【阳光飞狐__与财富同行】

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
4 x0 V2 V/ W( b! C0 P
//FoxFunc.cpp : Defines the entry point for the DLL application.
//
#include<string.h>
4 I: J$ |$ D3 T; \3 p4 z/ w4 ?#include<stdio.h>
#include<io.h>
1 x  d9 O, V' b/ i2 k( v9 |#include<math.h>
- A  q- A# c  m2 ]( T#include<iostream>
. }; _# d( S- M" Z; m#include"stdafx.h"
#include"FoxFunc.h"
usingnamespace std;
0 X, c4 {' B( V0 E# }  D0 b6 _& P) LBOOLAPIENTRY DllMain( HANDLE hModule,
DWORDul_reason_for_call,
0 w# M# W* B+ Z7 s+ OLPVOIDlpReserved
)
{
" `- Y* c$ N4 v  ^8 F3 g8 zswitch(ul_reason_for_call)
+ [% j9 D% c* h, _, ?- P, r{
. p$ c- t1 e4 C) zcaseDLL_PROCESS_ATTACH:
caseDLL_THREAD_ATTACH:
1 ?! E! h+ S2 n* c; ?' HcaseDLL_THREAD_DETACH:
caseDLL_PROCESS_DETACH:
, X" `/ r! w8 T0 G% ]7 V! e7 Ybreak;
}
returnTRUE;
! a+ c, F% {$ m& u$ W( m5 P* h}
//计算收盘价的均价,一个常数参数,表示计算周期
//调用方法:
- B- ?! U1 f3 r//"FOXFUNC@MYMACLOSE"(5)
% u, I% k' `2 \3 S( c/*
. a  y- l3 A% t& B; O" B6 x//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
5 r0 z6 V" o7 O5 ~*/
extern"C" double __cdecl ppow10(double ,double );
* x& t6 K& \4 a  O//double ppow10(double ,double );
9 Y; v5 M8 {* S1 u//call pow10() by __cdecl
; P9 M; m5 U% c  [9 ~//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
4 p  I. J9 S4 H) N$ v//!!!!!!!! use "C" for Microsoft visual C++ compiler
, e8 ?6 \6 M/ s# ^: L) i: }//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
+ u9 U+ `5 ?8 H2 I- Q$ t__declspec(dllexport)int WINAPI MYMACLOSE(CALCINFO* pData)
5 }4 D% M; f+ U5 J8 c# m5 Y- p{
/ {. {' |- d, O9 o8 K* X1 hif( // 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
% ^" J" ~. y! u//pData->m_pfParam1 && pData->m_pfParam2 &&pData->m_pfParam3 && pData->m_pfParam4
" o2 Z& t: [/ {: N, F$ u//&& 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 &&
" J' p9 E  X# Y$ d) IpData->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
6 q% a- B* y+ ^4 f# kintnPeriod = (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
! o; N+ b( j9 Z9 [& @8 d: r* j9 @  Xconstfloat* cpParam3 =pData->m_pCalcParam[2].m_pfParam; // cpParam =pointer to
7 x% G" Q/ V& N, T9 W2 ~$ ~constfloat* cpParam4 =pData->m_pCalcParam[3].m_pfParam; // cpParam =pointer to
# C9 r" S. z* r7 D% J//const float* cpParam5 =pData->m_pCalcParam[4].m_pfParam; //cpParam = pointer to
  u1 N, A7 S' S7 h$ @//in foxtraderoooq:"MYFUNC2010@MYMACLOSE"(c,c,c,6),colorffffff,linethick5;// cpParam5 =pData->m_pCalcParam[4].m_pfParam
7 l3 h. |- u# q5 z//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;
  v" P/ _4 H: O1 J7 o//const float* pValue5 = pData->m_pCalcParam[4].m_pfParam;
if(nPeriod>0)
{
floatfTotal;
inti, j;
intndata = pData->m_nNumData;
//float yy[5000][1];
4 ]; ^. C8 N5 u3 K) ~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
7 a' }4 f/ ]$ d. }$ `* a& @0 q. ?9 y{
fTotal= 0.0f;
; R7 o) f! ]4 F1 F7 [+ gdoublelngth=5.0;
doublectemp=4.0;
3 c+ K/ r( x1 g- @  ?* u1 |//float yy1[5000][1];
for( j = 0; j < nPeriod; j++ ) //累加
{
/ R- p+ H* q0 X. h, j! {fTotal= pData->m_pData.m_fClose; // @@@@@@@ vc++ 2010 cl.exe 使pData->m_pData[i-j].m_fClose错误
}
- v. p/ R0 @* G1 N8 o0 ~//pData->m_pResultBuf = fTotal*1.03; //平均
! Q& i  j8 Q8 TfTotal= cpParam3;
$ w3 K# H# Q9 ]6 spData->m_pResultBuf= fTotal*1.03; //平均
) x$ ~: q. f. r/ H8 i% g1 l//ctemp = (double) pData->m_pResultBuf; // double & - - - >overload a float value , double * - - - > overload a pointer todouble
# p, k& y9 Y$ |) s9 f  Z//pData->m_pResultBuf= (float) ppow10(ctemp,lngth); // float &- - - > overload a float value
# v) u* v$ k& e2 L8 ]  l+ h# I8 BpData->m_pResultBuf=(float) ppow10( (double) pData->m_pResultBuf,lngth); // float &- - - > overload a float value, (float) = overload
}
9 p2 Z1 L# \: P1 P/ }/ @- q4 ~+ zreturnnPeriod-1;
}
}
0 A: {4 f  d) A! g9 C0 A* freturn-1;
9 I2 ~" S7 C. l2 l- e6 ~/ Y}
2 P- ^) y$ @& x8 e. l//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
//调用方法:
//"FOXFUNC@MYMAVAR"(CLOSE-OPEN,5)
% A. J+ l9 @+ P9 D. {__declspec(dllexport)int WINAPI MYMAVAR(CALCINFO* pData)
8 d5 z3 b% q; V{
# g% ?+ p' F) }8 w( _% p8 mif(pData->m_pfParam1&& pData->m_pfParam2 && //参数1,2有效
: |3 t/ C/ c- e$ r. [: GpData->m_nParam1Start>=0&& //参数1为序列数
pData->m_pfParam3==NULL)//有2个参数
7 ~$ T7 e5 }7 I/ z$ S{
constfloat* pValue = pData->m_pfParam1; //参数1
intnFirst = pData->m_nParam1Start; //有效值起始位
- _- s+ j5 C6 f9 C2 J& }! k0 V9 TfloatfParam = *pData->m_pfParam2; //参数2
4 \# i7 B$ ?. xintnPeriod = (int)fParam;
: s+ P" |( |- {if(nFirst >= 0 && nPeriod > 0 )
# H# ^5 O% _5 e7 m$ v" l1 K1 n, g# t{
; _; G+ y1 i8 V( AfloatfTotal;
inti, j;
/ Q" G' t) F8 z# r% I% R' [for( i = nFirst+nPeriod-1; i < pData->m_nNumData; i++ )
4 d" [2 \( g8 }, G/ N3 I; Y% }{
fTotal= 0.0f;
for( j=0; j < nPeriod; j++ ) //累加
fTotal+= pValue[i-j];
pData->m_pResultBuf= fTotal/nPeriod;//平均
}
returnnFirst+nPeriod-1;
9 M; r2 O. m4 T3 h  ]) z, n}
}
return-1;
0 I$ z- l' O* N* h/ t}
//计算多个序列的均值,5个参数,参数1-4为待求多个序列,参数5用于举例说明数值参数的用法，实际在此例中无需该参数
/*
" f# K9 A/ w2 @" }, m调用方法:
MA1:=MA(CLOSE,3);
6 [0 \7 ~- G- p# T0 sMA2:=MA(CLOSE,6);
MA3:=MA(CLOSE,12);
' s. e5 _0 A$ ^; jMA4:=MA(CLOSE,24);
MYBBI:"FOXFUNC@MYBBI"(MA1, MA2, MA3, MA4, 4);
*/
. s0 N# `: n  @2 D4 Y__declspec(dllexport)int WINAPI MYBBI(CALCINFO* pData)
{
/ O) Z  x( z+ U7 i7 Xif( pData->m_pCalcParam[0].m_nParamStart >= 0 &&
. B3 D- d4 k4 C& F+ s, r, X' QpData->m_pCalcParam[1].m_nParamStart>= 0 &&
pData->m_pCalcParam[2].m_nParamStart>= 0 &&
pData->m_pCalcParam[3].m_nParamStart>= 0 ) //4个序列都含有效数值
* u/ s: m: }9 Q0 n! @$ h{
//计算返回的序列的第一个有效值位置
, y7 {4 m) x: sintnFirst = pData->m_pCalcParam[2].m_nParamStart;//已知返回的序列的第一个有效值位置与第4个序列一致
; g5 F/ [7 Y8 ~# O  q; [//若不知，则
% R4 }) ]+ ^: S: H+ U/*
intnFirst = pData->m_pCalcParam[0].m_nParamStart;
if( nFirst < pData->m_pCalcParam[1].m_nParamStart )
, Z% T3 I$ F4 @2 xnFirst= pData->m_pCalcParam[1].m_nParamStart;
3 O. c9 ~* o+ A- ?4 V" x6 k2 ]% \if( nFirst < pData->m_pCalcParam[2].m_nParamStart )
nFirst= pData->m_pCalcParam[2].m_nParamStart;
if( nFirst < pData->m_pCalcParam[3].m_nParamStart )
/ Q, ?% \. \) z$ u9 VnFirst= pData->m_pCalcParam[3].m_nParamStart;
*/
constfloat* pValue1 = pData->m_pCalcParam[0].m_pfParam;
constfloat* pValue2 = pData->m_pCalcParam[1].m_pfParam;
- Q9 K6 d% r* [, y0 c( v6 ?' Tconstfloat* pValue3 = pData->m_pCalcParam[2].m_pfParam;
constfloat* pValue4 = pData->m_pCalcParam[3].m_pfParam;
# B- F1 r% _, K1 _constfloat* pValue5 = pData->m_pCalcParam[4].m_pfParam;
constfloat* pValue6 = pData->m_pCalcParam[5].m_pfParam;
  H( N- K# `8 D- [//const float* pValue1 = pData->m_pfParam1;
, e0 I% C( `6 K- D- t/ k//const float* pValue2 = pData->m_pfParam2;
//const float* pValue3 = pData->m_pfParam3;
8 @3 \+ n5 @. N3 C+ }//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
intnNum = (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
* a# l0 r# [2 ^7 ]' ~6 W5 \for(int i = nFirst; i < pData->m_nNumData; i++ )
{
pData->m_pResultBuf=
& _* X# {: W3 c//(pValue1 + pValue2 + pValue3 )/nNum;
  C; L9 `! x# K1 v5 B8 G$ O(pValue1+ pValue2 + pValue3 + pValue4+pValue5 + pValue6)/nNum;
2 M( ]: p4 p, c9 D$ |}
% U4 j. z6 p. y; y, @$ GreturnnFirst;
}
; O5 f  p+ [* t4 Areturn-1;
}


! @. y* \$ w) W  V
1 L1 }8 |$ A. B. P//////////////////////////////////////////////////////////////pow10.asm
;*******************************************************
;* *
4 e5 L% `- r- ^- g;* Delphi Run Library *
" E4 O2 E8 s0 m9 j;* *
# C6 k$ g$ q9 E) Z& Q# r9 k;* Copyright (c) 1996,98 Inprise Corporation *
6 G" \, g. i. L2 B" _- N* R;*--------------------------------------------------------------------------
;* To compile "tasm32 /ml pow10.asm" *
;*--------------------------------------------------------------------------
;*******************************************************
.386
/ w& `# n4 [: ~; m;.MODEL flat,c (error must be in segement block must have segment
+ a+ m5 a1 g2 o;!!!!!11 important if ',c' is not used , must use 'public _ppow10, and'_ppow10 proc'
;!!!!!11 important if .MODEL flat,c is not used , must use ;_TEXTSEGMENT WORD PUBLIC
" J7 z% |8 C) }- c; ~' g' e;'CODE'..._TEXT ENDS and must use 'public _ppow10 and '_ppow10 proc'
8 V0 S+ F1 V; S0 K! U5 z* }.MODELflat,c ; just use .code, no need for segment,!!!!!11 important if',c' is used , must use 'public ppow10, and 'ppow10 proc'
;ppow10 PROTO,aVal:PTR REAL8, bVal:PTR REAL8
;includeE:\Vsource\masm32\INCLUDE\windows.inc
% Q. O7 n4 t: {, G;includeE:\Vsource\masm32\INCLUDE\user32.inc
: v1 \( g6 p" P0 b% \  K: L9 Y3 n;includeE:\Vsource\masm32\INCLUDE\kernel32.inc
PUBLICppow10
" E4 J# a8 O" M/ w- c) W.CODE
;DllEntryproc hInstance:HINSTANCE, reason:DWORD, reserved1:DWORD
;.if reason==DLL_PROCESS_ATTACH
;invoke MessageBox,NULL,addr LoadMsg,addr AppName,MB_OK
- S  a2 k5 t+ m. W) n6 q  `;.elseif reason==DLL_PROCESS_DETACH
2 [- y0 {; t0 i9 ~) O/ o" N% j;invoke MessageBox,NULL,addr UnloadMsg,addr AppName,MB_OK
;.elseif reason==DLL_THREAD_ATTACH
;invoke MessageBox,NULL,addr ThreadCreated,addr AppName,MB_OK
) _+ W8 c4 }9 m* o  w, i;.else ; DLL_THREAD_DETACH
* M! N: E4 v- A; v- l# W;invoke MessageBox,NULL,addr ThreadDestroyed,addr AppName,MB_OK
- m0 ?- z' g, l  i/ x" u/ I' h;.endif
;mov eax,TRUE
;ret
;DllEntryEndp
;FUNCTION _Ppow10( double val, double pow: ) : Extended;
: m! Z% p0 b% @5 Q( l8 z8 b;_TEXTSEGMENT WORD PUBLIC 'CODE'
, d! s4 c* k0 |/ L& z8 H* W) M4 R;ppow10 PROC,aVal:PTR REAL8, bVal:PTR REAL8
;ppow10 PROC,aVal:* Qword, bVal:Qword
ppow10PROC near
XUEQU 8 ; for eip & ebp
" K5 V0 V, @; k, yXDEQU 0 ; for edi, esi, ebx, ecx, edx
fp_powerEQU QWORD PTR [ebp+XU+8]
9 [7 B2 W& q% P  N3 b4 Ofp_valEQU QWORD PTR [ebp+XU]
4 @6 t5 ?& X; z5 svalEQU QWORD PTR [eBP-XD-8] ; USE STACK
powerEQU QWORD PTR [eBP-XD-16] ; USE STACK
pow10EQU QWORD PTR [eBP-XD-24] ; USE STACK
4 B$ j# O* C2 _% EFPower10:
pushebp
' v; N4 ]2 W, @/ a3 cmovebp,esp
;push edi
; E0 P" G& ^3 v! r1 L, ]7 O;push esi
;push eax
0 s  n5 H/ a, U5 N/ `: };push edx
* R* f. U( g, A& Z7 zsubesp,24
) S5 D! ^3 T$ eFINIT
. l6 P8 U. C! f8 o4 S( o8 Xfldz
$ C8 z( H; \; R# Mfstval
. g  t( q3 i6 ?' Y. R( tfstpower
fstppow10
8 N6 x& o6 }9 Y* g                 MOV    EAX,8                 MOV    EDX,8; fldpi
% r. B7 y8 \* C$ _( Z! `7 m* T              fld      fp_val   ;st(0)=val; fld aVal;st(0)=val
fstval
' p4 M! f& v6 i; `;fld Arg2 ;st(0)=power
( P  d4 e4 Q6 G! g( Z& y' p4 [7 {) s: S1 k;fstp power
;fld val ;st(0)=val
;fmul val ;st(0)=val*val
;fmul val ;st(0)=val*va*val
4 _3 N( t. o- B3 O;fadd st,st(0)
;fmul qword ptr [ebp+16] ;st(0)=power
" r# g; x6 a. P4 V% u8 I  J: X' Z;fadd st,st(0)
1 [+ i# S* Y5 u, g;fwait
9 i- y. J5 R1 f: K& K& `$ Z# S  vaddesp,24
;pop edx
6 D( r2 c7 p  N  {;pop eax
) A+ C/ \1 i  ?9 ?& N& `! ?  L+ C;pop esi
& O- F( m1 ^$ {4 Z;pop edi
9 v/ }/ b" X% w# g6 t; r' ?  K& Omovesp,ebp
3 \2 `6 y. I4 Z; Zpopebp
; r- ~. z4 P0 H  H/ `) [# P;leave ; @@@@@@ important don't use leave in vc++ 2010
: [0 p- o/ G( u, a3 g5 B5 ~( }1 ^RET;return value = st(0)
ppow10ENDP
& U3 K& R- g7 H8 A# Q;_TEXTENDS
END
( l9 w3 w# v3 A' d: H8 |8 l;END DllEntry

---

欢迎光临 【阳光飞狐__与财富同行】 (http://bbs.88158.cn/)

Powered by Discuz! X3.2