TAtlasBarSeries

Create constructor

constructor Create;

Creates an empty series.

Destroy destructor

destructor Destroy; override;

Frees the bars. Never free a chart's own Data.

Count property

property Count: Integer read GetCount;

The number of bars.

Bars property

property Bars[Index: Integer]: TAtlasBar read GetBar; default;

A copy of the bar at Index, 0 being the oldest. Being the default property, Data[I] is enough. An index outside 0..Count - 1 raises EArgumentOutOfRangeException.

var Last: TAtlasBar;
Last := Data[Data.Count - 1];

Version property

property Version: Integer read FVersion;

A counter that increases on every change, batched or not. Studies use it to know when to recompute.

OnChange event

property OnChange: TNotifyEvent read FOnChange write FOnChange;

Raised after every change, or once at the end of a batch. A chart assigns its own Data.OnChange to repaint and to follow new bars; do not replace it. For a series of your own, assign it freely.

Assign method

procedure Assign(Source: TPersistent); override;

Replaces all bars with a copy of another series' bars and raises OnChange. Assigning anything but a series raises the usual EConvertError.

BeginUpdate method

procedure BeginUpdate;

Starts a batch: OnChange is held back until the matching EndUpdate. Batches nest.

Data.BeginUpdate;
try
  Data.Clear;
  Data.Add(EncodeDate(2026, 9, 14), 10, 12, 9, 11, 1500);
  Data.Add(EncodeDate(2026, 9, 15), 11, 13, 10, 12.5, 1800);
finally
  Data.EndUpdate;   // one OnChange, one repaint
end;

EndUpdate method

procedure EndUpdate;

Ends a batch. When the outermost batch ends and anything changed, OnChange is raised once. Extra calls are ignored.

Add method

function Add(const Time: TDateTime; const Open, High, Low, Close: Double; const Volume: Double = 0): Integer;

Appends a bar and returns its index. Raises EAtlasFinError and adds nothing when a value is NaN, infinite or beyond ±1E100, the time is outside the years 1..9999, High is below Open, Close or Low, Low is above Open or Close, Volume is negative, or Time is not later than the last bar's time.

Data.Add(EncodeDate(2026, 9, 21), 101.5, 103.2, 100.8, 102.9, 1250000);

UpdateLast method

procedure UpdateLast(const Open, High, Low, Close, Volume: Double);

Replaces the prices and volume of the newest bar and keeps its time: the way to show a bar that is still forming. Validated like Add; raises EAtlasFinError when the series is empty or the values are inconsistent, leaving the bar as it was.

var Bar: TAtlasBar; Price: Double;
Price := 103.4;
Bar := Data[Data.Count - 1];
Data.UpdateLast(Bar.Open, Max(Bar.High, Price), Min(Bar.Low, Price), Price, Bar.Volume + 100);

Clear method

procedure Clear;

Removes all bars. Does nothing, and raises no OnChange, on an empty series.

IndexAtOrBefore method

function IndexAtOrBefore(const Time: TDateTime): Integer;

The index of the bar at Time or, when there is none, of the last bar before it; -1 when Time precedes every bar. A binary search.

var I: Integer;
I := Data.IndexAtOrBefore(EncodeDate(2026, 1, 1));   // the bar at 1 January 2026 00:00, or the last one before it

Aggregate method

function Aggregate(Period: TAtlasBarPeriod): TAtlasBarSeries;

Returns a new series, which the caller frees, with one bar per calendar week (starting Monday), month or year: the first open, the highest high, the lowest low, the last close and the summed volume. Each new bar's time is the start of its period (a Monday, the 1st of the month, or 1 January), even when the first bar in it is later. There is no aggregation to days or intraday intervals.

var Weekly: TAtlasBarSeries;
Weekly := Data.Aggregate(bpWeek);
try
  Chart.Data := Weekly;
finally
  Weekly.Free;
end;

Closes method

function Closes: TArray<Double>;

A new array of the closing prices, oldest first: the input the indicators expect.

var Sma: TArray<Double>;
Sma := TAtlasIndicators.SMA(Data.Closes, 20);

ToCSV method

function ToCSV: string;

The bars as CSV text: the header time,open,high,low,close,volume, then one line per bar, CR LF line ends. Times are ISO 8601 without a zone, date only (2026-09-07) when the time of day is zero and to the second (2026-09-07T09:30:00) otherwise, so milliseconds are lost. Numbers use . and up to 15 significant digits, so computed prices can come back from LoadCSV differing in their last bits.

TFile.WriteAllText('prices.csv', Data.ToCSV);

LoadCSV method

procedure LoadCSV(const Text: string);

Replaces all bars with those in Text. The first line must be time,open,high,low,close,volume (any letter case, spaces ignored, a leading byte order mark removed), even when the rows leave the volume out. Each further line has five or six comma-separated fields; blank lines are skipped; quoted fields are not supported. Times are ISO 8601: text without a zone is kept as written, text with Z or an offset is converted to UTC. Numbers use . whatever the locale. Rows must be in increasing time order and pass the same checks as Add. On any error it raises EAtlasFinError naming the line, and the series is left exactly as it was. A header without rows empties the series.

Data.LoadCSV('time,open,high,low,close,volume'#10 +
  '2026-09-18,10,12,9,11,1500'#10 +
  '2026-09-21T09:30:00,11,11.5,10.8,11.2');

Load daily bars and view them weekly

Reads a CSV file, keeps nothing if any row is invalid, and shows weekly bars on a chart.

uses System.SysUtils, System.IOUtils, Atlas.FinData, Atlas.FinChart;

procedure ShowWeekly(Chart: TAtlasFinChart; const FileName: string);
var
  Daily, Weekly: TAtlasBarSeries;
begin
  Daily := TAtlasBarSeries.Create;
  try
    Daily.LoadCSV(TFile.ReadAllText(FileName));   // EAtlasFinError names the bad line
    Weekly := Daily.Aggregate(bpWeek);
    try
      Chart.Data := Weekly;   // copies the bars
      Chart.ShowAll;
    finally
      Weekly.Free;
    end;
  finally
    Daily.Free;
  end;
end;

Build minute bars from trades

Called on the main thread for every trade: updates the forming bar or opens the next one. A trade older than the newest bar raises EAtlasFinError.

uses System.Math, System.DateUtils, Atlas.FinData;

procedure AddTrade(Data: TAtlasBarSeries; const Time: TDateTime; const Price, Size: Double);
var
  Minute: TDateTime;
  Bar: TAtlasBar;
begin
  Minute := RecodeSecond(RecodeMilliSecond(Time, 0), 0);
  if (Data.Count > 0) and (Data[Data.Count - 1].Time = Minute) then
  begin
    Bar := Data[Data.Count - 1];
    Data.UpdateLast(Bar.Open, Max(Bar.High, Price), Min(Bar.Low, Price), Price, Bar.Volume + Size);
  end
  else
    Data.Add(Minute, Price, Price, Price, Price, Size);
end;