MycLib/AuraTrader/TestMethodCallFromRecordParams.pas

unit TestMethodCallFromRecordParams;

interface

uses
    System.SysUtils,
    System.Classes,
    Myc.Data.Records,
    Myc.Data.Pipeline,
    Myc.Trade.Indicators;

type
    TMyWorker = class
    public
        type
            TParams = record
                Log: Int64;
                text: String;
            end;

            TArgs = record
                xyz: Double;
            end;

            TResult = record
                val: Int64;
                desc: String;
            end;

        [IndicatorFactory]
        class function CreateFactory: TIndicatorFactoryProc<TParams, TArgs, TResult>; static;
    end;

    // SMA indicator for demonstration purposes
    TSmaIndicator = class
    public
        type
            TParams = record
                Period: Integer;
            end;

            TArgs = record
                Value: Double;
            end;

            TResult = record
                Sma: Double;
            end;

        [IndicatorFactory]
        class function CreateFactory: TIndicatorFactoryProc<TParams, TArgs, TResult>; static;
    end;

procedure Test1(const Log: TStrings);
procedure TestSma(const Log: TStrings);

implementation

uses
    System.Math;

class function TMyWorker.CreateFactory: TIndicatorFactoryProc<TParams, TArgs, TResult>;
begin
    Result :=
        function(const Params: TParams): TConvertFunc<TArgs, TResult>
        begin
            var Log := TStrings(Params.Log);
            var text := Params.text;

            Result :=
                function(const Args: TArgs): TResult
                begin
                    // Use Format to avoid locale issues with float conversion
                    Log.Add(Format('Val=%f      (...%s)', [Args.xyz, text]));
                    Result.desc := 'done';
                end;
        end;
end;

procedure Test1(const Log: TStrings);
begin
    var fact := TGenericIndicatorFactory.CreateFromTemplate<TMyWorker>;

    var params := TDataRecord.FromRecord<TMyWorker.TParams>;
    params.SetValue<Int64>('Log', Int64(Log));
    params.SetValue<String>('text', 'The quick brown fox jumps...');

    var indi := fact.CreateIndicator(params);

    var args := TDataRecord.FromRecord<TMyWorker.TArgs>;
    args.SetValue<Double>('xyz', 3.14159);

    var res := indi(args);

    var desc := res.GetValue<String>('desc');
    Log.Add('Final result description: ' + desc);
    Assert(desc = 'done');
end;

{ TSmaIndicator }

class function TSmaIndicator.CreateFactory: TIndicatorFactoryProc<TParams, TArgs, TResult>;
begin
    Result :=
        function(const Params: TParams): TConvertFunc<TArgs, TResult>
        var
            // State for the indicator closure
            period: Integer;
            buffer: TArray<Double>;
            sum: Double;
            count: Integer;
            idx: Integer;
        begin
            period := Params.Period;
            if period <= 0 then
                raise Exception.Create('Period must be positive');

            SetLength(buffer, period);
            sum := 0.0;
            count := 0;
            idx := 0;

            Result :=
                function(const Args: TArgs): TResult
                begin
                    // If the buffer is full, subtract the oldest value that is about to be overwritten.
                    if count >= period then
                        sum := sum - buffer[idx];

                    // Add the new value to the buffer and the sum.
                    buffer[idx] := Args.Value;
                    sum := sum + Args.Value;

                    // Advance the index for the circular buffer.
                    idx := (idx + 1) mod period;

                    // Increment the fill count until the buffer is full for the first time.
                    if count < period then
                        inc(count);

                    // Calculate the SMA. The result is the average of the values currently in the buffer.
                    if count > 0 then
                        Result.Sma := sum / count
                    else
                        Result.Sma := 0.0;
                end;
        end;
end;

procedure TestSma(const Log: TStrings);
var
    fact: TGenericIndicatorFactory;
    params: TDataRecord;
    indi: TConvertFunc<TDataRecord, TDataRecord>;
    args: TDataRecord;
    res: TDataRecord;
    smaValue: Double;
begin
    Log.Add('');
    Log.Add('--- Testing SMA ---');

    fact := TGenericIndicatorFactory.CreateFromTemplate<TSmaIndicator>;

    // 1. Setup indicator parameters.
    params := TDataRecord.FromRecord<TSmaIndicator.TParams>;
    params.SetValue<Integer>('Period', 3);
    Log.Add(Format('Creating SMA with Period=%d', [params.GetValue<Integer>('Period')]));

    // 2. Create the indicator instance.
    indi := fact.CreateIndicator(params);

    // 3. Create the arguments record (can be reused).
    args := TDataRecord.FromRecord<TSmaIndicator.TArgs>;

    // 4. Feed values and check results.
    args.SetValue<Double>('Value', 10.0);
    res := indi(args);
    smaValue := res.GetValue<Double>('Sma');
    Log.Add(Format('Input: 10.0 -> SMA: %f', [smaValue]));
    Assert(SameValue(smaValue, 10.0)); // Avg of [10] is 10

    args.SetValue<Double>('Value', 11.0);
    res := indi(args);
    smaValue := res.GetValue<Double>('Sma');
    Log.Add(Format('Input: 11.0 -> SMA: %f', [smaValue]));
    Assert(SameValue(smaValue, 10.5)); // Avg of [10, 11] is 10.5

    args.SetValue<Double>('Value', 12.0);
    res := indi(args);
    smaValue := res.GetValue<Double>('Sma');
    Log.Add(Format('Input: 12.0 -> SMA: %f', [smaValue]));
    Assert(SameValue(smaValue, 11.0)); // Avg of [10, 11, 12] is 11

    args.SetValue<Double>('Value', 13.0);
    res := indi(args);
    smaValue := res.GetValue<Double>('Sma');
    Log.Add(Format('Input: 13.0 -> SMA: %f', [smaValue]));
    Assert(SameValue(smaValue, 12.0)); // Avg of [11, 12, 13] is 12

    args.SetValue<Double>('Value', 14.0);
    res := indi(args);
    smaValue := res.GetValue<Double>('Sma');
    Log.Add(Format('Input: 14.0 -> SMA: %f', [smaValue]));
    Assert(SameValue(smaValue, 13.0)); // Avg of [12, 13, 14] is 13

    Log.Add('SMA test successful.');
end;

end.