飞狐交易师 (foxtrader) 连结 DLL 的方法 ----- (续)

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//////////////////////////////////////////////////////////foxfunc.cpp
! K* z4 _8 @9 T+ k' c6 G
//FoxFunc.cpp : Defines the entry point for the DLL application.
//
! f- c* L9 ^( N4 ]' A#include<string.h>
#include<stdio.h>
7 P" y$ B0 d4 U8 z# D/ J#include<io.h>
#include<math.h>
5 Z1 b( E5 f6 ?#include<iostream>
* Z1 {5 D( u/ f' u& |( k#include"stdafx.h"
#include"FoxFunc.h"
1 T9 Z8 p" T5 F7 B8 }! zusingnamespace std;
BOOLAPIENTRY DllMain( HANDLE hModule,
DWORDul_reason_for_call,
LPVOIDlpReserved
)
# M0 Z% M7 o0 j7 y) X{
3 W( c7 r1 A/ ^2 }switch(ul_reason_for_call)
{
5 y( R+ s8 M  r9 m7 ^. PcaseDLL_PROCESS_ATTACH:
8 }; h1 J# v4 w" M3 C( scaseDLL_THREAD_ATTACH:
caseDLL_THREAD_DETACH:
+ I) |/ v- y- f* Z5 TcaseDLL_PROCESS_DETACH:
break;
}
, Y* g7 u& e3 b! z8 Q- d) u0 K& rreturnTRUE;
}
" ]6 L* x# K* {8 v9 M5 Z' {( T//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)
. P/ K; K$ e  _" ?/*
//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 );
$ D: a3 H. b& ?% ^( f//double ppow10(double ,double );
//call pow10() by __cdecl
. T. v9 A1 a8 G9 l/ ]. r//!!!!!!!! use "C" for Microsoft visual C++ compiler
* f& v! y+ C' M//!!!!!!!! use "C" for Microsoft visual C++ compiler
3 U( |& U; T9 H! a( Z; J4 D//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
2 K: u! P% L: b6 q5 l# v0 r) D2 N//!!!!!!!! use "C" for Microsoft visual C++ compiler
8 j& U7 v5 B8 ]. _" j2 |: X- B/ l__declspec(dllexport)int WINAPI MYMACLOSE(CALCINFO* pData)
$ j, W8 s# W4 H3 a. G3 V/ _{
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
! {& U, J6 P; Z( S  `//pData->m_pfParam1 && pData->m_pfParam2 &&pData->m_pfParam3 && pData->m_pfParam4
; [4 i# O/ m9 C  \, w/ n5 m//&& pData->m_pfParam5 && pData->m_pfParam6 &&pData->m_nParam1Start>=0 &&
. }+ r- \# c3 ?7 a) L//pData->m_pfParam7==NULL)
//pData->m_pfParam1 && pData->m_pfParam2 &&pData->m_pfParam3 && pData->m_nParam1Start>=0 &&
- H6 y" I" q# V8 I3 [/ npData->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
5 l; g" h  s& S! f9 |! e//const float* cpParam = pData->m_pfParam2; // cpParam = pointer to
constfloat* cpParam2 =pData->m_pCalcParam[1].m_pfParam; // cpParam =pointer to
- N- u2 H3 B9 p+ r3 G0 Q0 H4 S' gconstfloat* cpParam3 =pData->m_pCalcParam[2].m_pfParam; // cpParam =pointer to
constfloat* cpParam4 =pData->m_pCalcParam[3].m_pfParam; // cpParam =pointer to
6 K2 i, B/ S0 U! p. ?4 {& W6 a//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
7 P, ?8 Z* x6 d# S! g0 u4 F- N//pData->m_pCalcParam[5].m_fParam); //value
# Y4 w9 r8 l( }) t6 s//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;
7 T  y* a, e  b1 ]7 G$ V8 S//const float* pValue5 = pData->m_pCalcParam[4].m_pfParam;
if(nPeriod>0)
{
floatfTotal;
inti, j;
intndata = pData->m_nNumData;
//float yy[5000][1];
* @2 I# r: ]2 e, T4 H$ }& Ufor( 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;
/ ?: d5 g9 M# Z' m" jdoublelngth=5.0;
. U% z: k5 P$ e2 |2 p8 N) }/ b. N1 S3 Edoublectemp=4.0;
8 H1 [. W$ S. y//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
}
//pData->m_pResultBuf = fTotal*1.03; //平均
fTotal= cpParam3;
pData->m_pResultBuf= fTotal*1.03; //平均
//ctemp = (double) pData->m_pResultBuf; // double & - - - >overload a float value , double * - - - > overload a pointer todouble
4 _, l% G2 y1 Q* b; D//pData->m_pResultBuf= (float) ppow10(ctemp,lngth); // float &- - - > overload a float value
pData->m_pResultBuf=(float) ppow10( (double) pData->m_pResultBuf,lngth); // float &- - - > overload a float value, (float) = overload
( F3 j7 `2 O9 j. P8 y}
! O# X/ p( h" t7 n( xreturnnPeriod-1;
4 A$ r6 f% F" G' X$ R; v}
7 V4 Y- a; ^& y5 ^}
, t1 s! t" I5 _, v# Creturn-1;
8 q; l5 p1 }! `; }}
) j0 C. h- u& C& r8 w: r* D. o//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
1 T0 s( I1 A* O5 B# }0 ]) o//调用方法:
//"FOXFUNC@MYMAVAR"(CLOSE-OPEN,5)
# P! H2 l/ T* ^/ t' Q__declspec(dllexport)int WINAPI MYMAVAR(CALCINFO* pData)
( M9 D6 B" L# f7 |{
5 ~( d6 e# P7 Bif(pData->m_pfParam1&& pData->m_pfParam2 && //参数1,2有效
! _7 R  r0 S& Y9 IpData->m_nParam1Start>=0&& //参数1为序列数
: G& \0 G5 g& \. W' a7 [pData->m_pfParam3==NULL)//有2个参数
4 j# w8 |4 U) ~# f5 W, X% L2 p{
constfloat* pValue = pData->m_pfParam1; //参数1
1 z) ~! O% T+ k# B) RintnFirst = pData->m_nParam1Start; //有效值起始位
( M4 H( _. i0 ^floatfParam = *pData->m_pfParam2; //参数2
) J4 B0 S; L% u' o& nintnPeriod = (int)fParam;
, q; \4 R% L& ]$ oif(nFirst >= 0 && nPeriod > 0 )
( |: p  U  V9 P0 d{
floatfTotal;
inti, j;
for( i = nFirst+nPeriod-1; i < pData->m_nNumData; i++ )
{
fTotal= 0.0f;
6 R- X" Q/ E8 m/ O  ?for( j=0; j < nPeriod; j++ ) //累加
- t5 z, f0 _# u9 L' W8 F, |fTotal+= pValue[i-j];
" {5 a# M' m7 }$ `pData->m_pResultBuf= fTotal/nPeriod;//平均
}
returnnFirst+nPeriod-1;
}
4 `' H8 G  d' l) [}
( r% `5 u, H; Q+ b' ?; wreturn-1;
! I; }( E0 C3 u' E. z7 ?}
# e: x  z9 y/ c- n( V* I8 C/ f) H//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
/*
% y0 [8 N' n- U2 U调用方法:
MA1:=MA(CLOSE,3);
4 z; ?. S3 y1 xMA2:=MA(CLOSE,6);
MA3:=MA(CLOSE,12);
8 M$ K" i: G. _MA4:=MA(CLOSE,24);
MYBBI:"FOXFUNC@MYBBI"(MA1, MA2, MA3, MA4, 4);
: w) K/ D' A1 i0 Y* X*/
__declspec(dllexport)int WINAPI MYBBI(CALCINFO* pData)
5 O  Z, w6 u2 o4 D+ p7 h& R{
  n4 g3 T9 m1 w! H6 |if( pData->m_pCalcParam[0].m_nParamStart >= 0 &&
+ U$ m# u. p0 B6 V  ZpData->m_pCalcParam[1].m_nParamStart>= 0 &&
! r/ q9 h- U; p' Q8 hpData->m_pCalcParam[2].m_nParamStart>= 0 &&
4 u) W$ \  j8 O% U# y8 BpData->m_pCalcParam[3].m_nParamStart>= 0 ) //4个序列都含有效数值
{
//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
//若不知，则
/*
5 v/ h+ ?, a4 D( i. x8 lintnFirst = pData->m_pCalcParam[0].m_nParamStart;
2 Y. U+ v' a- S) Lif( nFirst < pData->m_pCalcParam[1].m_nParamStart )
nFirst= pData->m_pCalcParam[1].m_nParamStart;
, K/ I' e+ i, b+ D- E: r& W, ]if( nFirst < pData->m_pCalcParam[2].m_nParamStart )
nFirst= pData->m_pCalcParam[2].m_nParamStart;
* \2 {. y. F; c' j/ @if( nFirst < pData->m_pCalcParam[3].m_nParamStart )
% Y. R8 j! r' F+ d" h* gnFirst= pData->m_pCalcParam[3].m_nParamStart;
*/
  W1 I2 L7 t7 h4 dconstfloat* pValue1 = pData->m_pCalcParam[0].m_pfParam;
constfloat* pValue2 = pData->m_pCalcParam[1].m_pfParam;
' r0 m6 F2 N0 R* _4 o8 u  _- tconstfloat* pValue3 = pData->m_pCalcParam[2].m_pfParam;
constfloat* pValue4 = pData->m_pCalcParam[3].m_pfParam;
7 M0 H5 E  m7 \) Z, h; Nconstfloat* pValue5 = pData->m_pCalcParam[4].m_pfParam;
; G/ }. A7 V2 d; ]- c: i% [constfloat* pValue6 = pData->m_pCalcParam[5].m_pfParam;
//const float* pValue1 = pData->m_pfParam1;
//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
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
# e3 L2 \( j% U3 ]( Cfor(int i = nFirst; i < pData->m_nNumData; i++ )
" @- R: l& Y2 s- }6 E) J! H{
pData->m_pResultBuf=
# N# u1 _5 J2 Q//(pValue1 + pValue2 + pValue3 )/nNum;
(pValue1+ pValue2 + pValue3 + pValue4+pValue5 + pValue6)/nNum;
. r8 J2 a8 y) o) Q}
+ t( }! @" B& @* ureturnnFirst;
9 M8 l* y: m( F8 t}
( W" M  z* y) O8 ]9 z8 x8 s# Qreturn-1;
}
6 T% B1 p- X; ^9 B8 V
/ f/ e$ c2 c! G: z

//////////////////////////////////////////////////////////////pow10.asm
7 L. h/ H; f  H8 T$ k& Q- @$ `3 I;*******************************************************
;* *
! ?. N4 O( v# O+ S;* Delphi Run Library *
;* *
5 \' U% f" m+ w0 N) ~3 f;* Copyright (c) 1996,98 Inprise Corporation *
' I3 k  ?+ K0 H$ };*--------------------------------------------------------------------------
;* To compile "tasm32 /ml pow10.asm" *
: N2 {/ S1 X, @: E  c& q  H/ I7 w;*--------------------------------------------------------------------------
. @9 N3 a! h3 l5 ]3 [* ]! e+ Q) y+ H;*******************************************************
.386
6 h2 @# R6 h$ L! G' i;.MODEL flat,c (error must be in segement block must have segment
% o# e6 L% J. O. R! b6 x$ i;!!!!!11 important if ',c' is not used , must use 'public _ppow10, and'_ppow10 proc'
( [7 N+ |$ g) L3 E( g;!!!!!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'
.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
) }& ^+ y. F4 ?) ?$ d" `+ l;includeE:\Vsource\masm32\INCLUDE\windows.inc
;includeE:\Vsource\masm32\INCLUDE\user32.inc
;includeE:\Vsource\masm32\INCLUDE\kernel32.inc
PUBLICppow10
$ l7 L7 Z' I6 ~8 k5 ?5 \.CODE
- ]$ q( _4 t; L4 i9 {. Y6 @;DllEntryproc hInstance:HINSTANCE, reason:DWORD, reserved1:DWORD
) n" ^% I& ^" P7 `;.if reason==DLL_PROCESS_ATTACH
' a  k3 X$ D! p; r4 g, E* \) ^; k;invoke MessageBox,NULL,addr LoadMsg,addr AppName,MB_OK
;.elseif reason==DLL_PROCESS_DETACH
;invoke MessageBox,NULL,addr UnloadMsg,addr AppName,MB_OK
;.elseif reason==DLL_THREAD_ATTACH
;invoke MessageBox,NULL,addr ThreadCreated,addr AppName,MB_OK
;.else ; DLL_THREAD_DETACH
;invoke MessageBox,NULL,addr ThreadDestroyed,addr AppName,MB_OK
5 t) ^4 u4 x0 K;.endif
7 @. A* @  [9 H; l;mov eax,TRUE
;ret
5 w! h5 q  r! Q/ p% @& K4 L$ A% @;DllEntryEndp
2 r! v0 w0 t& i: a8 F9 l# u7 A;FUNCTION _Ppow10( double val, double pow: ) : Extended;
;_TEXTSEGMENT WORD PUBLIC 'CODE'
;ppow10 PROC,aVal:PTR REAL8, bVal:PTR REAL8
% C, t- ]+ Y2 {' ~, @;ppow10 PROC,aVal:* Qword, bVal:Qword
/ \- ?; r8 Y) Lppow10PROC near
XUEQU 8 ; for eip & ebp
; \& G! r6 K: e  y1 }XDEQU 0 ; for edi, esi, ebx, ecx, edx
fp_powerEQU QWORD PTR [ebp+XU+8]
5 w% b' c2 g2 K% L3 ifp_valEQU QWORD PTR [ebp+XU]
valEQU QWORD PTR [eBP-XD-8] ; USE STACK
powerEQU QWORD PTR [eBP-XD-16] ; USE STACK
0 E9 P* n+ W. ^  A. B* Spow10EQU QWORD PTR [eBP-XD-24] ; USE STACK
9 v' }% `4 e& X5 G* t+ mFPower10:
: b5 w1 j* Z! u3 M/ Ipushebp
movebp,esp
; P" J, i& n; O0 j. S' P% N# L& \;push edi
;push esi
;push eax
;push edx
8 T! x/ i9 r  H/ d5 Tsubesp,24
FINIT
+ _. [/ @# ~6 {) Yfldz
( r9 V+ C% g: v9 a9 O- {fstval
fstpower
fstppow10
" b, o- h( F! K# U( S0 y                 MOV    EAX,8                 MOV    EDX,8; fldpi
              fld      fp_val   ;st(0)=val; fld aVal;st(0)=val
; W2 \% U* F" n" Bfstval
;fld Arg2 ;st(0)=power
, A4 {, m9 ]) u+ Y# j;fstp power
;fld val ;st(0)=val
;fmul val ;st(0)=val*val
$ n3 v) Y: h7 I% A# S;fmul val ;st(0)=val*va*val
;fadd st,st(0)
8 }  N  O, H- V1 L: Q! M& };fmul qword ptr [ebp+16] ;st(0)=power
! I8 _* U% z" ?2 L3 i;fadd st,st(0)
;fwait
  ?3 _  B/ D. m4 n( raddesp,24
;pop edx
' X) `: H- T! K/ j$ u% o;pop eax
;pop esi
;pop edi
7 E, Y9 F" X5 Hmovesp,ebp
popebp
;leave ; @@@@@@ important don't use leave in vc++ 2010
RET;return value = st(0)
3 K8 J0 _; U! ]2 Hppow10ENDP
% w0 j+ X( f& x7 F: ~;_TEXTENDS
" {! D. i% \( K5 n- c8 b9 xEND
;END DllEntry