKeywordRegistry.Intern('Close');
+
+    var def :=
+        TScalarRecordRegistry.Intern(
+            [
+                TPair<IKeyword, TScalar.TKind>.Create(kTime, TScalar.TKind.DateTime),
+                TPair<IKeyword, TScalar.TKind>.Create(kClose, TScalar.TKind.Float)
+            ]
+        );
+
+    // 3. Build Pipeline
+
+    var iTime := def.IndexOf(kTime);
+    var iClose := def.IndexOf(kClose);
+
+    var terminated := TFlag.CreateObserver(FTerminate.Signal).State;
+    var path := '\\COFFEE\TickData\Pepperstone'; // Or FServer.Path if compatible
+
+    FTickerServer := TScalarBatchServer.Create(path, '.m1', true, def) as IScalarBatchServer;
+
+    // Converter: Transforms raw IRecordSeries (Columns) into TArray<TDataPoint>
+    var ticker :=
+        FTickerServer.Ticker.Chain<TDataPoint<Double>>(
+            function(const Tick: IScalarRecord): TDataPoint<Double>
+            begin
+                Result.Time := Tick.ItemByIndex(iTime).Value.AsDouble;
+                Result.Data := Tick.ItemByIndex(iClose).Value.AsDouble;
+            end
+        );
+
+    // Link Chart to Ticker
+    chart
+        .SetXAxisSeries(TTimeframe.M, ticker.Chain<TDateTime>(function(const p: TDataPoint<Double>): TDateTime begin Result := p.Time end));
+
+    var panel := chart.AddPanel;
+    panel.AddDoubleSeries(
+        ticker.Chain<Double>(function(const p: TDataPoint<Double>): Double begin Result := p.Data end),
+        TAlphaColors.Orange
+    );
+
+    FTickerServer.SetImportOptions(
+        SizeOf(TM1FileItem),
+        procedure(const Src: Pointer; Dst: TScalar.PValue)
+        var
+            Item: ^TM1FileItem;
+        begin
+            Item := Src;
+
+            // Field 0: Time (DateTime is stored as Double/OADate in TScalar)
+            Dst.AsDouble := Item.OADateTime;
+
+            // Move to next field in destination (TScalar values are contiguous)
+            Inc(Dst);
+
+            // Field 1: Close (Float)
+            // Convert Int64 price to Double using Digits: Price / 10^Digits
+            if Item.Digits > 0 then
+                Dst.AsDouble := Item.Close / Power(10, Item.Digits)
+            else
+                Dst.AsDouble := Item.Close;
+        end
+    );
+
+    // Connect pipeline: Server -> Converter
+    FProcessDone := FTickerServer.ProcessData(symbol, terminated);
+end;
+
 function TForm1.CreateStrategy2(Timeframe: TTimeframe): IConsumer<TDataPoint<TOhlcItem>>;
 type
     TSignal = record