MycLib/Src/Myc.Trade.DataPoint.pas

unit Myc.Trade.DataPoint;

interface

uses
    System.SysUtils;

type
    IDataPoint<T> = interface
        ['{6A52697A-2868-42A9-982D-993542B7B360}']
        function GetData: T;
        function GetTime: TDateTime;
        function GetVolume: Double;

        property Time: TDateTime read GetTime;
        property Volume: Double read GetVolume;
        property Data: T read GetData;
    end;

    ITick = interface
        ['{B342223B-D299-4A1C-82F3-569F54417A66}']
        function GetAsk: Double;
        function GetBid: Double;

        property Ask: Double read GetAsk;
        property Bid: Double read GetBid;
    end;

    IOHLC = interface
        ['{05374E3C-731B-44FA-A23E-051F1461B78D}']
        function GetOpen: Double;
        function GetHigh: Double;
        function GetLow: Double;
        function GetClose: Double;

        property Open: Double read GetOpen;
        property High: Double read GetHigh;
        property Low: Double read GetLow;
        property Close: Double read GetClose;
    end;

    // Abstract base class for all data points.
    TDataPoint<T> = class abstract(TInterfacedObject, IDataPoint<T>)
    protected
        fTime: TDateTime;
        fVolume: Double;
        FData: T;
        function GetTime: TDateTime;
        function GetVolume: Double;
        function GetData: T;
    public
        constructor Create(Time: TDateTime; Volume: Double; const AData: T);
    end;

    TTick = class(TInterfacedObject, ITick)
    private
        fAsk: Double;
        fBid: Double;
        function GetAsk: Double;
        function GetBid: Double;
    public
        constructor Create(Ask: Double; Bid: Double);
    end;

    TOHLC = class(TInterfacedObject, IOHLC)
    private
        fOpen: Double;
        fHigh: Double;
        fLow: Double;
        fClose: Double;
        function GetClose: Double;
        function GetHigh: Double;
        function GetLow: Double;
        function GetOpen: Double;
    public
        constructor Create(Open, High, Low, Close: Double);
    end;

implementation

{ TDataPoint }

constructor TDataPoint<T>.Create(Time: TDateTime; Volume: Double; const AData: T);
begin
    fTime := Time;
    fVolume := Volume;
    FData := AData;
end;

function TDataPoint<T>.GetData: T;
begin
    Result := FData;
end;

function TDataPoint<T>.GetTime: TDateTime;
begin
    result := fTime;
end;

function TDataPoint<T>.GetVolume: Double;
begin
    result := fVolume;
end;

{ TTick }

constructor TTick.Create(Ask: Double; Bid: Double);
begin
    inherited Create;
    fAsk := Ask;
    fBid := Bid;
end;

function TTick.GetAsk: Double;
begin
    result := fAsk;
end;

function TTick.GetBid: Double;
begin
    result := fBid;
end;

{ TOHLC }

constructor TOHLC.Create(Open, High, Low, Close: Double);
begin
    inherited Create;
    fOpen := Open;
    fHigh := High;
    fLow := Low;
    fClose := Close;
end;

function TOHLC.GetClose: Double;
begin
    result := fClose;
end;

function TOHLC.GetHigh: Double;
begin
    result := fHigh;
end;

function TOHLC.GetLow: Double;
begin
    result := fLow;
end;

function TOHLC.GetOpen: Double;
begin
    result := fOpen;
end;

end.