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Refactoring DataStream

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This commit is contained in:
Michael Schimmel
2025-06-07 16:42:12 +02:00
parent 94f94e3a27
commit d53742fd12
3 changed files with 43 additions and 35 deletions
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common/Myc.ChartDataController.pas
+11 -9
View File
@@ -5,7 +5,7 @@ interface
uses
System.SysUtils, System.Classes, System.Generics.Collections, System.StrUtils,
Myc.Futures,
Myc.Trade.DataSeries, Myc.OHLCCache;
Myc.Trade.DataPoint, Myc.Trade.DataStream, Myc.OHLCCache;
type
TTimeframeSetting = record
@@ -16,22 +16,23 @@ type
TChartDataController = class
private
FTickDataArray: TArray<TAskBid.TTick>;
FTickDataArray: TArray<TDataRecord<TAskBidItem>>;
FOHLCCacheList: TList<TOHLC>;
FTimeframeSettingsArray: TArray<TTimeframeSetting>; // Now includes registered generic builders
FMemoLog: TStrings;
FGenericBuilders: TDictionary<string, IGenericCandleBuilder>; // Keyed by TTimeframeSetting.Caption
FDataServer: IDataServer<TAskBidItem>;
procedure InitializeBaseTimeframeSettings; // Renamed for clarity
function GetGenericBuilder(const ABuilderCaption: string): IGenericCandleBuilder;
public
constructor Create(AMemoTarget: TStrings);
constructor Create(const ADataServer: IDataServer<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"
function GetOrBuildCache( const ASelectedTimeframeCaption: string; // e.g., "M1", "Auto", "Every 20 Ticks"
AAutoAggCandleWidth: Integer;
AAutoAggCandleSpacing: Integer;
AAutoAggPaintBoxClientWidth: Integer;
@@ -40,7 +41,7 @@ type
procedure ClearAllDataAndCaches;
function GetTickDataCount: Integer;
function GetTickDataLength: Integer;
function GetTickDataItem(AIndex: Integer): TAskBid.TTick;
function GetTickDataItem(AIndex: Integer): TDataRecord<TAskBidItem>;
function HasData: Boolean;
// ABuilderCaption is the unique key used for FTimeframeSettingsArray.Caption and FGenericBuilders key.
@@ -61,11 +62,12 @@ const
{ TChartDataController }
constructor TChartDataController.Create(AMemoTarget: TStrings);
constructor TChartDataController.Create(const ADataServer: IDataServer<TAskBidItem>; AMemoTarget: TStrings);
var
I: Integer; // Standard loop variable
begin
inherited Create;
FDataServer:=ADataServer;
FMemoLog := AMemoTarget;
FGenericBuilders := TDictionary<string, IGenericCandleBuilder>.Create;
@@ -210,7 +212,7 @@ procedure TChartDataController.LoadTickDataSeries(const AFileName: string);
begin
ClearAllDataAndCaches();
try
FTickDataArray := TAskBid.LoadDataSeries(AFileName).WaitFor();
FTickDataArray := FDataServer.LoadDataSeries(AFileName).WaitFor();
if FMemoLog <> nil then
FMemoLog.Add(Format('DataController: Loading tick records from series: %s',
[AFileName]));
@@ -405,7 +407,7 @@ begin
Result := Length(FTickDataArray);
end;
function TChartDataController.GetTickDataItem(AIndex: Integer): TAskBid.TTick;
function TChartDataController.GetTickDataItem(AIndex: Integer): TDataRecord<TAskBidItem>;
begin
if (AIndex >= 0) and (AIndex < Length(FTickDataArray)) then
Result := FTickDataArray[AIndex]
@@ -413,7 +415,7 @@ begin
begin
if FMemoLog <> nil then
FMemoLog.Add(Format('DataController: Attempted to access invalid tick data index %d. Count is %d.', [AIndex, Length(FTickDataArray)]));
Result := Default(TAskBid.TTick);
Result := Default(TDataRecord<TAskBidItem>);
end;
end;
common/Myc.OHLCCache.pas
+13 -13
View File
@@ -35,7 +35,7 @@ interface
uses
System.Classes, System.SysUtils, System.Math,
System.Generics.Collections, System.DateUtils,
Myc.Trade.DataSeries;
Myc.Trade.DataStream, Myc.Trade.DataPoint;
const
TF_AUTO_AGGREGATION = 0;
@@ -56,8 +56,8 @@ type
// Interface for generic candle building logic
IGenericCandleBuilder = interface
function Init(const ADataSet: TArray<TAskBid.TTick>): Boolean; // Changed DataSet to ADataSet for clarity
function IsNewBar(AIndex: Integer; const ATick: TAskBid.TTick): Boolean; // Changed Idx to AIndex, Tick to ATick
function Init(const ADataSet: TArray<TDataRecord<TAskBidItem>>): Boolean; // Changed DataSet to ADataSet for clarity
function IsNewBar(AIndex: Integer; const ATick: TDataRecord<TAskBidItem>): Boolean; // Changed Idx to AIndex, Tick to ATick
function GetCaption: string; // Method for the Caption property
property Caption: string read GetCaption;
end;
@@ -80,7 +80,7 @@ type
public
constructor Create;
procedure ClearCache;
procedure Build(const ATickData: TArray<TAskBid.TTick>;
procedure Build(const ATickData: TArray<TDataRecord<TAskBidItem>>;
ASelectedTimeframeSeconds: Int64;
AAutoAggCandleWidth: Integer;
AAutoAggCandleSpacing: Integer;
@@ -188,7 +188,7 @@ begin
Result := Length(FCachedCandles);
end;
procedure TOHLC.Build(const ATickData: TArray<TAskBid.TTick>;
procedure TOHLC.Build(const ATickData: TArray<TDataRecord<TAskBidItem>>;
ASelectedTimeframeSeconds: Int64;
AAutoAggCandleWidth: Integer; AAutoAggCandleSpacing: Integer; AAutoAggPaintBoxClientWidth: Integer;
AMemoForLogging: TStrings; AGenericCandleBuilder: IGenericCandleBuilder = nil); // Parameter changed
@@ -200,7 +200,7 @@ var
CandleList: TList<TCachedCandle>;
TempCandle: TCachedCandle;
LogTimePerCandleStr: string;
CurrentTick: TAskBid.TTick;
CurrentTick: TDataRecord<TAskBidItem>;
begin
if AMemoForLogging <> nil then
AMemoForLogging.Add(FormatDateTime('yyyy-mm-dd hh:nn:ss', Now) + Format(' - TOHLC.Build: TF Secs: %d...',
@@ -353,8 +353,8 @@ begin
SetLength(FCachedCandles, NumCandlesToCacheAuto);
if (NumDataPoints > 1) and (NumCandlesToCacheAuto > 0) then
begin
var FirstTickTimeVal_A := ATickData[0].OADateTime;
var LastTickTimeVal_A := ATickData[High(ATickData)].OADateTime;
var FirstTickTimeVal_A := ATickData[0].TimeStamp;
var LastTickTimeVal_A := ATickData[High(ATickData)].TimeStamp;
var TotalDataDurationDaysVal_A := LastTickTimeVal_A - FirstTickTimeVal_A;
if NumCandlesToCacheAuto > 0 then // Avoid division by zero if NumCandlesToCacheAuto is somehow 0 here
begin
@@ -432,7 +432,7 @@ begin
CurrentTickIndex := 0;
while CurrentTickIndex <= High(ATickData) do
begin
BucketStartTimeOADate := Floor(ATickData[CurrentTickIndex].OADateTime / TimeframeIntervalOADays) * TimeframeIntervalOADays;
BucketStartTimeOADate := Floor(ATickData[CurrentTickIndex].TimeStamp / TimeframeIntervalOADays) * TimeframeIntervalOADays;
BucketEndTimeOADate := BucketStartTimeOADate + TimeframeIntervalOADays;
DataIndexStart := CurrentTickIndex;
@@ -444,8 +444,8 @@ begin
// Iterate through ticks that fall into the current bucket
while (CurrentTickIndex <= High(ATickData)) and
(ATickData[CurrentTickIndex].OADateTime >= BucketStartTimeOADate) and
(ATickData[CurrentTickIndex].OADateTime < BucketEndTimeOADate) do
(ATickData[CurrentTickIndex].TimeStamp >= BucketStartTimeOADate) and
(ATickData[CurrentTickIndex].TimeStamp < BucketEndTimeOADate) do
begin
if ATickData[CurrentTickIndex].Data.Ask > HighPrice then HighPrice := ATickData[CurrentTickIndex].Data.Ask; // Changed
if ATickData[CurrentTickIndex].Data.Ask < LowPrice then LowPrice := ATickData[CurrentTickIndex].Data.Ask; // Changed
@@ -492,8 +492,8 @@ begin
if Length(ATickData) > 0 then
begin
var FirstTickTimeVal := ATickData[0].OADateTime;
var LastTickTimeVal := ATickData[High(ATickData)].OADateTime;
var FirstTickTimeVal := ATickData[0].TimeStamp;
var LastTickTimeVal := ATickData[High(ATickData)].TimeStamp;
FTotalDataTimeSpanText := FormatTimeSpanFromSeconds((LastTickTimeVal - FirstTickTimeVal) * SecsPerDay_Double);
if AMemoForLogging <> nil then
AMemoForLogging.Add(Format('TOHLC.Build: Total data time span: %s.', [FTotalDataTimeSpanText]));