Reworking DataRecords and DataFlow

Src/Myc.DataRecord.pas

@@ -12,7 +12,7 @@ type
     TDataRecord = record
     public
         type
-            TFieldType = (dfFloat, dfInteger, dfString, dfTimestamp);
+            TFieldType = (dfFloat, dfInteger, dfString, dfTimestamp, dfRecord);
 
             TField = record
             private
@@ -66,9 +66,6 @@ type
         FLayout: TLayout;
         FBuffer: TBytes;
 
-        const
-            DataSize: array[TFieldType] of Integer = (sizeof(Double), sizeof(Int64), sizeof(String), sizeof(TDateTime));
-
     public
         constructor Create(const ALayout: TLayout; const ABuffer: TBytes = nil);
         class operator Finalize(var Dest: TDataRecord);
@@ -87,6 +84,10 @@ type
         property Layout: TLayout read FLayout;
     end;
 
+const
+    DataSize: array[TDataRecord.TFieldType] of Integer =
+        (sizeof(Double), sizeof(Int64), sizeof(String), sizeof(TDateTime), sizeof(TDataRecord));
+
 implementation
 
 uses
@@ -152,6 +153,7 @@ begin
         dfInteger: Int64(Value) := PInt64(Value)^;
         dfString: String(Value) := PString(Value)^;
         dfTimestamp: TDateTime(Value) := PDateTime(Value)^;
+        dfRecord: TDataRecord(Value) := TDataRecord(Value);
     else
         Assert(false);
     end;
@@ -165,6 +167,7 @@ begin
         dfInteger: PInt64(P)^ := Int64(Value);
         dfString: PString(P)^ := String(Value);
         dfTimestamp: PDateTime(P)^ := TDateTime(Value);
+        dfRecord: TDataRecord(P^) := TDataRecord(Value);
     else
         Assert(false);
     end;
@@ -199,7 +202,7 @@ end;
 
 procedure TDataRecord.TField.Finalize(const [ref] Buffer: TBytes);
 begin
-    if not (FFieldType in [dfString]) then
+    if not (FFieldType in [dfString, dfRecord]) then
         exit;
 
     Assert(FOffset + Size <= Length(Buffer));
@@ -207,6 +210,7 @@ begin
     var P := @Buffer[FOffset];
     case FFieldType of
         dfString: PString(P)^ := '';
+        dfRecord: TDataRecord(P^) := Default(TDataRecord);
     end;
 end;
 
@@ -245,8 +249,15 @@ begin
         dfTimestamp:
         begin
             Assert(SrcType.Kind = tkFloat);
+            Assert(SrcType.Name = PTypeInfo(TypeInfo(TDateTime)).Name);
             PDateTime(Dst)^ := PDateTime(@Src)^;
         end;
+        dfRecord:
+        begin
+            Assert(SrcType = TypeInfo(TDataRecord));
+            Assert(SrcType.Name = PTypeInfo(TypeInfo(TDataRecord)).Name);
+            TDataRecord(Dst^) := TDataRecord(Src);
+        end;
     else
         Assert(false);
     end;
@@ -293,8 +304,14 @@ begin
         dfTimestamp:
         begin
             Assert(DstType.Kind = tkFloat);
+            Assert(DstType.Name = PTypeInfo(TypeInfo(TDateTime)).Name);
             PDateTime(@Dst)^ := PDateTime(Src)^;
         end;
+        dfRecord:
+        begin
+            Assert(DstType = TypeInfo(TDataRecord));
+            TDataRecord(Dst) := TDataRecord(Src^);
+        end;
     else
         Assert(false);
     end;
@@ -312,6 +329,7 @@ begin
         dfInteger: PInt64(Dst)^ := PInt64(@Src)^;
         dfString: PString(Dst)^ := PString(@Src)^;
         dfTimestamp: PDateTime(Dst)^ := PDateTime(@Src)^;
+        dfRecord: TDataRecord(Dst^) := TDataRecord(Src);
     else
         Assert(false);
     end;
@@ -350,19 +368,32 @@ begin
     for var i := 0 to High(rttiFields) do
     begin
         var rf := rttiFields[i];
+        var ft: TFieldType := Default(TFieldType);
+        var supported := true;
 
         case rf.FieldType.TypeKind of
-            tkInteger, tkInt64: fields[i] := TField.Create(rf.Name, dfInteger, ofs);
+            tkInteger, tkInt64: ft := dfInteger;
             tkFloat:
-                if SameText(rf.FieldType.Name, 'TDateTime') then
-                    fields[i] := TField.Create(rf.Name, dfTimestamp, ofs)
+                if rf.FieldType.HasName(GetTypeName(TypeInfo(TDateTime))) then
+                    ft := dfTimestamp
                 else
-                    fields[i] := TField.Create(rf.Name, dfFloat, ofs);
-            tkString, tkWString, tkLString, tkUString: fields[i] := TField.Create(rf.Name, dfString, ofs);
+                    ft := dfFloat;
+            tkString, tkWString, tkLString, tkUString: ft := dfString;
+            tkMRecord:
+            begin
+                if rf.FieldType.HasName(GetTypeName(TypeInfo(TDataRecord))) then
+                    ft := dfRecord
+                else
+                    supported := false;
+            end;
         else
-            raise Exception.Create('Type ' + rf.FieldType.Name + ' not supported in data records');
+            supported := false;
         end;
 
+        if not supported then
+            raise Exception.Create('Type ' + rf.FieldType.Name + ' not supported in data records');
+
+        fields[i] := TField.Create(rf.Name, ft, ofs);
         inc(ofs, fields[i].AlignedSize);
     end;
 

Src/Myc.Trade.DataPoint.Impl.pas

@@ -242,6 +242,7 @@ uses
     System.RTTI,
     System.DateUtils,
     System.Math,
+    Winapi.Windows,
     Myc.TaskManager;
 
 { TMycProcessor<T> }