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

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//////////////////////////////////////////////////////////foxfunc.cpp
6 J3 @6 b5 F4 O; `, I7 g. z
1 D' h- ]1 m6 G2 _//FoxFunc.cpp : Defines the entry point for the DLL application.
6 \; j: d. e! @5 M" g) D2 e3 ]//
% |. x8 }8 {# }. h0 N#include<string.h>
#include<stdio.h>
) V' n9 Z/ G5 Q; a9 g#include<io.h>
' x, i, ^7 |; j#include<math.h>
#include<iostream>
# S: @8 N9 d( c# q; k#include"stdafx.h"
7 n  k1 {+ \" M1 {0 u& |) A#include"FoxFunc.h"
usingnamespace std;
. T" w( |  U" o% D- j$ {% \; F! eBOOLAPIENTRY DllMain( HANDLE hModule,
1 V* G# s+ a2 z' P% o0 Q0 ?, n6 _DWORDul_reason_for_call,
2 O8 z% @0 j9 Q/ ~& oLPVOIDlpReserved
)
0 _' p+ o9 I; C' R5 R{
$ Q* A$ j* S& k; H2 ]2 V& Vswitch(ul_reason_for_call)
{
caseDLL_PROCESS_ATTACH:
caseDLL_THREAD_ATTACH:
* k$ l0 A: a0 o% x* T4 C& ecaseDLL_THREAD_DETACH:
caseDLL_PROCESS_DETACH:
break;
' S& F& R" X( ?+ w8 K. `}
6 d2 Y9 j; ]* F2 _returnTRUE;
}
& l" q% T9 X% ]$ v//计算收盘价的均价,一个常数参数,表示计算周期
. i: @) P) t& Q. N; t6 t//调用方法:
//"FOXFUNC@MYMACLOSE"(5)
7 J% I+ ~' [4 O* S/*
; d- l6 J4 l8 ~2 {1 R% N/ p//extern "C" double __cdecl ppow10(double ctemp,doublelength); - - - > wrong, extern "C" is to declare pow10coming from a .dll or .lib
+ Z$ B- E0 ]6 w6 m5 r//extern "C" double ppow10(double ctemp,double length); - - -> both are the same
) X# M$ y; M( u4 K) R*/
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
* D) z; N7 V9 c! _7 F& M( o! \$ B//!!!!!!!! use "C" for Microsoft visual C++ compiler
0 s, d$ z* q/ c6 B' U//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
__declspec(dllexport)int WINAPI MYMACLOSE(CALCINFO* pData)
{
, t: w6 k; g& u7 Wif( // 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
" a' f, w! \5 {/ S2 n7 m//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)
( D$ [0 O/ A" W( q" V//pData->m_pfParam1 && pData->m_pfParam2 &&pData->m_pfParam3 && pData->m_nParam1Start>=0 &&
7 x$ E( T0 X* N; n/ Y/ T  z/ O2 @. E& xpData->m_pCalcParam[0].m_nParamStart>=0&& pData->m_pCalcParam[1].m_nParamStart>=0
$ d* U2 @; p' T( T. I, f1 s# R0 N  E&&pData->m_pCalcParam[2].m_nParamStart>=0)
7 B- O0 x0 ?8 M+ w3 q& u. F{
% [. `4 y- M$ t  Y5 ~* {( r) x+ G2 sfloatfParam = *pData->m_pfParam4; //pointer ,pData->m_pCalcParam[3].m_nParamStart >= 0
intnPeriod = (int)fParam; //参数1
6 q0 Y' |. k3 `6 I//const float* cpParam = pData->m_pfParam2; // cpParam = pointer to
" I& G5 p6 n! \' A/ e' qconstfloat* cpParam2 =pData->m_pCalcParam[1].m_pfParam; // cpParam =pointer to
constfloat* cpParam3 =pData->m_pCalcParam[2].m_pfParam; // cpParam =pointer to
2 S6 B: @# G0 r8 u) W3 xconstfloat* 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;
4 \3 ^2 S/ F& d8 B( D- Z//const float* pValue2 = pData->m_pCalcParam[1].m_pfParam;
0 r8 s( ~/ V' o' K6 ~3 I2 i! _//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;
3 M$ m6 F1 e6 V/ Q4 Gif(nPeriod>0)
5 a9 T7 K3 m0 a! I" b1 Q& Y3 Y{
floatfTotal;
- z8 u. I! ^0 E: e- q/ ?, k$ dinti, j;
intndata = pData->m_nNumData;
5 b2 l& _5 A- V' n* u& {//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;
- X( u7 e( `1 f- C+ tdoublelngth=5.0;
' z! N% G! w% N9 C; Cdoublectemp=4.0;
//float yy1[5000][1];
  `) S: ^; S+ }4 zfor( 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
# q9 A2 L, q+ C" j7 B8 s+ Q/ t}
# z, D* z1 T6 k4 O+ g' o//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
//pData->m_pResultBuf= (float) ppow10(ctemp,lngth); // float &- - - > overload a float value
+ W; L$ X8 A; M8 @' }3 [3 [" ipData->m_pResultBuf=(float) ppow10( (double) pData->m_pResultBuf,lngth); // float &- - - > overload a float value, (float) = overload
}
) U6 `% e% D! R" mreturnnPeriod-1;
}
}
return-1;
2 h( v; `' \7 P* b* E8 E}
1 k9 y* P+ e+ s1 A7 w3 ?//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
2 g' M' s/ ?: F  [& j//调用方法:
1 a! x; G  j  j! n* w1 Y% b//"FOXFUNC@MYMAVAR"(CLOSE-OPEN,5)
__declspec(dllexport)int WINAPI MYMAVAR(CALCINFO* pData)
% d2 r: `2 j2 B$ s( G- U2 {( N{
3 J2 E! k* h) n  Gif(pData->m_pfParam1&& pData->m_pfParam2 && //参数1,2有效
pData->m_nParam1Start>=0&& //参数1为序列数
pData->m_pfParam3==NULL)//有2个参数
6 J% H  k' H5 y{
; ~2 j  [5 b5 I# I+ E# X1 Econstfloat* pValue = pData->m_pfParam1; //参数1
; Z/ C; m/ N" F( i& L0 ?intnFirst = pData->m_nParam1Start; //有效值起始位
floatfParam = *pData->m_pfParam2; //参数2
  q& g4 I$ \. r8 aintnPeriod = (int)fParam;
: K* F  n. h6 r% _( Uif(nFirst >= 0 && nPeriod > 0 )
{
floatfTotal;
inti, j;
* Y- ^; [! n& o  xfor( i = nFirst+nPeriod-1; i < pData->m_nNumData; i++ )
{
fTotal= 0.0f;
$ b3 p  w1 g% g# }for( j=0; j < nPeriod; j++ ) //累加
6 p5 T3 w8 X( K0 W0 `- H, nfTotal+= pValue[i-j];
pData->m_pResultBuf= fTotal/nPeriod;//平均
$ Z+ R: q5 Z8 K$ ]: ^. W}
! G  @( _0 p3 C! ^( l* _returnnFirst+nPeriod-1;
}
}
' ^2 {. I( w: g7 [! Q7 ^7 [8 {( l8 Wreturn-1;
}
5 c5 E  |! `( }//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
/*
) r6 |7 \" _7 S0 E6 F$ L# v调用方法:
MA1:=MA(CLOSE,3);
  r8 [3 f3 z) V3 h2 X7 nMA2:=MA(CLOSE,6);
MA3:=MA(CLOSE,12);
MA4:=MA(CLOSE,24);
MYBBI:"FOXFUNC@MYBBI"(MA1, MA2, MA3, MA4, 4);
8 e7 d1 n9 P9 D*/
& M9 F9 e6 y3 s__declspec(dllexport)int WINAPI MYBBI(CALCINFO* pData)
3 y4 O$ o0 ^/ v{
& ?  `" a3 F. Z' Z* A9 _& uif( pData->m_pCalcParam[0].m_nParamStart >= 0 &&
7 ^& v, S) x3 V/ opData->m_pCalcParam[1].m_nParamStart>= 0 &&
pData->m_pCalcParam[2].m_nParamStart>= 0 &&
* G8 y" U  ~  w3 u/ c$ o4 s1 F* YpData->m_pCalcParam[3].m_nParamStart>= 0 ) //4个序列都含有效数值
9 A- f5 E3 C3 Q. T$ R2 c{
, F. `% P. w8 u& X) }/ _* ~4 W4 g//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
" t! Q! X7 W' l7 G4 c//若不知，则
/*
( C' H. @$ X. b7 M! D* X  JintnFirst = pData->m_pCalcParam[0].m_nParamStart;
if( nFirst < pData->m_pCalcParam[1].m_nParamStart )
+ w7 }4 L! p/ `, onFirst= pData->m_pCalcParam[1].m_nParamStart;
if( nFirst < pData->m_pCalcParam[2].m_nParamStart )
nFirst= pData->m_pCalcParam[2].m_nParamStart;
& m) a5 i8 `7 `7 Q6 Y% zif( nFirst < pData->m_pCalcParam[3].m_nParamStart )
nFirst= pData->m_pCalcParam[3].m_nParamStart;
*/
constfloat* pValue1 = pData->m_pCalcParam[0].m_pfParam;
constfloat* pValue2 = pData->m_pCalcParam[1].m_pfParam;
( N; p5 m% z+ U  Kconstfloat* pValue3 = pData->m_pCalcParam[2].m_pfParam;
; S4 }/ T& `, j" A: e% G9 |$ S( yconstfloat* pValue4 = pData->m_pCalcParam[3].m_pfParam;
constfloat* pValue5 = pData->m_pCalcParam[4].m_pfParam;
9 S1 x- d( v( I8 s0 e" O- Jconstfloat* pValue6 = pData->m_pCalcParam[5].m_pfParam;
1 M, n% L: q/ d/ ^//const float* pValue1 = pData->m_pfParam1;
//const float* pValue2 = pData->m_pfParam2;
//const float* pValue3 = pData->m_pfParam3;
$ \2 `  K$ k  H5 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
" D0 x, n5 d% j" x% U4 n  q( P2 jintnNum = (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
$ q$ v4 L: _/ hfor(int i = nFirst; i < pData->m_nNumData; i++ )
{
5 {. A! y) m1 |1 Z3 wpData->m_pResultBuf=
+ x! ~& v, L0 E' u- ~3 r5 d' T//(pValue1 + pValue2 + pValue3 )/nNum;
(pValue1+ pValue2 + pValue3 + pValue4+pValue5 + pValue6)/nNum;
; `, y- g0 l9 [: f% i/ @( a}
returnnFirst;
4 n' W! j" F% b: m5 @}
: r+ m$ z2 g$ x3 b  m4 l4 greturn-1;
}
- |! J  U3 n4 C! T
* E& c6 a; z! V5 n" s
7 r8 O9 k: J% u& ]7 @5 y$ w5 T$ }
& i2 ]* O3 E! h: @! l//////////////////////////////////////////////////////////////pow10.asm
% R* d5 B" A. V5 F5 ?;*******************************************************
% A5 ^& }: Y" Y" g;* *
( k% c0 F4 p) j. S: w# ~0 j/ p;* Delphi Run Library *
  h+ @1 a! o# a. };* *
;* Copyright (c) 1996,98 Inprise Corporation *
;*--------------------------------------------------------------------------
;* To compile "tasm32 /ml pow10.asm" *
  O. ]' c% Y. n0 B# {( t2 c;*--------------------------------------------------------------------------
;*******************************************************
" A% W: w1 R# M0 D3 c.386
;.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'
, Q( U% G9 K/ r1 u2 I# V;!!!!!11 important if .MODEL flat,c is not used , must use ;_TEXTSEGMENT WORD PUBLIC
% ?* V) n) d% @8 p% x;'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'
: d! f$ e  c  n2 r  m1 S;ppow10 PROTO,aVal:PTR REAL8, bVal:PTR REAL8
;includeE:\Vsource\masm32\INCLUDE\windows.inc
* C& u  `; N) q6 f) g& B;includeE:\Vsource\masm32\INCLUDE\user32.inc
;includeE:\Vsource\masm32\INCLUDE\kernel32.inc
PUBLICppow10
.CODE
8 v' Y6 @- V& _;DllEntryproc hInstance:HINSTANCE, reason:DWORD, reserved1:DWORD
;.if reason==DLL_PROCESS_ATTACH
;invoke MessageBox,NULL,addr LoadMsg,addr AppName,MB_OK
/ g  b6 ^3 }. G+ F# I. B;.elseif reason==DLL_PROCESS_DETACH
;invoke MessageBox,NULL,addr UnloadMsg,addr AppName,MB_OK
;.elseif reason==DLL_THREAD_ATTACH
( c# n/ l( D! x7 z;invoke MessageBox,NULL,addr ThreadCreated,addr AppName,MB_OK
3 y% o5 |( f" ^& l% c+ l( Q;.else ; DLL_THREAD_DETACH
;invoke MessageBox,NULL,addr ThreadDestroyed,addr AppName,MB_OK
  _! E9 n, d% A9 s0 L2 `  N- n;.endif
0 I4 w8 y1 v1 S& P;mov eax,TRUE
: A; q/ z' s  u;ret
;DllEntryEndp
;FUNCTION _Ppow10( double val, double pow: ) : Extended;
;_TEXTSEGMENT WORD PUBLIC 'CODE'
: @" i* U9 S* [4 P2 t: v;ppow10 PROC,aVal:PTR REAL8, bVal:PTR REAL8
5 ]. ^! m1 I+ @3 B% K;ppow10 PROC,aVal:* Qword, bVal:Qword
ppow10PROC near
XUEQU 8 ; for eip & ebp
XDEQU 0 ; for edi, esi, ebx, ecx, edx
fp_powerEQU QWORD PTR [ebp+XU+8]
fp_valEQU QWORD PTR [ebp+XU]
valEQU QWORD PTR [eBP-XD-8] ; USE STACK
powerEQU QWORD PTR [eBP-XD-16] ; USE STACK
pow10EQU QWORD PTR [eBP-XD-24] ; USE STACK
FPower10:
pushebp
movebp,esp
& i. p/ H- [+ R5 Z;push edi
2 Y2 J$ s" ~2 X1 d9 p;push esi
( f. ~7 J( H3 ]+ f( A( [;push eax
;push edx
subesp,24
FINIT
fldz
# L" l4 B9 G' R' k2 dfstval
fstpower
% d) w( W$ P* I: Lfstppow10
                 MOV    EAX,8                 MOV    EDX,8; fldpi
4 M& W: R6 W: Z5 T" Y              fld      fp_val   ;st(0)=val; fld aVal;st(0)=val
# q+ e& x- q; p+ F  W* C+ g! R, o) Zfstval
4 Q! |6 h+ u, I2 A;fld Arg2 ;st(0)=power
;fstp power
;fld val ;st(0)=val
;fmul val ;st(0)=val*val
) b; Z- D6 |& Q, I' K/ U;fmul val ;st(0)=val*va*val
! y8 z5 G! I6 [6 _& b& Z) Y3 f' Q;fadd st,st(0)
;fmul qword ptr [ebp+16] ;st(0)=power
, z2 e6 T9 b0 K$ u% O6 C+ Q2 m;fadd st,st(0)
;fwait
addesp,24
; q. i$ H; e) n! E6 v;pop edx
;pop eax
;pop esi
;pop edi
3 R8 \& T- G" p7 |# h! \movesp,ebp
4 W3 l+ O3 `/ D* ?0 apopebp
;leave ; @@@@@@ important don't use leave in vc++ 2010
RET;return value = st(0)
ppow10ENDP
0 j. a- @, C, g: V;_TEXTENDS
END
8 A# d: m# u9 Y8 ?;END DllEntry