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Process.Update for synchronization

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This commit is contained in:
Michael Schimmel
2025-07-12 11:38:23 +02:00
parent 021ff61774
commit cf17e06e32
10 changed files with 318 additions and 380 deletions
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AuraTrader/Myc.Fmx.Chart.pas
+132 -72
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@@ -15,17 +15,18 @@ uses
FMX.Controls,
FMX.Graphics,
Myc.Trade.DataPoint,
Myc.Signals;
Myc.Signals,
Myc.Lazy;
type
TCandleStyle = (csCandleStick, csHiLoBar);
TMycChart = class(TStyledControl)
type
TSeries = class abstract(TContainedObject)
TSeries = class abstract(TObject)
private
FOwner: TMycChart;
function GetMainSeries: TSeries;
function GetOwner: TMycChart;
protected
function GetCount: Int64; virtual; abstract;
function GetValueRange(StartIndex, Count: Int64; out Min, Max: Double): Boolean; virtual; abstract;
@@ -36,7 +37,7 @@ type
constructor Create(AOwner: TMycChart);
property Count: Int64 read GetCount;
property MainSeries: TSeries read GetMainSeries;
property Owner: TMycChart read GetOwner;
property Owner: TMycChart read FOwner;
end;
private
@@ -51,15 +52,19 @@ type
destructor Destroy; override;
// Creates an OHLC candlestick/bar series
function CreateOhlcListener(
procedure AddOhlcSeries(
const DataProvider: IMycDataProvider<TDataPoint<TOhlcItem>>;
const AUpColor: TAlphaColor = TAlphaColors.Green;
const ADownColor: TAlphaColor = TAlphaColors.Red;
const AStyle: TCandleStyle = csCandleStick
): IMycProcessor<TArray<TDataPoint<TOhlcItem>>>;
);
// Creates a simple line series for double values
function CreateDoubleListener(const ALineColor: TAlphaColor = TAlphaColors.Cornflowerblue; const ALineWidth: Single = 1.5):
IMycProcessor<TArray<Double>>;
procedure AddDoubleSeries(
const DataProvider: IMycDataProvider<Double>;
const ALineColor: TAlphaColor = TAlphaColors.Cornflowerblue;
const ALineWidth: Single = 1.5
);
// The maximum number of data points to display from the main series.
property Lookback: Integer read FLookback write FLookback;
@@ -69,24 +74,42 @@ implementation
uses
System.Math,
System.SyncObjs, WinApi.Windows,
System.SyncObjs,
WinApi.Windows,
Myc.Trade.DataArray;
type
TChartSeriesProcessor<T> = class(TMycChart.TSeries, IMycProcessor<TArray<T>>)
TChartSeriesReceiver<T> = class(TMycProcessor<T>)
strict private
FCurrData: TMycDataArray<T>;
FLookback: Int64;
private
FData: TWriteable<TMycDataArray<T>>;
protected
function ProcessData(const Value: T): Boolean; override;
procedure Update; override;
public
constructor Create(ALookback: Int64);
function GetData(var Data: TMycDataArray<T>): Boolean;
property Data: TWriteable<TMycDataArray<T>> read FData;
end;
TChartSeriesProcessor<T> = class(TMycChart.TSeries)
strict private
FDataSeries: TMycDataArray<T>;
FChanged: Boolean;
FLock: TSpinLock;
function ProcessData(const Values: TArray<T>): Boolean;
private
FData: TMycDataArray<T>;
FDataProvider: IMycDataProvider<T>;
FReceiver: TChartSeriesReceiver<T>;
FReceiverTag: TTag;
protected
function GetCount: Int64; override;
function Update: Boolean; override;
public
constructor Create(AOwner: TMycChart);
constructor Create(AOwner: TMycChart; const ADataProvider: IMycDataProvider<T>);
destructor Destroy; override;
property Data: TMycDataArray<T> read FData;
end;
@@ -100,7 +123,12 @@ type
function GetValueRange(StartIndex, Count: Int64; out Min, Max: Double): Boolean; override;
procedure Paint(const ACanvas: TCanvas; const AXForm, AYForm: TFunc<Double, Single>); override;
public
constructor Create(AOwner: TMycChart; const AUpColor, ADownColor: TAlphaColor; AStyle: TCandleStyle);
constructor Create(
AOwner: TMycChart;
const ADataProvider: IMycDataProvider<TDataPoint<TOhlcItem>>;
const AUpColor, ADownColor: TAlphaColor;
AStyle: TCandleStyle
);
end;
{ TChartLineSeries }
@@ -112,14 +140,20 @@ type
function GetValueRange(StartIndex, Count: Int64; out Min, Max: Double): Boolean; override;
procedure Paint(const ACanvas: TCanvas; const AXForm, AYForm: TFunc<Double, Single>); override;
public
constructor Create(AOwner: TMycChart; const ALineColor: TAlphaColor; ALineWidth: Single);
constructor Create(
AOwner: TMycChart;
const ADataProvider: IMycDataProvider<Double>;
const ALineColor: TAlphaColor;
ALineWidth: Single
);
end;
{ TMycChart.TSeries }
constructor TMycChart.TSeries.Create(AOwner: TMycChart);
begin
inherited Create(AOwner);
inherited Create;
FOwner := AOwner;
end;
function TMycChart.TSeries.GetMainSeries: TSeries;
@@ -129,18 +163,13 @@ begin
Result := Owner.FSeriesList[0];
end;
function TMycChart.TSeries.GetOwner: TMycChart;
begin
Result := Controller as TMycChart;
end;
{ TMycChart }
constructor TMycChart.Create(AOwner: TComponent);
begin
inherited Create(AOwner);
FSeriesList := TObjectList<TSeries>.Create(true);
FLookback := 100; // Default lookback
FLookback := 10000;
FIdleSubscrId :=
TMessageManager
@@ -156,27 +185,29 @@ begin
inherited;
end;
function TMycChart.CreateDoubleListener(const ALineColor: TAlphaColor = TAlphaColors.Cornflowerblue; const ALineWidth: Single = 1.5):
IMycProcessor<TArray<Double>>;
procedure TMycChart.AddDoubleSeries(
const DataProvider: IMycDataProvider<Double>;
const ALineColor: TAlphaColor = TAlphaColors.Cornflowerblue;
const ALineWidth: Single = 1.5
);
var
series: TChartLineSeries;
begin
series := TChartLineSeries.Create(Self, ALineColor, ALineWidth);
series := TChartLineSeries.Create(Self, DataProvider, ALineColor, ALineWidth);
FSeriesList.Add(series);
Result := series;
end;
function TMycChart.CreateOhlcListener(
procedure TMycChart.AddOhlcSeries(
const DataProvider: IMycDataProvider<TDataPoint<TOhlcItem>>;
const AUpColor: TAlphaColor = TAlphaColors.Green;
const ADownColor: TAlphaColor = TAlphaColors.Red;
const AStyle: TCandleStyle = csCandleStick
): IMycProcessor<TArray<TDataPoint<TOhlcItem>>>;
);
var
series: TChartOhlcSeries;
begin
series := TChartOhlcSeries.Create(Self, AUpColor, ADownColor, AStyle);
series := TChartOhlcSeries.Create(Self, DataProvider, AUpColor, ADownColor, AStyle);
FSeriesList.Add(series);
Result := series;
end;
procedure TMycChart.DoIdle;
@@ -241,14 +272,11 @@ begin
xTransform := function(index: Double): Single begin Result := rect.Right - (index / (FLookback - 1)) * rect.Width; end;
yTransform :=
function(value: Double): Single
begin
Result := rect.Top + (1 - (value - globalMin) / (globalMax - globalMin)) * rect.Height;
end;
function(value: Double): Single begin Result := rect.Top + (1 - (value - globalMin) / (globalMax - globalMin)) * rect.Height; end;
// var T :=
// TMatrix.CreateTranslation(rect.Left, rect.Top + rect.Height*globalMax / (globalMax - globalMin)) *
// TMatrix.CreateScaling(rect.Width / (FLookback - 1), -rect.Height / (globalMax - globalMin));
// var T :=
// TMatrix.CreateTranslation(rect.Left, rect.Top + rect.Height*globalMax / (globalMax - globalMin)) *
// TMatrix.CreateScaling(rect.Width / (FLookback - 1), -rect.Height / (globalMax - globalMin));
for series in FSeriesList do
begin
@@ -258,12 +286,21 @@ end;
{ TChartSeriesProcessor<T> }
constructor TChartSeriesProcessor<T>.Create(AOwner: TMycChart);
constructor TChartSeriesProcessor<T>.Create(AOwner: TMycChart; const ADataProvider: IMycDataProvider<T>);
begin
inherited Create(AOwner);
FLock := TSpinLock.Create(false);
FDataSeries := TMycDataArray<T>.CreateEmpty;
FData := FDataSeries;
FDataProvider := ADataProvider;
FReceiver := TChartSeriesReceiver<T>.Create(AOwner.Lookback);
FReceiverTag := FDataProvider.Link(FReceiver);
end;
destructor TChartSeriesProcessor<T>.Destroy;
begin
FDataProvider.Unlink(FReceiverTag);
inherited;
end;
function TChartSeriesProcessor<T>.GetCount: Int64;
@@ -271,36 +308,21 @@ begin
Result := FData.Count;
end;
function TChartSeriesProcessor<T>.ProcessData(const Values: TArray<T>): Boolean;
begin
Result := true;
FLock.Enter;
try
FDataSeries := FDataSeries.Add(Values, 0, Length(Values), Owner.Lookback);
FChanged := true;
finally
FLock.Exit;
end;
end;
function TChartSeriesProcessor<T>.Update: Boolean;
begin
FLock.Enter;
try
Result := FChanged;
FChanged := false;
if Result then
FData := FDataSeries;
finally
FLock.Exit;
end;
Result := FReceiver.GetData(FData);
end;
{ TChartOhlcSeries }
constructor TChartOhlcSeries.Create(AOwner: TMycChart; const AUpColor, ADownColor: TAlphaColor; AStyle: TCandleStyle);
constructor TChartOhlcSeries.Create(
AOwner: TMycChart;
const ADataProvider: IMycDataProvider<TDataPoint<TOhlcItem>>;
const AUpColor, ADownColor: TAlphaColor;
AStyle: TCandleStyle
);
begin
inherited Create(AOwner);
inherited Create(AOwner, ADataProvider);
FUpColor := AUpColor;
FDownColor := ADownColor;
FStyle := AStyle;
@@ -318,8 +340,9 @@ begin
Max := -MaxDouble;
for i := StartIndex to System.Math.Min(GetCount - 1, StartIndex + Count - 1) do
begin
Min := System.Math.Min(Min, Data.Items[i].Data.Low);
Max := System.Math.Max(Max, Data.Items[i].Data.High);
var dp := Data.Items[i];
Min := System.Math.Min(Min, dp.Data.Low);
Max := System.Math.Max(Max, dp.Data.High);
end;
Result := (Min <> MaxDouble);
end;
@@ -372,9 +395,14 @@ end;
{ TChartLineSeries }
constructor TChartLineSeries.Create(AOwner: TMycChart; const ALineColor: TAlphaColor; ALineWidth: Single);
constructor TChartLineSeries.Create(
AOwner: TMycChart;
const ADataProvider: IMycDataProvider<Double>;
const ALineColor: TAlphaColor;
ALineWidth: Single
);
begin
inherited Create(AOwner);
inherited Create(AOwner, ADataProvider);
FLineColor := ALineColor;
FLineWidth := ALineWidth;
end;
@@ -389,10 +417,14 @@ begin
Min := MaxDouble;
Max := -MaxDouble;
for i := StartIndex to System.Math.Min(GetCount - 1, StartIndex + Count - 1) do
for i := StartIndex to System.Math.Min(Data.Count - 1, StartIndex + Count - 1) do
begin
Min := System.Math.Min(Min, Data.Items[i]);
Max := System.Math.Max(Max, Data.Items[i]);
var v := Data.Items[i];
if not IsNaN(v) then
begin
Min := System.Math.Min(Min, v);
Max := System.Math.Max(Max, v);
end;
end;
Result := (Min <> MaxDouble);
end;
@@ -412,18 +444,46 @@ begin
var n := 0;
while IsNaN(Data[n]) do
begin
inc( n );
if n >= displaycount-2 then
inc(n);
if n >= displaycount - 2 then
exit;
end;
points.MoveTo( TPointF.Create(AXForm(n), AYForm(Data[n])) );
points.MoveTo(TPointF.Create(AXForm(n), AYForm(Data[n])));
for var i := n to displayCount - 1 do
points.LineTo( TPointF.Create(AXForm(i), AYForm(Data[i])) );
points.LineTo(TPointF.Create(AXForm(i), AYForm(Data[i])));
ACanvas.Stroke.Color := FLineColor;
ACanvas.Stroke.Thickness := FLineWidth;
ACanvas.DrawPath(points, 1);
end;
{ TChartSeriesReceiver<T> }
constructor TChartSeriesReceiver<T>.Create(ALookback: Int64);
begin
inherited Create;
FLookback := ALookback;
FCurrData := TMycDataArray<T>.CreateEmpty;
FData := TWriteable<TMycDataArray<T>>.CreateWriteable( FCurrData ).Protect;
end;
function TChartSeriesReceiver<T>.GetData(var Data: TMycDataArray<T>): Boolean;
begin
var prevTotalCount := Data.TotalCount;
Data := FData.Value;
Result := prevTotalCount <> Data.TotalCount;
end;
function TChartSeriesReceiver<T>.ProcessData(const Value: T): Boolean;
begin
Result := true;
FCurrData := FCurrData.Add(Value, FLookback);
end;
procedure TChartSeriesReceiver<T>.Update;
begin
FData.Value := FCurrData;
end;
end.