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Defining thread objects
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Your thread object begins running when the Execute method is called (see Executing thread objects) and continues until Execute finishes. This reflects the model that the thread performs a specific task, and then stops when it is finished. Sometimes, however, an application needs a thread to execute until some external criterion is satisfied.
You can allow other threads to signal that it is time for your thread to finish executing by checking the Terminated property. When another thread tries to terminate your thread, it calls the Terminate method. Terminate sets your thread's Terminated property to True. It is... more 
For most applications, you can use a thread object to represent an execution thread in your application. Thread objects simplify writing multi-threaded applications by encapsulating the most commonly needed uses of threads.
Note: Thread objects do not allow you to control the security attributes or stack size of your threads. If you need to control these, you must use the BeginThread function. Even when using BeginThread, you can still benefit from some of the thread synchronization objects and methods described in Coordinating Threads.
 
The Execute method must catch all exceptions that occur in the thread. If you fail to catch an exception in your thread function, your application can cause access violations. This may not be obvious when you are developing your application, because the IDE catches the exception, but when you run your application outside of the debugger, the exception will cause a runtime error and the application will stop running.
To catch the exceptions that occur inside your thread function, add a try...except block to the implementation of the Execute method:  
If you want to write initialization code for your new thread class, you must override the Create method. Add a new constructor to the declaration of your thread class and write the initialization code as its implementation. This is where you can assign a default priority for your thread and indicate whether it should be freed automatically when it finishes executing. 
When you use objects from the class hierarchy, their properties and methods are not guaranteed to be thread-safe. That is, accessing properties or executing methods may perform some actions that use memory which is not protected from the actions of other threads. Because of this, a main thread is set aside to access VCL objects. This is the thread that handles all Windows messages received by components in your application.
If all objects access their properties and execute their methods within this single thread, you need not worry about your objects interfering with each other. To use the main thread,... more 
The thread function and any of the routines it calls have their own local variables, just like any other Dephi language routines. These routines also can access any global variables. In fact, global variables provide a powerful mechanism for communicating between threads.
Sometimes, however, you may want to use variables that are global to all the routines running in your thread, but not shared with other instances of the same thread class. You can do this by declaring thread-local variables. Make a variable thread-local by declaring it in a threadvar section (Delphi) or adding the __thread modifier (C++). For example,... more 
You can centralize the code that cleans up when your thread finishes executing. Just before a thread shuts down, an OnTerminate event occurs. Put any clean-up code in the OnTerminate event handler to ensure that it is always executed, no matter what execution path the Execute method follows.
The OnTerminate event handler is not run as part of your thread. Instead, it is run in the context of the main VCL thread of your application. This has two implications:
  • You can't use any thread-local variables in an OnTerminate event handler (unless you want the main VCL thread values).
  • You can... more 
The Execute method is your thread function. You can think of it as a program that is launched by your application, except that it shares the same process space. Writing the thread function is a little trickier than writing a separate program because you must make sure that you don't overwrite memory that is used by other threads in your application. On the other hand, because the thread shares the same process space with other threads, you can use the shared memory to communicate between threads.
When implementing the Execute method, you can manage these issues by:
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