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Memory hole in Data-Join fixed

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This commit is contained in:
Michael Schimmel
2025-07-24 13:07:29 +02:00
parent 4859c49738
commit ff5b379fde
5 changed files with 141 additions and 137 deletions
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Src/Myc.Trade.DataPoint.pas
+80 -63
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@@ -17,6 +17,7 @@ type
function Consume(const Value: T): TState;
end;
// A producer generates data and distributes it to linked consumers.
IProducer<T> = interface
function Link(const Consumer: IConsumer<T>): TTag;
procedure Unlink(Tag: TTag);
@@ -30,17 +31,18 @@ type
property Consumer: IConsumer<S> read GetConsumer;
end;
// Interface helper for IProducer providing the null object pattern.
// Interface helper for IProducer providing the null object pattern nad subscriptions for linked consumers.
TProducer<T> = record
public
type
TSubscription = record
private
FProducer: IProducer<T>;
FOwner: IProducer<T>;
FTag: TTag;
public
procedure Unlink;
property Producer: IProducer<T> read FProducer;
class operator Implicit(A: TSubscription): TProducer<T>; overload;
property Owner: IProducer<T> read FOwner;
end;
private
FProducer: IProducer<T>;
@@ -54,17 +56,14 @@ type
class operator Implicit(const A: IProducer<T>): TProducer<T>; overload;
class operator Implicit(const A: TProducer<T>): IProducer<T>; overload;
function Link(const Consumer: IConsumer<T>): TSubscription; inline;
function CreateLink(const Consumer: IConsumer<T>): TSubscription; inline;
function CreateEndpoint(Lookback: Int64; out Series: TLazy<TSeries<T>>): TSubscription;
function CreateSequence(Count: Integer; out Seq: TArray<IProducer<T>>): TSubscription; overload; experimental;
// Chain consumers
function Chain(const Next: IConsumer<T>): IConsumer<T>; overload; inline;
function Chain<R>(const Next: IConverter<T, R>): TProducer<R>; overload; inline;
function Chain<R>(const Func: TConstFunc<T, R>): TProducer<R>; overload; inline;
function CreateEndpoint(Lookback: Int64): TLazy<TSeries<T>>;
function CreateSequence(Count: Integer): TArray<IProducer<T>>; overload; experimental;
// Extracts the field of a record by it's name (using RTTI).
function Field<R>(const FieldName: String): TProducer<R>; inline;
@@ -93,7 +92,8 @@ type
class operator Implicit(const A: TConverter<S, T>): IConverter<S, T>; overload;
class function Construct(const Consumer: IConsumer<S>; const Producer: TProducer<T>): TConverter<S, T>; static;
class function CreateGeneric(const Func: TConstFunc<S, T>): TConverter<S, T>; static;
class function CreateConverter(const Func: TConstFunc<S, T>): TConverter<S, T>; static;
class function CreateAggregation(const Func: TConstFunc<S, TBroadcastProc, TState>): TConverter<S, T>; static;
property Consumer: IConsumer<S> read GetConsumer;
@@ -102,20 +102,21 @@ type
class property Null: IConverter<S, T> read GetNull;
end;
TDataRecordLayoutHelper = record helper for TDataRecord.TLayout
function FieldAsRecord<T>(const Name: String): TConverter<T, TDataRecord>;
function FieldOfRecord<T>(const Name: String): TConverter<TDataRecord, T>;
end;
// Factory for creating specific converter instances.
TConverter = record
class function CreateCounter<T>: TConverter<T, Int64>; static;
class function CreateTicker<T>: TConverter<TArray<T>, T>; static;
class function CreateRecordField<S, T>(const FieldName: String): TConverter<S, T>; static;
class function CreateIdentity<T>: TConverter<T, T>; static;
class function CreateTickAggregation(Timeframe: TTimeframe): TConverter<TDataPoint<Double>, TDataPoint<TOhlcItem>>; static;
class function CreateOhlcAggregation(Timeframe: TTimeframe): TConverter<TDataPoint<TOhlcItem>, TDataPoint<TOhlcItem>>; static;
class function CreateDataPointConverter<S, T>(const Func: TConstFunc<S, T>): TConverter<TDataPoint<S>, TDataPoint<T>>; static;
class function FieldToRecord<T>(const Layout: TDataRecord.TLayout; const Name: String): TConverter<T, TDataRecord>; static;
class function FieldOfRecord<T>(const Layout: TDataRecord.TLayout; const Name: String): TConverter<TDataRecord, T>; static;
class function CreateEndpoint<T>(Lookback: Int64; out Series: TLazy<TSeries<T>>): IConsumer<T>; static;
class function Join<T>(const Producers: TArray<TProducer<T>>): TProducer<TArray<T>>; static;
@@ -139,6 +140,13 @@ type
): TConverter<TArray<TDataRecord>, TDataRecord>; static;
end;
TDataRecordHelper = record helper for TArray<TProducer<TDataRecord>>
function JoinRecords(
const TargetLayout: TDataRecord.TLayout;
const Mapping: TArray<TConverter.TRecordMapping>
): TProducer<TDataRecord>; experimental;
end;
implementation
uses
@@ -150,11 +158,16 @@ procedure TProducer<T>.TSubscription.Unlink;
begin
if FTag <> nil then
begin
FProducer.Unlink(FTag);
FOwner.Unlink(FTag);
FTag := nil;
end;
end;
class operator TProducer<T>.TSubscription.Implicit(A: TSubscription): TProducer<T>;
begin
Result := A.FOwner;
end;
constructor TProducer<T>.Create(const AProducer: IProducer<T>);
begin
FProducer := AProducer;
@@ -170,7 +183,6 @@ end;
function TProducer<T>.Chain<R>(const Next: IConverter<T, R>): TProducer<R>;
begin
// REFACTOR: Link to the consumer part, return the converter as the new producer
FProducer.Link(Next.Consumer);
Result := Next;
end;
@@ -180,14 +192,14 @@ begin
Result := Chain<R>(TMycGenericConverter<T, R>.Create(Func));
end;
function TProducer<T>.CreateEndpoint(Lookback: Int64): TLazy<TSeries<T>>;
function TProducer<T>.CreateEndpoint(Lookback: Int64; out Series: TLazy<TSeries<T>>): TSubscription;
begin
Result := TMycDataEndpoint<T>.Create(FProducer, Lookback);
Result := CreateLink(TMycDataEndpoint<T>.CreateDataEndpoint(Lookback, Series));
end;
function TProducer<T>.CreateSequence(Count: Integer): TArray<IProducer<T>>;
function TProducer<T>.CreateSequence(Count: Integer; out Seq: TArray<IProducer<T>>): TSubscription;
begin
FProducer.Link(TMycSequence<T>.CreateSequence(Count, Result));
Result := CreateLink(TMycSequence<T>.CreateSequence(Count, Seq));
end;
function TProducer<T>.Field<R>(const FieldName: String): TProducer<R>;
@@ -215,9 +227,9 @@ begin
Result := A.FProducer;
end;
function TProducer<T>.Link(const Consumer: IConsumer<T>): TSubscription;
function TProducer<T>.CreateLink(const Consumer: IConsumer<T>): TSubscription;
begin
Result.FProducer := FProducer;
Result.FOwner := FProducer;
Result.FTag := FProducer.Link(Consumer);
end;
@@ -243,7 +255,7 @@ begin
Result := TMycGenericAggregator<S, T>.Create(Func);
end;
class function TConverter<S, T>.CreateGeneric(const Func: TConstFunc<S, T>): TConverter<S, T>;
class function TConverter<S, T>.CreateConverter(const Func: TConstFunc<S, T>): TConverter<S, T>;
begin
Result := TMycGenericConverter<S, T>.Create(Func);
end;
@@ -290,17 +302,9 @@ begin
Result := TMycDataCounter<T>.Create;
end;
class function TConverter.CreateDataPointConverter<S, T>(const Func: TConstFunc<S, T>): TConverter<TDataPoint<S>, TDataPoint<T>>;
class function TConverter.CreateEndpoint<T>(Lookback: Int64; out Series: TLazy<TSeries<T>>): IConsumer<T>;
begin
var cFunc: TConstFunc<S, T> := Func;
Result :=
TMycGenericConverter<TDataPoint<S>, TDataPoint<T>>.Create(
function(const Value: TDataPoint<S>): TDataPoint<T>
begin
Result.Time := Value.Time;
Result.Data := cFunc(Value.Data);
end
);
Result := TMycDataEndpoint<T>.CreateDataEndpoint(Lookback, Series);
end;
class function TConverter.CreateIdentity<T>: TConverter<T, T>;
@@ -308,11 +312,6 @@ begin
Result := TMycIdentityConverter<T>.Create;
end;
class function TConverter.CreateRecordField<S, T>(const FieldName: String): TConverter<S, T>;
begin
Result := TMycRecordFieldReader<S, T>.Create(FieldName);
end;
class function TConverter.CreateTicker<T>: TConverter<TArray<T>, T>;
begin
Result := TMycTicker<T>.Create;
@@ -344,7 +343,7 @@ begin
end;
Result :=
TConverter<TArray<TDataRecord>, TDataRecord>.CreateGeneric(
TConverter<TArray<TDataRecord>, TDataRecord>.CreateConverter(
function(const Inputs: TArray<TDataRecord>): TDataRecord
begin
Result := TDataRecord.Create(Output);
@@ -355,28 +354,15 @@ begin
);
end;
class function TConverter.FieldOfRecord<T>(const Layout: TDataRecord.TLayout; const Name: String): TConverter<TDataRecord, T>;
begin
var idx := Layout.IndexOf(Name);
Result := TConverter<TDataRecord, T>.CreateGeneric(function(const Value: TDataRecord): T begin Value.GetValue(idx, Result); end);
end;
class function TConverter.FieldToRecord<T>(const Layout: TDataRecord.TLayout; const Name: String): TConverter<T, TDataRecord>;
begin
var idx := Layout.IndexOf(Name);
Result :=
TConverter<T, TDataRecord>.CreateGeneric(
function(const Value: T): TDataRecord
begin
Result := TDataRecord.Create(Layout);
Result.SetValue(idx, Value);
end
);
end;
class function TConverter.Join<T>(const Producers: TArray<TProducer<T>>): TProducer<TArray<T>>;
var
joiner: TMycDataJoin<T>;
begin
Result := TMycDataJoin<T>.Create(Producers);
joiner := TMycDataJoin<T>.Create(Length(Producers));
Result := joiner;
for var i := 0 to High(Producers) do
Producers[i].Chain(joiner.Consumers[i]);
end;
class function TConverter.JoinRecords(
@@ -389,8 +375,39 @@ begin
Result := DataMapping(Mapping, TargetLayout);
// REFACTOR: Link to the consumer part of the mapping converter.
RecProvider.Link(Result.Consumer);
RecProvider.Chain(Result.Consumer);
end;
function TDataRecordLayoutHelper.FieldAsRecord<T>(const Name: String): TConverter<T, TDataRecord>;
begin
var layout := Self;
var idx := IndexOf(Name);
Result :=
TConverter<T, TDataRecord>.CreateConverter(
function(const Value: T): TDataRecord
begin
Result := TDataRecord.Create(layout);
Result.SetValue(idx, Value);
end
);
end;
function TDataRecordLayoutHelper.FieldOfRecord<T>(const Name: String): TConverter<TDataRecord, T>;
begin
var idx := IndexOf(Name);
Result := TConverter<TDataRecord, T>.CreateConverter(function(const Value: TDataRecord): T begin Value.GetValue(idx, Result); end);
end;
function TDataRecordHelper.JoinRecords(
const TargetLayout: TDataRecord.TLayout;
const Mapping: TArray<TConverter.TRecordMapping>
): TProducer<TDataRecord>;
begin
var map := TConverter.DataMapping(Mapping, TargetLayout);
TConverter.Join<TDataRecord>(Self).Chain(map.Consumer);
Result := map.Producer;
end;
end.