MycLib/AuraTrader/MainForm.pas

unit MainForm;

interface

uses
    System.SysUtils,
    System.Types,
    System.UITypes,
    System.Classes,
    System.Variants,
    System.DateUtils,
    System.Generics.Collections,
    System.Rtti,
    FMX.Types,
    FMX.Controls,
    FMX.Forms,
    FMX.Graphics,
    FMX.Dialogs,
    FMX.Controls.Presentation,
    FMX.StdCtrls,
    FMX.ListView.Types,
    FMX.ListView.Appearances,
    FMX.ListView.Adapters.Base,
    FMX.ListView,
    FMX.Memo.Types,
    FMX.ScrollBox,
    FMX.Memo,
    FMX.Objects,
    Myc.Futures,
    Myc.Trade.DataStream,
    Myc.Trade.DataPoint,
    Myc.Trade.DataProvider,
    Myc.Signals,
    Myc.Lazy,
    Myc.Signals.FMX,
    Myc.TaskManager,
    Myc.Aura.Module,
    FMX.ListBox,
    FMX.Layouts,
    FMX.TreeView,
    FMX.TabControl,
    FMX.Menus,
    System.ImageList,
    FMX.ImgList,
    System.Actions,
    FMX.ActnList,
    DynamicFMXControl,
    FirstStrategy,
    Myc.FMX.Chart;

type
    TForm1 = class(TForm)
        LogMemo: TMemo;
        MainPanel: TPanel;
        SymbolsComboBox: TComboBox;
        RandomBox: TCheckBox;
        LoadButton: TButton;
        RandomButton: TButton;
        ChartButton: TButton;
        StopButton: TButton;
        Splitter1: TSplitter;
        ActionList: TActionList;
        AddWorkspaceAction: TAction;
        WorkspacePanel: TPanel;
        TabControl: TTabControl;
        ToolBar: TToolBar;
        AddWorkspaceButton: TSpeedButton;
        ObjectsPanel: TPanel;
        ObjectsTabControl: TTabControl;
        ModulesTabItem: TTabItem;
        TreeView: TTreeView;
        TestButton: TSpeedButton;
        TestAction: TAction;
        TestPopup: TPopup;
        FlowLayout: TFlowLayout;
        StrategyButton: TSpeedButton;
        procedure RandomButtonClick(Sender: TObject);
        procedure FormCreate(Sender: TObject);
        procedure FormDestroy(Sender: TObject);
        procedure LoadButtonClick(Sender: TObject);
        procedure ChartButtonClick(Sender: TObject);
        procedure StopButtonClick(Sender: TObject);
        procedure LayoutResized(Sender: TObject);
        procedure TreeViewDblClick(Sender: TObject);
        procedure AddWorkspaceActionExecute(Sender: TObject);
        procedure TestActionExecute(Sender: TObject);
        procedure StrategyButtonClick(Sender: TObject);
    private
        const
            cnt = 20;
        type
            TRndItem = record
                Stream: IDataStream<TAuraAskBidFileItem>;
                Data: TMutable<TDataSeries<TAuraAskBidFileItem>>;
                Labl: TLabel;
            end;
    private
        FOnEvent: TNotifyEvent;
        { Private declarations }
        FServer: IDataServer<TAuraAskBidFileItem>;
        FSymbols: TFuture<TArray<String>>;
        FRandom: TList<TRndItem>;
        FTerminate: TEvent;
        FProcessDone: TState;
        FApplication: IAuraApplication;
        FModulesItem: TTreeViewItem;
        function SelectedSymbol: String;
        function ExecuteStrategy(const Symbol: String; const Processor: IMycProcessor<TArray<TDataPoint<TAskBidItem>>>): TState;

    public
        procedure NewWorkspace;
        function CurrLayout<T: TControl>: T;
        procedure AlignControl(Control: TControl);
    published
        property OnEvent: TNotifyEvent read FOnEvent write FOnEvent;
    end;

var
    Form1: TForm1;

implementation

uses
    TestModule;

{$R *.fmx}

procedure TForm1.NewWorkspace;
begin
    var ws: IAuraWorkspace := TMycAuraWorkspace.Create('New workspace', tmTesting);
    FApplication.Workspaces.Insert(-1, ws);

    var tab := TabControl.Add;
    tab.Text := ws.Caption;
    tab.Tag := NativeInt(ws);

    var scrollbox := TVertScrollBox.Create(Self);
    scrollbox.Parent := tab;
    scrollbox.Align := TAlignLayout.Client;

    tab.ProcessSignal(ws.Name.Changed, procedure begin tab.Text := ws.Caption; end);
end;

procedure TForm1.StopButtonClick(Sender: TObject);
begin
    FTerminate.Notify;
end;

procedure TForm1.StrategyButtonClick(Sender: TObject);
begin
    var Layout := CurrLayout<TVertScrollBox>;
    if Layout = nil then
        exit;

    var Symbol := SelectedSymbol;
    if Symbol = '' then
        exit;

    var chart := TMycChart.Create(Self);
    AlignControl(chart);
    chart.Height := Layout.ChildrenRect.Width * 9 / 16;
    chart.Lookback.Value := 50000;

    /////

    var OhlcPoint: IMycConverter<TArray<TDataPoint<TAskBidItem>>, TDataPoint<TOhlcItem>> := TTicksToTimeframe.Create(M1);

    var Timestamps: IMycConverter<TDataPoint<TOhlcItem>, TDateTime> :=
        TMycGenericConverter<TDataPoint<TOhlcItem>, TDateTime>
            .Create(function(const Ohlc: TDataPoint<TOhlcItem>): TDateTime begin Result := Ohlc.Time; end);

    var Ohlc: IMycConverter<TDataPoint<TOhlcItem>, TOhlcItem> :=
        TMycGenericConverter<TDataPoint<TOhlcItem>, TOhlcItem>
            .Create(function(const Ohlc: TDataPoint<TOhlcItem>): TOhlcItem begin Result := Ohlc.Data; end);

    OhlcPoint.Sender.Link(Ohlc);

    var Closes: IMycConverter<TOhlcItem, Double> :=
        TMycGenericConverter<TOhlcItem, Double>.Create(function(const Ohlc: TOhlcItem): Double begin Result := Ohlc.Close; end);

    Ohlc.Sender.Link(Closes);

    for var i := 0 to 3 do
    begin
        var Hull: IMycConverter<Double, Double> := THullMovingAverage.Create(50 + (500 * i));
        Closes.Sender.Link(Hull);
        var col: TAlphaColorRec;
        col.R := 25 * i;
        col.G := 255 - 25 * i;
        col.B := 100 + 5 * i;
        col.A := 255;
        chart.AddDoubleSeries(Hull.Sender, col.Color);
    end;

    //    var Hull: IMycConverter<Double, Double> := THullMovingAverage.Create(250);
    //
    //    Closes.Sender.Link(Hull);
    //
    //    chart.AddDoubleSeries(Hull.Sender);

    OhlcPoint.Sender.Link(TimeStamps);

    chart.SetXAxisSeries<TDateTime>(Timestamps.Sender);
    chart.AddOhlcSeries(Ohlc.Sender);

    var done := ExecuteStrategy(Symbol, OhlcPoint);

    /////

    FProcessDone := TState.All([FProcessDone, done]);
end;

procedure TForm1.TreeViewDblClick(Sender: TObject);
begin
    var sel := TreeView.Selected as TTreeViewItem;

    var parent := sel.ParentItem;
    if parent = nil then
        exit;

    if parent = FModulesItem then
    begin
        if (TabControl.ActiveTab <> nil) and (TabControl.ActiveTab.Tag <> 0) then
        begin
            var ws := IAuraWorkspace(TabControl.ActiveTab.Tag);
            var module := FApplication.Modules[sel.TagString];
            if (ws <> nil) and (module <> nil) then
                module.SetupWorkspace(ws);
        end;
    end;
end;

procedure TForm1.FormCreate(Sender: TObject);
begin
    FApplication := TMycAuraApplication.Create;

    FModulesItem := TTreeViewItem.Create(Self);
    FModulesItem.Text := 'Modules';

    const modName = 'Test_Module';

    FApplication.RegisterModule(modName, TTestModule.Create('Test-Module', 1));

    TreeView.AddObject(FModulesItem);
    FModulesItem.ProcessSignal(
        FApplication.ModuleNames.Changed,
        procedure
        begin
            FModulesItem.BeginUpdate;
            try
                while FModulesItem.Count > 0 do
                    FModulesItem[0].Free;
                var mods := FApplication.ModuleNames.Value;
                for var i := 0 to High(mods) do
                begin
                    var ModItem := TTreeViewItem.Create(Self);
                    ModItem.Text := mods[i];
                    ModItem.DragMode := TDragMode.dmAutomatic;
                    ModItem.Text := 'Module-' + mods[i];
                    ModItem.TagString := mods[i];
                    FModulesItem.AddObject(ModItem);
                end;
                FModulesItem.ExpandAll;
            finally
                FModulesItem.EndUpdate;
            end;
        end
    );

    FTerminate := TEvent.CreateEvent;
    FRandom := TList<TRndItem>.Create;

    // Create an instance of the TAuraTABFileServer. The server can be reused for multiple stream creations. [364]
    FServer := TAuraTABFileServer.Create('\\COFFEE\TickData\Pepperstone');

    SymbolsComboBox.Enabled := false;
    ChartButton.Enabled := false;
    LoadButton.Enabled := false;

    FSymbols := FServer.EnumerateSymbols;

    SymbolsComboBox.ProcessSignal(
        FSymbols.Done.Signal,
        procedure
        begin
            SymbolsComboBox.BeginUpdate;
            try
                SymbolsComboBox.Items.Clear;
                SymbolsComboBox.Items.AddStrings(FSymbols.WaitFor);
                if SymbolsComboBox.Items.Count > 0 then
                begin
                    if SymbolsComboBox.ItemIndex < 0 then
                        SymbolsComboBox.ItemIndex := SymbolsComboBox.Items.IndexOf('GER40');
                    SymbolsComboBox.Enabled := true;
                    ChartButton.Enabled := true;
                    LoadButton.Enabled := true;
                end;
            finally
                SymbolsComboBox.EndUpdate;
            end;
        end
    );

    NewWorkspace;
end;

procedure TForm1.FormDestroy(Sender: TObject);
begin
    FSymbols.WaitFor;
    FTerminate.Notify;
    TaskManager.WaitFor(FProcessDone);
    FRandom.Free;
end;

procedure TForm1.LayoutResized(Sender: TObject);
begin
    LogMemo.Lines.Add('resize');
end;

procedure TForm1.LoadButtonClick(Sender: TObject);
begin
    if SymbolsComboBox.ItemIndex < 0 then
        exit;
    var Layout := CurrLayout<TVertScrollBox>;
    if Layout = nil then
        exit;

    var Stream := FServer.CreateStream(FSymbols.WaitFor[SymbolsComboBox.ItemIndex]);
    var Data := TDataStreamProvider.Create<TAuraAskBidFileItem>(30000, 10000, Stream);

    var path := TPath.Create(Self);
    path.Parent := Layout;
    path.Align := TAlignLayout.None;

    path.ProcessSignal(
        Data.Changed,
        procedure
        begin
            var Prices := Data.Value;

            if Prices.Count > 0 then
            begin
                path.BeginUpdate;
                try
                    path.Data.Clear;
                    path.Data.MoveTo(PointF(path.Width - 1, Prices[0].Data.Ask));
                    for var i := 1 to Prices.Count - 1 do
                        path.Data.LineTo(PointF(path.Width - i - 1, Prices[i].Data.Ask));
                finally
                    path.EndUpdate;
                end;
            end;
        end
    );
end;

procedure TForm1.RandomButtonClick(Sender: TObject);
begin
    var Layout := CurrLayout<TVertScrollBox>;
    if Layout = nil then
        exit;

    var rnd: TRndItem;

    rnd.Stream := FServer.CreateStream(FSymbols.WaitFor[Random(Length(FSymbols.WaitFor))]);
    rnd.Data := TDataStreamProvider.Create<TAuraAskBidFileItem>(3000, 1000, rnd.Stream);

    rnd.Labl := TLabel.Create(Self);
    rnd.Labl.Parent := Layout;
    rnd.Labl.Align := TAlignLayout.None;
    rnd.Labl.WordWrap := false;
    rnd.Labl.Width := 300;
    rnd.Labl.Text := rnd.Stream.Symbol + ' loading...';
    FRandom.Add(rnd);

    var Proc :=
        procedure(idx: Integer)
        begin
            FRandom[idx]
                .Labl
                .ProcessSignal(
                    FRandom[idx].Data.Changed,
                    procedure
                    begin
                        var data := FRandom[idx].Data.Value;
                        if data.Count > 0 then
                        begin
                            var dp := data[0];
                            FRandom[idx].Labl.Text :=
                                FRandom[idx].Stream.Symbol
                                    + ' '
                                    + dp.Time.ToString
                                    + ' '
                                    + data.TotalCount.ToString
                                    + '  '
                                    + dp.Data.Ask.ToString;
                        end;
                    end);
        end;
    Proc(FRandom.Count - 1);
end;

procedure TForm1.TestActionExecute(Sender: TObject);
begin
    TestPopup.IsOpen := TestAction.Checked;
end;

procedure TForm1.AddWorkspaceActionExecute(Sender: TObject);
begin
    NewWorkspace;
end;

procedure TForm1.AlignControl(Control: TControl);
begin
    var Layout := CurrLayout<TVertScrollBox>;
    if Layout = nil then
        exit;

    Control.Parent := Layout;
    Control.Width := Layout.Width;
    Control.Position.Y := Layout.ChildrenRect.Bottom + 1;
    Control.Anchors := [TAnchorKind.akLeft, TAnchorKind.akRight];
    Control.Align := TAlignLayout.Top;
end;

procedure TForm1.ChartButtonClick(Sender: TObject);
begin
    var Layout := CurrLayout<TVertScrollBox>;
    if Layout = nil then
        exit;

    var Symbol := SelectedSymbol;
    if Symbol = '' then
        exit;

    var currPathData := TWriteable<IObjectRef<TPathData>>.CreateWriteable.Protect;
    var currLog := TWriteable<String>.CreateWriteable.Protect;

    const width = 300;

    var terminated := TFlag.CreateObserver(FTerminate.Signal).State;

    var done :=
        TaskManager.RunTask(
            nil,
            function: TState
            begin
                var Prices := TDataSeries<TAuraAskBidFileItem>.CreateDataSeries(width);
                Result :=
                    FServer.ProcessData(
                        Symbol,
                        terminated,
                        TMycGenericProcessor<TArray<TDataPoint<TAuraAskBidFileItem>>>.Create(
                            function(const Values: TArray<TDataPoint<TAuraAskBidFileItem>>): TState
                            begin
                                Result := TState.Null;

                                Prices := Prices.Add(Values);
                                currLog.Value := Prices.TotalCount.ToString;

                                var PathData := TPathData.Create;
                                if Prices.Count > 0 then
                                begin
                                    var n := Prices.Count;
                                    PathData.MoveTo(PointF(n - 1, Prices[0].Data.Ask));
                                    for var i := 1 to n - 1 do
                                        PathData.LineTo(PointF(n - i - 1, Prices[i].Data.Ask));

                                    for var i := n - 1 downto 0 do
                                        PathData.LineTo(PointF(n - i - 1, Prices[i].Data.Bid));
                                end;
                                PathData.ClosePath;

                                currPathData.Value := TObjectRef<TPathData>.Create(PathData);
                            end
                        )
                    );
            end
        );

    FProcessDone := TState.All([FProcessDone, done]);

    var path := TPath.Create(Self);
    path.Parent := Layout;
    path.Align := TAlignLayout.None;

    path.ProcessSignal(
        currPathData.Changed,
        procedure(out IsDone: Boolean)
        begin
            if currPathData.Value <> nil then
                path.Data.Assign(currPathData.Value.Obj);
            IsDone := done.IsSet;
        end
    );
end;

function TForm1.CurrLayout<T>: T;
begin
    if TabControl.ActiveTab = nil then
        exit(nil);

    var Res: T := nil;
    TabControl.ActiveTab.EnumControls(
        function(Control: TControl): TEnumControlsResult
        begin
            Result := TEnumControlsResult.Continue;
            if Control is T then
            begin
                Res := Control as T;
                Result := TEnumControlsResult.Stop;
            end;
        end
    );

    Result := Res;
end;

function TForm1.ExecuteStrategy(const Symbol: String; const Processor: IMycProcessor<TArray<TDataPoint<TAskBidItem>>>): TState;
var
    dataProvider: IMycConverter<TArray<TDataPoint<TAuraAskBidFileItem>>, TArray<TDataPoint<TAskBidItem>>>;
begin
    var terminated := TFlag.CreateObserver(FTerminate.Signal).State;

    dataProvider :=
        TMycGenericConverter<TArray<TDataPoint<TAuraAskBidFileItem>>, TArray<TDataPoint<TAskBidItem>>>.Create(
            function(const Values: TArray<TDataPoint<TAuraAskBidFileItem>>): TArray<TDataPoint<TAskBidItem>>
            begin
                SetLength(Result, Length(Values));
                for var i := 0 to High(Result) do
                begin
                    Result[i].Time := Values[i].Time;
                    Result[i].Data.Ask := Values[i].Data.Ask;
                    Result[i].Data.Bid := Values[i].Data.Bid;
                end;
            end
        );

    dataProvider.Sender.Link(Processor);

    Result := FServer.ProcessData(Symbol, terminated, dataProvider);
end;

function TForm1.SelectedSymbol: String;
begin
    Result := '';
    if RandomBox.IsChecked then
        Result := FSymbols.WaitFor[Random(Length(FSymbols.WaitFor))]
    else if SymbolsComboBox.ItemIndex >= 0 then
        Result := FSymbols.WaitFor[SymbolsComboBox.ItemIndex];
end;

end.