DataStream updated
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@@ -56,7 +56,6 @@ uses
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Myc.Trade.Indicators,
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Myc.Trade.Indicators.Common,
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Myc.Core.FileCache,
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Myc.Trade.DataFeed,
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StrategyTest,
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TestMethodCallFromRecordParams;
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@@ -89,7 +88,6 @@ type
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Strat2Button: TSpeedButton;
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Button1: TButton;
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Button2: TButton;
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Button3: TButton;
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procedure FormCreate(Sender: TObject);
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procedure FormDestroy(Sender: TObject);
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procedure StopButtonClick(Sender: TObject);
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@@ -97,7 +95,6 @@ type
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procedure AddWorkspaceActionExecute(Sender: TObject);
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procedure Button1Click(Sender: TObject);
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procedure Button2Click(Sender: TObject);
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procedure Button3Click(Sender: TObject);
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procedure LogMemoChange(Sender: TObject);
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procedure Strat2ButtonClick(Sender: TObject);
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procedure TestActionExecute(Sender: TObject);
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@@ -115,8 +112,6 @@ type
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FProcessDone: TState;
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FApplication: IAuraApplication;
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FModulesItem: TTreeViewItem;
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FFileCache: IDataFileCache<TArray<TScalarBatch>>;
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FFeed: IScalarBatchLoader;
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function SelectedSymbol: String;
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procedure ExecuteStrategy(const Symbol: String; Timeframe: TTimeframe; const Consumer: IConsumer<TDataPoint<TOhlcItem>>);
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@@ -197,8 +192,6 @@ procedure TForm1.FormCreate(Sender: TObject);
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begin
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FApplication := TMycAuraApplication.Create;
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FFileCache := TDataFileCache<TArray<TScalarBatch>>.Create;
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FModulesItem := TTreeViewItem.Create(Self);
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FModulesItem.Text := 'Modules';
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@@ -350,99 +343,6 @@ begin
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end;
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procedure TForm1.Button3Click(Sender: TObject);
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begin
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var symbol := SelectedSymbol;
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if symbol = '' then
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exit;
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var layout := CurrLayout<TVertScrollBox>;
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if layout = nil then
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exit;
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// 1. Setup Chart
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var chart := TMycChart.Create(Self);
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AlignControl(chart);
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chart.Height := layout.ChildrenRect.Width * 9 / 16;
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chart.Lookback.Value := 500000;
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// 2. Define Schema (Keywords & Layout)
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var kTime := TKeywordRegistry.Intern('Time');
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var kClose := TKeywordRegistry.Intern('Close');
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var def :=
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TScalarRecord.TRegistry.Intern(
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[
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TPair<IKeyword, TScalar.TKind>.Create(kTime, TScalar.TKind.DateTime),
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TPair<IKeyword, TScalar.TKind>.Create(kClose, TScalar.TKind.Float)
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]
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);
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// 3. Build Pipeline
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var iTime := def.IndexOf(kTime);
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var iClose := def.IndexOf(kClose);
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var terminated := TFlag.CreateObserver(FTerminate.Signal).State;
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var path := '\\COFFEE\TickData\Pepperstone'; // Or FServer.Path if compatible
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FFeed :=
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TScalarBatchLoader.Create(
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FFileCache,
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path,
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'.m1',
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true,
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SizeOf(TM1FileItem),
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procedure(const Src: Pointer; Dst: TScalar.PValue)
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var
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Item: ^TM1FileItem;
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begin
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Item := Src;
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// Field 0: Time (DateTime is stored as Double/OADate in TScalar)
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Dst.AsDouble := Item.OADateTime;
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// Move to next field in destination (TScalar values are contiguous)
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Inc(Dst);
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// Field 1: Close (Float)
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// Convert Int64 price to Double using Digits: Price / 10^Digits
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if Item.Digits > 0 then
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Dst.AsDouble := Item.Close / Power(10, Item.Digits)
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else
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Dst.AsDouble := Item.Close;
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end
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);
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// Converter: Transforms raw IRecordSeries (Columns) into TArray<TDataPoint>
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var unpacker := TScalarBatchLoader.CreateTicker(def);
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var ticker :=
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unpacker.Producer.Chain<TDataPoint<Double>>(
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function(const Tick: IScalarRecord): TDataPoint<Double>
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begin
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Result.Time := Tick[iTime].Value.Value.AsDouble;
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Result.Data := Tick[iClose].Value.Value.AsDouble;
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end
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);
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FFeed.BatchProducer.Chain(unpacker.Consumer);
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// Link Chart to Ticker
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chart
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.SetXAxisSeries(TTimeframe.M, ticker.Chain<TDateTime>(function(const p: TDataPoint<Double>): TDateTime begin Result := p.Time end));
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var panel := chart.AddPanel;
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panel.AddDoubleSeries(
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ticker.Chain<Double>(function(const p: TDataPoint<Double>): Double begin Result := p.Data end),
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TAlphaColors.Orange
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);
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// Connect pipeline: Server -> Converter
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FProcessDone := FFeed.ProcessData(symbol, terminated);
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end;
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function TForm1.CreateStrategy2(Timeframe: TTimeframe): IConsumer<TDataPoint<TOhlcItem>>;
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type
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TSignal = record
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