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TLazy + Data-Endpoints refactoring

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This commit is contained in:
Michael Schimmel
2025-07-17 00:48:46 +02:00
parent abad66ae52
commit b3359a4d73
8 changed files with 271 additions and 250 deletions
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AuraTrader/AuraTrader.dproj
+1 -1
View File
@@ -4,7 +4,7 @@
<ProjectVersion>20.3</ProjectVersion>
<FrameworkType>FMX</FrameworkType>
<Base>True</Base>
<Config Condition="'$(Config)'==''">Release</Config>
<Config Condition="'$(Config)'==''">Debug</Config>
<Platform Condition="'$(Platform)'==''">Win64</Platform>
<ProjectName Condition="'$(ProjectName)'==''">AuraTrader</ProjectName>
<TargetedPlatforms>3</TargetedPlatforms>
AuraTrader/MainForm.pas
+17 -8
View File
@@ -483,13 +483,18 @@ begin
var Highest: Double := Double.MinValue;
var ATR := Ohlc[0].Chain<Double>(TIndicators.CreateATR(50)).MakeParallel;
var ATRSeries := TConverter.CreateEndpoint<Double>(ATR.Sender, 5);
var HullSeries := TConverter.CreateEndpoint<Double>(Hull.Sender, 5);
var SmaSeries := TConverter.CreateEndpoint<Double>(Sma.Sender, 5);
// next stage
var ATREndPoint := TConverter.CreateEndpoint<Double>(ATR.Sender, 5);
var ATRSeries: TSeries<Double>;
var HullEndPoint := TConverter.CreateEndpoint<Double>(Hull.Sender, 5);
var HullSeries: TSeries<Double>;
var SmaEndPoint := TConverter.CreateEndpoint<Double>(Sma.Sender, 5);
var SmaSeries: TSeries<Double>;
var curr: TSignal;
curr.SL := Double.NaN;
curr.Entry := Double.NaN;
@@ -508,7 +513,11 @@ begin
Result.Sig := 0;
var pnl: double := NaN;
if (HullSeries.Value[0] < SmaSeries.Value[0]) and (HullSeries.Value[1] >= SmaSeries.Value[1]) then
ATREndPoint.Update(ATRSeries);
HullEndPoint.Update(HullSeries);
SmaEndPoint.Update(SmaSeries);
if (HullSeries[0] < SmaSeries[0]) and (HullSeries[1] >= SmaSeries[1]) then
begin
if curr.Sig > 0 then
pnl := Ohlc.Close - curr.Entry;
@@ -518,7 +527,7 @@ begin
curr.Entry := Ohlc.Close;
Result := curr;
end
else if (HullSeries.Value[0] > SmaSeries.Value[0]) and (HullSeries.Value[1] <= SmaSeries.Value[1]) then
else if (HullSeries[0] > SmaSeries[0]) and (HullSeries[1] <= SmaSeries[1]) then
begin
if curr.Sig < 0 then
pnl := curr.Entry - Ohlc.Close;
@@ -529,7 +538,7 @@ begin
Result := curr;
end;
var atr := 15 * ATRSeries.Value[0];
var atr := 15 * ATRSeries[0];
if curr.Sig > 0 then
begin
if Ohlc.Close > curr.SL then
@@ -600,8 +609,8 @@ begin
panel.AddOhlcSeries(Ohlc[0].Sender);
panel.AddDoubleSeries(Hull.Sender, TAlphaColors.Cornflowerblue, 2);
panel.AddDoubleSeries(Sma.Sender, TAlphaColors.Brown, 1.5);
panel.AddDoubleSeries(Signal.Field<Double>('SL').Sender, TAlphaColors.Red, 2);
panel.AddDoubleSeries(Signal.Field<Double>('Entry').Sender, TAlphaColors.Green, 1);
panel.AddDoubleSeries(Signal.Field<Double>('SL').Sender, TAlphaColors.Red, 2);
var pnlChart := TMycChart.Create(Self);
AlignControl(pnlChart);