Michael Schimmel
853 lines
30 KiB
ObjectPascal
853 lines
30 KiB
ObjectPascal
unit MainForm;
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interface
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uses
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System.SysUtils,
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System.Types,
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System.TypInfo,
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System.UITypes,
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System.Classes,
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System.Variants,
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System.Generics.Collections,
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System.Math,
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FMX.Types,
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FMX.Controls,
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FMX.Forms,
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FMX.Graphics,
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FMX.Dialogs,
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FMX.Memo.Types,
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FMX.StdCtrls,
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FMX.ScrollBox,
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FMX.Memo,
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FMX.Controls.Presentation,
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Myc.Ast.Visualizer,
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Myc.Data.Scalar,
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Myc.Ast.Nodes,
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Myc.Ast,
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Myc.Ast.Evaluator,
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Myc.Ast.Printer,
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FMX.Layouts,
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FMX.Objects; // Added for TExecutionScope
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type
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// A test record
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TOHLCV = record
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Timestamp: TDateTime;
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Open: Double;
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High: Double;
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Low: Double;
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Close: Double;
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Volume: Int64;
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end;
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TForm1 = class(TForm)
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Panel1: TPanel;
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Memo1: TMemo;
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Test1Button: TButton;
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Test2Button: TButton;
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PrettyPrintButton: TButton;
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DebugButton: TButton;
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RecursionButton: TButton;
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ShowScopeBox: TCheckBox;
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FibonacciButton: TButton;
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CrerateTriggerExampleButton: TButton;
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DoTriggerButton: TButton;
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DoTrigger2Button: TButton;
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Panel2: TPanel;
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ClearButton: TButton;
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FlowOnlyBox: TCheckBox;
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SeriesTestButton: TButton;
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OHLCButton: TButton;
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DebugBox: TCheckBox;
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procedure ClearButtonClick(Sender: TObject);
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procedure FormCreate(Sender: TObject);
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procedure CrerateTriggerExampleButtonClick(Sender: TObject);
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procedure DebugButtonClick(Sender: TObject);
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procedure DoTrigger2ButtonClick(Sender: TObject);
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procedure DoTriggerButtonClick(Sender: TObject);
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procedure FibonacciButtonClick(Sender: TObject);
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procedure OHLCButtonClick(Sender: TObject);
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procedure PrettyPrintButtonClick(Sender: TObject);
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procedure RecursionButtonClick(Sender: TObject);
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procedure SeriesTestButtonClick(Sender: TObject);
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procedure Test1ButtonClick(Sender: TObject);
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procedure Test2ButtonClick(Sender: TObject);
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private
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// Stores the last AST generated by Test1 or Test2 button clicks.
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FLastAst: IExpressionNode;
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FGScope: IExecutionScope;
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FWorkspace: TAuraWorkspace;
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function CreateVisitor(const AScope: IExecutionScope): IAstVisitor;
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procedure WorkspaceMouseDown(Sender: TObject; Button: TMouseButton; Shift: TShiftState; X, Y: Single);
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public
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{ Public declarations }
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end;
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var
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Form1: TForm1;
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implementation
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uses
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Myc.Ast.Scope,
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Myc.Data.Scalar.JSON,
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Myc.Data.Decimal,
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System.Diagnostics; // For TStopwatch
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{$R *.fmx}
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procedure TForm1.ClearButtonClick(Sender: TObject);
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begin
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FWorkspace.DeleteChildren;
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FWorkspace.Repaint;
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end;
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function TForm1.CreateVisitor(const AScope: IExecutionScope): IAstVisitor;
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begin
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// Conditionally create a debug visitor if the checkbox is checked.
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if DebugBox.IsChecked then
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begin
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Memo1.Lines.Add('--- Creating DEBUG visitor ---');
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Result := TDebugEvaluatorVisitor.Create(AScope, Memo1.Lines, ShowScopeBox.IsChecked);
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end
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else
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Result := TEvaluatorVisitor.Create(AScope);
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end;
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procedure TForm1.FormCreate(Sender: TObject);
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begin
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FWorkspace := TAuraWorkspace.Create(Panel2);
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FWorkspace.Parent := Panel2;
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FWorkspace.Align := TAlignLayout.Client;
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FWorkspace.ClipChildren := true;
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FWorkspace.OnMouseDown := WorkspaceMouseDown;
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FGScope := TExecutionScope.Create(nil);
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end;
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procedure TForm1.DebugButtonClick(Sender: TObject);
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var
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scope: IExecutionScope;
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visitor: IAstVisitor;
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result: TAstValue;
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sw: TStopwatch;
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begin
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if not Assigned(FLastAst) then
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begin
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Memo1.Lines.Add('No AST has been generated yet.');
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Memo1.Lines.Add('Click "Test 1" or "Test 2" first.');
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exit;
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end;
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scope := TExecutionScope.Create(FGScope);
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Memo1.Lines.Clear;
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Memo1.Lines.Add('--- Debug Evaluator Trace ---');
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// This button ALWAYS uses the debug visitor, regardless of the checkbox.
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visitor := TDebugEvaluatorVisitor.Create(scope, Memo1.Lines, ShowScopeBox.IsChecked, 0);
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sw := TStopwatch.StartNew;
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result := FLastAst.Accept(visitor);
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sw.Stop;
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Memo1.Lines.Add('-----------------------------');
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Memo1.Lines.Add(Format('Final script result: %s', [result.ToString]));
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Memo1.Lines.Add(Format('Execution time: %d ms', [sw.ElapsedMilliseconds]));
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Memo1.Lines.Add('');
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Memo1.Lines.Add('(AST structure stored. Click "Pretty Print" to view.)');
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end;
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procedure TForm1.FibonacciButtonClick(Sender: TObject);
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function NativeFib(n: Integer): Int64;
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begin
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// The identical, naive recursive algorithm in native Delphi code.
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if (n < 2) then
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Result := n
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else
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Result := NativeFib(n - 1) + NativeFib(n - 2);
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end;
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var
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scope: IExecutionScope;
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visitor: IAstVisitor;
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root: IExpressionNode;
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result: TAstValue;
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sw: TStopwatch;
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result20, result30, result40: Int64;
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time20, time30, time40: Int64;
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begin
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FGScope.Clear;
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Memo1.Lines.Clear;
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Memo1.Lines.Add('--- Native Delphi Fibonacci Performance ---');
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Memo1.Lines.Add('Calculating fib(30) and fib(40)...');
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Application.ProcessMessages; // Update UI before blocking
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// --- Calculate fib(30) ---
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sw := TStopwatch.StartNew;
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result20 := NativeFib(20);
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sw.Stop;
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time20 := sw.ElapsedMilliseconds;
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// --- Calculate fib(30) ---
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sw := TStopwatch.StartNew;
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result30 := NativeFib(30);
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sw.Stop;
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time30 := sw.ElapsedMilliseconds;
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// --- Calculate fib(40) ---
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sw.Reset;
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sw.Start;
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result40 := NativeFib(40);
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sw.Stop;
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time40 := sw.ElapsedMilliseconds;
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sw.Reset;
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Memo1.Lines.Add('');
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Memo1.Lines.Add(Format('fib(20) = %d (calculated in %d ms)', [result20, time20]));
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Memo1.Lines.Add(Format('fib(30) = %d (calculated in %d ms)', [result30, time30]));
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Memo1.Lines.Add(Format('fib(40) = %d (calculated in %d ms)', [result40, time40]));
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Memo1.Lines.Add('');
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Memo1.Lines.Add('');
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Memo1.Lines.Add('--- Recursive fib with AST---');
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Application.ProcessMessages; // Update UI before blocking
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sw.Start;
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root :=
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TAst.Block(
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[
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TAst.VarDecl(
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TAst.Identifier('fib'),
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TAst.LambdaExpr(
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[TAst.Identifier('n')],
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// The body is now a single ternary expression that returns a value.
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TAst.TernaryExpr(
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TAst.BinaryExpr(TAst.Identifier('n'), boLess, TAst.Constant(TScalar.FromInt64(2))),
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// The value if true.
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TAst.Identifier('n'),
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// The value if false.
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TAst.BinaryExpr(
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TAst.FunctionCall(
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TAst.Identifier('fib'),
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[TAst.BinaryExpr(TAst.Identifier('n'), boSubtract, TAst.Constant(TScalar.FromInt64(1)))]
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),
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boAdd,
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TAst.FunctionCall(
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TAst.Identifier('fib'),
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[TAst.BinaryExpr(TAst.Identifier('n'), boSubtract, TAst.Constant(TScalar.FromInt64(2)))]
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)
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)
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)
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)
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),
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TAst.FunctionCall(TAst.Identifier('fib'), [TAst.Constant(TScalar.FromInt64(30))])
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]
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);
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FLastAst := root;
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scope := TExecutionScope.Create(nil);
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visitor := CreateVisitor(scope);
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result := root.Accept(visitor);
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sw.Stop;
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Memo1.Lines.Add(Format('Result: fib(30) %s (calculated in %d ms)', [result.ToString, sw.ElapsedMilliseconds]));
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Memo1.Lines.Add('');
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Memo1.Lines.Add('(AST structure stored. Click "Pretty Print" or "Debug" to view.)');
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end;
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procedure TForm1.PrettyPrintButtonClick(Sender: TObject);
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var
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visitor: TPrettyPrintVisitor;
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sw: TStopwatch;
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begin
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Memo1.Lines.Clear;
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Memo1.Lines.Add('--- AST Pretty Print ---');
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if not Assigned(FLastAst) then
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begin
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Memo1.Lines.Add('No AST has been generated yet.');
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Memo1.Lines.Add('Click "Test 1" or "Test 2" first.');
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exit;
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end;
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visitor := TPrettyPrintVisitor.Create;
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try
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sw := TStopwatch.StartNew;
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FLastAst.Accept(visitor);
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sw.Stop;
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Memo1.Lines.Add(visitor.GetResult);
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Memo1.Lines.Add(Format('(AST rendered in %d ms)', [sw.ElapsedMilliseconds]));
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finally
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// Visitor is an interfaced object and managed automatically.
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end;
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end;
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procedure TForm1.RecursionButtonClick(Sender: TObject);
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var
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scope: IExecutionScope;
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visitor: IAstVisitor;
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root: IExpressionNode;
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result: TAstValue;
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sw: TStopwatch;
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begin
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FGScope.Clear;
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sw := TStopwatch.Create;
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Memo1.Lines.Clear;
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Memo1.Lines.Add('--- Recursive factorial(20) ---');
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sw.Start;
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root :=
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TAst.Block(
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[
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TAst.VarDecl(
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TAst.Identifier('factorial'),
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TAst.LambdaExpr(
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[TAst.Identifier('n')],
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TAst.Block(
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[
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TAst.TernaryExpr(
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TAst.BinaryExpr(TAst.Identifier('n'), boLess, TAst.Constant(TScalar.FromInt64(2))),
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TAst.Constant(TScalar.FromInt64(1)),
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TAst.BinaryExpr(
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TAst.Identifier('n'),
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boMultiply,
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TAst.FunctionCall(
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TAst.Identifier('factorial'),
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[TAst.BinaryExpr(TAst.Identifier('n'), boSubtract, TAst.Constant(TScalar.FromInt64(1)))]
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)
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)
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)
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]
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)
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)
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),
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TAst.FunctionCall(TAst.Identifier('factorial'), [TAst.Constant(TScalar.FromInt64(20))])
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]
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);
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FLastAst := root;
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scope := TExecutionScope.Create(nil);
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visitor := CreateVisitor(scope);
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result := root.Accept(visitor);
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sw.Stop;
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Memo1.Lines.Add(Format('Result: %s (calculated in %d ms)', [result.ToString, sw.ElapsedMilliseconds]));
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Memo1.Lines.Add('');
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Memo1.Lines.Add('(AST structure stored. Click "Pretty Print" or "Debug" to view.)');
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end;
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procedure TForm1.SeriesTestButtonClick(Sender: TObject);
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var
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jsonDef: string;
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recordDef: TScalarRecordDefinition;
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series: TScalarRecordSeries;
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recordValue: TScalarRecord;
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visitor: IAstVisitor;
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ast: IExpressionNode;
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resultValue: TAstValue;
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i: Integer;
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begin
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Memo1.Lines.Clear;
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Memo1.Lines.Add('--- Series Test ---');
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// --- 1. Arrange (in Delphi) ---
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Memo1.Lines.Add('1. Arranging test data in Delphi...');
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FGScope.Clear;
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RegisterNativeFunctions(FGScope);
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jsonDef := TRttiAstHelper.RecordDefinitionToJson(TypeInfo(TOHLCV));
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FGScope.SetValue('ohlcvDef', TAstValue.FromText(jsonDef));
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Memo1.Lines.Add(' - Generated and injected JSON definition for TOHLCV.');
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recordDef := TRttiAstHelper.JsonToRecordDefinition(jsonDef);
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series := TScalarRecordSeries.Create(recordDef);
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for i := 0 to 4 do
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begin
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recordValue :=
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TScalarRecord.Create(
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recordDef,
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[
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TScalarValue.FromDateTime(Now + i),
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TScalarValue.FromDouble(100.0 + i),
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TScalarValue.FromDouble(105.0 + i),
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TScalarValue.FromDouble(98.0 + i),
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TScalarValue.FromDouble(102.0 + i),
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TScalarValue.FromInt64(10000 * (i + 1))
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]
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);
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series.Add(recordValue);
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end;
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FGScope.SetValue('ohlcvSeries', TAstValue.FromRecordSeries(series));
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Memo1.Lines.Add(Format(' - Created and injected a series with %d records.', [series.TotalCount]));
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Memo1.Lines.Add('');
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// --- 2. Act (in Script) ---
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Memo1.Lines.Add('2. Executing script...');
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ast :=
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TAst.LambdaExpr(
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[],
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TAst.Block(
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[
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TAst.VarDecl(
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TAst.Identifier('closeColumn'),
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TAst.MemberAccess(TAst.Identifier('ohlcvSeries'), TAst.Identifier('Close'))
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),
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TAst.VarDecl(
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TAst.Identifier('secondClose'),
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TAst.Indexer(TAst.Identifier('closeColumn'), TAst.Constant(TScalar.FromInt64(1)))
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)
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]
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)
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);
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FLastAst := ast;
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visitor := CreateVisitor(FGScope);
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resultValue := TAst.FunctionCall(ast, []).Accept(visitor);
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Memo1.Lines.Add(' - Script finished.');
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Memo1.Lines.Add(Format(' - Script returned value of type: %s', [GetEnumName(TypeInfo(TAstValueKind), Ord(resultValue.Kind))]));
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Memo1.Lines.Add('');
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// --- 3. Assert (in Delphi) ---
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Memo1.Lines.Add('3. Asserting results in Delphi...');
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if (resultValue.Kind <> avkScalar) then
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begin
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Memo1.Lines.Add('TEST FAILED: Script did not return a scalar value.');
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exit;
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end;
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Memo1.Lines.Add(' - Result is a scalar, as expected.');
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var resultScalar := resultValue.AsScalar;
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if (resultScalar.Kind <> skDouble) then
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begin
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Memo1.Lines.Add('TEST FAILED: Returned scalar is not a Double.');
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exit;
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end;
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Memo1.Lines.Add(' - Returned scalar is a Double, as expected.');
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var closeValue := resultScalar.Value.AsDouble;
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// The script asks for index [1], which is the second-to-last element.
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// The data was generated for i in 0..4, so the second-to-last is i=3.
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var expectedClose := 102.0 + 3;
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if (abs(closeValue - expectedClose) > 0.001) then
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begin
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Memo1.Lines.Add(Format('TEST FAILED: Expected Close price %f, but got %f.', [expectedClose, closeValue]));
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exit;
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end;
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Memo1.Lines.Add(Format(' - Verified Close price: %f.', [closeValue]));
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Memo1.Lines.Add('');
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Memo1.Lines.Add('--- TEST PASSED ---');
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end;
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procedure TForm1.Test1ButtonClick(Sender: TObject);
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var
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scope: IExecutionScope;
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visitor: IAstVisitor;
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result: TAstValue;
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sw: TStopwatch;
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begin
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FGScope.Clear;
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sw := TStopwatch.Create;
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Memo1.Lines.Clear;
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Memo1.Lines.Add('--- Simple AST Execution ---');
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sw.Start;
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var main :=
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TAst.LambdaExpr(
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[],
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TAst.Block(
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[
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TAst.VarDecl(TAst.Identifier('a'), TAst.Constant(TScalar.FromInt64(10))),
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TAst.VarDecl(
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TAst.Identifier('b'),
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TAst.BinaryExpr(TAst.Identifier('a'), boMultiply, TAst.Constant(TScalar.FromInt64(2)))
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),
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TAst.BinaryExpr(TAst.Identifier('a'), boAdd, TAst.Identifier('b'))
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]
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)
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);
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FLastAst := main;
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scope := TExecutionScope.Create(FGScope);
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visitor := CreateVisitor(scope);
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result := TAst.FunctionCall(main, []).Accept(visitor);
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sw.Stop;
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if not result.IsVoid then
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Memo1.Lines.Add(Format('Result: %s (calculated in %d ms)', [result.ToString, sw.ElapsedMilliseconds]))
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else
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Memo1.Lines.Add(Format('<undefined result> (calculated in %d ms)', [sw.ElapsedMilliseconds]));
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Memo1.Lines.Add('');
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Memo1.Lines.Add('(AST structure stored. Click "Pretty Print" to view.)');
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end;
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procedure TForm1.Test2ButtonClick(Sender: TObject);
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var
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scope: IExecutionScope;
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visitor: IAstVisitor;
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root: IExpressionNode;
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result: TAstValue;
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sw: TStopwatch;
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begin
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FGScope.Clear;
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sw := TStopwatch.Create;
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Memo1.Lines.Clear;
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Memo1.Lines.Add('--- Factory Pattern Demo ---');
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sw.Start;
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root :=
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TAst.Block(
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[
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TAst.VarDecl(
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TAst.Identifier('createStrategyInstance'),
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TAst.LambdaExpr(
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[TAst.Identifier('offset')],
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TAst.Block(
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[
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TAst.VarDecl(TAst.Identifier('baseValue'), TAst.Constant(TScalar.FromInt64(100))),
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TAst.BinaryExpr(TAst.Identifier('baseValue'), boAdd, TAst.Identifier('offset'))
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]
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)
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)
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),
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TAst.FunctionCall(TAst.Identifier('createStrategyInstance'), [TAst.Constant(TScalar.FromInt64(20))]),
|
|
TAst.FunctionCall(TAst.Identifier('createStrategyInstance'), [TAst.Constant(TScalar.FromInt64(55))])
|
|
]
|
|
);
|
|
|
|
FLastAst := root;
|
|
|
|
scope := TExecutionScope.Create(FGScope);
|
|
|
|
visitor := CreateVisitor(scope);
|
|
result := root.Accept(visitor);
|
|
sw.Stop;
|
|
|
|
Memo1.Lines.Add('The entire script has been executed.');
|
|
Memo1.Lines.Add(Format('Result of the final expression: %s (calculated in %d ms)', [result.ToString, sw.ElapsedMilliseconds]));
|
|
Memo1.Lines.Add('');
|
|
Memo1.Lines.Add('(AST structure stored. Click "Pretty Print" to view.)');
|
|
end;
|
|
|
|
procedure TForm1.CrerateTriggerExampleButtonClick(Sender: TObject);
|
|
var
|
|
visitor: IAstVisitor;
|
|
closureValue: TAstValue;
|
|
begin
|
|
FGScope.Clear;
|
|
|
|
// Create an AST that gets a "tick" in DoTriggerButtonClick.
|
|
// This simulates a simple Blueprint-like event system.
|
|
// It maintains state via a persistent execution scope.
|
|
|
|
Memo1.Lines.Clear;
|
|
Memo1.Lines.Add('--- Creating Trigger Blueprint ---');
|
|
|
|
var blk :=
|
|
TAst.Block(
|
|
[
|
|
TAst.VarDecl(TAst.Identifier('X'), TAst.Constant(TScalar.FromInt64(0))),
|
|
TAst.VarDecl(
|
|
TAst.Identifier('tickHandler'),
|
|
TAst.LambdaExpr(
|
|
[TAst.Identifier('summand')],
|
|
TAst.Assign(TAst.Identifier('X'), TAst.BinaryExpr(TAst.Identifier('X'), boAdd, TAst.Identifier('summand')))
|
|
)
|
|
)
|
|
]
|
|
);
|
|
|
|
// Evaluate the lambda to create a closure and store it in the scope.
|
|
// The closure captures the scope where 'X' is defined.
|
|
visitor := CreateVisitor(FGScope);
|
|
blk.Accept(visitor);
|
|
|
|
// FLastAst is not used for this parameterized example.
|
|
FLastAst := blk;
|
|
|
|
Memo1.Lines.Add('Variable "X" initialized to 0 in persistent scope.');
|
|
Memo1.Lines.Add('Blueprint function "tickHandler(summand)" created.');
|
|
Memo1.Lines.Add('Click "Do Trigger" or "Do Trigger 2" to execute.');
|
|
end;
|
|
|
|
procedure TForm1.DoTriggerButtonClick(Sender: TObject);
|
|
var
|
|
visitor: IAstVisitor;
|
|
currentValue: TAstValue;
|
|
callAst: IFunctionCallNode;
|
|
begin
|
|
// A "tick" executes the stored AST using the persistent scope.
|
|
|
|
// Create an AST to call the stored handler with argument 1.
|
|
// AST for: tickHandler(1)
|
|
callAst := TAst.FunctionCall(TAst.Identifier('tickHandler'), [TAst.Constant(TScalar.FromInt64(1))]);
|
|
|
|
// Execute the call AST.
|
|
visitor := CreateVisitor(FGScope);
|
|
callAst.Accept(visitor);
|
|
|
|
FLastAst := callAst;
|
|
|
|
// Get the updated value of 'X' from the scope and display it.
|
|
if FGScope.FindValue('X', currentValue) then
|
|
begin
|
|
Memo1.Lines.Add(Format('Tick(1)! New value of X: %s', [currentValue.ToString]));
|
|
end
|
|
else
|
|
begin
|
|
// This should not happen if setup was correct.
|
|
Memo1.Lines.Add('Error: Variable "X" not found in scope.');
|
|
end;
|
|
end;
|
|
|
|
procedure TForm1.DoTrigger2ButtonClick(Sender: TObject);
|
|
var
|
|
visitor: IAstVisitor;
|
|
currentValue: TAstValue;
|
|
callAst: IFunctionCallNode;
|
|
begin
|
|
// A "tick" that adds 2, using the same blueprint function.
|
|
|
|
// Create an AST to call the stored handler with argument 2.
|
|
// AST for: tickHandler(2)
|
|
callAst := TAst.FunctionCall(TAst.Identifier('tickHandler'), [TAst.Constant(TScalar.FromInt64(2))]);
|
|
|
|
FLastAst := callAst;
|
|
|
|
// Execute the call AST.
|
|
visitor := CreateVisitor(FGScope);
|
|
callAst.Accept(visitor);
|
|
|
|
// Get the updated value of 'X' from the scope and display it.
|
|
if FGScope.FindValue('X', currentValue) then
|
|
begin
|
|
Memo1.Lines.Add(Format('Tick(2)! New value of X: %s', [currentValue.ToString]));
|
|
end
|
|
else
|
|
begin
|
|
// This should not happen if setup was correct.
|
|
Memo1.Lines.Add('Error: Variable "X" not found in scope.');
|
|
end;
|
|
end;
|
|
|
|
procedure TForm1.WorkspaceMouseDown(Sender: TObject; Button: TMouseButton; Shift: TShiftState; X, Y: Single);
|
|
begin
|
|
if Button <> TMouseButton.mbMiddle then
|
|
exit;
|
|
|
|
if FLastAst <> nil then
|
|
begin
|
|
var visu := TVisualizationMode.vmDetailed;
|
|
if FlowOnlyBox.IsChecked then
|
|
visu := TVisualizationMode.vmControlFlow;
|
|
FWorkspace.BuildTree(FLastAst, TPointF.Create(X, Y), visu);
|
|
end;
|
|
end;
|
|
|
|
procedure TForm1.OHLCButtonClick(Sender: TObject);
|
|
const
|
|
numRecs = 1000;
|
|
lookback = 50;
|
|
smaSlowLength = 20;
|
|
smaFastLength = 5;
|
|
var
|
|
recordDef: TScalarRecordDefinition;
|
|
series: TScalarRecordSeries;
|
|
setupAst: IExpressionNode;
|
|
callAst: IExpressionNode;
|
|
visitor: IAstVisitor;
|
|
i: Integer;
|
|
lastClose: Double;
|
|
ohlcvRec: TOHLCV;
|
|
recordValue: TScalarRecord;
|
|
resultValue: TAstValue;
|
|
sw: TStopwatch;
|
|
begin
|
|
// 1. Setup
|
|
Memo1.Lines.Clear;
|
|
Memo1.Lines.Add(Format('--- Simulating O(1) SMA Crossover Strategy for %d ticks ---', [numRecs]));
|
|
FGScope.Clear;
|
|
RegisterNativeFunctions(FGScope);
|
|
sw := TStopwatch.StartNew;
|
|
|
|
recordDef := TRttiAstHelper.JsonToRecordDefinition(TRttiAstHelper.RecordDefinitionToJson(TypeInfo(TOHLCV)));
|
|
series := TScalarRecordSeries.Create(recordDef);
|
|
|
|
// 2. Create the setup AST with the optimized O(1) SMA implementation
|
|
setupAst :=
|
|
TAst.Block(
|
|
[
|
|
// This factory is now much simpler. It only manages sum and a counter.
|
|
TAst.VarDecl(
|
|
TAst.Identifier('CreateSMA'),
|
|
TAst.LambdaExpr(
|
|
[TAst.Identifier('len')],
|
|
TAst.Block(
|
|
[
|
|
TAst.VarDecl(TAst.Identifier('sum'), TAst.Constant(TScalar.FromDouble(0.0))),
|
|
TAst.VarDecl(TAst.Identifier('count'), TAst.Constant(TScalar.FromInt64(0))),
|
|
// The returned closure now takes the full series and the new value.
|
|
TAst.LambdaExpr(
|
|
[TAst.Identifier('series'), TAst.Identifier('val')],
|
|
TAst.Block(
|
|
[
|
|
TAst.Assign(
|
|
TAst.Identifier('sum'),
|
|
TAst.BinaryExpr(TAst.Identifier('sum'), boAdd, TAst.Identifier('val'))
|
|
),
|
|
TAst.Assign(
|
|
TAst.Identifier('count'),
|
|
TAst.BinaryExpr(TAst.Identifier('count'), boAdd, TAst.Constant(TScalar.FromInt64(1)))
|
|
),
|
|
// If the indicator is "full", subtract the value that just fell out of the window (at index 'len').
|
|
TAst.IfExpr(
|
|
TAst.BinaryExpr(TAst.Identifier('count'), boGreater, TAst.Identifier('len')),
|
|
TAst.Assign(
|
|
TAst.Identifier('sum'),
|
|
TAst.BinaryExpr(
|
|
TAst.Identifier('sum'),
|
|
boSubtract,
|
|
TAst.Indexer(TAst.Identifier('series'), TAst.Identifier('len'))
|
|
)
|
|
),
|
|
nil
|
|
),
|
|
// Calculate and return the average. Divisor is capped at 'len'.
|
|
TAst.BinaryExpr(
|
|
TAst.Identifier('sum'),
|
|
boDivide,
|
|
TAst.TernaryExpr(
|
|
TAst.BinaryExpr(TAst.Identifier('count'), boLess, TAst.Identifier('len')),
|
|
TAst.Identifier('count'),
|
|
TAst.Identifier('len')
|
|
)
|
|
)
|
|
]
|
|
)
|
|
)
|
|
]
|
|
)
|
|
)
|
|
),
|
|
// Instantiation remains the same.
|
|
TAst.VarDecl(
|
|
TAst.Identifier('smaFast'),
|
|
TAst.FunctionCall(TAst.Identifier('CreateSMA'), [TAst.Constant(TScalar.FromInt64(smaFastLength))])
|
|
),
|
|
TAst.VarDecl(
|
|
TAst.Identifier('smaSlow'),
|
|
TAst.FunctionCall(TAst.Identifier('CreateSMA'), [TAst.Constant(TScalar.FromInt64(smaSlowLength))])
|
|
),
|
|
// The main strategy now passes the full close series to the indicators.
|
|
TAst.VarDecl(
|
|
TAst.Identifier('maCrossStrategy'),
|
|
TAst.LambdaExpr(
|
|
[TAst.Identifier('ohlcv')],
|
|
TAst.Block(
|
|
[
|
|
TAst.VarDecl(
|
|
TAst.Identifier('closeSeries'),
|
|
TAst.MemberAccess(TAst.Identifier('ohlcv'), TAst.Identifier('Close'))
|
|
),
|
|
TAst.VarDecl(
|
|
TAst.Identifier('currentClose'),
|
|
TAst.Indexer(TAst.Identifier('closeSeries'), TAst.Constant(TScalar.FromInt64(0)))
|
|
),
|
|
TAst.VarDecl(
|
|
TAst.Identifier('valSmaFast'),
|
|
TAst.FunctionCall(
|
|
TAst.Identifier('smaFast'),
|
|
[TAst.Identifier('closeSeries'), TAst.Identifier('currentClose')]
|
|
)
|
|
),
|
|
TAst.VarDecl(
|
|
TAst.Identifier('valSmaSlow'),
|
|
TAst.FunctionCall(
|
|
TAst.Identifier('smaSlow'),
|
|
[TAst.Identifier('closeSeries'), TAst.Identifier('currentClose')]
|
|
)
|
|
),
|
|
TAst.TernaryExpr(
|
|
TAst.BinaryExpr(TAst.Identifier('valSmaFast'), boGreater, TAst.Identifier('valSmaSlow')),
|
|
TAst.Constant(TScalar.FromInt64(1)),
|
|
TAst.Constant(TScalar.FromInt64(-1))
|
|
)
|
|
]
|
|
)
|
|
)
|
|
)
|
|
]
|
|
);
|
|
|
|
FLastAst := setupAst;
|
|
visitor := CreateVisitor(FGScope);
|
|
setupAst.Accept(visitor);
|
|
callAst := TAst.FunctionCall(TAst.Identifier('maCrossStrategy'), [TAst.Identifier('current_series')]);
|
|
|
|
// 3. Simulation Loop
|
|
Memo1.Lines.Add('Starting simulation...');
|
|
Application.ProcessMessages;
|
|
|
|
lastClose := 1000.0;
|
|
Randomize;
|
|
|
|
var nw := Now;
|
|
for i := 1 to numRecs do
|
|
begin
|
|
ohlcvRec.Timestamp := nw + (i / (24 * 60));
|
|
ohlcvRec.Open := lastClose + (Random * 0.05);
|
|
ohlcvRec.Close := lastClose + (Random - 0.49) * 2;
|
|
ohlcvRec.High := Max(ohlcvRec.Open, ohlcvRec.Close) + Random;
|
|
ohlcvRec.Low := Min(ohlcvRec.Open, ohlcvRec.Close) - Random;
|
|
ohlcvRec.Volume := RandomRange(1000, 50000);
|
|
lastClose := ohlcvRec.Close;
|
|
|
|
recordValue :=
|
|
TScalarRecord.Create(
|
|
recordDef,
|
|
[
|
|
TScalarValue.FromDateTime(ohlcvRec.Timestamp),
|
|
TScalarValue.FromDouble(ohlcvRec.Open),
|
|
TScalarValue.FromDouble(ohlcvRec.High),
|
|
TScalarValue.FromDouble(ohlcvRec.Low),
|
|
TScalarValue.FromDouble(ohlcvRec.Close),
|
|
TScalarValue.FromInt64(ohlcvRec.Volume)
|
|
]
|
|
);
|
|
|
|
series.Add(recordValue, lookback);
|
|
|
|
if series.TotalCount >= smaSlowLength then
|
|
begin
|
|
FGScope.SetValue('current_series', TAstValue.FromRecordSeries(series));
|
|
resultValue := callAst.Accept(visitor);
|
|
|
|
Memo1.Lines.Add(Format('Tick %d/%d: Close = %.2f, Signal = %s', [i, numRecs, ohlcvRec.Close, resultValue.ToString]));
|
|
Application.ProcessMessages;
|
|
end;
|
|
end;
|
|
|
|
sw.Stop;
|
|
Memo1.Lines.Add('--- Simulation Finished ---');
|
|
Memo1.Lines.Add(Format('Total time: %d ms', [sw.ElapsedMilliseconds]));
|
|
end;
|
|
|
|
end.
|