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Unit refactoring

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This commit is contained in:
Michael Schimmel
2025-07-15 09:13:40 +02:00
parent 3e0628ad57
commit ce0cba720a
12 changed files with 138 additions and 927 deletions
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AuraTrader/AuraTrader.dpr
+1 -3
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@@ -13,9 +13,7 @@ uses
Myc.Trade.DataArray in '..\Src\Myc.Trade.DataArray.pas',
Myc.FMX.Chart.Series in '..\Src\Myc.FMX.Chart.Series.pas',
Myc.Trade.Indicators in '..\Src\Myc.Trade.Indicators.pas',
Myc.Trade.Types in '..\Src\Myc.Trade.Types.pas',
Myc.Trade.DataConverter in '..\Src\Myc.Trade.DataConverter.pas',
Myc.Trade.Core.DataConverter in '..\Src\Myc.Trade.Core.DataConverter.pas';
Myc.Trade.Types in '..\Src\Myc.Trade.Types.pas';
{$R *.res}
AuraTrader/AuraTrader.dproj
-8
View File
@@ -142,8 +142,6 @@
<DCCReference Include="..\Src\Myc.FMX.Chart.Series.pas"/>
<DCCReference Include="..\Src\Myc.Trade.Indicators.pas"/>
<DCCReference Include="..\Src\Myc.Trade.Types.pas"/>
<DCCReference Include="..\Src\Myc.Trade.DataConverter.pas"/>
<DCCReference Include="..\Src\Myc.Trade.Core.DataConverter.pas"/>
<BuildConfiguration Include="Base">
<Key>Base</Key>
</BuildConfiguration>
@@ -187,12 +185,6 @@
<Overwrite>true</Overwrite>
</Platform>
</DeployFile>
<DeployFile LocalName="Win64\Debug\AuraTrader.rsm" Configuration="Debug" Class="DebugSymbols">
<Platform Name="Win64">
<RemoteName>AuraTrader.rsm</RemoteName>
<Overwrite>true</Overwrite>
</Platform>
</DeployFile>
<DeployFile LocalName="Win64\Release\AuraTrader.exe" Configuration="Release" Class="ProjectOutput">
<Platform Name="Win64">
<RemoteName>AuraTrader.exe</RemoteName>
AuraTrader/FirstStrategy.pas
+1 -2
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@@ -11,8 +11,7 @@ uses
Myc.Trade.Types,
Myc.Trade.DataPoint,
Myc.Trade.DataArray,
Myc.Trade.DataConverter,
Myc.Trade.Core.DataConverter;
Myc.Trade.DataPoint.Impl;
type
TTickAggregation = class(TMycConverter<TDataPoint<Double>, TDataPoint<TOhlcItem>>)
AuraTrader/MainForm.pas
-1
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@@ -30,7 +30,6 @@ uses
Myc.Trade.Types,
Myc.Trade.DataStream,
Myc.Trade.DataPoint,
Myc.Trade.DataConverter,
Myc.Signals,
Myc.Mutable,
Myc.Signals.FMX,
Src/Myc.Fmx.Chart.Series.pas
-2
View File
@@ -11,8 +11,6 @@ uses
Myc.Trade.Types,
Myc.Trade.DataArray,
Myc.Trade.DataPoint,
Myc.Trade.DataConverter,
Myc.Trade.Core.DataConverter,
Myc.Fmx.Chart;
type
Src/Myc.Test.Trade.DataPoint.pas
-759
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@@ -1,759 +0,0 @@
unit Myc.Test.Trade.DataPoint;
interface
uses
System.SysUtils,
System.Classes,
DUnitX.TestFramework,
Myc.Trade.Types,
Myc.Trade.DataPoint;
type
[TestFixture]
TTestDataSeries = class(TObject)
private
FSeries: TDataSeries<TAskBidItem>;
procedure SetupSeriesWithData(ItemCount: Integer = 10; MaxLookBack: Int64 = 10);
public
[Setup]
procedure Setup;
[Teardown]
procedure Teardown;
// Tests for Setup and basic Add/Count
[Test]
procedure TestSetupSeriesWithDataVerification;
[Test]
procedure TestAddAndCount;
[Test]
[IgnoreMemoryLeaks]
procedure TestAddOrderAssertion;
[Test]
procedure TestGetItemsIndexing;
// Tests for bulk Add
[Test]
procedure TestBulkAddIncreasesCount;
[Test]
[IgnoreMemoryLeaks]
procedure TestBulkAddChronologicalAssertion_Internal;
[Test]
[IgnoreMemoryLeaks]
procedure TestBulkAddChronologicalAssertion_External;
[Test]
procedure TestBulkAddSpanningMultipleChunks;
[Test]
procedure TestBulkAddWithMaxLookback;
// Tests for TotalCount
[Test]
procedure TestTotalCountIncrementsCorrectly;
[Test]
procedure TestTotalCountIgnoresTrimming;
[Test]
procedure TestTotalCountResetsOnRecreate;
// Tests for IndexOf
[Test]
procedure TestIndexOfExistingTimeStamp;
[Test]
procedure TestIndexOfNonExistingBetween;
[Test]
procedure TestIndexOfBeforeFirstItem;
[Test]
procedure TestIndexOfAfterLastItem;
[Test]
procedure TestIndexOfExactOldestItem;
[Test]
procedure TestIndexOfExactNewestItem;
[Test]
procedure TestIndexOfEmptySeries;
[Test]
procedure TestIndexOfSingleItemSeries;
[Test]
procedure TestIndexOfRespectsMaxLookback;
[Test]
procedure TestIndexOfWithTrimmedData;
// Tests for Copy (Immutability)
[Test]
procedure TestCopyHasSameContent;
[Test]
procedure TestCopyIsImmutableAfterOriginalChanges;
[Test]
procedure TestCopyRespectsMaxLookback;
// Tests for Lookback
[Test]
procedure TestCountIsCappedByMaxLookback_NoTrim;
[Test]
procedure TestCountIsCappedByMaxLookback_WithTrim;
[Test]
[IgnoreMemoryLeaks]
procedure TestLoopIsSafeWithMaxLookback;
[Test]
procedure TestDataAndTimePropertiesRespectLookback;
[Test]
procedure TestLookbackZero;
[Test]
procedure TestLookbackOne;
end;
implementation
{ TTestDataSeries }
procedure TTestDataSeries.Setup;
begin
FSeries := TDataSeries<TAskBidItem>.CreateDataSeries(1);
end;
procedure TTestDataSeries.Teardown;
begin
FSeries := Default(TDataSeries<TAskBidItem>);
end;
procedure TTestDataSeries.SetupSeriesWithData(ItemCount: Integer = 10; MaxLookBack: Int64 = 10);
var
i: Integer;
DataPoint: TDataPoint<TAskBidItem>;
baseTime: TDateTime;
begin
FSeries := TDataSeries<TAskBidItem>.CreateDataSeries(MaxLookBack);
baseTime := EncodeDate(2020, 7, 7);
// Add data points with increasing timestamps.
for i := 0 to ItemCount - 1 do
begin
DataPoint := TDataPoint<TAskBidItem>.Create(baseTime + i, TAskBidItem.Create(i * 1.0, i * 1.0 + 0.1));
FSeries := FSeries.Add([DataPoint], 0, 1);
end;
end;
procedure TTestDataSeries.TestSetupSeriesWithDataVerification;
var
i: Integer;
baseTime, expectedTime: TDateTime;
expectedAsk: Double;
begin
SetupSeriesWithData;
baseTime := EncodeDate(2020, 7, 7);
Assert.AreEqual(Int64(10), FSeries.Count, 'Setup should create exactly 10 items');
// Check all items to ensure correct reverse chronological order.
for i := 0 to FSeries.Count - 1 do
begin
expectedTime := baseTime + (9 - i);
expectedAsk := Single(9 - i);
Assert.AreEqual(expectedTime, FSeries[i].Time, 'Item at logical index should have correct reversed timestamp');
Assert.AreEqual(expectedAsk, FSeries[i].Data.Ask, 'Item at logical index should have correct reversed data');
end;
end;
procedure TTestDataSeries.TestAddAndCount;
var
DataPoint: TDataPoint<TAskBidItem>;
newTime: TDateTime;
begin
SetupSeriesWithData(10, 11);
newTime := EncodeDate(2020, 7, 17);
Assert.AreEqual(Int64(10), FSeries.Count, 'Initial count should be 10');
DataPoint := TDataPoint<TAskBidItem>.Create(newTime, TAskBidItem.Create(100.0, 100.1));
FSeries := FSeries.Add([DataPoint], 0, 1);
Assert.AreEqual(Int64(11), FSeries.Count, 'Count should be 11 after adding one more');
Assert.AreEqual(newTime, FSeries.Items[0].Time, 'Newest item should be at index 0');
end;
procedure TTestDataSeries.TestAddOrderAssertion;
var
olderTime: TDateTime;
DataPoint: TDataPoint<TAskBidItem>;
begin
SetupSeriesWithData; // Newest item is at 2020-07-16
olderTime := EncodeDate(2020, 7, 15);
Assert.WillRaise(
procedure
begin
DataPoint := TDataPoint<TAskBidItem>.Create(olderTime, TAskBidItem.Create(0.0, 0.0));
FSeries.Add([DataPoint], 0, 1);
end,
EAssertionFailed,
'Adding item with older timestamp should raise an assert error'
);
end;
procedure TTestDataSeries.TestGetItemsIndexing;
var
i: Integer;
expectedTime: TDateTime;
baseTime: TDateTime;
begin
SetupSeriesWithData;
baseTime := EncodeDate(2020, 7, 7);
for i := 0 to 9 do
begin
expectedTime := baseTime + (9 - i);
Assert.AreEqual(expectedTime, FSeries.Items[i].Time, 'Item at logical index should have reversed chronological time');
Assert.AreEqual(Double(9 - i), FSeries.Items[i].Data.Ask, 'Item data at logical index should match reversed insertion order');
end;
end;
//--------------------------------------------------------------------------------------------------
// Tests for bulk Add
//--------------------------------------------------------------------------------------------------
procedure TTestDataSeries.TestBulkAddIncreasesCount;
var
newData: TArray<TDataPoint<TAskBidItem>>;
baseTime, newTime: TDateTime;
i: Integer;
begin
SetupSeriesWithData(10, 15);
baseTime := EncodeDate(2020, 7, 7);
SetLength(newData, 5);
for i := 0 to High(newData) do
begin
newTime := baseTime + 10 + i;
newData[i] := TDataPoint<TAskBidItem>.Create(newTime, TAskBidItem.Create(i, i));
end;
FSeries := FSeries.Add(newData, 0, Length(newData));
Assert.AreEqual(Int64(15), FSeries.Count, 'Count should be increased by the number of items in the bulk add');
Assert.AreEqual(baseTime + 10 + High(newData), FSeries[0].Time, 'Newest item should be the last item from the added array');
end;
procedure TTestDataSeries.TestBulkAddChronologicalAssertion_Internal;
var
newData: TArray<TDataPoint<TAskBidItem>>;
begin
SetupSeriesWithData(10);
SetLength(newData, 2);
newData[0] := TDataPoint<TAskBidItem>.Create(Now + 1, TAskBidItem.Create(1, 1));
newData[1] := TDataPoint<TAskBidItem>.Create(Now, TAskBidItem.Create(2, 2)); // Not sorted
Assert.WillRaise(
procedure begin FSeries.Add(newData, 0, Length(newData)); end,
EAssertionFailed,
'Bulk Add should fail if the input array is not chronologically sorted'
);
end;
procedure TTestDataSeries.TestBulkAddChronologicalAssertion_External;
var
newData: TArray<TDataPoint<TAskBidItem>>;
olderTime: TDateTime;
begin
SetupSeriesWithData(10); // Newest is baseTime + 9
olderTime := EncodeDate(2020, 7, 7) + 8;
SetLength(newData, 1);
newData[0] := TDataPoint<TAskBidItem>.Create(olderTime, TAskBidItem.Create(1, 1));
Assert.WillRaise(
procedure begin FSeries.Add(newData, 0, Length(newData)); end,
EAssertionFailed,
'Bulk Add should fail if its first item is older than the series last item'
);
end;
procedure TTestDataSeries.TestBulkAddSpanningMultipleChunks;
const
CHUNK_SIZE = 1024;
var
newData: TArray<TDataPoint<TAskBidItem>>;
lastTimeBeforeAdd, firstNewTime, lastNewTime: TDateTime;
i: Integer;
begin
SetupSeriesWithData(CHUNK_SIZE - 4, CHUNK_SIZE + 8); // Almost fill the first chunk
lastTimeBeforeAdd := FSeries[0].Time;
SetLength(newData, 8); // Add 8 items, which will span the chunk boundary
for i := 0 to High(newData) do
begin
newData[i] := TDataPoint<TAskBidItem>.Create(lastTimeBeforeAdd + 1 + i, TAskBidItem.Create(i, i));
end;
firstNewTime := newData[0].Time;
lastNewTime := newData[High(newData)].Time;
FSeries := FSeries.Add(newData, 0, Length(newData));
Assert.AreEqual(Int64(CHUNK_SIZE + 4), FSeries.Count, 'Count should be correct after spanning a chunk');
Assert.AreEqual(lastNewTime, FSeries[0].Time, 'Newest item should be correct');
Assert.AreEqual(firstNewTime, FSeries[7].Time, 'Oldest of the new items should be at the correct logical index');
end;
procedure TTestDataSeries.TestBulkAddWithMaxLookback;
var
newData: TArray<TDataPoint<TAskBidItem>>;
i: Integer;
baseTime: TDateTime;
begin
SetupSeriesWithData(400, 500);
baseTime := FSeries[0].Time;
SetLength(newData, 200);
for i := 0 to High(newData) do
begin
newData[i] := TDataPoint<TAskBidItem>.Create(baseTime + 1 + i, TAskBidItem.Create(i, i));
end;
FSeries := FSeries.Add(newData, 0, Length(newData));
// Total items would be 600, but MaxLookback is 500.
// The public Count must be capped at 500.
Assert.AreEqual(Int64(500), FSeries.Count, 'Count should be capped by MaxLookback after bulk add');
end;
//--------------------------------------------------------------------------------------------------
// Tests for TotalCount
//--------------------------------------------------------------------------------------------------
procedure TTestDataSeries.TestTotalCountIncrementsCorrectly;
var
newData: TArray<TDataPoint<TAskBidItem>>;
i: Integer;
DataPoint: TDataPoint<TAskBidItem>;
begin
Assert.AreEqual(Int64(0), FSeries.TotalCount, 'TotalCount should be 0 on creation');
// Test single add
DataPoint := TDataPoint<TAskBidItem>.Create(Now, TAskBidItem.Create(1, 1));
FSeries := FSeries.Add([DataPoint], 0, 1);
Assert.AreEqual(Int64(1), FSeries.TotalCount, 'TotalCount should be 1 after single add');
// Test bulk add
SetLength(newData, 10);
for i := 0 to High(newData) do
newData[i] := TDataPoint<TAskBidItem>.Create(Now + 1 + i, TAskBidItem.Create(i, i));
FSeries := FSeries.Add(newData, 0, Length(newData));
Assert.AreEqual(Int64(11), FSeries.TotalCount, 'TotalCount should be 11 after bulk add');
end;
procedure TTestDataSeries.TestTotalCountIgnoresTrimming;
begin
// Create series with a lookback that will cause trimming
SetupSeriesWithData(20, 10);
// The visible count is capped by MaxLookback
Assert.AreEqual(Int64(10), FSeries.Count, 'Count should be capped by MaxLookback');
// The total count should reflect all items that were ever added
Assert.AreEqual(Int64(20), FSeries.TotalCount, 'TotalCount must not be affected by trimming');
end;
procedure TTestDataSeries.TestTotalCountResetsOnRecreate;
begin
SetupSeriesWithData(15);
Assert.IsTrue(FSeries.TotalCount > 0, 'Pre-condition: TotalCount should be greater than 0');
// Re-create the series to clear it
FSeries := TDataSeries<TAskBidItem>.CreateDataSeries(0);
Assert.AreEqual(Int64(0), FSeries.TotalCount, 'TotalCount should be 0 after re-creation');
Assert.AreEqual(Int64(0), FSeries.Count, 'Count should be 0 after re-creation');
end;
//--------------------------------------------------------------------------------------------------
// Tests for IndexOf
//--------------------------------------------------------------------------------------------------
procedure TTestDataSeries.TestIndexOfExistingTimeStamp;
var
ATimeStamp: TDateTime;
expectedIndex: Int64;
begin
SetupSeriesWithData;
ATimeStamp := EncodeDate(2020, 7, 7) + 9; // Newest item
expectedIndex := 0;
Assert.AreEqual(expectedIndex, FSeries.IndexOf(ATimeStamp), 'IndexOf for the newest existing item timestamp should return 0');
end;
procedure TTestDataSeries.TestIndexOfNonExistingBetween;
var
ATimeStamp: TDateTime;
expectedIndex: Int64;
begin
SetupSeriesWithData;
// Time is between item 8 (2020-07-15) and 9 (2020-07-16)
ATimeStamp := EncodeDate(2020, 7, 15) + 0.5;
// Should return the index of the preceding item, which is the one at 2020-07-15.
// Its logical index is 1 (0 is newest at 2020-07-16)
expectedIndex := Int64(1);
Assert.AreEqual(
expectedIndex,
FSeries.IndexOf(ATimeStamp),
'IndexOf for a non-existing timestamp should return the index of the immediately preceding item'
);
end;
procedure TTestDataSeries.TestIndexOfBeforeFirstItem;
var
ATimeStamp: TDateTime;
baseTime: TDateTime;
begin
SetupSeriesWithData;
baseTime := EncodeDate(2020, 7, 7);
ATimeStamp := baseTime - 1; // A day before the oldest item
Assert.AreEqual(Int64(-1), FSeries.IndexOf(ATimeStamp), 'IndexOf for a timestamp before the oldest item should return -1');
end;
procedure TTestDataSeries.TestIndexOfAfterLastItem;
var
ATimeStamp: TDateTime;
baseTime: TDateTime;
begin
SetupSeriesWithData;
baseTime := EncodeDate(2020, 7, 7);
ATimeStamp := baseTime + 10; // A day after the newest item
Assert.AreEqual(
Int64(0),
FSeries.IndexOf(ATimeStamp),
'IndexOf for a timestamp after the newest item should return the index of the newest item'
);
end;
procedure TTestDataSeries.TestIndexOfExactOldestItem;
var
ATimeStamp: TDateTime;
begin
SetupSeriesWithData;
ATimeStamp := EncodeDate(2020, 7, 7);
Assert.AreEqual(Int64(9), FSeries.IndexOf(ATimeStamp), 'IndexOf for the exact oldest timestamp should return the last index');
end;
procedure TTestDataSeries.TestIndexOfExactNewestItem;
var
ATimeStamp: TDateTime;
begin
SetupSeriesWithData;
ATimeStamp := EncodeDate(2020, 7, 16);
Assert.AreEqual(Int64(0), FSeries.IndexOf(ATimeStamp), 'IndexOf for the exact newest timestamp should return index 0');
end;
procedure TTestDataSeries.TestIndexOfEmptySeries;
begin
// Use default setup with no data
Assert.AreEqual(Int64(0), FSeries.Count);
Assert.AreEqual(Int64(-1), FSeries.IndexOf(Now), 'IndexOf on empty series should return -1');
end;
procedure TTestDataSeries.TestIndexOfSingleItemSeries;
var
DataPoint: TDataPoint<TAskBidItem>;
testTime: TDateTime;
begin
// Use default setup, but add one item
testTime := EncodeDate(2025, 1, 1);
DataPoint := TDataPoint<TAskBidItem>.Create(testTime, TAskBidItem.Create(1.0, 2.0));
FSeries := FSeries.Add([DataPoint], 0, 1);
Assert.AreEqual(Int64(1), FSeries.Count);
Assert.AreEqual(Int64(0), FSeries.IndexOf(testTime), 'IndexOf for exact single item should be 0');
Assert.AreEqual(Int64(0), FSeries.IndexOf(testTime + 0.5), 'IndexOf for time after single item should be 0');
Assert.AreEqual(Int64(-1), FSeries.IndexOf(testTime - 1), 'IndexOf for time before single item should be -1');
end;
procedure TTestDataSeries.TestIndexOfRespectsMaxLookback;
var
baseTime, searchTime: TDateTime;
begin
SetupSeriesWithData(500, 400); // Items from baseTime+0 to baseTime+499
baseTime := EncodeDate(2020, 7, 7);
Assert.AreEqual(Int64(400), FSeries.Count, 'Pre-condition: Count must be 400');
// The oldest *physically present* item has a timestamp of baseTime+0.
// This item is outside the MaxLookback range.
// IndexOf must not find it.
searchTime := baseTime; // Time of oldest physical item.
Assert.AreEqual(Int64(-1), FSeries.IndexOf(searchTime), 'IndexOf should not find items outside the MaxLookback range');
// The oldest *logically valid* item is at index 399.
// This item corresponds to the 100th item added (i=100), since 500-400=100 items are trimmed from the start.
// Its timestamp is baseTime + 100.
searchTime := baseTime + 100;
Assert.AreEqual(Int64(399), FSeries.IndexOf(searchTime), 'IndexOf should find the oldest valid item at the edge of MaxLookback');
end;
procedure TTestDataSeries.TestIndexOfWithTrimmedData;
var
baseTime, searchTime: TDateTime;
begin
SetupSeriesWithData(500, 400); // Oldest visible item has time baseTime+100
baseTime := EncodeDate(2020, 7, 7);
// Search for an exact timestamp that was trimmed
searchTime := baseTime + 50; // Added, but now outside the lookback window
Assert.AreEqual(Int64(-1), FSeries.IndexOf(searchTime), 'IndexOf should not find an exact timestamp that has been trimmed');
// Search for a non-exact timestamp in the trimmed range
searchTime := baseTime + 99.5; // This would resolve to item 99, which is trimmed.
Assert.AreEqual(Int64(-1), FSeries.IndexOf(searchTime), 'IndexOf should return -1 when the preceding item is trimmed');
// Search for a non-exact timestamp that should resolve to the oldest visible item
searchTime := baseTime + 100.5; // This should resolve to item 100 (logical index 399)
Assert.AreEqual(
Int64(399),
FSeries.IndexOf(searchTime),
'IndexOf should find the oldest visible item when searching just after its timestamp'
);
end;
//--------------------------------------------------------------------------------------------------
// Tests for Copy (Immutability)
//--------------------------------------------------------------------------------------------------
procedure TTestDataSeries.TestCopyHasSameContent;
var
copy: TDataSeries<TAskBidItem>;
i: Integer;
begin
SetupSeriesWithData(15);
copy := FSeries;
Assert.AreEqual(FSeries.Count, copy.Count, 'Copy must have the same count as the original');
Assert.AreEqual(FSeries.TotalCount, copy.TotalCount, 'Copy must have the same total count as the original');
for i := 0 to FSeries.Count - 1 do
begin
Assert.AreEqual(FSeries[i].Time, copy[i].Time, 'Copied item timestamp must match original');
Assert.AreEqual(FSeries[i].Data.Ask, copy[i].Data.Ask, 'Copied item data must match original');
end;
end;
procedure TTestDataSeries.TestCopyIsImmutableAfterOriginalChanges;
var
copy: TDataSeries<TAskBidItem>;
originalCount, originalTotalCount: Int64;
newPoint: TDataPoint<TAskBidItem>;
lastTime: TDateTime;
begin
SetupSeriesWithData(10, 11);
// Create the copy
copy := FSeries;
originalCount := copy.Count;
originalTotalCount := copy.TotalCount;
// Modify the original series by creating a new one
lastTime := FSeries[0].Time;
newPoint := TDataPoint<TAskBidItem>.Create(lastTime + 1, TAskBidItem.Create(99, 99.1));
FSeries := FSeries.Add([newPoint], 0, 1);
Assert.AreEqual(Int64(11), FSeries.Count, 'Original series count should have increased');
// Verify the copy remains unchanged
Assert.AreEqual(originalCount, copy.Count, 'Copy count must not change after original is modified');
Assert.AreEqual(originalTotalCount, copy.TotalCount, 'Copy total count must not change after original is modified');
Assert.AreNotEqual(FSeries[0].Time, copy[0].Time, 'Newest item in copy should not be the new item from original');
end;
procedure TTestDataSeries.TestCopyRespectsMaxLookback;
var
copy: TDataSeries<TAskBidItem>;
newPoint: TDataPoint<TAskBidItem>;
lastTime: TDateTime;
begin
SetupSeriesWithData(20, 15); // 20 items total, but series count is capped at 15
Assert.AreEqual(Int64(15), FSeries.Count, 'Pre-condition: Series count should be capped by MaxLookback');
Assert.AreEqual(Int64(20), FSeries.TotalCount, 'Pre-condition: Series total count should be 20');
copy := FSeries;
// Verify the copy reflects the MaxLookback state
Assert.AreEqual(Int64(15), copy.Count, 'Copy count should be the MaxLookback value of the original');
Assert.AreEqual(Int64(20), copy.TotalCount, 'Copy total count should be the total items added to the original');
// Modify original
lastTime := FSeries[0].Time;
newPoint := TDataPoint<TAskBidItem>.Create(lastTime + 1, TAskBidItem.Create(99, 99.1));
FSeries := FSeries.Add([newPoint], 0, 1);
// Verify the copy is still unchanged
Assert.AreEqual(Int64(15), copy.Count, 'Copy count must remain unchanged after original is modified');
Assert.AreEqual(Int64(20), copy.TotalCount, 'Copy total count must remain unchanged after original is modified');
end;
//--------------------------------------------------------------------------------------------------
// Tests for Lookback
//--------------------------------------------------------------------------------------------------
procedure TTestDataSeries.TestCountIsCappedByMaxLookback_NoTrim;
begin
SetupSeriesWithData(500, 400); // Less than one chunk
// The public Count must now be the MaxLookback value, even though
// no chunk was freed and FCount is still 500 internally.
Assert.AreEqual(Int64(400), FSeries.Count, 'Public count should be capped by MaxLookback even if no chunk is freed');
end;
procedure TTestDataSeries.TestCountIsCappedByMaxLookback_WithTrim;
const
ITEMS_TO_ADD = 2000;
LOOKBACK_LIMIT = 900;
begin
SetupSeriesWithData(ITEMS_TO_ADD, LOOKBACK_LIMIT);
// Internally, the item count will be trimmed.
// The public Count should be capped at the lookback limit.
Assert.AreEqual(Int64(LOOKBACK_LIMIT), FSeries.Count, 'Public count should be capped by MaxLookback after trimming');
end;
procedure TTestDataSeries.TestLoopIsSafeWithMaxLookback;
var
dummy: TDataPoint<TAskBidItem>;
begin
SetupSeriesWithData(500, 400);
Assert.AreEqual(Int64(400), FSeries.Count, 'Pre-condition: Count must be capped at 400');
// This test proves that a standard loop based on the public Count is safe
// and will not access an invalid index.
Assert.WillNotRaise(
procedure
begin
for var i := 0 to FSeries.Count - 1 do
begin
dummy := FSeries[i];
end;
end,
EAssertionFailed, // Using EAssertionFailed here to catch potential internal range checks
'Looping up to the public Count should not raise an exception'
);
// Also test the assert when going one item beyond the public count
Assert.WillRaise(
procedure begin dummy := FSeries[400]; end,
EAssertionFailed,
'Accessing index at the limit of MaxLookback should raise an exception'
);
end;
procedure TTestDataSeries.TestDataAndTimePropertiesRespectLookback;
var
baseTime: TDateTime;
expectedOldestTime: TDateTime;
expectedOldestAsk: Double;
expectedNewestTime: TDateTime;
expectedNewestAsk: Double;
begin
SetupSeriesWithData(20, 15); // Add 20 items, lookback 15.
// Visible items are those originally at index 5 through 19.
baseTime := EncodeDate(2020, 7, 7);
// Newest item in series is from i=19. Time = baseTime + 19. Logical index = 0.
expectedNewestTime := baseTime + 19;
expectedNewestAsk := 19.0;
// Oldest visible item is from i=5. Time = baseTime + 5. Logical index = 14.
expectedOldestTime := baseTime + 5;
expectedOldestAsk := 5.0;
Assert.AreEqual(Int64(15), FSeries.Count, 'Pre-condition: Count must be 15');
// Check Data and Time properties at the boundaries
Assert.AreEqual(expectedNewestTime, FSeries.Time[0], 'Time[0] should be the newest visible item''s time');
Assert.AreEqual(expectedNewestAsk, FSeries.Data[0].Ask, 'Data[0] should be the newest visible item''s data');
Assert.AreEqual(expectedOldestTime, FSeries.Time[14], 'Time[Count-1] should be the oldest visible item''s time');
Assert.AreEqual(expectedOldestAsk, FSeries.Data[14].Ask, 'Data[Count-1] should be the oldest visible item''s data');
// Check access will fail beyond the lookback-limited count
Assert.WillRaise(
procedure begin var dummy := FSeries.Data[15]; end,
EAssertionFailed,
'Accessing Data property beyond public count should fail'
);
Assert.WillRaise(
procedure begin var dummy := FSeries.Time[15]; end,
EAssertionFailed,
'Accessing Time property beyond public count should fail'
);
end;
procedure TTestDataSeries.TestLookbackZero;
var
DataPoint: TDataPoint<TAskBidItem>;
begin
FSeries := TDataSeries<TAskBidItem>.CreateDataSeries(0);
Assert.AreEqual(Int64(0), FSeries.Lookback, 'Lookback should be 0');
Assert.AreEqual(Int64(0), FSeries.Count, 'Count on new series should be 0');
Assert.AreEqual(Int64(0), FSeries.TotalCount, 'TotalCount on new series should be 0');
// Add an item
DataPoint := TDataPoint<TAskBidItem>.Create(Now, TAskBidItem.Create(1, 1.1));
FSeries := FSeries.Add([DataPoint], 0, 1);
// Count should still be 0, but TotalCount should be 1
Assert.AreEqual(Int64(0), FSeries.Count, 'Count must remain 0 when Lookback is 0');
Assert.AreEqual(Int64(1), FSeries.TotalCount, 'TotalCount should increment even with Lookback 0');
// Accessing any item should fail
Assert.WillRaise(
procedure begin var dummy := FSeries[0]; end,
EAssertionFailed,
'Accessing item[0] on a series with Lookback=0 should raise an error'
);
// IndexOf should also find nothing
Assert.AreEqual(Int64(-1), FSeries.IndexOf(Now), 'IndexOf on a series with Lookback=0 should return -1');
end;
procedure TTestDataSeries.TestLookbackOne;
var
DataPoint1, DataPoint2, DataPoint3: TDataPoint<TAskBidItem>;
time1, time2, time3: TDateTime;
begin
FSeries := TDataSeries<TAskBidItem>.CreateDataSeries(1);
Assert.AreEqual(Int64(1), FSeries.Lookback, 'Lookback should be 1');
// Add first item
time1 := Now;
DataPoint1 := TDataPoint<TAskBidItem>.Create(time1, TAskBidItem.Create(1, 1.1));
FSeries := FSeries.Add([DataPoint1], 0, 1);
Assert.AreEqual(Int64(1), FSeries.Count, 'Count should be 1 after one add');
Assert.AreEqual(Int64(1), FSeries.TotalCount, 'TotalCount should be 1');
Assert.AreEqual(time1, FSeries[0].Time, 'The first item should be at index 0');
// Add second item
time2 := time1 + EncodeTime(0, 0, 1, 0);
DataPoint2 := TDataPoint<TAskBidItem>.Create(time2, TAskBidItem.Create(2, 2.1));
FSeries := FSeries.Add([DataPoint2], 0, 1);
Assert.AreEqual(Int64(1), FSeries.Count, 'Count must be capped at 1');
Assert.AreEqual(Int64(2), FSeries.TotalCount, 'TotalCount should be 2');
Assert.AreEqual(time2, FSeries[0].Time, 'The newest item should now be at index 0');
// Add third item
time3 := time2 + EncodeTime(0, 0, 1, 0);
DataPoint3 := TDataPoint<TAskBidItem>.Create(time3, TAskBidItem.Create(3, 3.1));
FSeries := FSeries.Add([DataPoint3], 0, 1);
Assert.AreEqual(Int64(1), FSeries.Count, 'Count must still be capped at 1');
Assert.AreEqual(Int64(3), FSeries.TotalCount, 'TotalCount should be 3');
Assert.AreEqual(time3, FSeries[0].Time, 'The third item should now be at index 0');
// Accessing index 1 should fail
Assert.WillRaise(
procedure begin var dummy := FSeries[1]; end,
EAssertionFailed,
'Accessing item[1] on a series with Lookback=1 should raise an error'
);
end;
initialization
TDUnitX.RegisterTestFixture(TTestDataSeries);
end.
Src/Myc.Trade.DataConverter.pas
-145
View File
@@ -1,145 +0,0 @@
unit Myc.Trade.DataConverter;
interface
uses
Myc.Signals,
Myc.Trade.Types,
Myc.Trade.DataPoint;
type
// Interface helper for IMycConverter<S,T> providing the null object pattern.
TConverter<S, T> = record
type
IConverter = interface(IMycProcessor<S>)
function GetSender: TDataProvider<T>.IDataProvider;
property Sender: TDataProvider<T>.IDataProvider read GetSender;
end;
{$REGION 'private'}
strict private
class var
FNull: IConverter;
class constructor CreateClass;
private
FConverter: IConverter;
function GetSender: TDataProvider<T>; inline;
{$ENDREGION}
public
constructor Create(const AConverter: IConverter);
// Managed record operators
class operator Initialize(out Dest: TConverter<S, T>);
class operator Implicit(const A: IConverter): TConverter<S, T>; overload;
class operator Implicit(const A: TConverter<S, T>): IConverter; overload;
class function CreateGeneric(const Func: TConstFunc<S, T>): TConverter<S, T>; static;
// Wrapper for IMycProcessor.ProcessData
function ProcessData(const Value: S): TState; inline;
function Chain<R>(const Next: TConverter<T, R>): TConverter<T, R>; overload; inline;
function Chain<R>(const Func: TConstFunc<T, R>): TConverter<T, R>; overload; inline;
function Field<R>(const FieldName: String): TConverter<T, R>; overload; inline;
// Provides access to the null object instance.
class property Null: IConverter read FNull;
// Wrapper for IMycConverter.Sender
property Sender: TDataProvider<T> read GetSender;
end;
TConverter = record
class function CreateCounter<T>: TConverter<T, Int64>; static;
class function CreateTicker<T>: TConverter<TArray<T>, T>; static;
class function CreateRecordField<S, T>(const FieldName: String): TConverter<S, T>; static;
end;
implementation
uses
Myc.Trade.Core.DataConverter;
{ TConverter<S, T> }
class constructor TConverter<S, T>.CreateClass;
begin
// Create the singleton null object instance.
FNull := TNullConverter<S, T>.Create;
end;
constructor TConverter<S, T>.Create(const AConverter: IConverter);
begin
FConverter := AConverter;
// Ensure that the internal interface is never nil.
if not Assigned(FConverter) then
FConverter := FNull;
end;
function TConverter<S, T>.Chain<R>(const Next: TConverter<T, R>): TConverter<T, R>;
begin
FConverter.Sender.Link(Next);
Result := Next;
end;
function TConverter<S, T>.Chain<R>(const Func: TConstFunc<T, R>): TConverter<T, R>;
begin
Result := Chain<R>(TMycGenericConverter<T, R>.Create(Func));
end;
class function TConverter<S, T>.CreateGeneric(const Func: TConstFunc<S, T>): TConverter<S, T>;
begin
Result := TMycGenericConverter<S, T>.Create(Func);
end;
function TConverter<S, T>.Field<R>(const FieldName: String): TConverter<T, R>;
begin
Result := Chain<R>(TMycRecordFieldReader<T, R>.Create(FieldName));
end;
function TConverter<S, T>.GetSender: TDataProvider<T>;
begin
// Forward the call to the wrapped interface.
Result := FConverter.Sender;
end;
class operator TConverter<S, T>.Initialize(out Dest: TConverter<S, T>);
begin
// Initialize new record instances with the null object.
Dest.FConverter := FNull;
end;
class operator TConverter<S, T>.Implicit(const A: IConverter): TConverter<S, T>;
begin
// Allow implicit conversion from the interface to the helper.
Result.Create(A);
end;
class operator TConverter<S, T>.Implicit(const A: TConverter<S, T>): IConverter;
begin
// Allow implicit conversion from the helper to the interface.
Result := A.FConverter;
end;
function TConverter<S, T>.ProcessData(const Value: S): TState;
begin
// Forward the call to the wrapped interface.
Result := FConverter.ProcessData(Value);
end;
class function TConverter.CreateCounter<T>: TConverter<T, Int64>;
begin
Result := TMycDataCounter<T>.Create;
end;
class function TConverter.CreateRecordField<S, T>(const FieldName: String): TConverter<S, T>;
begin
Result := TMycRecordFieldReader<S, T>.Create(FieldName);
end;
class function TConverter.CreateTicker<T>: TConverter<TArray<T>, T>;
begin
Result := TMycTicker<T>.Create;
end;
end.
Src/Myc.Trade.Core.DataConverter.pas → Src/Myc.Trade.DataPoint.Impl.pas
+2 -3
View File
@@ -1,12 +1,11 @@
unit Myc.Trade.Core.DataConverter;
unit Myc.Trade.DataPoint.Impl;
interface
uses
Myc.Signals,
Myc.Trade.Types,
Myc.Trade.DataPoint,
Myc.Trade.DataConverter;
Myc.Trade.DataPoint;
type
// Null object implementation for IMycConverter
Src/Myc.Trade.DataPoint.pas
+133
View File
@@ -4,6 +4,7 @@ interface
uses
Myc.Signals,
Myc.Trade.Types,
Myc.Core.Notifier;
type
@@ -97,8 +98,58 @@ type
procedure Unlink(Tag: TDataProvider<T>.TTag);
end;
// Interface helper for IMycConverter<S,T> providing the null object pattern.
TConverter<S, T> = record
type
IConverter = interface(IMycProcessor<S>)
function GetSender: TDataProvider<T>.IDataProvider;
property Sender: TDataProvider<T>.IDataProvider read GetSender;
end;
{$REGION 'private'}
strict private
class var
FNull: IConverter;
class constructor CreateClass;
private
FConverter: IConverter;
function GetSender: TDataProvider<T>; inline;
{$ENDREGION}
public
constructor Create(const AConverter: IConverter);
// Managed record operators
class operator Initialize(out Dest: TConverter<S, T>);
class operator Implicit(const A: IConverter): TConverter<S, T>; overload;
class operator Implicit(const A: TConverter<S, T>): IConverter; overload;
class function CreateGeneric(const Func: TConstFunc<S, T>): TConverter<S, T>; static;
// Wrapper for IMycProcessor.ProcessData
function ProcessData(const Value: S): TState; inline;
function Chain<R>(const Next: TConverter<T, R>): TConverter<T, R>; overload; inline;
function Chain<R>(const Func: TConstFunc<T, R>): TConverter<T, R>; overload; inline;
function Field<R>(const FieldName: String): TConverter<T, R>; overload; inline;
// Provides access to the null object instance.
class property Null: IConverter read FNull;
// Wrapper for IMycConverter.Sender
property Sender: TDataProvider<T> read GetSender;
end;
TConverter = record
class function CreateCounter<T>: TConverter<T, Int64>; static;
class function CreateTicker<T>: TConverter<TArray<T>, T>; static;
class function CreateRecordField<S, T>(const FieldName: String): TConverter<S, T>; static;
end;
implementation
uses
Myc.Trade.DataPoint.Impl;
{ TNullDataProvider }
function TNullDataProvider<T>.Link(const Receiver: IMycProcessor<T>): TDataProvider<T>.TTag;
@@ -263,4 +314,86 @@ begin
end;
end;
{ TConverter<S, T> }
class constructor TConverter<S, T>.CreateClass;
begin
// Create the singleton null object instance.
FNull := TNullConverter<S, T>.Create;
end;
constructor TConverter<S, T>.Create(const AConverter: IConverter);
begin
FConverter := AConverter;
// Ensure that the internal interface is never nil.
if not Assigned(FConverter) then
FConverter := FNull;
end;
function TConverter<S, T>.Chain<R>(const Next: TConverter<T, R>): TConverter<T, R>;
begin
FConverter.Sender.Link(Next);
Result := Next;
end;
function TConverter<S, T>.Chain<R>(const Func: TConstFunc<T, R>): TConverter<T, R>;
begin
Result := Chain<R>(TMycGenericConverter<T, R>.Create(Func));
end;
class function TConverter<S, T>.CreateGeneric(const Func: TConstFunc<S, T>): TConverter<S, T>;
begin
Result := TMycGenericConverter<S, T>.Create(Func);
end;
function TConverter<S, T>.Field<R>(const FieldName: String): TConverter<T, R>;
begin
Result := Chain<R>(TMycRecordFieldReader<T, R>.Create(FieldName));
end;
function TConverter<S, T>.GetSender: TDataProvider<T>;
begin
// Forward the call to the wrapped interface.
Result := FConverter.Sender;
end;
class operator TConverter<S, T>.Initialize(out Dest: TConverter<S, T>);
begin
// Initialize new record instances with the null object.
Dest.FConverter := FNull;
end;
class operator TConverter<S, T>.Implicit(const A: IConverter): TConverter<S, T>;
begin
// Allow implicit conversion from the interface to the helper.
Result.Create(A);
end;
class operator TConverter<S, T>.Implicit(const A: TConverter<S, T>): IConverter;
begin
// Allow implicit conversion from the helper to the interface.
Result := A.FConverter;
end;
function TConverter<S, T>.ProcessData(const Value: S): TState;
begin
// Forward the call to the wrapped interface.
Result := FConverter.ProcessData(Value);
end;
class function TConverter.CreateCounter<T>: TConverter<T, Int64>;
begin
Result := TMycDataCounter<T>.Create;
end;
class function TConverter.CreateRecordField<S, T>(const FieldName: String): TConverter<S, T>;
begin
Result := TMycRecordFieldReader<S, T>.Create(FieldName);
end;
class function TConverter.CreateTicker<T>: TConverter<TArray<T>, T>;
begin
Result := TMycTicker<T>.Create;
end;
end.
Src/Myc.Trade.Indicators.pas
+1 -2
View File
@@ -6,8 +6,7 @@ uses
System.SysUtils,
System.Math,
Myc.Trade.Types,
Myc.Trade.DataArray,
Myc.Trade.DataConverter;
Myc.Trade.DataArray;
type
// Result for the Moving Average Convergence Divergence (MACD) indicator.
Test/MycTests.dpr
-1
View File
@@ -28,7 +28,6 @@ uses
Myc.Trade.DataPoint in '..\Src\Myc.Trade.DataPoint.pas',
Myc.Trade.Node in '..\Src\Myc.Trade.Node.pas',
Myc.Trade.DataStream in '..\Src\Myc.Trade.DataStream.pas',
Myc.Test.Trade.DataPoint in '..\Src\Myc.Test.Trade.DataPoint.pas',
Myc.Mutable in '..\Src\Myc.Mutable.pas',
Test.Core.Mutable in 'Test.Core.Mutable.pas';
Test/MycTests.dproj
-1
View File
@@ -128,7 +128,6 @@ $(PreBuildEvent)]]></PreBuildEvent>
<DCCReference Include="..\Src\Myc.Trade.DataPoint.pas"/>
<DCCReference Include="..\Src\Myc.Trade.Node.pas"/>
<DCCReference Include="..\Src\Myc.Trade.DataStream.pas"/>
<DCCReference Include="..\Src\Myc.Test.Trade.DataPoint.pas"/>
<DCCReference Include="..\Src\Myc.Mutable.pas"/>
<DCCReference Include="Test.Core.Mutable.pas"/>
<BuildConfiguration Include="Base">