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标题: 飞狐交易师 (foxtrader) 连结 DLL 的方法 ----- (续) [打印本页]

作者: ycng 时间: 2019-8-11 16:12
标题: 飞狐交易师 (foxtrader) 连结 DLL 的方法 ----- (续)
//////////////////////////////////////////////////////////foxfunc.cpp

//FoxFunc.cpp : Defines the entry point for the DLL application.
//
#include<string.h>
#include<stdio.h>
#include<io.h>
#include<math.h>
#include<iostream>
#include"stdafx.h"
#include"FoxFunc.h"
usingnamespace std;
BOOLAPIENTRY DllMain( HANDLE hModule,
DWORDul_reason_for_call,
LPVOIDlpReserved
)
{
switch(ul_reason_for_call)
{
caseDLL_PROCESS_ATTACH:
caseDLL_THREAD_ATTACH:
caseDLL_THREAD_DETACH:
caseDLL_PROCESS_DETACH:
break;
}
returnTRUE;
}
//计算收盘价的均价,一个常数参数,表示计算周期
//调用方法:
//"FOXFUNC@MYMACLOSE"(5)
/*
//extern "C" double __cdecl ppow10(double ctemp,doublelength); - - - > wrong, extern "C" is to declare pow10coming from a .dll or .lib
//extern "C" double ppow10(double ctemp,double length); - - -> both are the same
*/
extern"C" double __cdecl ppow10(double ,double );
//double ppow10(double ,double );
//call pow10() by __cdecl
//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
__declspec(dllexport)int WINAPI MYMACLOSE(CALCINFO* pData)
{
if( // pData->m_pfParam1 && //参数1有效
//pData->m_nParam1Start<0 && //参数1为常数
//pData->m_pfParam2==NULL ) //仅有一个参数
//pData->m_pfParam1 && pData->m_pfParam2 &&pData->m_pfParam3 && pData->m_pfParam4
//&& pData->m_pfParam5 && pData->m_pfParam6 &&pData->m_nParam1Start>=0 &&
//pData->m_pfParam7==NULL)
//pData->m_pfParam1 && pData->m_pfParam2 &&pData->m_pfParam3 && pData->m_nParam1Start>=0 &&
pData->m_pCalcParam[0].m_nParamStart>=0&& pData->m_pCalcParam[1].m_nParamStart>=0
&&pData->m_pCalcParam[2].m_nParamStart>=0)
{
floatfParam = *pData->m_pfParam4; //pointer ,pData->m_pCalcParam[3].m_nParamStart >= 0
intnPeriod = (int)fParam; //参数1
//const float* cpParam = pData->m_pfParam2; // cpParam = pointer to
constfloat* cpParam2 =pData->m_pCalcParam[1].m_pfParam; // cpParam =pointer to
constfloat* cpParam3 =pData->m_pCalcParam[2].m_pfParam; // cpParam =pointer to
constfloat* cpParam4 =pData->m_pCalcParam[3].m_pfParam; // cpParam =pointer to
//const float* cpParam5 =pData->m_pCalcParam[4].m_pfParam; //cpParam = pointer to
//in foxtraderoooq:"MYFUNC2010@MYMACLOSE"(c,c,c,6),colorffffff,linethick5;// cpParam5 =pData->m_pCalcParam[4].m_pfParam
//pData->m_pCalcParam[5].m_fParam); //value
//const float* pValue1 = pData->m_pCalcParam[0].m_pfParam;
//const float* pValue2 = pData->m_pCalcParam[1].m_pfParam;
//const float* pValue3 = pData->m_pCalcParam[2].m_pfParam;
//const float* pValue4 = pData->m_pCalcParam[3].m_pfParam;
//const float* pValue5 = pData->m_pCalcParam[4].m_pfParam;
if(nPeriod>0)
{
floatfTotal;
inti, j;
intndata = pData->m_nNumData;
//float yy[5000][1];
for( i = nPeriod-1; i < pData->m_nNumData; i++)//计算nPeriod周期的均线,数据从nPeriod-1开始有效
{
fTotal= 0.0f;
doublelngth=5.0;
doublectemp=4.0;
//float yy1[5000][1];
for( j = 0; j < nPeriod; j++ ) //累加
{
fTotal= pData->m_pData.m_fClose; // @@@@@@@ vc++ 2010 cl.exe 使pData->m_pData[i-j].m_fClose错误* a  ?5 h- W. |6 W
}
; l! v0 P; e, Y- h5 N//pData->m_pResultBuf = fTotal*1.03; //平均
! r" }& k$ W; J) pfTotal= cpParam3;# I1 }, V1 T  V6 R$ U- d/ g( n
pData->m_pResultBuf= fTotal*1.03; //平均$ s8 t+ H8 p8 b8 o
//ctemp = (double) pData->m_pResultBuf; // double & - - - >overload a float value , double * - - - > overload a pointer todouble
. w  y  j4 G3 Z//pData->m_pResultBuf= (float) ppow10(ctemp,lngth); // float &- - - > overload a float value% y/ M8 i5 \  @! p* u4 ^
pData->m_pResultBuf=(float) ppow10( (double) pData->m_pResultBuf,lngth); // float &- - - > overload a float value, (float) = overload/ X; n2 [& \: H5 E: k  F! Q. r
}. v! r; h' w5 s' }
returnnPeriod-1;1 N. W, \+ l) R
}- N# e0 D: ]) G( p
}4 t+ I$ ]9 u$ f' t% ?
return-1;9 N4 [+ |5 i+ @. |5 j+ P# X
}
! e0 Q' E  W: d# u//计算均价,2个参数,参数1为待求均线的数据,参数2表示计算周期
5 N6 F! }& j- d. r: x' V) H9 f//调用方法:9 |" u* R# B6 t3 a" L
//"FOXFUNC@MYMAVAR"(CLOSE-OPEN,5)
) y4 X# x2 r" _9 ]( G3 a8 x& C' f__declspec(dllexport)int WINAPI MYMAVAR(CALCINFO* pData): T0 Z" Y  D7 a8 \
{
% n) ~' V: D1 j+ Vif(pData->m_pfParam1&& pData->m_pfParam2 && //参数1,2有效/ b. q1 [2 T- q" M
pData->m_nParam1Start>=0&& //参数1为序列数
! u* V7 j* q( Y/ n$ HpData->m_pfParam3==NULL)//有2个参数. A: |2 n% U8 P/ a5 m7 v
{
  Z4 S  U) z7 Pconstfloat* pValue = pData->m_pfParam1; //参数16 ]$ N, ^6 \. Z8 B4 C) G, l$ y
intnFirst = pData->m_nParam1Start; //有效值起始位
' u, Z$ g5 }% H3 B7 d& U/ NfloatfParam = *pData->m_pfParam2; //参数2
7 m9 P# U4 `* c' l' `intnPeriod = (int)fParam;
) T' {5 H/ i$ Q5 O( Nif(nFirst >= 0 && nPeriod > 0 )
6 \% X) V4 w7 ~0 U{
( o* c; ^  J' Y, W! j" O# p: W' xfloatfTotal;4 L5 d0 B* _2 _5 s6 t9 k
inti, j;
- `, o3 M. _2 d, Wfor( i = nFirst+nPeriod-1; i < pData->m_nNumData; i++ )
: d) k4 D$ x. P7 X! Z{
8 U, s9 ~$ k8 }8 G. @! z+ ofTotal= 0.0f;
0 G0 N- z) {+ j9 {6 B, W+ \for( j=0; j < nPeriod; j++ ) //累加
* @& s' v& c+ I* {( SfTotal+= pValue[i-j];( j7 v0 l1 n: x1 s
pData->m_pResultBuf= fTotal/nPeriod;//平均  \% B) c( c* m4 g8 I0 F
}
/ `  E5 J+ J& L& C' A4 w3 _5 c/ rreturnnFirst+nPeriod-1;
. r8 C- i2 c! r2 ^9 u$ a5 e6 k* m}( p4 A$ D* z1 O
}% x" F2 @9 o# e0 K0 L. g
return-1;+ t7 K& T+ A( {$ }7 U
}; [5 t0 B$ [8 u7 L% G& i
//计算多个序列的均值,5个参数,参数1-4为待求多个序列,参数5用于举例说明数值参数的用法，实际在此例中无需该参数) k1 b" \* ]0 y
/*' b) z1 V# g' H+ K) S5 n9 u
调用方法:7 M2 r. s# O5 O. j3 T
MA1:=MA(CLOSE,3);
) D- i* o  e( _) BMA2:=MA(CLOSE,6);6 C, I2 a5 ~! o% W
MA3:=MA(CLOSE,12);3 t" k: v6 u5 K; x. ]8 X* g1 C; D9 U
MA4:=MA(CLOSE,24);2 \$ M( O8 K  ~$ Q- b) \- _
MYBBI:"FOXFUNC@MYBBI"(MA1, MA2, MA3, MA4, 4);
2 k+ s1 U3 [2 I. l1 j*/5 m+ Q4 ^) U1 Z5 f6 ], y# e) n
__declspec(dllexport)int WINAPI MYBBI(CALCINFO* pData)
. X5 G2 v0 [0 f9 n5 t& \{8 c8 R  @1 [4 }: h
if( pData->m_pCalcParam[0].m_nParamStart >= 0 &&
  y8 Y: \+ Z# ypData->m_pCalcParam[1].m_nParamStart>= 0 &&
pData->m_pCalcParam[2].m_nParamStart>= 0 &&
7 E3 }9 u+ W* g7 ^' ]& U9 C8 jpData->m_pCalcParam[3].m_nParamStart>= 0 ) //4个序列都含有效数值/ m% a/ o& v2 r( M9 F7 a
{, h3 U! Y6 J3 F9 ?1 J5 A' Z
//计算返回的序列的第一个有效值位置
% k) P1 i- W: sintnFirst = pData->m_pCalcParam[2].m_nParamStart;//已知返回的序列的第一个有效值位置与第4个序列一致
% k; m9 f. j4 o, k//若不知，则
$ V$ W5 F' o* H& g. t4 c5 @" f- a/*
1 y1 c( ?" x3 D0 XintnFirst = pData->m_pCalcParam[0].m_nParamStart;
% u! [! s3 `1 ?3 K& {if( nFirst < pData->m_pCalcParam[1].m_nParamStart )
3 n# T2 s+ ^/ A. z3 nnFirst= pData->m_pCalcParam[1].m_nParamStart;( u2 S5 Z6 a8 a6 X/ Y
if( nFirst < pData->m_pCalcParam[2].m_nParamStart ) 8 A5 d; ^9 j( R* f/ t( m
nFirst= pData->m_pCalcParam[2].m_nParamStart;
! p8 e8 G0 C! z$ \0 Y: Vif( nFirst < pData->m_pCalcParam[3].m_nParamStart ) - [$ u; B* \6 r. y; F- y, g
nFirst= pData->m_pCalcParam[3].m_nParamStart;$ }+ [  I% m$ i
*// `. R: R1 d+ a
constfloat* pValue1 = pData->m_pCalcParam[0].m_pfParam;
/ x* r4 L: s8 t" \constfloat* pValue2 = pData->m_pCalcParam[1].m_pfParam;2 ]/ O. ~' C% R3 L
constfloat* pValue3 = pData->m_pCalcParam[2].m_pfParam;
4 o- A8 @" d2 N8 i! S* Rconstfloat* pValue4 = pData->m_pCalcParam[3].m_pfParam;& d$ j, R  p! l) d$ s( v3 O- R
constfloat* pValue5 = pData->m_pCalcParam[4].m_pfParam;3 X: [5 [/ X' R! B' w
constfloat* pValue6 = pData->m_pCalcParam[5].m_pfParam;! R( v- k* [- [$ w  U
//const float* pValue1 = pData->m_pfParam1;
4 `; q' O, z. s4 C3 ]//const float* pValue2 = pData->m_pfParam2;6 b% E; l- M5 a1 [( o
//const float* pValue3 = pData->m_pfParam3;
( Y. f% p1 S# ^//int nNum = (int)(*pData->m_pfParam4);//实际上该例中已知nNum=4，在此用于说明数值参数的用法
) i6 b, ]* E! P3 YintnNum = (int)(pData->m_pCalcParam[6].m_fParam);//实际上该例中已知nNum=4，在此用于说明数值参数的用法$ T3 T( H. y/ C- q! @2 E, E
for(int i = nFirst; i < pData->m_nNumData; i++ )! O1 R6 P" R8 |) j
{
6 E7 s5 J% y& I6 F9 q) M2 \/ YpData->m_pResultBuf= 3 a: ?# Z) F/ r" g* y& j+ n* k
//(pValue1 + pValue2 + pValue3 )/nNum;' p: X0 N5 o' a& C
(pValue1+ pValue2 + pValue3 + pValue4+pValue5 + pValue6)/nNum;  D3 ]/ C6 x0 X, u+ Z, h
}' [4 |1 O+ h! O0 v# _% u
returnnFirst;/ S: |) I- n1 }% G* \
}3 S6 c! i" O4 X/ ~+ p" e1 H
return-1;7 X* \- D2 x( K+ I
}
7 w: G9 |6 D( W- Z1 B$ e' y" b
; y. Z& }/ i# V4 O4 l) |+ c5 N" {9 J/ u& {
9 s6 \3 E% k" @$ G
//////////////////////////////////////////////////////////////pow10.asm/ J. `; `1 I% C" ]) p; c7 u+ ]$ L
;*******************************************************
% p2 n/ D9 Z2 P+ T: Y$ r;* *
; X/ [( U7 a! x3 ]5 D;* Delphi Run Library *
, I% P. f1 X( u+ X% m+ _;* *
& t9 o% A, j2 q- P$ P6 N) ];* Copyright (c) 1996,98 Inprise Corporation *6 y$ ~# }; O9 z+ @. w
;*--------------------------------------------------------------------------
0 N1 m& |5 `  ~0 s;* To compile "tasm32 /ml pow10.asm" *5 U5 ?. {) ], V
;*--------------------------------------------------------------------------
, o2 a9 }" |  y4 ?- |, D;*******************************************************4 ]' r0 w* r; K: g! b6 L* ~9 d
.386
. c6 B  y' D- t) p0 }* V3 B1 ];.MODEL flat,c (error must be in segement block must have segment! J; ^. X" G; S  L7 j
;!!!!!11 important if ',c' is not used , must use 'public _ppow10, and'_ppow10 proc'
' D# W; O& t; t8 Q; c% x& x;!!!!!11 important if .MODEL flat,c is not used , must use ;_TEXTSEGMENT WORD PUBLIC
7 b4 @/ O9 z+ V" H  `. \& X;'CODE'..._TEXT ENDS and must use 'public _ppow10 and '_ppow10 proc'
( v% u, ^3 ]* Y7 h  |: V2 S.MODELflat,c ; just use .code, no need for segment,!!!!!11 important if',c' is used , must use 'public ppow10, and 'ppow10 proc'
* G2 `+ C5 z) s# t;ppow10 PROTO,aVal:PTR REAL8, bVal:PTR REAL8
0 U% I, P: f8 ^' B" j;includeE:\Vsource\masm32\INCLUDE\windows.inc
. {# R5 V) k4 g9 J5 M;includeE:\Vsource\masm32\INCLUDE\user32.inc7 p% w# ]7 N+ Y7 s4 ?- C6 K6 [
;includeE:\Vsource\masm32\INCLUDE\kernel32.inc1 ~* }" E2 H6 ?- E8 A4 L2 a
PUBLICppow10) J4 y  e/ G; d% f9 P, H& I& A
.CODE' E+ W8 S6 c& `8 s+ x
;DllEntryproc hInstance:HINSTANCE, reason:DWORD, reserved1:DWORD
5 g) Y4 x$ B) z1 j3 ~;.if reason==DLL_PROCESS_ATTACH+ M4 l- D# U# m
;invoke MessageBox,NULL,addr LoadMsg,addr AppName,MB_OK- R! T; x% ]/ N- f
;.elseif reason==DLL_PROCESS_DETACH) h& Y! l2 Q# r0 P1 d
;invoke MessageBox,NULL,addr UnloadMsg,addr AppName,MB_OK: H) u6 P7 L3 n5 b% u4 N' o
;.elseif reason==DLL_THREAD_ATTACH
# Z( y- H( ?$ T. ~  n;invoke MessageBox,NULL,addr ThreadCreated,addr AppName,MB_OK
0 d2 F, x/ z) T;.else ; DLL_THREAD_DETACH. Y! w; N. U0 J  G
;invoke MessageBox,NULL,addr ThreadDestroyed,addr AppName,MB_OK; H1 T! r, P, J% b! B' N% T% [
;.endif: i8 \+ J: u& P  f* C2 G# }
;mov eax,TRUE
3 I( n6 x, N, V: r: X& \;ret
1 p) l1 _+ a& C7 d( J;DllEntryEndp4 o8 \- }5 X4 V
;FUNCTION _Ppow10( double val, double pow: ) : Extended;
* o! f- g, b/ k  m;_TEXTSEGMENT WORD PUBLIC 'CODE'' s8 N. w& @7 N6 \: v9 P( w8 M
;ppow10 PROC,aVal:PTR REAL8, bVal:PTR REAL8: v+ r* Y) i( ?" e
;ppow10 PROC,aVal:* Qword, bVal:Qword- i0 a" B" w- w/ n+ D: S  B( G! ?
ppow10PROC near
: Z$ [6 H3 |, g/ Q6 A( `) o3 \& VXUEQU 8 ; for eip & ebp . {  v, w: B, ?! t5 `; E- Y: S
XDEQU 0 ; for edi, esi, ebx, ecx, edx# N: ~1 `' d8 a. {8 l+ {6 \  z# W
fp_powerEQU QWORD PTR [ebp+XU+8]
9 y! y7 n1 N+ ^/ E3 Vfp_valEQU QWORD PTR [ebp+XU]
6 y9 f8 t+ l$ O# V: }valEQU QWORD PTR [eBP-XD-8] ; USE STACK
# |- W1 N$ P3 }, ~5 r% SpowerEQU QWORD PTR [eBP-XD-16] ; USE STACK
# M9 V/ k$ _7 {pow10EQU QWORD PTR [eBP-XD-24] ; USE STACK$ x: k! ]9 G- w: l. ?- q# {6 ?
FPower10:! Y; }# C8 W6 X) n3 f; N
pushebp! H, ?% a* C, {2 c  e
movebp,esp: A: l0 Z. p3 G8 ?7 \# u; |
;push edi
# ^5 ^, @' q3 v0 a4 ]& X% C;push esi
8 z* j$ J0 u/ z# c) [;push eax: |9 j/ P) T1 q" @
;push edx
7 m- Q/ t* n; q% m/ S; o  {subesp,24
5 Y5 P6 H, |" C. WFINIT* M+ |# I+ Y( U0 K3 y
fldz
# m" v) r  g1 s& e4 wfstval5 o- ?1 D: q6 X4 P" v" S3 R- @
fstpower
2 }( w, S4 I. _6 X, ~3 e7 j1 H1 ffstppow10; f% K  K# T! L
               MOV EAX,8                MOV EDX,8; fldpi
2 O9 l! K+ e; @: `( W% t             fld    fp_val ;st(0)=val; fld aVal;st(0)=val
. K8 A( O/ X" u: Y" hfstval
4 z/ Y' m/ X4 ?1 [; P;fld Arg2 ;st(0)=power
1 G% u3 y' M6 B% A- {;fstp power2 N% m7 J# }3 ]' N4 ~
;fld val ;st(0)=val
' G2 E: |. v% u" \8 S! I;fmul val ;st(0)=val*val
" y: D' g6 K3 X- A+ b;fmul val ;st(0)=val*va*val/ r0 Z5 F3 E6 K0 e
;fadd st,st(0)
/ a1 n( J  v6 ~+ I, ~1 J8 \;fmul qword ptr [ebp+16] ;st(0)=power$ {( z4 A$ w. `8 w$ B
;fadd st,st(0)% k. e; P+ N( X" o
;fwait, U; ^# G2 o8 \' h% G6 d7 I
addesp,24
" p. E* I: V9 }. e! T) m;pop edx
* X) }! {5 u4 d! ?, v9 d' ?;pop eax8 k* X. E+ M8 L4 V5 j: g" ~
;pop esi
- W  o" W8 I( I/ b, J;pop edi/ o0 l) X4 o9 o; q% W& x- ^1 Q
movesp,ebp& g% P  W; N( }; B% Z% J1 ~) t4 s: ?
popebp, X/ j# B; _4 U3 a1 p# w; Z
;leave ; @@@@@@ important don't use leave in vc++ 20105 k1 _* r( P: m; C! D, j
RET;return value = st(0)
" D* R9 k8 L7 o" j. c# kppow10ENDP
- Y4 z- x# w. J3 J% G& q;_TEXTENDS
( O, l# P" h% W0 MEND
" _! c- k& v( Z( _. x# `, U7 K;END DllEntry

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