TLazy + Data-Endpoints refactoring

Src/Myc.Trade.DataPoint.Impl.pas

@@ -157,7 +157,7 @@ type
     end;
 
     // Endpoint that collects data into a series.
-    TMycDataEndpoint<T> = class(TInterfacedObject, TMutable<TSeries<T>>.IMutable)
+    TMycDataEndpoint<T> = class(TInterfacedObject, TLazy<TSeries<T>>.ILazy)
         type
             PItem = ^TItem;
             TItem = record
@@ -169,16 +169,16 @@ type
         FTag: TDataProvider<T>.TTag;
         FDataProvider: TDataProvider<T>;
         FLookback: Int64;
-        FData: TSeries<T>;
-        FChanged: TEvent;
+        FChanged: TFlag;
         FLock: TLightweightMREW;
         FFirst: PItem;
-        function GetChanged: TSignal;
-        function GetValue: TSeries<T>;
+        FCount: Integer;
+        function GetChanged: TState;
         function ProcessData(const Value: T): TState;
     public
         constructor Create(const ADataProvider: TDataProvider<T>; ALookback: Int64);
         destructor Destroy; override;
+        function Update(var Value: TSeries<T>): Boolean;
     end;
 
     TTickAggregation = class(TMycConverter<TDataPoint<Double>, TDataPoint<TOhlcItem>>)
@@ -475,55 +475,13 @@ begin
     inherited;
 end;
 
-function TMycDataEndpoint<T>.GetChanged: TSignal;
+function TMycDataEndpoint<T>.GetChanged: TState;
 begin
-    Result := FChanged.Signal;
-end;
-
-function TMycDataEndpoint<T>.GetValue: TSeries<T>;
-begin
-    FLock.BeginWrite;
-    try
-        var cnt := 0;
-        var tmp: PItem := nil;
-        var item: PItem;
-
-        while FFirst <> nil do
-        begin
-            item := FFirst;
-            FFirst := item.Next;
-            item.Next := tmp;
-            tmp := item;
-            inc(cnt);
-        end;
-
-        if cnt > 0 then
-        begin
-            var Arr: TArray<T>;
-            SetLength(Arr, cnt);
-
-            cnt := 0;
-            while tmp <> nil do
-            begin
-                item := tmp;
-                tmp := item.Next;
-                Arr[cnt] := item.Value;
-                inc(cnt);
-                Dispose(item);
-            end;
-
-            FData := FData.Add(Arr, 0, cnt, FLookback);
-        end;
-
-        Result := FData;
-    finally
-        FLock.EndWrite;
-    end;
+    Result := FChanged.State
 end;
 
 function TMycDataEndpoint<T>.ProcessData(const Value: T): TState;
 begin
-    Result := TState.Null;
     FLock.BeginWrite;
     try
         var P: PItem;
@@ -531,13 +489,43 @@ begin
         P.Next := FFirst;
         FFirst := P;
         P.Value := Value;
-
-        // Add new data point, respecting the lookback period.
-        //        FData := FData.Add(Value, FLookback);
+        inc(FCount);
+        FChanged.Notify;
+    finally
+        FLock.EndWrite;
+    end;
+end;
+
+function TMycDataEndpoint<T>.Update(var Value: TSeries<T>): Boolean;
+begin
+    FLock.BeginWrite;
+    try
+        Result := FChanged.Reset;
+        if Result then
+        begin
+            if FCount > 0 then
+            begin
+                var item: PItem;
+                var Arr: TArray<T>;
+
+                SetLength(Arr, FCount);
+                while FFirst <> nil do
+                begin
+                    item := FFirst;
+                    FFirst := item.Next;
+                    dec(FCount);
+                    Assert(FCount >= 0);
+                    Arr[FCount] := item.Value;
+                    Dispose(item);
+                end;
+                Assert(FCount = 0);
+
+                Value := Value.Add(Arr, 0, Length(Arr), FLookback);
+            end;
+        end;
     finally
         FLock.EndWrite;
     end;
-    FChanged.Notify;
 end;
 
 { TTickAggregation }