Pipe testing

2025-12-26 17:20:00 +01:00
parent 185f8273dd
commit d5d71afdaa
13 changed files with 569 additions and 193 deletions
@@ -0,0 +1,194 @@
+unit Demo.Finance;
+
+interface
+
+uses
+    System.SysUtils,
+    System.Math,
+    System.DateUtils,
+    // Framework
+    Myc.Data.Value,
+    Myc.Data.Scalar,
+    Myc.Data.Keyword,
+    Myc.Data.Stream, // IStream
+    Myc.Data.Stream.Pipes, // TRootStream
+    Myc.Ast.Types,
+    Myc.Ast.Scope,
+    Myc.Ast;
+
+type
+    IFinanceSimulator = interface
+        procedure CreateOHLCSeries(const Scope: IExecutionScope; const VarName: string);
+        procedure AddRandomCandle(const Scope: IExecutionScope; const VarName: string);
+    end;
+
+    TFinanceSimulator = class(TInterfacedObject, IFinanceSimulator)
+    private
+        FLastClose: Double;
+        FLastTime: TDateTime;
+
+        kTime, kOpen, kHigh, kLow, kClose, kVol: IKeyword;
+
+        procedure InitKeywords;
+    public
+        constructor Create;
+        procedure CreateOHLCSeries(const Scope: IExecutionScope; const VarName: string);
+        procedure AddRandomCandle(const Scope: IExecutionScope; const VarName: string);
+    end;
+
+implementation
+
+{ TFinanceSimulator }
+
+constructor TFinanceSimulator.Create;
+begin
+    inherited;
+    FLastClose := 150.00;
+    FLastTime := Now;
+end;
+
+procedure TFinanceSimulator.InitKeywords;
+begin
+    if kTime = nil then
+    begin
+        kTime := TKeywordRegistry.Intern('Time');
+        kOpen := TKeywordRegistry.Intern('Open');
+        kHigh := TKeywordRegistry.Intern('High');
+        kLow := TKeywordRegistry.Intern('Low');
+        kClose := TKeywordRegistry.Intern('Close');
+        kVol := TKeywordRegistry.Intern('Vol');
+    end;
+end;
+
+procedure TFinanceSimulator.CreateOHLCSeries(const Scope: IExecutionScope; const VarName: string);
+var
+    Fields: TArray<TScalarRecordField>;
+    Def: IScalarRecordDefinition;
+    Stream: TRootStream;
+    StaticType: IStaticType;
+begin
+    InitKeywords;
+
+    SetLength(Fields, 6);
+    Fields[0] := TScalarRecordField.Create(kTime, TScalar.TKind.DateTime);
+    Fields[1] := TScalarRecordField.Create(kOpen, TScalar.TKind.Float);
+    Fields[2] := TScalarRecordField.Create(kHigh, TScalar.TKind.Float);
+    Fields[3] := TScalarRecordField.Create(kLow, TScalar.TKind.Float);
+    Fields[4] := TScalarRecordField.Create(kClose, TScalar.TKind.Float);
+    Fields[5] := TScalarRecordField.Create(kVol, TScalar.TKind.Ordinal);
+
+    Def := TKeywordMappingRegistry<TScalar.TKind>.Intern(Fields);
+
+    // Wir erzeugen einen aktiven RootStream
+    Stream := TRootStream.Create(Def);
+
+    // Für den Compiler ist es eine RecordSeries (Typ), zur Laufzeit ein Stream (Wert)
+    StaticType := TTypes.CreateRecordSeries(Def);
+
+    Scope.Define(VarName, TDataValue.FromStream(Stream), StaticType);
+end;
+
+procedure TFinanceSimulator.AddRandomCandle(const Scope: IExecutionScope; const VarName: string);
+var
+    Addr: TResolvedAddress;
+    Val: TDataValue;
+    Stream: TRootStream;
+    Def: IScalarRecordDefinition;
+    RowData: TArray<TScalar.TValue>;
+    i: Integer;
+    Key: IKeyword;
+
+    O, H, L, C: Double;
+    V: Int64;
+begin
+    InitKeywords;
+
+    Addr := Scope.Resolve(VarName);
+    if Addr.Kind = akUnresolved then
+        raise Exception.CreateFmt('Variable "%s" not found.', [VarName]);
+
+    Val := Scope[Addr];
+
+    // Wir benötigen zwingend einen Stream für sim-tick, um Events zu feuern
+    if Val.Kind <> vkStream then
+        raise Exception.CreateFmt('Variable "%s" is not a Stream.', [VarName]);
+
+    // Sicherer Cast auf TRootStream
+    if not (Val.AsStream is TRootStream) then
+        raise Exception.CreateFmt('Variable "%s" is a Stream, but not a TRootStream (cannot push manually).', [VarName]);
+
+    Stream := TRootStream(Val.AsStream);
+    Def := Stream.Series.Def;
+
+    // --- Simulation ---
+    FLastTime := IncMinute(FLastTime, 5);
+    O := FLastClose;
+    C := O + (Random - 0.5) * 2.0;
+    H := Max(O, C) + Random * 0.5;
+    L := Min(O, C) - Random * 0.5;
+    V := Random(1000) + 100;
+    FLastClose := C;
+    // ------------------
+
+    SetLength(RowData, Def.Count);
+    for i := 0 to Def.Count - 1 do
+    begin
+        Key := Def.Items[i].Key;
+        if Key = kTime then
+            RowData[i] := FLastTime
+        else if Key = kOpen then
+            RowData[i] := O
+        else if Key = kHigh then
+            RowData[i] := H
+        else if Key = kLow then
+            RowData[i] := L
+        else if Key = kClose then
+            RowData[i] := C
+        else if Key = kVol then
+            RowData[i] := V;
+    end;
+
+    // Push triggert das Notify-Event für alle angeschlossenen Pipes
+    Stream.Push(RowData);
+end;
+
+procedure RegisterFinanceLibrary(const Scope: IExecutionScope);
+var
+    Sim: IFinanceSimulator;
+    Sig: IStaticType;
+begin
+    Sim := TFinanceSimulator.Create;
+    Sig := TTypes.CreateMethod([TTypes.Text], TTypes.Void);
+
+    Scope.Define(
+        'sim-create',
+        function(const Args: TArray<TDataValue>): TDataValue
+        begin
+            if Length(Args) <> 1 then
+                raise Exception.Create('sim-create(Name) expects 1 argument');
+            Sim.CreateOHLCSeries(Scope, Args[0].AsText);
+            Result := TDataValue.Void;
+        end,
+        Sig
+    );
+
+    Scope.Define(
+        'sim-tick',
+        function(const Args: TArray<TDataValue>): TDataValue
+        begin
+            if Length(Args) <> 1 then
+                raise Exception.Create('sim-tick(Name) expects 1 argument');
+            Sim.AddRandomCandle(Scope, Args[0].AsText);
+            Result := TDataValue.Void;
+        end,
+        Sig
+    );
+
+    // Some Demo-Stream
+    Sim.CreateOHLCSeries(Scope, 'btc');
+end;
+
+initialization
+    TAst.RegisterLibrary(RegisterFinanceLibrary);
+
+end.