implementing DataStream

2025-06-07 23:54:10 +02:00
parent d53742fd12
commit c4152d25cd
2 changed files with 174 additions and 69 deletions
@@ -3,15 +3,20 @@ unit Myc.ChartDataController;
 interface

 uses
-    System.SysUtils, System.Classes, System.Generics.Collections, System.StrUtils,
+    System.SysUtils,
+    System.Classes,
+    System.Generics.Collections,
+    System.StrUtils,
    Myc.Futures,
-    Myc.Trade.DataPoint, Myc.Trade.DataStream, Myc.OHLCCache;
+    Myc.Trade.DataPoint,
+    Myc.Trade.DataStream,
+    Myc.OHLCCache;

 type
    TTimeframeSetting = record
-        Caption: string;     // Unique key identifier (e.g., "M1", "Auto", "Every 20 Ticks")
+        Caption: string; // Unique key identifier (e.g., "M1", "Auto", "Every 20 Ticks")
        Description: string; // User-friendly description for UI
-        Seconds: Int64;      // TF_AUTO_AGGREGATION, TF_TICK_BY_TICK, TF_GENERIC_CALLBACK, or >0
+        Seconds: Int64; // TF_AUTO_AGGREGATION, TF_TICK_BY_TICK, TF_GENERIC_CALLBACK, or >0
    end;

    TChartDataController = class
@@ -21,22 +26,24 @@ type
        FTimeframeSettingsArray: TArray<TTimeframeSetting>; // Now includes registered generic builders
        FMemoLog: TStrings;
        FGenericBuilders: TDictionary<string, IGenericCandleBuilder>; // Keyed by TTimeframeSetting.Caption
-        FDataServer: IDataServer<TAskBidItem>;
+        FDataServer: IAuraDataServer<TAskBidItem>;

        procedure InitializeBaseTimeframeSettings; // Renamed for clarity
        function GetGenericBuilder(const ABuilderCaption: string): IGenericCandleBuilder;
    public
-        constructor Create(const ADataServer: IDataServer<TAskBidItem>; AMemoTarget: TStrings);
+        constructor Create(const ADataServer: IAuraDataServer<TAskBidItem>; AMemoTarget: TStrings);
        destructor Destroy; override;

        procedure LoadTickDataSeries(const AFileName: string);

        // GetOrBuildCache now uses a single ASelectedTimeframeCaption for all types of timeframes.
-        function GetOrBuildCache( const ASelectedTimeframeCaption: string; // e.g., "M1", "Auto", "Every 20 Ticks"
-                                 AAutoAggCandleWidth: Integer;
-                                 AAutoAggCandleSpacing: Integer;
-                                 AAutoAggPaintBoxClientWidth: Integer;
-                                 AForceRebuild: Boolean): TOHLC;
+        function GetOrBuildCache(
+            const ASelectedTimeframeCaption: string; // e.g., "M1", "Auto", "Every 20 Ticks"
+            AAutoAggCandleWidth: Integer;
+            AAutoAggCandleSpacing: Integer;
+            AAutoAggPaintBoxClientWidth: Integer;
+            AForceRebuild: Boolean
+        ): TOHLC;

        procedure ClearAllDataAndCaches;
        function GetTickDataCount: Integer;
@@ -45,9 +52,7 @@ type
        function HasData: Boolean;

        // ABuilderCaption is the unique key used for FTimeframeSettingsArray.Caption and FGenericBuilders key.
-        procedure RegisterGenericBuilder(const ABuilderCaption: string;
-                                         const ABuilderDescription: string;
-                                         ABuilder: IGenericCandleBuilder);
+        procedure RegisterGenericBuilder(const ABuilderCaption: string; const ABuilderDescription: string; ABuilder: IGenericCandleBuilder);
        // GetGenericBuilderCaptions is removed. Use GetAvailableTimeframes.
        function GetAvailableTimeframes: TArray<TTimeframeSetting>;
    end;
@@ -62,12 +67,12 @@ const

 { TChartDataController }

-constructor TChartDataController.Create(const ADataServer: IDataServer<TAskBidItem>; AMemoTarget: TStrings);
+constructor TChartDataController.Create(const ADataServer: IAuraDataServer<TAskBidItem>; AMemoTarget: TStrings);
 var
    I: Integer; // Standard loop variable
 begin
    inherited Create;
-    FDataServer:=ADataServer;
+    FDataServer := ADataServer;
    FMemoLog := AMemoTarget;
    FGenericBuilders := TDictionary<string, IGenericCandleBuilder>.Create;

@@ -105,20 +110,59 @@ begin
    InitialSettings := TList<TTimeframeSetting>.Create;
    try
        // Define standard, non-generic timeframes
-        ts.Caption := 'Auto'; ts.Description := 'Auto (Screen Fit)'; ts.Seconds := TF_AUTO_AGGREGATION; InitialSettings.Add(ts);
-        ts.Caption := 'Tick'; ts.Description := 'Tick-by-Tick'; ts.Seconds := TF_TICK_BY_TICK; InitialSettings.Add(ts);
+        ts.Caption := 'Auto';
+        ts.Description := 'Auto (Screen Fit)';
+        ts.Seconds := TF_AUTO_AGGREGATION;
+        InitialSettings.Add(ts);
+        ts.Caption := 'Tick';
+        ts.Description := 'Tick-by-Tick';
+        ts.Seconds := TF_TICK_BY_TICK;
+        InitialSettings.Add(ts);
        // The old "Generic Rule" placeholder is removed. Generic rules are added via RegisterGenericBuilder.
-        ts.Caption := 'M1'; ts.Description := '1 Minute (M1)'; ts.Seconds := 60; InitialSettings.Add(ts);
-        ts.Caption := 'M5'; ts.Description := '5 Minutes (M5)'; ts.Seconds := 5 * 60; InitialSettings.Add(ts);
-        ts.Caption := 'M10'; ts.Description := '10 Minutes (M10)'; ts.Seconds := 10 * 60; InitialSettings.Add(ts);
-        ts.Caption := 'M15'; ts.Description := '15 Minutes (M15)'; ts.Seconds := 15 * 60; InitialSettings.Add(ts);
-        ts.Caption := 'M30'; ts.Description := '30 Minutes (M30)'; ts.Seconds := 30 * 60; InitialSettings.Add(ts);
-        ts.Caption := 'H1'; ts.Description := '1 Hour (H1)'; ts.Seconds := 60 * 60; InitialSettings.Add(ts);
-        ts.Caption := 'H4'; ts.Description := '4 Hours (H4)'; ts.Seconds := 4 * 60 * 60; InitialSettings.Add(ts);
-        ts.Caption := 'D1'; ts.Description := '1 Day (D1)'; ts.Seconds := dcSecsPerDayConst; InitialSettings.Add(ts);
-        ts.Caption := 'W1'; ts.Description := '1 Week (W1)'; ts.Seconds := 7 * dcSecsPerDayConst; InitialSettings.Add(ts);
-        ts.Caption := 'MN1'; ts.Description := '1 Month (MN1)'; ts.Seconds := 30 * dcSecsPerDayConst; InitialSettings.Add(ts);
-        ts.Caption := 'Y1'; ts.Description := '1 Year (Y1)'; ts.Seconds := 365 * dcSecsPerDayConst; InitialSettings.Add(ts);
+        ts.Caption := 'M1';
+        ts.Description := '1 Minute (M1)';
+        ts.Seconds := 60;
+        InitialSettings.Add(ts);
+        ts.Caption := 'M5';
+        ts.Description := '5 Minutes (M5)';
+        ts.Seconds := 5 * 60;
+        InitialSettings.Add(ts);
+        ts.Caption := 'M10';
+        ts.Description := '10 Minutes (M10)';
+        ts.Seconds := 10 * 60;
+        InitialSettings.Add(ts);
+        ts.Caption := 'M15';
+        ts.Description := '15 Minutes (M15)';
+        ts.Seconds := 15 * 60;
+        InitialSettings.Add(ts);
+        ts.Caption := 'M30';
+        ts.Description := '30 Minutes (M30)';
+        ts.Seconds := 30 * 60;
+        InitialSettings.Add(ts);
+        ts.Caption := 'H1';
+        ts.Description := '1 Hour (H1)';
+        ts.Seconds := 60 * 60;
+        InitialSettings.Add(ts);
+        ts.Caption := 'H4';
+        ts.Description := '4 Hours (H4)';
+        ts.Seconds := 4 * 60 * 60;
+        InitialSettings.Add(ts);
+        ts.Caption := 'D1';
+        ts.Description := '1 Day (D1)';
+        ts.Seconds := dcSecsPerDayConst;
+        InitialSettings.Add(ts);
+        ts.Caption := 'W1';
+        ts.Description := '1 Week (W1)';
+        ts.Seconds := 7 * dcSecsPerDayConst;
+        InitialSettings.Add(ts);
+        ts.Caption := 'MN1';
+        ts.Description := '1 Month (MN1)';
+        ts.Seconds := 30 * dcSecsPerDayConst;
+        InitialSettings.Add(ts);
+        ts.Caption := 'Y1';
+        ts.Description := '1 Year (Y1)';
+        ts.Seconds := 365 * dcSecsPerDayConst;
+        InitialSettings.Add(ts);
        FTimeframeSettingsArray := InitialSettings.ToArray;
    finally
        InitialSettings.Free;
@@ -130,9 +174,11 @@ begin
    Result := Copy(FTimeframeSettingsArray); // Returns a copy of the current (potentially dynamic) list
 end;

-procedure TChartDataController.RegisterGenericBuilder(const ABuilderCaption: string;
-                                                     const ABuilderDescription: string;
-                                                     ABuilder: IGenericCandleBuilder);
+procedure TChartDataController.RegisterGenericBuilder(
+    const ABuilderCaption: string;
+    const ABuilderDescription: string;
+    ABuilder: IGenericCandleBuilder
+);
 var
    NewTimeframeSetting: TTimeframeSetting;
    I: Integer;
@@ -150,7 +196,12 @@ begin
        if CompareText(FTimeframeSettingsArray[I].Caption, ABuilderCaption) = 0 then
        begin
            if FMemoLog <> nil then
-                FMemoLog.Add(Format('DataController: Cannot register generic builder. A timeframe (base or generic) with caption "%s" already exists.', [ABuilderCaption]));
+                FMemoLog.Add(
+                    Format(
+                        'DataController: Cannot register generic builder. A timeframe (base or generic) with caption "%s" already exists.',
+                        [ABuilderCaption]
+                    )
+                );
            Exit;
        end;
    end;
@@ -173,7 +224,12 @@ begin
        // for an existing generic timeframe caption that was somehow registered differently.
        // For safety, let's log and replace if this happens.
        if FMemoLog <> nil then
-            FMemoLog.Add(Format('DataController: Warning - Generic builder key "%s" already in dictionary, but not found as a TimeframeSetting caption. Replacing builder interface.', [ABuilderCaption]));
+            FMemoLog.Add(
+                Format(
+                    'DataController: Warning - Generic builder key "%s" already in dictionary, but not found as a TimeframeSetting caption. Replacing builder interface.',
+                    [ABuilderCaption]
+                )
+            );
        FGenericBuilders.Remove(ABuilderCaption);
        FGenericBuilders.Add(ABuilderCaption, ABuilder);
    end
@@ -194,7 +250,12 @@ begin
        FOHLCCacheList.Add(nil); // Use TList.Add method

        if FMemoLog <> nil then
-            FMemoLog.Add(Format('DataController: Registered new generic builder timeframe: Caption="%s", Description="%s".', [ABuilderCaption, ABuilderDescription]));
+            FMemoLog.Add(
+                Format(
+                    'DataController: Registered new generic builder timeframe: Caption="%s", Description="%s".',
+                    [ABuilderCaption, ABuilderDescription]
+                )
+            );
    end;
 end;

@@ -214,8 +275,7 @@ begin
    try
        FTickDataArray := FDataServer.LoadDataSeries(AFileName).WaitFor();
        if FMemoLog <> nil then
-            FMemoLog.Add(Format('DataController: Loading tick records from series: %s',
-                [AFileName]));
+            FMemoLog.Add(Format('DataController: Loading tick records from series: %s', [AFileName]));
    except
        on E: Exception do
        begin
@@ -226,9 +286,11 @@ begin
 end;

 // ASelectedTimeframeCaption is the UNIQUE key (e.g. "M1", "Auto", or "Every 20 Ticks")
-function TChartDataController.GetOrBuildCache(const ASelectedTimeframeCaption: string;
+function TChartDataController.GetOrBuildCache(
+    const ASelectedTimeframeCaption: string;
    AAutoAggCandleWidth, AAutoAggCandleSpacing, AAutoAggPaintBoxClientWidth: Integer;
-    AForceRebuild: Boolean): TOHLC;
+    AForceRebuild: Boolean
+): TOHLC;
 var
    Index: Integer;
    CacheNeedsRebuild: Boolean;
@@ -269,28 +331,48 @@ begin
        FOHLCCacheList[Index] := CacheAtIndex;
        CacheNeedsRebuild := True;
        if FMemoLog <> nil then
-            FMemoLog.Add(Format('DataController: Cache for [%s] (Desc: "%s") is nil. Creating & Building...',
-                [CurrentTimeframeSetting.Caption, CurrentTimeframeSetting.Description]));
+            FMemoLog.Add(
+                Format(
+                    'DataController: Cache for [%s] (Desc: "%s") is nil. Creating & Building...',
+                    [CurrentTimeframeSetting.Caption, CurrentTimeframeSetting.Description]
+                )
+            );
    end
    else if not CacheAtIndex.IsValid then
    begin
        CacheNeedsRebuild := True;
        if FMemoLog <> nil then
-            FMemoLog.Add(Format('DataController: Cache for [%s] (Desc: "%s") exists but is invalid. Rebuilding...',
-                [CurrentTimeframeSetting.Caption, CurrentTimeframeSetting.Description]));
+            FMemoLog.Add(
+                Format(
+                    'DataController: Cache for [%s] (Desc: "%s") exists but is invalid. Rebuilding...',
+                    [CurrentTimeframeSetting.Caption, CurrentTimeframeSetting.Description]
+                )
+            );
    end
    else if CacheAtIndex.AggregationTimeframeSeconds <> CurrentTimeframeSetting.Seconds then
    begin
        if FMemoLog <> nil then
-            FMemoLog.Add(Format('DataController: Aggregation timeframe (seconds) mismatch for [%s] (Desc: "%s"). Cache has %ds, requested %ds. Forcing rebuild.',
-                [CurrentTimeframeSetting.Caption, CurrentTimeframeSetting.Description, CacheAtIndex.AggregationTimeframeSeconds, CurrentTimeframeSetting.Seconds]));
+            FMemoLog.Add(
+                Format(
+                    'DataController: Aggregation timeframe (seconds) mismatch for [%s] (Desc: "%s"). Cache has %ds, requested %ds. Forcing rebuild.',
+                    [
+                        CurrentTimeframeSetting.Caption,
+                        CurrentTimeframeSetting.Description,
+                        CacheAtIndex.AggregationTimeframeSeconds,
+                        CurrentTimeframeSetting.Seconds
+                    ]
+                )
+            );
        CacheNeedsRebuild := True;
    end;

    // If it's a generic callback timeframe, an additional check for builder matching might be needed if not forced.
    // The TOHLC's ApproxTimePerCandleText stores "(BuilderCaption)" for generic builds.
    // ASelectedTimeframeCaption *is* the builder caption for generic rules.
-    if (CurrentTimeframeSetting.Seconds = TF_GENERIC_CALLBACK) and (not CacheNeedsRebuild) and Assigned(CacheAtIndex) and CacheAtIndex.IsValid then
+    if (CurrentTimeframeSetting.Seconds = TF_GENERIC_CALLBACK)
+        and (not CacheNeedsRebuild)
+        and Assigned(CacheAtIndex)
+        and CacheAtIndex.IsValid then
    begin
        // For generic, CurrentTimeframeSetting.Caption is the Builder's caption.
        // We check if the existing cache was built with this same builder.
@@ -301,8 +383,17 @@ begin
        if CacheAtIndex.ApproxTimePerCandleText <> ExpectedCacheBuilderInfo then
        begin
            if FMemoLog <> nil then
-                FMemoLog.Add(Format('DataController: Generic builder changed for timeframe key [%s] (Desc: "%s"). Cache has info "%s", current builder key implies info "%s". Forcing rebuild.',
-                    [CurrentTimeframeSetting.Caption, CurrentTimeframeSetting.Description, CacheAtIndex.ApproxTimePerCandleText, ExpectedCacheBuilderInfo]));
+                FMemoLog.Add(
+                    Format(
+                        'DataController: Generic builder changed for timeframe key [%s] (Desc: "%s"). Cache has info "%s", current builder key implies info "%s". Forcing rebuild.',
+                        [
+                            CurrentTimeframeSetting.Caption,
+                            CurrentTimeframeSetting.Description,
+                            CacheAtIndex.ApproxTimePerCandleText,
+                            ExpectedCacheBuilderInfo
+                        ]
+                    )
+                );
            CacheNeedsRebuild := True;
        end;
    end;
@@ -312,8 +403,12 @@ begin
        if HasData then
        begin
            if FMemoLog <> nil then
-                FMemoLog.Add(Format('DataController: Building cache for [%s] (Desc: "%s")...',
-                    [CurrentTimeframeSetting.Caption, CurrentTimeframeSetting.Description]));
+                FMemoLog.Add(
+                    Format(
+                        'DataController: Building cache for [%s] (Desc: "%s")...',
+                        [CurrentTimeframeSetting.Caption, CurrentTimeframeSetting.Description]
+                    )
+                );

            if CurrentTimeframeSetting.Seconds = TF_GENERIC_CALLBACK then
            begin
@@ -322,8 +417,12 @@ begin
                if not Assigned(LGenericBuilder) then
                begin
                    if FMemoLog <> nil then
-                        FMemoLog.Add(Format('DataController: Cannot build cache for generic timeframe [%s] (Desc: "%s"). Builder with this caption not found in dictionary.',
-                            [CurrentTimeframeSetting.Caption, CurrentTimeframeSetting.Description]));
+                        FMemoLog.Add(
+                            Format(
+                                'DataController: Cannot build cache for generic timeframe [%s] (Desc: "%s"). Builder with this caption not found in dictionary.',
+                                [CurrentTimeframeSetting.Caption, CurrentTimeframeSetting.Description]
+                            )
+                        );
                    CacheAtIndex.ClearCache();
                    Result := CacheAtIndex;
                    Exit;
@@ -350,8 +449,12 @@ begin
    else
    begin
        if FMemoLog <> nil then
-            FMemoLog.Add(Format('DataController: Using existing valid cache for [%s] (Desc: "%s")',
-                [CurrentTimeframeSetting.Caption, CurrentTimeframeSetting.Description]));
+            FMemoLog.Add(
+                Format(
+                    'DataController: Using existing valid cache for [%s] (Desc: "%s")',
+                    [CurrentTimeframeSetting.Caption, CurrentTimeframeSetting.Description]
+                )
+            );
    end;
    Result := CacheAtIndex;
 end;
@@ -394,7 +497,9 @@ begin
    // The current behavior is that builder registrations and the full list of timeframe definitions persist.

    if FMemoLog <> nil then // This is the line (approx. 376) the user reported
-        FMemoLog.Add('DataController: Instance data and OHLC caches cleared. Registered builders and timeframe definitions (including custom ones) remain.');
+        FMemoLog.Add(
+            'DataController: Instance data and OHLC caches cleared. Registered builders and timeframe definitions (including custom ones) remain.'
+        );
 end;

 function TChartDataController.GetTickDataCount: Integer;
@@ -414,7 +519,9 @@ begin
    else
    begin
        if FMemoLog <> nil then
-            FMemoLog.Add(Format('DataController: Attempted to access invalid tick data index %d. Count is %d.', [AIndex, Length(FTickDataArray)]));
+            FMemoLog.Add(
+                Format('DataController: Attempted to access invalid tick data index %d. Count is %d.', [AIndex, Length(FTickDataArray)])
+            );
        Result := Default(TDataRecord<TAskBidItem>);
    end;
 end;