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Generic indicator factory

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This commit is contained in:
Michael Schimmel
2025-07-27 16:41:54 +02:00
parent 791f629a10
commit ecee8b37bc
6 changed files with 827 additions and 274 deletions
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Src/Myc.Trade.Indicators.pas
+9 -6
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@@ -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),