Generic indicator factory

AuraTrader/MainForm.pas

@@ -312,13 +312,13 @@ begin
 
     var Closes := Ohlc.Field<Double>('Close');
 
-    var Hull := Closes.Chain<Double>(TIndicators.CreateHMA(250)).MakeParallel;
+    var Hull := Closes.Chain<Double>(THMA.CreateHMA(250)).MakeParallel;
-    var Sma := Closes.Chain<Double>(TIndicators.CreateSMA(200)).MakeParallel;
+    var Sma := Closes.Chain<Double>(TSMA.CreateSMA(200)).MakeParallel;
 
     var Lowest: Double := Double.MaxValue;
     var Highest: Double := Double.MinValue;
 
-    var ATR := Ohlc.Chain<Double>(TIndicators.CreateATR(50)).MakeParallel;
+    var ATR := Ohlc.Chain<Double>(TATR.CreateATR(50)).MakeParallel;
 
     // next stage
 
@@ -471,7 +471,7 @@ begin
     panel.AddDoubleSeries(Signal.Producer.Field<Double>('Entry'), TAlphaColors.Green, 1);
     panel.AddDoubleSeries(Signal.Producer.Field<Double>('SL'), TAlphaColors.Red, 2);
 
-    var mean := TConverter<TArray<Double>, Double>.CreateConverter(TIndicators.CreateMean());
+    var mean := TConverter<TArray<Double>, Double>.CreateConverter(TMean.CreateMean());
 
     TConverter.Join<Double>([Hull, Sma]).Chain<Double>(mean);
 
@@ -616,13 +616,13 @@ begin
     var Ohlc := OhlcPoint.Field<TOhlcItem>('Data');
     var Closes := Ohlc.Field<Double>('Close');
 
-    var Hull := Closes.Chain<Double>(TIndicators.CreateHMA(150));
+    var Hull := Closes.Chain<Double>(THMA.CreateHMA(150));
-    var Sma := Closes.Chain<Double>(TIndicators.CreateSMA(50));
+    var Sma := Closes.Chain<Double>(TSMA.CreateSMA(50));
-    var Ema := Closes.Chain<Double>(TIndicators.CreateEMA(21));
+    var Ema := Closes.Chain<Double>(TEMA.CreateEMA(21));
-    var Boli := Closes.MakeParallel.Chain<TBollingerBandsResult>(TIndicators.CreateBollingerBands(20, 2.0));
+    var Boli := Closes.MakeParallel.Chain<TBollingerBands.TResult>(TBollingerBands.CreateBollingerBands(20, 2.0));
-    var Rsi := Closes.Chain<Double>(TIndicators.CreateRSI(14));
+    var Rsi := Closes.Chain<Double>(TRSI.CreateRSI(14));
-    var Macd := Closes.MakeParallel.Chain<TMacdResult>(TIndicators.CreateMACD(12, 26, 9));
+    var Macd := Closes.MakeParallel.Chain<TMacd.TResult>(TMACD.CreateMACD(12, 26, 9));
-    var Stoch := Ohlc.Chain<TStochasticResult>(TIndicators.CreateStochastic(14, 3));
+    var Stoch := Ohlc.Chain<TStochastic.TResult>(TStochastic.CreateStochastic(14, 3));
 
     chart.SetXAxisSeries(timeframe, Timestamps);
 

AuraTrader/StrategyTest.pas

@@ -35,9 +35,9 @@ begin
 
     var Closes := Ohlc.Field<Double>('Close');
 
-    var Hull := Closes.Chain<Double>(TIndicators.CreateHMA(250)).MakeParallel;
+    var Hull := Closes.Chain<Double>(THMA.CreateHMA(250)).MakeParallel;
-    var Sma := Closes.Chain<Double>(TIndicators.CreateSMA(200)).MakeParallel;
+    var Sma := Closes.Chain<Double>(TSMA.CreateSMA(200)).MakeParallel;
-    var ATR := Ohlc.Chain<Double>(TIndicators.CreateATR(50)).MakeParallel;
+    var ATR := Ohlc.Chain<Double>(TATR.CreateATR(50)).MakeParallel;
 
     var conv := TConverter.Join<Double>([Ohlc.Field<Double>('Low'), Ohlc.Field<Double>('High'), Closes, ATR, Hull, Sma]);
 

AuraTrader/TestMethodCallFromRecordParams.pas

@@ -6,6 +6,7 @@ uses
     System.SysUtils,
     System.Classes,
     Myc.Data.Records,
+    Myc.Data.Pipeline,
     Myc.Trade.Indicators;
 
 type
@@ -61,7 +62,7 @@ uses
 class function TMyWorker.CreateFactory: TIndicatorFactoryProc<TParams, TArgs, TResult>;
 begin
     Result :=
-        function(const Params: TParams): TIndicatorProc<TArgs, TResult>
+        function(const Params: TParams): TConvertFunc<TArgs, TResult>
         begin
             var Log := TStrings(Params.Log);
             var text := Params.text;
@@ -101,7 +102,7 @@ end;
 class function TSmaIndicator.CreateFactory: TIndicatorFactoryProc<TParams, TArgs, TResult>;
 begin
     Result :=
-        function(const Params: TParams): TIndicatorProc<TArgs, TResult>
+        function(const Params: TParams): TConvertFunc<TArgs, TResult>
         var
             // State for the indicator closure
             period: Integer;
@@ -150,7 +151,7 @@ procedure TestSma(const Log: TStrings);
 var
     fact: TGenericIndicatorFactory;
     params: TDataRecord;
-    indi: TIndicatorProc<TDataRecord, TDataRecord>;
+    indi: TConvertFunc<TDataRecord, TDataRecord>;
     args: TDataRecord;
     res: TDataRecord;
     smaValue: Double;

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): TConvertFunc<TValue, TResult>;
-    TIndicatorFactoryProc<TParams, TValue, TResult> = reference to function(const Params: TParams): TIndicatorProc<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),