Brummel/MycLib
1
0
Fork 0
Code Issues 1 Pull Requests Actions Packages Projects 1 Releases Wiki Activity

TDataPoint<T> review

Browse Source
This commit is contained in:
Michael Schimmel
2025-06-11 08:53:30 +02:00
parent 3cfca1f167
commit d282d2c40d
3 changed files with 46 additions and 42 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Src/Myc.Trade.DataPoint.pas
+6 -4
View File
@@ -13,19 +13,21 @@ type
end;
TDataPoint<T> = record
Idx: Int64;
Time: TDateTime;
Data: T;
constructor Create(AIdx: Int64; ATime: TDateTime; const AData: T);
constructor Create(ATime: TDateTime; const AData: T);
end;
IMycStream<T: record> = interface
procedure Add(const Data: TDataPoint<T>);
end;
implementation
{ TDataPoint }
constructor TDataPoint<T>.Create(AIdx: Int64; ATime: TDateTime; const AData: T);
constructor TDataPoint<T>.Create(ATime: TDateTime; const AData: T);
begin
Idx := AIdx;
Time := ATime;
Data := AData;
end;
Src/Myc.Trade.DataStream.pas
+40 -38
View File
@@ -72,8 +72,8 @@ type
IAuraDataServer<T: record> = interface(IDataServer<T>)
['{481E27DE-DC58-49AF-B8A8-B6316980C423}']
function LoadDataFile(const FileName: string): TFuture<TArray<TAuraFileDataRecord<T>>>;
function LoadDataSeries(const FileName: string): TFuture<TArray<TAuraFileDataRecord<T>>>;
function LoadDataFile(const FileName: string): TFuture<TArray<TDataPoint<T>>>;
function LoadDataSeries(const FileName: string): TFuture<TArray<TDataPoint<T>>>;
function EnumerateAssetFiles: TArray<String>;
end;
@@ -88,7 +88,7 @@ type
Name: String;
Age: TDateTime;
LastUsed: TDateTime;
Data: TFuture<TArray<TAuraFileDataRecord<T>>>;
Data: TFuture<TArray<TDataPoint<T>>>;
end;
private
// The cache is per-instance.
@@ -102,8 +102,8 @@ type
FLoadGate: TLatch;
protected
class function ReadCompressedData(const InputStream: TStream): TArray<TAuraFileDataRecord<T>>; static;
class function ReadUncompressedData(const InputStream: TStream): TArray<TAuraFileDataRecord<T>>; static;
class function ReadCompressedData(const InputStream: TStream): TArray<TDataPoint<T>>; static;
class function ReadUncompressedData(const InputStream: TStream): TArray<TDataPoint<T>>; static;
public
constructor Create(const APath: String);
@@ -124,8 +124,8 @@ type
procedure ClearCache;
function EnumerateAssetFiles: TArray<String>;
function LoadDataFile(const FileName: string): TFuture<TArray<TAuraFileDataRecord<T>>>;
function LoadDataSeries(const FileName: string): TFuture<TArray<TAuraFileDataRecord<T>>>;
function LoadDataFile(const FileName: string): TFuture<TArray<TDataPoint<T>>>;
function LoadDataSeries(const FileName: string): TFuture<TArray<TDataPoint<T>>>;
property Path: String read GetPath;
end;
@@ -136,11 +136,10 @@ type
FDataServer: TAuraDataServer<T>;
FIsLiveData: TMutable<Boolean>.IWriteable;
FCurrentFileName: string;
FCurrentData: TFuture<TArray<TAuraFileDataRecord<T>>>;
FCurrentData: TFuture<TArray<TDataPoint<T>>>;
FNextFileName: string;
FNextData: TFuture<TArray<TAuraFileDataRecord<T>>>;
FNextData: TFuture<TArray<TDataPoint<T>>>;
FCurrPosInFile: Int64;
FCurrentIdx: Int64;
FLastTimeStamp: TDateTime;
protected
function GetChunk(var Data: array of TDataPoint<T>): Integer; override;
@@ -315,12 +314,12 @@ begin
Result := FPath;
end;
function TAuraDataServer<T>.LoadDataFile(const FileName: string): TFuture<TArray<TAuraFileDataRecord<T>>>;
function TAuraDataServer<T>.LoadDataFile(const FileName: string): TFuture<TArray<TDataPoint<T>>>;
var
parsedPath, parsedSymbol: string;
parsedYear, parsedMonth: Integer;
begin
Result := TFuture<TArray<TAuraFileDataRecord<T>>>.Null;
Result := TFuture<TArray<TDataPoint<T>>>.Null;
if not TryParseFileName(FileName, parsedPath, parsedSymbol, parsedYear, parsedMonth) then
exit;
@@ -369,8 +368,8 @@ begin
.Construct(
TLatch.Enqueue(FLoadGate), // Use shared class var FLoadGate
function: TBytes begin Result := TFile.ReadAllBytes(capFileName); end)
.Chain<TArray<TAuraFileDataRecord<T>>>(
function(bytes: TBytes): TArray<TAuraFileDataRecord<T>>
.Chain<TArray<TDataPoint<T>>>(
function(bytes: TBytes): TArray<TDataPoint<T>>
begin
var zipMemoryStream := TBytesStream.Create(bytes);
try
@@ -384,9 +383,9 @@ begin
else if TFile.Exists(FileName) then
begin
Result :=
TFuture<TArray<TAuraFileDataRecord<T>>>.Construct(
TFuture<TArray<TDataPoint<T>>>.Construct(
TLatch.Enqueue(FLoadGate), // Use shared class var FLoadGate
function: TArray<TAuraFileDataRecord<T>>
function: TArray<TDataPoint<T>>
begin
if TFile.Exists(capFileName) then
begin
@@ -419,11 +418,11 @@ begin
end;
end;
function TAuraDataServer<T>.LoadDataSeries(const FileName: string): TFuture<TArray<TAuraFileDataRecord<T>>>;
function TAuraDataServer<T>.LoadDataSeries(const FileName: string): TFuture<TArray<TDataPoint<T>>>;
var
loadedState: TState;
loadedFiles: TArray<TFuture<TArray<TAuraFileDataRecord<T>>>>;
liveData: TFuture<TArray<TAuraFileDataRecord<T>>>;
loadedFiles: TArray<TFuture<TArray<TDataPoint<T>>>>;
liveData: TFuture<TArray<TDataPoint<T>>>;
tabFiles: TList<string>;
currentFile: string;
liveFilePath: string;
@@ -453,7 +452,7 @@ begin
end;
end;
var loadedFileList := TList<TFuture<TArray<TAuraFileDataRecord<T>>>>.Create;
var loadedFileList := TList<TFuture<TArray<TDataPoint<T>>>>.Create;
var loadStates := TList<TState>.Create;
try
for currentFile in tabFiles do
@@ -463,7 +462,7 @@ begin
loadStates.Add(data.Done);
end;
liveData := TFuture<TArray<TAuraFileDataRecord<T>>>.Null;
liveData := TFuture<TArray<TDataPoint<T>>>.Null;
if liveFilePath <> '' then
begin
liveData := LoadDataFile(liveFilePath);
@@ -482,11 +481,11 @@ begin
end;
Result :=
TFuture<TArray<TAuraFileDataRecord<T>>>.Construct(
TFuture<TArray<TDataPoint<T>>>.Construct(
loadedState,
function: TArray<TAuraFileDataRecord<T>>
function: TArray<TDataPoint<T>>
begin
var tickList := TList<TAuraFileDataRecord<T>>.Create;
var tickList := TList<TDataPoint<T>>.Create;
try
var overallLastTabTickTime: TDateTime := 0;
var cnt := 0;
@@ -496,10 +495,10 @@ begin
for var P in loadedFiles do
for var iterTickData in P.Value do
if overallLastTabTickTime < iterTickData.TimeStamp then
if overallLastTabTickTime < iterTickData.Time then
begin
tickList.Add(iterTickData);
overallLastTabTickTime := iterTickData.TimeStamp;
overallLastTabTickTime := iterTickData.Time;
end;
Result := tickList.ToArray;
finally
@@ -509,7 +508,7 @@ begin
);
end;
class function TAuraDataServer<T>.ReadCompressedData(const InputStream: TStream): TArray<TAuraFileDataRecord<T>>;
class function TAuraDataServer<T>.ReadCompressedData(const InputStream: TStream): TArray<TDataPoint<T>>;
var
decompressionStream: TStream;
localHeader: TZipHeader;
@@ -548,10 +547,11 @@ begin
end;
end;
class function TAuraDataServer<T>.ReadUncompressedData(const InputStream: TStream): TArray<TAuraFileDataRecord<T>>;
class function TAuraDataServer<T>.ReadUncompressedData(const InputStream: TStream): TArray<TDataPoint<T>>;
var
fileSize: Int64;
recordCount, bytesRead: Integer;
rec: TAuraFileDataRecord<T>;
begin
SetLength(Result, 0);
InputStream.Position := 0;
@@ -563,9 +563,13 @@ begin
if recordCount > 0 then
begin
SetLength(Result, recordCount);
bytesRead := InputStream.Read(Result[0], fileSize);
if bytesRead <> fileSize then
raise EReadError.CreateFmt('Read error. Expected %d bytes, read %d.', [fileSize, bytesRead]);
for var i:=0 to High(Result) do
begin
bytesRead := InputStream.Read(rec, SizeOf(TAuraFileDataRecord<T>));
if bytesRead <> SizeOf(TAuraFileDataRecord<T>) then
raise EReadError.CreateFmt('Read error. Expected %d bytes, read %d.', [fileSize, bytesRead]);
Result[i].Create( rec.TimeStamp, rec.Data );
end;
end;
end;
@@ -585,7 +589,6 @@ begin
inherited;
FCurrentData := FDataServer.LoadDataFile(FCurrentFileName);
FCurrPosInFile := 0;
FCurrentIdx := 0;
FIsLiveData.SetValue(false);
FLastTimeStamp := 0;
FNextFileName := FDataServer.FindNextDataFile(FCurrentFileName);
@@ -597,8 +600,8 @@ end;
function TAuraFileStream<T>.GetChunk(var Data: array of TDataPoint<T>): Integer;
var
item: TAuraFileDataRecord<T>;
currData: TArray<TAuraFileDataRecord<T>>;
item: TDataPoint<T>;
currData: TArray<TDataPoint<T>>;
begin
Result := 0;
if not FCurrentData.Done.IsSet then
@@ -635,12 +638,11 @@ begin
end;
item := currData[FCurrPosInFile];
if FLastTimeStamp < item.TimeStamp then
if FLastTimeStamp < item.Time then
begin
FLastTimeStamp := item.TimeStamp;
Data[Result].Create(FCurrentIdx, FLastTimeStamp, item.Data);
FLastTimeStamp := item.Time;
Data[Result].Create(FLastTimeStamp, item.Data);
Inc(Result);
Inc(FCurrentIdx);
end;
Inc(FCurrPosInFile);
end;