Brummel/MycLib
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This commit is contained in:
Michael Schimmel
2026-01-21 14:09:26 +01:00
parent ceb6f13833
commit ef4583c2ae
9 changed files with 198 additions and 1280 deletions
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AuraTrader/AuraTrader.dpr
+1 -2
View File
@@ -9,8 +9,7 @@ uses
DynamicFMXControl in 'DynamicFMXControl.pas',
Myc.Trade.Pipeline.Impl in '..\Src\Myc.Trade.Pipeline.Impl.pas',
Myc.Trade.Indicators_v2 in '..\Src\Myc.Trade.Indicators_v2.pas',
Strategy2 in 'Strategy2.pas',
Myc.Trade.DataFeed in '..\Src\Myc.Trade.DataFeed.pas';
Strategy2 in 'Strategy2.pas';
{$R *.res}
AuraTrader/AuraTrader.dproj
+1 -8
View File
@@ -4,7 +4,7 @@
<ProjectVersion>20.3</ProjectVersion>
<FrameworkType>FMX</FrameworkType>
<Base>True</Base>
<Config Condition="'$(Config)'==''">Debug</Config>
<Config Condition="'$(Config)'==''">Release</Config>
<Platform Condition="'$(Platform)'==''">Win64</Platform>
<ProjectName Condition="'$(ProjectName)'==''">AuraTrader</ProjectName>
<TargetedPlatforms>3</TargetedPlatforms>
@@ -140,7 +140,6 @@
<DCCReference Include="..\Src\Myc.Trade.Pipeline.Impl.pas"/>
<DCCReference Include="..\Src\Myc.Trade.Indicators_v2.pas"/>
<DCCReference Include="Strategy2.pas"/>
<DCCReference Include="..\Src\Myc.Trade.DataFeed.pas"/>
<BuildConfiguration Include="Base">
<Key>Base</Key>
</BuildConfiguration>
@@ -190,12 +189,6 @@
<Overwrite>true</Overwrite>
</Platform>
</DeployFile>
<DeployFile LocalName="Win64\Debug\AuraTrader.rsm" Configuration="Debug" Class="DebugSymbols">
<Platform Name="Win64">
<RemoteName>AuraTrader.rsm</RemoteName>
<Overwrite>true</Overwrite>
</Platform>
</DeployFile>
<DeployFile LocalName="Win64\Release\AuraTrader.exe" Configuration="Release" Class="ProjectOutput">
<Platform Name="Win64">
<RemoteName>AuraTrader.exe</RemoteName>
AuraTrader/MainForm.fmx
-7
View File
@@ -204,13 +204,6 @@ object Form1: TForm1
Text = 'Button2'
OnClick = Button2Click
end
object Button3: TButton
Position.X = 64.000000000000000000
Position.Y = 152.000000000000000000
TabOrder = 2
Text = 'Button3'
OnClick = Button3Click
end
end
end
end
AuraTrader/MainForm.pas
-100
View File
@@ -56,7 +56,6 @@ uses
Myc.Trade.Indicators,
Myc.Trade.Indicators.Common,
Myc.Core.FileCache,
Myc.Trade.DataFeed,
StrategyTest,
TestMethodCallFromRecordParams;
@@ -89,7 +88,6 @@ type
Strat2Button: TSpeedButton;
Button1: TButton;
Button2: TButton;
Button3: TButton;
procedure FormCreate(Sender: TObject);
procedure FormDestroy(Sender: TObject);
procedure StopButtonClick(Sender: TObject);
@@ -97,7 +95,6 @@ type
procedure AddWorkspaceActionExecute(Sender: TObject);
procedure Button1Click(Sender: TObject);
procedure Button2Click(Sender: TObject);
procedure Button3Click(Sender: TObject);
procedure LogMemoChange(Sender: TObject);
procedure Strat2ButtonClick(Sender: TObject);
procedure TestActionExecute(Sender: TObject);
@@ -115,8 +112,6 @@ type
FProcessDone: TState;
FApplication: IAuraApplication;
FModulesItem: TTreeViewItem;
FFileCache: IDataFileCache<TArray<TScalarBatch>>;
FFeed: IScalarBatchLoader;
function SelectedSymbol: String;
procedure ExecuteStrategy(const Symbol: String; Timeframe: TTimeframe; const Consumer: IConsumer<TDataPoint<TOhlcItem>>);
@@ -197,8 +192,6 @@ procedure TForm1.FormCreate(Sender: TObject);
begin
FApplication := TMycAuraApplication.Create;
FFileCache := TDataFileCache<TArray<TScalarBatch>>.Create;
FModulesItem := TTreeViewItem.Create(Self);
FModulesItem.Text := 'Modules';
@@ -350,99 +343,6 @@ begin
end;
procedure TForm1.Button3Click(Sender: TObject);
begin
var symbol := SelectedSymbol;
if symbol = '' then
exit;
var layout := CurrLayout<TVertScrollBox>;
if layout = nil then
exit;
// 1. Setup Chart
var chart := TMycChart.Create(Self);
AlignControl(chart);
chart.Height := layout.ChildrenRect.Width * 9 / 16;
chart.Lookback.Value := 500000;
// 2. Define Schema (Keywords & Layout)
var kTime := TKeywordRegistry.Intern('Time');
var kClose := TKeywordRegistry.Intern('Close');
var def :=
TScalarRecord.TRegistry.Intern(
[
TPair<IKeyword, TScalar.TKind>.Create(kTime, TScalar.TKind.DateTime),
TPair<IKeyword, TScalar.TKind>.Create(kClose, TScalar.TKind.Float)
]
);
// 3. Build Pipeline
var iTime := def.IndexOf(kTime);
var iClose := def.IndexOf(kClose);
var terminated := TFlag.CreateObserver(FTerminate.Signal).State;
var path := '\\COFFEE\TickData\Pepperstone'; // Or FServer.Path if compatible
FFeed :=
TScalarBatchLoader.Create(
FFileCache,
path,
'.m1',
true,
SizeOf(TM1FileItem),
procedure(const Src: Pointer; Dst: TScalar.PValue)
var
Item: ^TM1FileItem;
begin
Item := Src;
// Field 0: Time (DateTime is stored as Double/OADate in TScalar)
Dst.AsDouble := Item.OADateTime;
// Move to next field in destination (TScalar values are contiguous)
Inc(Dst);
// Field 1: Close (Float)
// Convert Int64 price to Double using Digits: Price / 10^Digits
if Item.Digits > 0 then
Dst.AsDouble := Item.Close / Power(10, Item.Digits)
else
Dst.AsDouble := Item.Close;
end
);
// Converter: Transforms raw IRecordSeries (Columns) into TArray<TDataPoint>
var unpacker := TScalarBatchLoader.CreateTicker(def);
var ticker :=
unpacker.Producer.Chain<TDataPoint<Double>>(
function(const Tick: IScalarRecord): TDataPoint<Double>
begin
Result.Time := Tick[iTime].Value.Value.AsDouble;
Result.Data := Tick[iClose].Value.Value.AsDouble;
end
);
FFeed.BatchProducer.Chain(unpacker.Consumer);
// Link Chart to Ticker
chart
.SetXAxisSeries(TTimeframe.M, ticker.Chain<TDateTime>(function(const p: TDataPoint<Double>): TDateTime begin Result := p.Time end));
var panel := chart.AddPanel;
panel.AddDoubleSeries(
ticker.Chain<Double>(function(const p: TDataPoint<Double>): Double begin Result := p.Data end),
TAlphaColors.Orange
);
// Connect pipeline: Server -> Converter
FProcessDone := FFeed.ProcessData(symbol, terminated);
end;
function TForm1.CreateStrategy2(Timeframe: TTimeframe): IConsumer<TDataPoint<TOhlcItem>>;
type
TSignal = record