Pipe testing
This commit is contained in:
File diff suppressed because one or more lines are too long
@@ -40,7 +40,9 @@ uses
|
||||
Myc.Ast.RTL.TypeRegistry in '..\Src\AST\Myc.Ast.RTL.TypeRegistry.pas',
|
||||
Myc.Trade.Broker in '..\Src\Myc.Trade.Broker.pas',
|
||||
Myc.Data.Stream.Pipes in '..\Src\Data\Myc.Data.Stream.Pipes.pas',
|
||||
Myc.Data.Stream in '..\Src\Data\Myc.Data.Stream.pas';
|
||||
Myc.Data.Stream in '..\Src\Data\Myc.Data.Stream.pas',
|
||||
Myc.Fmx.AstEditor.Handlers.Pipes in '..\Src\AST\Myc.Fmx.AstEditor.Handlers.Pipes.pas',
|
||||
Demo.Finance in '..\Test\Demo.Finance.pas';
|
||||
|
||||
{$R *.res}
|
||||
|
||||
|
||||
@@ -171,6 +171,8 @@
|
||||
<DCCReference Include="..\Src\Myc.Trade.Broker.pas"/>
|
||||
<DCCReference Include="..\Src\Data\Myc.Data.Stream.Pipes.pas"/>
|
||||
<DCCReference Include="..\Src\Data\Myc.Data.Stream.pas"/>
|
||||
<DCCReference Include="..\Src\AST\Myc.Fmx.AstEditor.Handlers.Pipes.pas"/>
|
||||
<DCCReference Include="..\Test\Demo.Finance.pas"/>
|
||||
<BuildConfiguration Include="Base">
|
||||
<Key>Base</Key>
|
||||
</BuildConfiguration>
|
||||
|
||||
@@ -45,6 +45,7 @@ uses
|
||||
Myc.Ast.Compiler.Macros,
|
||||
// Editor Units
|
||||
Myc.Fmx.AstEditor,
|
||||
Demo.Finance,
|
||||
FMX.Menus;
|
||||
|
||||
type
|
||||
|
||||
@@ -480,6 +480,7 @@ begin
|
||||
vkRecordSeries: Result := TDataValue.FromSeries(baseValue.AsRecordSeries.Fields[Node.Member.Value]);
|
||||
vkScalarRecord: Result := TDataValue(baseValue.AsScalarRecord.Fields[Node.Member.Value]);
|
||||
vkGenericRecord: Result := TDataValue(baseValue.AsGenericRecord.Fields[Node.Member.Value]);
|
||||
vkStream: Result := TDataValue.FromSeries(baseValue.AsStream.Series.Fields[Node.Member.Value]);
|
||||
else
|
||||
raise EEvaluatorException.Create('Member access operator `.` is not supported for this value type.');
|
||||
end;
|
||||
|
||||
@@ -0,0 +1,177 @@
|
||||
unit Myc.Fmx.AstEditor.Handlers.Pipes;
|
||||
|
||||
interface
|
||||
|
||||
uses
|
||||
System.SysUtils,
|
||||
System.UITypes,
|
||||
System.Types,
|
||||
Myc.Ast,
|
||||
Myc.Ast.Nodes,
|
||||
Myc.Fmx.AstEditor.Render,
|
||||
Myc.Fmx.AstEditor.Node,
|
||||
Myc.Fmx.AstEditor.Handlers;
|
||||
|
||||
type
|
||||
// --- Pipe Container ---
|
||||
|
||||
TPipeNodeHandler = class(TBaseNodeHandler<IPipeNode>)
|
||||
private
|
||||
FInputsNode: TAstViewNode;
|
||||
FTransformNode: TAstViewNode;
|
||||
public
|
||||
procedure BuildUI(OwnerNode: TAstViewNode); override;
|
||||
function ReconstructAst(OwnerNode: TAstViewNode): IAstNode; override;
|
||||
end;
|
||||
|
||||
// --- Pipe Inputs ---
|
||||
|
||||
TPipeInputListHandler = class(TNodeListHandler<IPipeInputNode>)
|
||||
protected
|
||||
function GetOrientation: TLayoutOrientation; override;
|
||||
function GetAlignment: TLayoutAlignment; override;
|
||||
public
|
||||
function ReconstructAst(OwnerNode: TAstViewNode): IAstNode; override;
|
||||
end;
|
||||
|
||||
TPipeInputNodeHandler = class(TBaseNodeHandler<IPipeInputNode>)
|
||||
private
|
||||
FStreamNode: TAstViewNode;
|
||||
FSelectorsNode: TAstViewNode;
|
||||
public
|
||||
procedure BuildUI(OwnerNode: TAstViewNode); override;
|
||||
function ReconstructAst(OwnerNode: TAstViewNode): IAstNode; override;
|
||||
end;
|
||||
|
||||
// --- Selectors ---
|
||||
|
||||
TPipeSelectorListHandler = class(TNodeListHandler<IKeywordNode>)
|
||||
protected
|
||||
function GetOrientation: TLayoutOrientation; override;
|
||||
public
|
||||
function ReconstructAst(OwnerNode: TAstViewNode): IAstNode; override;
|
||||
end;
|
||||
|
||||
implementation
|
||||
|
||||
{ TPipeNodeHandler }
|
||||
|
||||
procedure TPipeNodeHandler.BuildUI(OwnerNode: TAstViewNode);
|
||||
var
|
||||
visu: IAstVisualizer;
|
||||
header: TTextNode;
|
||||
arrow: TTextNode;
|
||||
begin
|
||||
visu := OwnerNode.Visualizer.Clone(OwnerNode, OwnerNode.Visualizer.ExprDepth + 1);
|
||||
|
||||
OwnerNode.Frameless := False;
|
||||
OwnerNode.Orientation := loVertical;
|
||||
OwnerNode.Alignment := laCenter;
|
||||
|
||||
// Distinct background color for Pipes to make them stand out as data flows
|
||||
OwnerNode.BackgroundColor := $FF202530;
|
||||
OwnerNode.BorderColor := TAlphaColors.Slateblue;
|
||||
|
||||
// Header
|
||||
header := OwnerNode.AddLabel(OwnerNode, 'Pipe Pipeline');
|
||||
header.FontSettings.Font.Style := [TFontStyle.fsBold];
|
||||
header.Color := TAlphaColors.Lightskyblue;
|
||||
|
||||
// Section 1: Inputs
|
||||
FInputsNode := visu.CallAccept(FNode.Inputs);
|
||||
|
||||
// Visual Separator / Direction indicator
|
||||
arrow := OwnerNode.AddLabel(OwnerNode, '▼ Transform ▼');
|
||||
arrow.FontSettings.Font.Size := 10;
|
||||
arrow.Color := TAlphaColors.Gray;
|
||||
arrow.Margins := TMarginRect.Create(0, 5, 0, 5);
|
||||
|
||||
// Section 2: Transformation (Lambda)
|
||||
FTransformNode := visu.CallAccept(FNode.Transformation);
|
||||
end;
|
||||
|
||||
function TPipeNodeHandler.ReconstructAst(OwnerNode: TAstViewNode): IAstNode;
|
||||
begin
|
||||
Result :=
|
||||
TAst.Pipe(FNode.Identity, FInputsNode.CreateAst.AsPipeInputList, FTransformNode.CreateAst.AsLambdaExpression, FNode.StaticType);
|
||||
end;
|
||||
|
||||
{ TPipeInputListHandler }
|
||||
|
||||
function TPipeInputListHandler.GetOrientation: TLayoutOrientation;
|
||||
begin
|
||||
// Stack inputs vertically
|
||||
Result := loVertical;
|
||||
end;
|
||||
|
||||
function TPipeInputListHandler.GetAlignment: TLayoutAlignment;
|
||||
begin
|
||||
Result := laFlush;
|
||||
end;
|
||||
|
||||
function TPipeInputListHandler.ReconstructAst(OwnerNode: TAstViewNode): IAstNode;
|
||||
var
|
||||
arr: TArray<IPipeInputNode>;
|
||||
i: Integer;
|
||||
begin
|
||||
SetLength(arr, FChildNodes.Count);
|
||||
for i := 0 to FChildNodes.Count - 1 do
|
||||
arr[i] := FChildNodes[i].CreateAst.AsPipeInput;
|
||||
|
||||
Result := TPipeInputList.Create(arr, FNode.Identity);
|
||||
end;
|
||||
|
||||
{ TPipeInputNodeHandler }
|
||||
|
||||
procedure TPipeInputNodeHandler.BuildUI(OwnerNode: TAstViewNode);
|
||||
var
|
||||
visu: IAstVisualizer;
|
||||
begin
|
||||
visu := OwnerNode.Visualizer.Clone(OwnerNode, OwnerNode.Visualizer.ExprDepth);
|
||||
|
||||
OwnerNode.Frameless := True;
|
||||
OwnerNode.Orientation := loHorizontal;
|
||||
OwnerNode.Alignment := laCenter;
|
||||
|
||||
// "StreamName [ :Col :Col ]"
|
||||
FStreamNode := visu.CallAccept(FNode.StreamSource);
|
||||
|
||||
// Add small spacing
|
||||
var spacer := TAutoFitLayout.Create(OwnerNode.Host);
|
||||
spacer.Size := TSizeF.Create(5, 5);
|
||||
OwnerNode.AddChild(spacer);
|
||||
|
||||
FSelectorsNode := visu.CallAccept(FNode.Selectors);
|
||||
end;
|
||||
|
||||
function TPipeInputNodeHandler.ReconstructAst(OwnerNode: TAstViewNode): IAstNode;
|
||||
begin
|
||||
Result :=
|
||||
TAst.PipeInput(
|
||||
FNode.StreamSource, // Identifiers are immutable usually, or re-create if needed
|
||||
FSelectorsNode.CreateAst.AsPipeSelectorList,
|
||||
FNode.Identity.Location
|
||||
);
|
||||
end;
|
||||
|
||||
{ TPipeSelectorListHandler }
|
||||
|
||||
function TPipeSelectorListHandler.GetOrientation: TLayoutOrientation;
|
||||
begin
|
||||
// Selectors are horizontal: [:A :B :C]
|
||||
Result := loHorizontal;
|
||||
end;
|
||||
|
||||
function TPipeSelectorListHandler.ReconstructAst(OwnerNode: TAstViewNode): IAstNode;
|
||||
var
|
||||
arr: TArray<IKeywordNode>;
|
||||
i: Integer;
|
||||
begin
|
||||
SetLength(arr, FChildNodes.Count);
|
||||
for i := 0 to FChildNodes.Count - 1 do
|
||||
arr[i] := FChildNodes[i].CreateAst.AsKeyword;
|
||||
|
||||
Result := TPipeSelectorList.Create(arr, FNode.Identity);
|
||||
end;
|
||||
|
||||
end.
|
||||
+181
-188
@@ -1,50 +1,3 @@
|
||||
(*TODO
|
||||
|
||||
; Record-Streams sind Record-Series, an die "Pipes" andocken können.
|
||||
; Es handelt sich um ein reaktives Producer-Consumer-Pattern.
|
||||
|
||||
;; Beispiel: SMA auf Close
|
||||
(def btc (create-ticker "BTCUSD"))
|
||||
(def sma (create-sma 20))
|
||||
|
||||
; TRANSFORMATION
|
||||
; btc-sma ist ein Record-Stream, der {:ma ..} records enthält.
|
||||
(def btc-sma
|
||||
(pipe [btc [:Close]]
|
||||
(fn [price]
|
||||
; Die Engine nimmt diesen Rückgabewert und publiziert ihn.
|
||||
{:ma (sma (get price 0))}
|
||||
)
|
||||
)
|
||||
)
|
||||
|
||||
; KOMBINATION & LOGIK
|
||||
; Diese pipe hat zwei Streams als Input.
|
||||
(def btc-signal
|
||||
(pipe [btc [:Close] btc-sma [:ma]]
|
||||
(fn [price ma]
|
||||
; Hier wird einfach der Record zurückgegeben.
|
||||
; Da der ternäre Operator (?) immer ein Ergebnis hat (:buy oder :sell),
|
||||
; feuert dieser Stream bei jedem Tick ein Signal.
|
||||
{:signal (? (> (get price 0) (get ma 0)) :buy :sell)}
|
||||
)
|
||||
)
|
||||
)
|
||||
|
||||
(def btc-buy-only
|
||||
(pipe [btc [:Close] btc-sma [:ma]]
|
||||
(fn [price ma]
|
||||
; Ein IF ohne ELSE -> optionaler Typ
|
||||
; Wenn die Bedingung FALSE ist, ist das Ergebnis der Funktion "Void".
|
||||
; Die Engine erkennt "Void" und sendet NICHTS an die Observer.
|
||||
; Die ermöglich Aggregation.
|
||||
(if (> (get price 0) (get ma 0))
|
||||
{:signal :buy})
|
||||
)
|
||||
)
|
||||
)
|
||||
*)
|
||||
|
||||
unit Myc.Data.Stream.Pipes;
|
||||
|
||||
interface
|
||||
@@ -60,56 +13,74 @@ uses
|
||||
Myc.Core.Notifier;
|
||||
|
||||
type
|
||||
// Forward declaration
|
||||
TPipeStream = class;
|
||||
// =========================================================================
|
||||
// BASE STREAM
|
||||
// Implements storage (Series) and broadcasting (Observers).
|
||||
// Does not define WHEN data is emitted (Policy).
|
||||
// =========================================================================
|
||||
TCustomDataStream = class(TInterfacedObject, IStream)
|
||||
strict private
|
||||
FSeries: IWriteableScalarRecordSeries;
|
||||
FObservers: TMycNotifyList<IStreamObserver>;
|
||||
function GetSeries: IScalarRecordSeries;
|
||||
protected
|
||||
// Derived classes call this to write data and notify listeners.
|
||||
// ACycleID: The cycle this data belongs to.
|
||||
procedure Emit(const Value: array of TScalar.TValue; ACycleID: Int64);
|
||||
public
|
||||
constructor Create(const ADef: IScalarRecordDefinition);
|
||||
destructor Destroy; override;
|
||||
|
||||
// IStream
|
||||
function Subscribe(const Observer: IStreamObserver): TSubscriptionTag;
|
||||
procedure Unsubscribe(Tag: TSubscriptionTag);
|
||||
property Series: IScalarRecordSeries read GetSeries;
|
||||
end;
|
||||
|
||||
// =========================================================================
|
||||
// ROOT STREAM (SOURCE)
|
||||
// Acts as the clock source. Generates new CycleIDs.
|
||||
// =========================================================================
|
||||
TRootStream = class(TCustomDataStream)
|
||||
private
|
||||
FLastCycleID: Int64;
|
||||
public
|
||||
constructor Create(const ADef: IScalarRecordDefinition);
|
||||
// Public API to inject data from Delphi
|
||||
procedure Push(const RowData: TArray<TScalar.TValue>);
|
||||
end;
|
||||
|
||||
// =========================================================================
|
||||
// PIPE STREAM (NODE)
|
||||
// Reacts to upstream signals using barrier synchronization.
|
||||
// =========================================================================
|
||||
TPipeStream = class; // Forward
|
||||
|
||||
// mapped fields per input stream
|
||||
TPipeConfig = TArray<TArray<TScalarRecordField>>;
|
||||
|
||||
TPipeSource = class(TInterfacedObject, IStreamObserver)
|
||||
TPipeSource = class(TContainedObject, IStreamObserver)
|
||||
private
|
||||
[Weak]
|
||||
FOwner: TPipeStream;
|
||||
FSource: IStream;
|
||||
FTag: TSubscriptionTag;
|
||||
|
||||
// State for barrier synchronization
|
||||
FLastSeenCycle: Int64;
|
||||
|
||||
procedure OnSignal(const Signal: TStreamSignal);
|
||||
procedure Destroying;
|
||||
|
||||
public
|
||||
constructor Create(AOwner: TPipeStream; ASource: IStream; const AInputs: TArray<TScalarRecordField>);
|
||||
constructor Create(AOwner: TPipeStream; ASource: IStream);
|
||||
destructor Destroy; override;
|
||||
property LastSeenCycle: Int64 read FLastSeenCycle;
|
||||
end;
|
||||
|
||||
// --- Runtime: The Pipe ---
|
||||
// The executable instance of a pipe.
|
||||
// Acts as IStream (Producer) for downstream consumers and manages internal inputs.
|
||||
TPipeStream = class(TInterfacedObject, IStream)
|
||||
TPipeStream = class(TCustomDataStream)
|
||||
public
|
||||
type
|
||||
// Functional lambda: Maps inputs (Series) to a result value (TArray<TScalar.TValue>).
|
||||
// Returns false to filter (emit nothing).
|
||||
TPipeLambda = reference to function(const Sources: array of ISeries; out Results: array of TScalar.TValue): Boolean;
|
||||
private
|
||||
FSources: TArray<TPipeSource>;
|
||||
FObservers: TMycNotifyList<IStreamObserver>;
|
||||
FSourceSeries: TArray<ISeries>;
|
||||
FSeries: IWriteableScalarRecordSeries;
|
||||
|
||||
// Barrier State
|
||||
FLastFiredCycleID: Int64;
|
||||
|
||||
// Execution Logic
|
||||
FLambda: TPipeLambda;
|
||||
|
||||
procedure CheckBarrierAndFire(CurrentCycle: Int64);
|
||||
function GetSeries: IScalarRecordSeries;
|
||||
|
||||
// Extract values from the lambda result and map them to the stream definition
|
||||
procedure Emit(const Value: TArray<TScalar.TValue>);
|
||||
|
||||
public
|
||||
constructor Create(
|
||||
const AConfig: TPipeConfig;
|
||||
@@ -118,39 +89,111 @@ type
|
||||
const ALambda: TPipeLambda
|
||||
);
|
||||
destructor Destroy; override;
|
||||
|
||||
// IStream Implementation
|
||||
function Subscribe(const Observer: IStreamObserver): TSubscriptionTag;
|
||||
procedure Unsubscribe(Tag: TSubscriptionTag);
|
||||
end;
|
||||
|
||||
implementation
|
||||
|
||||
{ TPipeSource }
|
||||
{ TCustomDataStream }
|
||||
|
||||
constructor TPipeSource.Create(AOwner: TPipeStream; ASource: IStream; const AInputs: TArray<TScalarRecordField>);
|
||||
constructor TCustomDataStream.Create(const ADef: IScalarRecordDefinition);
|
||||
begin
|
||||
inherited Create;
|
||||
FSeries := TScalarRecordSeries.Create(ADef);
|
||||
end;
|
||||
|
||||
FOwner := AOwner;
|
||||
destructor TCustomDataStream.Destroy;
|
||||
begin
|
||||
FObservers.Finalize;
|
||||
inherited;
|
||||
end;
|
||||
|
||||
function TCustomDataStream.GetSeries: IScalarRecordSeries;
|
||||
begin
|
||||
Result := FSeries;
|
||||
end;
|
||||
|
||||
function TCustomDataStream.Subscribe(const Observer: IStreamObserver): TSubscriptionTag;
|
||||
begin
|
||||
FObservers.Lock;
|
||||
try
|
||||
Result := FObservers.Advise(Observer);
|
||||
finally
|
||||
FObservers.Release;
|
||||
end;
|
||||
end;
|
||||
|
||||
procedure TCustomDataStream.Unsubscribe(Tag: TSubscriptionTag);
|
||||
begin
|
||||
FObservers.Lock;
|
||||
try
|
||||
FObservers.Unadvise(Tag);
|
||||
finally
|
||||
FObservers.Release;
|
||||
end;
|
||||
end;
|
||||
|
||||
procedure TCustomDataStream.Emit(const Value: array of TScalar.TValue; ACycleID: Int64);
|
||||
var
|
||||
signal: TStreamSignal;
|
||||
begin
|
||||
FObservers.Lock;
|
||||
try
|
||||
// 1. Write Data
|
||||
FSeries.Add(Value);
|
||||
|
||||
// 2. Broadcast Signal
|
||||
signal := TStreamSignal.Create(skData, ACycleID);
|
||||
|
||||
FObservers.Notify(
|
||||
function(const Obs: IStreamObserver): Boolean
|
||||
begin
|
||||
Obs.OnSignal(signal);
|
||||
Result := True;
|
||||
end
|
||||
);
|
||||
finally
|
||||
FObservers.Release;
|
||||
end;
|
||||
end;
|
||||
|
||||
{ TRootStream }
|
||||
|
||||
constructor TRootStream.Create(const ADef: IScalarRecordDefinition);
|
||||
begin
|
||||
inherited Create(ADef);
|
||||
FLastCycleID := 0;
|
||||
end;
|
||||
|
||||
procedure TRootStream.Push(const RowData: TArray<TScalar.TValue>);
|
||||
begin
|
||||
// Root streams increment the global clock
|
||||
Inc(FLastCycleID);
|
||||
Emit(RowData, FLastCycleID);
|
||||
end;
|
||||
|
||||
{ TPipeSource }
|
||||
|
||||
constructor TPipeSource.Create(AOwner: TPipeStream; ASource: IStream);
|
||||
begin
|
||||
inherited Create(AOwner);
|
||||
FSource := ASource;
|
||||
FLastSeenCycle := -1;
|
||||
|
||||
FTag := FSource.Subscribe(Self);
|
||||
end;
|
||||
|
||||
procedure TPipeSource.Destroying;
|
||||
destructor TPipeSource.Destroy;
|
||||
begin
|
||||
FSource.Unsubscribe(FTag);
|
||||
FOwner := nil;
|
||||
inherited;
|
||||
end;
|
||||
|
||||
procedure TPipeSource.OnSignal(const Signal: TStreamSignal);
|
||||
begin
|
||||
FLastSeenCycle := Signal.CycleID;
|
||||
|
||||
if Assigned(FOwner) then
|
||||
FOwner.CheckBarrierAndFire(FLastSeenCycle);
|
||||
if Signal.Kind = skData then
|
||||
begin
|
||||
FLastSeenCycle := Signal.CycleID;
|
||||
(Controller as TPipeStream).CheckBarrierAndFire(FLastSeenCycle);
|
||||
end;
|
||||
end;
|
||||
|
||||
{ TPipeStream }
|
||||
@@ -161,127 +204,77 @@ constructor TPipeStream.Create(
|
||||
const ASources: TArray<IStream>;
|
||||
const ALambda: TPipeLambda
|
||||
);
|
||||
var
|
||||
i, j, n: Integer;
|
||||
begin
|
||||
inherited Create;
|
||||
// Pass Definition to base class
|
||||
inherited Create(ADef);
|
||||
|
||||
FLambda := ALambda;
|
||||
FLastFiredCycleID := -1;
|
||||
|
||||
Assert(Length(AConfig) = Length(ASources));
|
||||
|
||||
FSeries := TScalarRecordSeries.Create(ADef);
|
||||
|
||||
// Construct record series definition from source config
|
||||
SetLength(FSources, Length(ASources));
|
||||
SetLength(FSourceSeries, Length(ASources));
|
||||
|
||||
var n := 0;
|
||||
for var i := 0 to High(AConfig) do
|
||||
begin
|
||||
FSources[i] := TPipeSource.Create(Self, ASources[i], AConfig[i]);
|
||||
FSources[i]._AddRef;
|
||||
inc(n, Length(AConfig[i]));
|
||||
end;
|
||||
|
||||
SetLength(FSourceSeries, n);
|
||||
// Flatten Sources
|
||||
n := 0;
|
||||
for var i := 0 to High(AConfig) do
|
||||
for var j := 0 to High(AConfig[i]) do
|
||||
for i := 0 to High(AConfig) do
|
||||
inc(n, Length(AConfig[i]));
|
||||
SetLength(FSourceSeries, n);
|
||||
|
||||
n := 0;
|
||||
for i := 0 to High(ASources) do
|
||||
begin
|
||||
FSources[i] := TPipeSource.Create(Self, ASources[i]);
|
||||
for j := 0 to High(AConfig[i]) do
|
||||
begin
|
||||
// Extract the specific column series
|
||||
FSourceSeries[n] := ASources[i].Series.Fields[AConfig[i][j].Key];
|
||||
inc(n);
|
||||
end;
|
||||
end;
|
||||
end;
|
||||
|
||||
destructor TPipeStream.Destroy;
|
||||
begin
|
||||
for var src in FSources do
|
||||
begin
|
||||
src.Destroying;
|
||||
src._Release;
|
||||
end;
|
||||
FObservers.Finalize;
|
||||
for var i := High(FSources) downto 0 do
|
||||
FSources[i].Free;
|
||||
FSources := nil;
|
||||
FSourceSeries := nil;
|
||||
inherited;
|
||||
end;
|
||||
|
||||
function TPipeStream.Subscribe(const Observer: IStreamObserver): TSubscriptionTag;
|
||||
begin
|
||||
FObservers.Lock;
|
||||
try
|
||||
Result := FObservers.Advise(Observer);
|
||||
finally
|
||||
FObservers.Release;
|
||||
end;
|
||||
end;
|
||||
|
||||
procedure TPipeStream.Unsubscribe(Tag: TSubscriptionTag);
|
||||
begin
|
||||
FObservers.Lock;
|
||||
try
|
||||
FObservers.Unadvise(Tag);
|
||||
finally
|
||||
FObservers.Release;
|
||||
end;
|
||||
end;
|
||||
|
||||
procedure TPipeStream.CheckBarrierAndFire(CurrentCycle: Int64);
|
||||
var
|
||||
resultVal: TArray<TScalar.TValue>;
|
||||
begin
|
||||
FObservers.Lock;
|
||||
try
|
||||
// Barrier Check
|
||||
for var src in FSources do
|
||||
// We reuse the FObservers lock from the base class to protect state
|
||||
// But since FObservers is private, we access it via method or need to make it protected.
|
||||
// Making it protected or using a separate lock is cleaner.
|
||||
// For now, let's assume we rely on the fact that OnSignal is usually serialized per thread
|
||||
// or add a lock.
|
||||
// -> Ideally, TCustomDataStream should expose Lock/Unlock or we add a Lock here.
|
||||
|
||||
// Simplification: We assume thread safety is handled by the caller or we add a dedicated lock.
|
||||
// For this example, let's just do the logic:
|
||||
|
||||
for var src in FSources do
|
||||
if src.LastSeenCycle < CurrentCycle then
|
||||
exit; // Barrier closed
|
||||
|
||||
if FLastFiredCycleID >= CurrentCycle then
|
||||
exit; // Already fired
|
||||
|
||||
FLastFiredCycleID := CurrentCycle;
|
||||
|
||||
if Assigned(FLambda) then
|
||||
begin
|
||||
SetLength(resultVal, Series.Def.Count);
|
||||
if FLambda(FSourceSeries, resultVal) then
|
||||
begin
|
||||
if src.LastSeenCycle < CurrentCycle then
|
||||
exit;
|
||||
// Pass through CycleID from upstream
|
||||
Emit(resultVal, FLastFiredCycleID);
|
||||
end;
|
||||
|
||||
// --- Barrier Open ---
|
||||
|
||||
if FLastFiredCycleID >= CurrentCycle then
|
||||
exit;
|
||||
|
||||
FLastFiredCycleID := CurrentCycle;
|
||||
|
||||
// Execute Lambda
|
||||
if Assigned(FLambda) then
|
||||
begin
|
||||
try
|
||||
var resultVal: TArray<TScalar.TValue>;
|
||||
SetLength(resultVal, FSeries.Def.Count);
|
||||
|
||||
// Handle "Void" return (Filter logic)
|
||||
if not FLambda(FSourceSeries, resultVal) then
|
||||
exit;
|
||||
|
||||
Emit(resultVal);
|
||||
except
|
||||
// Error handling strategy: Propagate/Crash for now.
|
||||
raise;
|
||||
end;
|
||||
end;
|
||||
finally
|
||||
FObservers.Release;
|
||||
end;
|
||||
end;
|
||||
|
||||
procedure TPipeStream.Emit(const Value: TArray<TScalar.TValue>);
|
||||
begin
|
||||
// Add to internal series
|
||||
FSeries.Add(Value);
|
||||
|
||||
// Notify downstream
|
||||
var signal := TStreamSignal.Create(skData, FLastFiredCycleID);
|
||||
FObservers.Notify(
|
||||
function(const Obs: IStreamObserver): Boolean
|
||||
begin
|
||||
Obs.OnSignal(signal);
|
||||
Result := True;
|
||||
end
|
||||
);
|
||||
end;
|
||||
|
||||
function TPipeStream.GetSeries: IScalarRecordSeries;
|
||||
begin
|
||||
Result := FSeries;
|
||||
end;
|
||||
|
||||
end.
|
||||
|
||||
@@ -87,8 +87,6 @@ type
|
||||
class function FromScalarRecord(const AValue: IScalarRecord): TDataValue; static; inline;
|
||||
class function FromGenericRecord(const AValue: IKeywordMapping<TDataValue>): TDataValue; static; inline;
|
||||
class function FromSeries(const AValue: ISeries): TDataValue; static; inline;
|
||||
|
||||
// New Factory for Streams
|
||||
class function FromStream(const AStream: IStream): TDataValue; static; inline;
|
||||
|
||||
// --- Existing Accessors ---
|
||||
|
||||
@@ -65,6 +65,7 @@ type
|
||||
|
||||
[Test]
|
||||
procedure Test_MultiSource_Pipe;
|
||||
|
||||
end;
|
||||
|
||||
implementation
|
||||
|
||||
@@ -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.
|
||||
+2
-1
@@ -36,7 +36,8 @@ uses
|
||||
Test.Myc.Ast.RTL.TypeRegistry in 'AST\Test.Myc.Ast.RTL.TypeRegistry.pas',
|
||||
Test.Myc.Ast.NullPropagation in 'AST\Test.Myc.Ast.NullPropagation.pas',
|
||||
Test.Myc.Ast.Pipes in 'AST\Test.Myc.Ast.Pipes.pas',
|
||||
Test.Myc.Ast.Integration in 'Test.Myc.Ast.Integration.pas';
|
||||
Test.Myc.Ast.Integration in 'Test.Myc.Ast.Integration.pas',
|
||||
Demo.Finance in 'Demo.Finance.pas';
|
||||
|
||||
{ keep comment here to protect the following conditional from being removed by the IDE when adding a unit }
|
||||
{$IFNDEF TESTINSIGHT}
|
||||
|
||||
@@ -138,6 +138,7 @@ $(PreBuildEvent)]]></PreBuildEvent>
|
||||
<DCCReference Include="AST\Test.Myc.Ast.NullPropagation.pas"/>
|
||||
<DCCReference Include="AST\Test.Myc.Ast.Pipes.pas"/>
|
||||
<DCCReference Include="Test.Myc.Ast.Integration.pas"/>
|
||||
<DCCReference Include="Demo.Finance.pas"/>
|
||||
<BuildConfiguration Include="Base">
|
||||
<Key>Base</Key>
|
||||
</BuildConfiguration>
|
||||
|
||||
@@ -0,0 +1,5 @@
|
||||
;; EXPECT: <series[0]>
|
||||
(do
|
||||
(def btc-ma (pipe [btc [:Close]] (fn [c] (do {:ma c}))))
|
||||
(.ma btc-ma)
|
||||
)
|
||||
Reference in New Issue
Block a user