【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

; P- N: }- @; U3 v" ~2 l2 \' @# `//FoxFunc.cpp : Defines the entry point for the DLL application.
//
, S) F2 f3 g' f. {' Z#include<string.h>
#include<stdio.h>
; M! g6 ], l+ t) [' F: g! _: i#include<io.h>
; R5 p% s# l# }( Y! C4 q#include<math.h>
* A* M% _: t! q% e, g#include<iostream>
#include"stdafx.h"
#include"FoxFunc.h"
usingnamespace std;
BOOLAPIENTRY DllMain( HANDLE hModule,
/ x- @4 q# F! z! p+ hDWORDul_reason_for_call,
" v" u. j) J1 ^; e7 Z4 tLPVOIDlpReserved
)
{
/ A: \9 C4 n6 F9 N) mswitch(ul_reason_for_call)
{
8 t2 _' U  g8 C5 m! w( H* I6 GcaseDLL_PROCESS_ATTACH:
caseDLL_THREAD_ATTACH:
0 i8 t6 P1 O: ]7 a& ]0 _% ]caseDLL_THREAD_DETACH:
caseDLL_PROCESS_DETACH:
6 U  j$ B) U# u" _7 vbreak;
7 N. j: D" E5 x5 ]}
% ]  g6 m6 n& `returnTRUE;
}
: P7 ~( S# {6 q. s//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)
& T1 w. a  k- E/*
//extern "C" double __cdecl ppow10(double ctemp,doublelength); - - - > wrong, extern "C" is to declare pow10coming from a .dll or .lib
' {0 t5 l( Y0 _. n, p/ B! M6 `2 c  H//extern "C" double ppow10(double ctemp,double length); - - -> both are the same
*/
extern"C" double __cdecl ppow10(double ,double );
5 D$ Y! l+ p" }8 P( E//double ppow10(double ,double );
7 h1 n! V- v5 o' b9 d: y. i//call pow10() by __cdecl
- V, C7 F( H" r; T% d, Q//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
/ h2 V8 O! r& C/ h7 J! a$ z//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
# P+ J5 k' p' t" J. G' X/ J" Y8 \$ I__declspec(dllexport)int WINAPI MYMACLOSE(CALCINFO* pData)
! u, Z$ C* _# Q; n9 M, _! Y: ^; O{
if( // pData->m_pfParam1 && //参数1有效
) K- {: _  r2 M0 ^8 I& R//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
  G# t2 d5 x' |9 G4 q4 B4 P( h3 G6 _% O//&& pData->m_pfParam5 && pData->m_pfParam6 &&pData->m_nParam1Start>=0 &&
! k# w/ o. }7 A% V4 q//pData->m_pfParam7==NULL)
- X/ A6 D; |- n4 l: `: F//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)
9 R( c8 z7 f5 Z5 e. X{
floatfParam = *pData->m_pfParam4; //pointer ,pData->m_pCalcParam[3].m_nParamStart >= 0
3 u* v. ?: i* eintnPeriod = (int)fParam; //参数1
" V3 B, B8 q, A6 N) w- `3 N//const float* cpParam = pData->m_pfParam2; // cpParam = pointer to
) I! }. Z1 e; W$ Vconstfloat* 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
& p9 i) b3 `5 w: ]//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
' u+ M: D% z  C- G//const float* pValue1 = pData->m_pCalcParam[0].m_pfParam;
# S- L  y2 i4 h+ N# O  p7 ?//const float* pValue2 = pData->m_pCalcParam[1].m_pfParam;
1 L. }0 D4 I( o0 z6 R1 H: I) K7 R0 E//const float* pValue3 = pData->m_pCalcParam[2].m_pfParam;
//const float* pValue4 = pData->m_pCalcParam[3].m_pfParam;
# @% [$ I, v; c% e3 H//const float* pValue5 = pData->m_pCalcParam[4].m_pfParam;
if(nPeriod>0)
{
floatfTotal;
6 Z" ^9 E% H' F8 \inti, j;
intndata = pData->m_nNumData;
) ]4 e7 b- u' `% S//float yy[5000][1];
1 a3 Z! S; ?3 J! z2 K9 _( afor( 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
2 r% t+ K) R2 u! O' }{
fTotal= 0.0f;
doublelngth=5.0;
/ P" k9 S: K& E. f7 i& o+ j5 jdoublectemp=4.0;
8 B) j8 U3 s/ E//float yy1[5000][1];
for( j = 0; j < nPeriod; j++ ) //累加
/ Z, S4 f7 m* ]) `) i{
fTotal= pData->m_pData.m_fClose; // @@@@@@@ vc++ 2010 cl.exe 使pData->m_pData[i-j].m_fClose错误
: v; ?5 D/ V) E}
//pData->m_pResultBuf = fTotal*1.03; //平均
fTotal= cpParam3;
1 T* H, A( D3 ]% v: t$ apData->m_pResultBuf= fTotal*1.03; //平均
//ctemp = (double) pData->m_pResultBuf; // double & - - - >overload a float value , double * - - - > overload a pointer todouble
//pData->m_pResultBuf= (float) ppow10(ctemp,lngth); // float &- - - > overload a float value
! R; ^0 Y/ I& o5 C  w2 Y0 ~) LpData->m_pResultBuf=(float) ppow10( (double) pData->m_pResultBuf,lngth); // float &- - - > overload a float value, (float) = overload
}
8 X: }  j" X# GreturnnPeriod-1;
+ B4 m# D0 d- R( I. r9 f0 V. b" [* E}
}
return-1;
. u5 r- B. }  ^" X# R/ U( B. I}
//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)
# l6 k' f; `! d% w$ I__declspec(dllexport)int WINAPI MYMAVAR(CALCINFO* pData)
{
  O7 F) q# A/ v) n3 ~0 k: u, Z( nif(pData->m_pfParam1&& pData->m_pfParam2 && //参数1,2有效
9 |2 k5 `& T/ \: }pData->m_nParam1Start>=0&& //参数1为序列数
/ i0 Y  v, [/ G% I0 r; [pData->m_pfParam3==NULL)//有2个参数
{
) C! p' j- K) y+ [constfloat* pValue = pData->m_pfParam1; //参数1
intnFirst = pData->m_nParam1Start; //有效值起始位
# Q7 v9 @4 M) I) L2 G+ ^floatfParam = *pData->m_pfParam2; //参数2
" N  s1 N  {" yintnPeriod = (int)fParam;
if(nFirst >= 0 && nPeriod > 0 )
5 g9 K. O/ ?. K# y, Y) p. V- R# Q{
floatfTotal;
: z: ^/ ?1 g. }$ F- H2 dinti, j;
* l6 V% Q8 d5 h1 mfor( i = nFirst+nPeriod-1; i < pData->m_nNumData; i++ )
{
fTotal= 0.0f;
# W/ t$ Z+ G. g& F8 rfor( j=0; j < nPeriod; j++ ) //累加
fTotal+= pValue[i-j];
& |  S$ N! @# I! NpData->m_pResultBuf= fTotal/nPeriod;//平均
2 y6 U0 r1 ?2 K5 O' p  l" H}
( f  L6 R% }. l, d) K4 T' I$ V, EreturnnFirst+nPeriod-1;
}
}
7 A( J# ?% ~3 w* Jreturn-1;
}
! a5 f+ A0 S/ Q5 ]( i- ~% C& W. B//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
) p  j1 f1 Q& T+ Z/*
调用方法:
  Q5 ~( v* j) U+ I! r/ LMA1:=MA(CLOSE,3);
MA2:=MA(CLOSE,6);
$ {2 R3 E) f3 D# G, V5 b  wMA3:=MA(CLOSE,12);
MA4:=MA(CLOSE,24);
5 J& b0 R+ d, G" aMYBBI:"FOXFUNC@MYBBI"(MA1, MA2, MA3, MA4, 4);
*/
( `4 o" [  Z2 o' ]) H" y- j" A8 V__declspec(dllexport)int WINAPI MYBBI(CALCINFO* pData)
( j* f) Z: T; N7 X  T" a" O6 Q{
$ z' t: n6 e: Sif( pData->m_pCalcParam[0].m_nParamStart >= 0 &&
pData->m_pCalcParam[1].m_nParamStart>= 0 &&
pData->m_pCalcParam[2].m_nParamStart>= 0 &&
0 Q, P- U3 o; J4 Q0 TpData->m_pCalcParam[3].m_nParamStart>= 0 ) //4个序列都含有效数值
{
( ~; W8 s( @8 {% |; Z//计算返回的序列的第一个有效值位置
intnFirst = 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
& D+ @8 A6 z; m2 H7 N# }1 d3 g//若不知，则
# ?6 x0 r6 L7 w; x! a/*
8 G* z% \% D1 f7 T  ~intnFirst = pData->m_pCalcParam[0].m_nParamStart;
if( nFirst < pData->m_pCalcParam[1].m_nParamStart )
nFirst= pData->m_pCalcParam[1].m_nParamStart;
9 |% Q. Y# f- M" J; ]if( nFirst < pData->m_pCalcParam[2].m_nParamStart )
* O! F' \1 s/ w+ w5 AnFirst= pData->m_pCalcParam[2].m_nParamStart;
; Y$ U8 ?& q1 ^6 o, ?if( nFirst < pData->m_pCalcParam[3].m_nParamStart )
nFirst= pData->m_pCalcParam[3].m_nParamStart;
*/
constfloat* pValue1 = pData->m_pCalcParam[0].m_pfParam;
/ T, J! g4 c8 W- H4 _0 b, Cconstfloat* pValue2 = pData->m_pCalcParam[1].m_pfParam;
- }6 ^) K  ?9 _  g9 |$ H5 hconstfloat* pValue3 = pData->m_pCalcParam[2].m_pfParam;
: i3 T3 Y0 f% u$ kconstfloat* pValue4 = pData->m_pCalcParam[3].m_pfParam;
constfloat* pValue5 = pData->m_pCalcParam[4].m_pfParam;
# C2 _' h2 |: }6 aconstfloat* pValue6 = pData->m_pCalcParam[5].m_pfParam;
//const float* pValue1 = pData->m_pfParam1;
7 @' b  I8 T, C  o//const float* pValue2 = pData->m_pfParam2;
//const float* pValue3 = pData->m_pfParam3;
//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
, y# _+ U& s2 O, l- s6 K% N5 \% RintnNum = (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
for(int i = nFirst; i < pData->m_nNumData; i++ )
; ^  F4 `, N$ T( b0 c4 G( l{
9 x& h8 z' v! p0 H4 m3 X* KpData->m_pResultBuf=
% |: n9 f5 w  `& Y8 A& H# n//(pValue1 + pValue2 + pValue3 )/nNum;
; y7 e; P5 s. z1 X& |8 V(pValue1+ pValue2 + pValue3 + pValue4+pValue5 + pValue6)/nNum;
}
! T' F/ S3 H; }# P* H# ~4 o9 s6 ureturnnFirst;
" B/ _; C9 L6 e2 D% B}
% P% V* `0 b, P' M! }/ Oreturn-1;
; q+ J+ b& X* \( s* K5 B. N2 v}



# G/ \+ i6 t6 ~' Z, q//////////////////////////////////////////////////////////////pow10.asm
4 D' C/ }( D. r' y4 v4 h;*******************************************************
/ H, z, J( o  |+ r;* *
2 f4 h$ R5 l& y0 r% M;* Delphi Run Library *
0 S) T% S. |' j& \/ \4 v. A;* *
;* Copyright (c) 1996,98 Inprise Corporation *
. C$ u  `- T# `9 b2 y;*--------------------------------------------------------------------------
) o  c3 k/ X" I+ N! z  H6 f;* To compile "tasm32 /ml pow10.asm" *
;*--------------------------------------------------------------------------
1 E# W" ?1 {5 u;*******************************************************
.386
2 \/ F( w8 @0 e  V! N, j) _# h;.MODEL flat,c (error must be in segement block must have segment
;!!!!!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
;'CODE'..._TEXT ENDS and must use 'public _ppow10 and '_ppow10 proc'
' j+ B( O' v" T! I.MODELflat,c ; just use .code, no need for segment,!!!!!11 important if',c' is used , must use 'public ppow10, and 'ppow10 proc'
9 F+ ~' \9 g6 B7 S6 V# N9 _$ z;ppow10 PROTO,aVal:PTR REAL8, bVal:PTR REAL8
;includeE:\Vsource\masm32\INCLUDE\windows.inc
. a, o2 e, a3 `- T1 Y;includeE:\Vsource\masm32\INCLUDE\user32.inc
  A0 Z, R& Y! p# Q0 d;includeE:\Vsource\masm32\INCLUDE\kernel32.inc
% I# f* Z$ [% N8 K, wPUBLICppow10
, e* f# @; l: o, M* ]* \) k% K.CODE
;DllEntryproc hInstance:HINSTANCE, reason:DWORD, reserved1:DWORD
;.if reason==DLL_PROCESS_ATTACH
. S) O$ v; \+ W% B. P3 ?$ o" l+ P;invoke MessageBox,NULL,addr LoadMsg,addr AppName,MB_OK
1 G9 u& Y; Z' C* a;.elseif reason==DLL_PROCESS_DETACH
;invoke MessageBox,NULL,addr UnloadMsg,addr AppName,MB_OK
;.elseif reason==DLL_THREAD_ATTACH
9 ~6 c" v4 i2 u: `) ?;invoke MessageBox,NULL,addr ThreadCreated,addr AppName,MB_OK
;.else ; DLL_THREAD_DETACH
;invoke MessageBox,NULL,addr ThreadDestroyed,addr AppName,MB_OK
;.endif
;mov eax,TRUE
. x, v  i( e' p& p9 Z- R;ret
9 R, n2 p' ?: O) K;DllEntryEndp
! a0 O0 p/ g6 U/ r' m7 ]% G2 |;FUNCTION _Ppow10( double val, double pow: ) : Extended;
;_TEXTSEGMENT WORD PUBLIC 'CODE'
! j/ N- [& r1 v0 }' J7 f;ppow10 PROC,aVal:PTR REAL8, bVal:PTR REAL8
;ppow10 PROC,aVal:* Qword, bVal:Qword
ppow10PROC near
XUEQU 8 ; for eip & ebp
$ l2 Y" |8 Q" qXDEQU 0 ; for edi, esi, ebx, ecx, edx
fp_powerEQU QWORD PTR [ebp+XU+8]
fp_valEQU QWORD PTR [ebp+XU]
# [# r* _$ h5 l; j/ EvalEQU QWORD PTR [eBP-XD-8] ; USE STACK
powerEQU QWORD PTR [eBP-XD-16] ; USE STACK
* F4 ~) M% t7 Mpow10EQU QWORD PTR [eBP-XD-24] ; USE STACK
* X2 E9 c" P% `! OFPower10:
$ N- u9 P: E5 P' Rpushebp
movebp,esp
: B- v- R/ |, o! @- Q;push edi
;push esi
. \( Z, o: g" \, E9 G5 n* [;push eax
;push edx
# c2 [2 j% \3 k( msubesp,24
7 U/ z  ~) s+ L: F/ \FINIT
. A% B' z' B& k8 yfldz
/ M  K  C& C/ V8 Bfstval
fstpower
" s3 V- F2 D, @fstppow10
                 MOV    EAX,8                 MOV    EDX,8; fldpi
              fld      fp_val   ;st(0)=val; fld aVal;st(0)=val
fstval
  J6 R, x; c0 M# Y3 n;fld Arg2 ;st(0)=power
/ o) J' X: o0 T& n9 p;fstp power
+ `; m3 _; e5 o0 |( y;fld val ;st(0)=val
/ f9 m, J) b5 J7 s;fmul val ;st(0)=val*val
;fmul val ;st(0)=val*va*val
" I* g& m; O" V8 w8 w/ [% A; B* B;fadd st,st(0)
;fmul qword ptr [ebp+16] ;st(0)=power
;fadd st,st(0)
;fwait
7 ~) O; @0 g( S1 M7 D& ~addesp,24
' k( m2 e6 m( w5 h( ^6 o;pop edx
! C. \5 d9 t3 R# \' `5 J6 ^;pop eax
;pop esi
;pop edi
movesp,ebp
7 ^% H7 j0 I' m# N) I3 y+ p3 @popebp
0 x. Y; O4 a7 Y, {: T;leave ; @@@@@@ important don't use leave in vc++ 2010
RET;return value = st(0)
ppow10ENDP
;_TEXTENDS
END
;END DllEntry

---

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

Powered by Discuz! X3.2