Michael Schimmel
57 lines
1.2 KiB
ObjectPascal
57 lines
1.2 KiB
ObjectPascal
unit Myc.Trade.Ticker;
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interface
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uses
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System.SysUtils,
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Myc.Signals,
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Myc.Lazy,
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Myc.Trade.DataPoint,
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Myc.Trade.DataStream,
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Myc.Trade.DataProvider;
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type
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TTickProc<T> = reference to procedure(const Tick: TDataPoint<T>);
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TTicker<T> = class(TInterfacedObject, TSignal.ISubscriber)
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type
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TConsumer = record
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Proc: TTickProc<T>;
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Lookback: Int64;
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end;
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private
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FStream: IDataStream<T>;
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FConsumers: TArray<TConsumer>;
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FProvider: TMutable<TDataSeries<T>>;
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function Notify: Boolean;
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public
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constructor Create(const AStream: IDataStream<T>; const AConsumers: TArray<TConsumer>);
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end;
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implementation
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constructor TTicker<T>.Create(const AStream: IDataStream<T>; const AConsumers: TArray<TConsumer>);
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begin
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inherited Create;
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FStream := AStream;
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FConsumers := AConsumers;
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var ml: Int64 := 0;
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for var consumer in FConsumers do
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if consumer.Lookback > ml then
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ml := consumer.Lookback;
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FProvider := TDataStreamProvider<T>.Create(ml, 100, AStream);
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end;
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{ TTicker<T> }
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function TTicker<T>.Notify: Boolean;
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begin
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end;
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end.
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