DataFeed-Producer

Src/Data/Myc.Data.Scalar.pas

@@ -3,11 +3,11 @@ unit Myc.Data.Scalar;
 interface
 
 uses
-    system.sysutils,
-    system.generics.collections,
-    system.generics.defaults,
-    system.math,
-    system.dateutils,
+    System.SysUtils,
+    System.Generics.Collections,
+    System.Generics.Defaults,
+    System.Math,
+    System.DateUtils,
     Myc.Utils,
     Myc.Data.Decimal,
     Myc.Data.Series,
@@ -24,6 +24,7 @@ type
             TKind = (Ordinal, Float, Keyword, Boolean, DateTime);
 
             // The 8-byte storage for the scalar value
+            PValue = ^TValue;
             TValue = record
             case TKind of
                 TKind.Ordinal, TKind.Keyword, TKind.Boolean: (AsInt64: Int64);
@@ -157,7 +158,7 @@ type
     strict private
         FDef: IScalarRecordDefinition;
         FFields: TArray<TScalar.TValue>;
-    end;
+    end deprecated;
 
     ISeries = interface
         {$region 'private'}
@@ -174,7 +175,7 @@ type
         procedure Add(const Item: TScalar.TValue; Lookback: Int64 = -1);
     end;
 
-    // A time series of scalar records, optimized for memory and access speed.
+    // A series of scalar records, optimized for memory and access speed.
     TScalarSeries = class(TInterfacedObject, ISeries, IWriteableSeries)
     private
         FKind: TScalar.TKind;
@@ -196,13 +197,14 @@ type
         function GetFields(const Key: IKeyword): ISeries;
         {$endregion}
         procedure Add(const Item: TScalarRecord; Lookback: Int64 = -1);
+        procedure AddRaw(const Data; Lookback: Int64 = -1);
         property Count: Int64 read GetCount;
         property Def: IScalarRecordDefinition read GetDef;
         property Fields[const Key: IKeyword]: ISeries read GetFields; default;
         property TotalCount: Int64 read GetTotalCount;
     end;
 
-    // A time series of scalar records, optimized for memory and access speed.
+    // A series of scalar records, optimized for memory and access speed.
     TScalarRecordSeries = class(TInterfacedObject, IRecordSeries)
         type
             TMemberSeries = class(TGenericContainedObject<TScalarRecordSeries>, ISeries)
@@ -231,6 +233,10 @@ type
         constructor Create(const ADef: IScalarRecordDefinition);
         destructor Destroy; override;
         procedure Add(const Item: TScalarRecord; Lookback: Int64 = -1);
+
+        // Copies data directly from the Data reference (zero-copy wrapper)
+        procedure AddRaw(const Data; Lookback: Int64 = -1);
+
         property Count: Int64 read GetCount;
         property Fields[const Key: IKeyword]: ISeries read GetFields; default;
         property Def: IScalarRecordDefinition read GetDef;
@@ -849,6 +855,19 @@ begin
     inc(FTotalCount);
 end;
 
+procedure TScalarRecordSeries.AddRaw(const Data; Lookback: Int64 = -1);
+type
+    TValueArr = array[0..MaxInt div SizeOf(TScalar.TValue) - 1] of TScalar.TValue;
+    PValueArr = ^TValueArr;
+var
+    len: Integer;
+begin
+    len := Length(FDef.Fields);
+    // Use Slice to pass the raw data as an open array without copying.
+    FArray.Add(Slice(PValueArr(@Data)^, len), len * Integer(Lookback));
+    inc(FTotalCount);
+end;
+
 function TScalarRecordSeries.GetFields(const Key: IKeyword): ISeries;
 begin
     var elem := FDef.IndexOf(Key);