Generic indicator factory

Src/Myc.Data.Records.pas

@@ -136,15 +136,8 @@ end;
 
 procedure TDataRecord.CopyFrom<T>(const Src: T);
 begin
-    var ctx := TRttiContext.Create;
-    var rttiType := ctx.GetType(TypeInfo(T));
-
     for var i := 0 to High(FLayout.FFields) do
-    begin
-        var P: PByte := @Src;
-        inc(P, FLayout.Fields[i].Offset);
         FLayout.Fields[i].FromType(FBuffer, Src);
-    end;
 end;
 
 procedure TDataRecord.CopyValue(const SrcRec: TDataRecord; SrcIdx, DstIdx: Integer);

Src/Myc.Trade.Indicators.pas

@@ -3,13 +3,13 @@ unit Myc.Trade.Indicators;
 interface
 
 uses
+    Myc.Data.Pipeline,
     Myc.Data.Records;
 
 {$M+}
 
 type
-    TIndicatorProc<TValue, TResult> = reference to function(const Value: TValue): TResult;
-    TIndicatorFactoryProc<TParams, TValue, TResult> = reference to function(const Params: TParams): TIndicatorProc<TValue, TResult>;
+    TIndicatorFactoryProc<TParams, TValue, TResult> = reference to function(const Params: TParams): TConvertFunc<TValue, TResult>;
 
     (*
     Sample definition of an indicator template:
@@ -33,6 +33,9 @@ type
 
             [IndicatorFactory]
             class function CreateFactory: TIndicatorFactoryProc<TParams, TArgs, TResult>; static;
+
+            // Hard coded version:
+            class function CreateHMA( Period: Integer ): TConvertFunc<Double, Double>; static;
         end;
     *)
 
@@ -66,7 +69,7 @@ type
         function GetResultLayout: TDataRecord.TLayout;
         {$endregion}
 
-        function CreateIndicator(const Params: TDataRecord): TIndicatorProc<TDataRecord, TDataRecord>;
+        function CreateIndicator(const Params: TDataRecord): TConvertFunc<TDataRecord, TDataRecord>;
 
         property ParameterLayout: TDataRecord.TLayout read GetParameterLayout;
         property ArgumentLayout: TDataRecord.TLayout read GetArgumentLayout;
@@ -94,7 +97,7 @@ type
 
         class function CreateFromTemplate<T>: TGenericIndicatorFactory;
 
-        function CreateIndicator(const Params: TDataRecord): TIndicatorProc<TDataRecord, TDataRecord>;
+        function CreateIndicator(const Params: TDataRecord): TConvertFunc<TDataRecord, TDataRecord>;
 
         property ParameterLayout: TDataRecord.TLayout read GetParameterLayout;
         property ArgumentLayout: TDataRecord.TLayout read GetArgumentLayout;
@@ -297,7 +300,7 @@ begin
     // Create the main factory procedure. This is a double-nested anonymous method
     // that wraps the template's specific factory and worker functions.
     factoryProc :=
-        function(const Params: TDataRecord): TIndicatorProc<TDataRecord, TDataRecord>
+        function(const Params: TDataRecord): TConvertFunc<TDataRecord, TDataRecord>
         begin
             // Outer anonymous method: This is the factory proc.
             // It gets called with a TDataRecord of parameters.
@@ -364,7 +367,7 @@ begin
     Result := TGenericIndicatorFactory.Create(parameterLayout, argumentLayout, resultLayout, factoryProc, shortName, name, hint);
 end;
 
-function TGenericIndicatorFactory.CreateIndicator(const Params: TDataRecord): TIndicatorProc<TDataRecord, TDataRecord>;
+function TGenericIndicatorFactory.CreateIndicator(const Params: TDataRecord): TConvertFunc<TDataRecord, TDataRecord>;
 begin
     Assert(
         (not Assigned(FParameterLayout.Fields)) or (Params.Layout = FParameterLayout),