DataPoint

Src/Myc.Trade.DataProvider.pas

@@ -12,37 +12,37 @@ type
     TDataStreamProvider<T> = class(TInterfacedObject, TMutable<TDataSeries<T>>.IMutable)
     private
         FStream: IDataStream<T>;
-        FDataSeries: TDataSeries<T>;
+        FDataArray: IDataArray<T>;
         FNewDataAvailable: TFlag;
-        FHasDataSubscription: TSignal.TSubscription;
+        FChunk: TArray<TDataPoint<T>>;
         FLookback: Int64;
         function GetChanged: TSignal;
         function GetValue: TDataSeries<T>;
     public
-        constructor Create(ALookback: Int64; const AStream: IDataStream<T>);
+        constructor Create(ALookback, AMaxChunkSize: 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;
+        class function Create<T>(Lookback, MaxChunkSize: Int64; const Stream: IDataStream<T>): TMutable<TDataSeries<T>>; static;
     end;
 
 implementation
 
 { TDataStreamProvider<T> }
 
-constructor TDataStreamProvider<T>.Create(ALookback: Int64; const AStream: IDataStream<T>);
+constructor TDataStreamProvider<T>.Create(ALookback, AMaxChunkSize: Int64; const AStream: IDataStream<T>);
 begin
     inherited Create;
     FLookback := ALookback;
+    SetLength(FChunk, AMaxChunkSize);
     FStream := AStream;
-    FHasDataSubscription := FStream.HasData.Subscribe(FNewDataAvailable);
-    FDataSeries := TDataSeries<T>.Create( ALookback );
+    FNewDataAvailable := TFlag.CreateObserver(FStream.HasData);
+    FDataArray := TDataSeries<T>.CreateArray(ALookback);
 end;
 
 destructor TDataStreamProvider<T>.Destroy;
 begin
-    FHasDataSubscription.Unsubscribe;
     inherited;
 end;
 
@@ -55,22 +55,18 @@ 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;
+        var cnt := FStream.GetChunk(FChunk);
+        if cnt > 0 then
+            FDataArray.Add(FChunk, cnt);
     end;
-    Result := FDataSeries;
+    Result := FDataArray;
 end;
 
 { TDataStreamProvider }
 
-class function TDataStreamProvider.Create<T>(Lookback: Int64; const Stream: IDataStream<T>): TMutable<TDataSeries<T>>;
+class function TDataStreamProvider.Create<T>(Lookback, MaxChunkSize: Int64; const Stream: IDataStream<T>): TMutable<TDataSeries<T>>;
 begin
-    Result := TDataStreamProvider<T>.Create(Lookback, Stream);
+    Result := TDataStreamProvider<T>.Create(Lookback, MaxChunkSize, Stream);
 end;
 
 end.