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

ycng

//////////////////////////////////////////////////////////foxfunc.cpp
$ a' ]; ~: K% K# B& j
8 L7 A, Q) {- l//FoxFunc.cpp : Defines the entry point for the DLL application.
//
#include<string.h>
#include<stdio.h>
#include<io.h>
) e  K+ ?2 c% a$ C$ V0 V0 n2 s#include<math.h>
) e" c$ o- e7 k. j#include<iostream>
#include"stdafx.h"
  d: s) t9 n5 S, Q$ h" T- F& N4 e#include"FoxFunc.h"
" w, Q+ v& Y1 Dusingnamespace std;
6 y, @7 l; r1 A5 gBOOLAPIENTRY DllMain( HANDLE hModule,
; w% b0 c5 y! p! J$ ~# B- {; o+ UDWORDul_reason_for_call,
LPVOIDlpReserved
2 O$ V. a( a, y/ V( @)
{
switch(ul_reason_for_call)
+ z) x: {8 f0 }3 i) m/ W{
caseDLL_PROCESS_ATTACH:
caseDLL_THREAD_ATTACH:
caseDLL_THREAD_DETACH:
caseDLL_PROCESS_DETACH:
+ w1 J6 d9 ~" F2 O2 L! a- d3 Ibreak;
- Q" ~! Z! X5 M3 u}
/ C( z8 s. e. S5 ~/ SreturnTRUE;
, D; Y  s" I4 f! L}
//计算收盘价的均价,一个常数参数,表示计算周期
/ q# O- _, p" w//调用方法:
' Z  W. k3 H! M3 P//"FOXFUNC@MYMACLOSE"(5)
/*
//extern "C" double __cdecl ppow10(double ctemp,doublelength); - - - > wrong, extern "C" is to declare pow10coming from a .dll or .lib
- @+ {! q: x* I: a8 l//extern "C" double ppow10(double ctemp,double length); - - -> both are the same
3 q, W9 N5 _" v/ j% ~: e*/
extern"C" double __cdecl ppow10(double ,double );
//double ppow10(double ,double );
4 M" H' {( ?4 v8 b+ l& f//call pow10() by __cdecl
1 I  w% e& E( W. U4 b6 j  _0 t  l4 O3 I//!!!!!!!! use "C" for Microsoft visual C++ compiler
- P$ u4 W) i) e7 O! w& }! S# t* z" R( w//!!!!!!!! use "C" for Microsoft visual C++ compiler
! I. ~$ C8 M6 H6 q" Q//!!!!!!!! use "C" for Microsoft visual C++ compiler
: @" d! i8 N7 g( l: p//!!!!!!!! use "C" for Microsoft visual C++ compiler
, W4 o2 n- J- S- L//!!!!!!!! use "C" for Microsoft visual C++ compiler
__declspec(dllexport)int WINAPI MYMACLOSE(CALCINFO* pData)
{
: k) ~7 E! ?- W" hif( // pData->m_pfParam1 && //参数1有效
//pData->m_nParam1Start<0 && //参数1为常数
6 Q7 g- k- i2 V//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 &&
* O% ]# f2 J1 ]& T//pData->m_pfParam7==NULL)
/ H7 |" s7 V& W6 R# P7 }//pData->m_pfParam1 && pData->m_pfParam2 &&pData->m_pfParam3 && pData->m_nParam1Start>=0 &&
& T4 O6 t, M5 Q- FpData->m_pCalcParam[0].m_nParamStart>=0&& pData->m_pCalcParam[1].m_nParamStart>=0
&&pData->m_pCalcParam[2].m_nParamStart>=0)
{
; s9 u9 N6 m/ Y! }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
- @1 c  p2 F2 r$ Q% D: g1 _8 rconstfloat* cpParam4 =pData->m_pCalcParam[3].m_pfParam; // cpParam =pointer to
//const float* cpParam5 =pData->m_pCalcParam[4].m_pfParam; //cpParam = pointer to
3 ]1 {( U! H- H; I//in foxtraderoooq:"MYFUNC2010@MYMACLOSE"(c,c,c,6),colorffffff,linethick5;// cpParam5 =pData->m_pCalcParam[4].m_pfParam
, f& v/ F" A, P//pData->m_pCalcParam[5].m_fParam); //value
//const float* pValue1 = pData->m_pCalcParam[0].m_pfParam;
# n- i6 n: O2 A% S  |//const float* pValue2 = pData->m_pCalcParam[1].m_pfParam;
) J% T  v( P3 j# \; R, z//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;
, d1 Y) h6 H/ {9 ^$ hif(nPeriod>0)
{
# b: O$ K1 n/ UfloatfTotal;
inti, j;
intndata = pData->m_nNumData;
% W" ^. E6 y8 b" B//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
{
5 a. ~' C* T7 [1 d' [3 ~fTotal= 0.0f;
( r; S- T7 U4 [3 idoublelngth=5.0;
( K: b- h; `6 X  r3 ~  ~doublectemp=4.0;
: w( @3 L1 S/ _" o! @/ M! D/ q//float yy1[5000][1];
for( j = 0; j < nPeriod; j++ ) //累加
2 S9 E) E1 t0 L) @# w{
fTotal= pData->m_pData.m_fClose; // @@@@@@@ vc++ 2010 cl.exe 使pData->m_pData[i-j].m_fClose错误
}
8 a4 U3 V8 r4 j( N//pData->m_pResultBuf = fTotal*1.03; //平均
$ m/ U8 F$ y" \) t7 g$ O0 ^fTotal= cpParam3;
pData->m_pResultBuf= fTotal*1.03; //平均
  h& o& N7 E' L; F' x, ?//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
pData->m_pResultBuf=(float) ppow10( (double) pData->m_pResultBuf,lngth); // float &- - - > overload a float value, (float) = overload
2 D1 X$ V6 x1 ]% P, ]' H}
returnnPeriod-1;
}
}
* g7 Q" E  {% S7 Freturn-1;
  Z$ o1 W; l2 B3 Y; G0 `& B}
( x0 d( k! i2 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:
, \, D* p+ a/ ^# ~//"FOXFUNC@MYMAVAR"(CLOSE-OPEN,5)
__declspec(dllexport)int WINAPI MYMAVAR(CALCINFO* pData)
{
if(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
/ B$ c% [8 S9 J{
0 V$ a  B% n, X' l" Hconstfloat* pValue = pData->m_pfParam1; //参数1
. D4 ]8 Y# m! {( V, Z$ NintnFirst = pData->m_nParam1Start; //有效值起始位
$ v. n6 P2 a9 Q/ mfloatfParam = *pData->m_pfParam2; //参数2
intnPeriod = (int)fParam;
if(nFirst >= 0 && nPeriod > 0 )
/ I! D3 D% b$ q5 g  g{
floatfTotal;
9 [- ?6 U* J3 t6 Pinti, j;
$ n" @( i& q; n. Pfor( i = nFirst+nPeriod-1; i < pData->m_nNumData; i++ )
8 `% k4 D: _' o, B: Y{
+ ^) T, J: f+ o( v% B- S. ?fTotal= 0.0f;
for( j=0; j < nPeriod; j++ ) //累加
# F/ G" {& m$ o3 a$ }5 ]" ]6 wfTotal+= pValue[i-j];
pData->m_pResultBuf= fTotal/nPeriod;//平均
}
4 R3 f& q' v. O; [5 kreturnnFirst+nPeriod-1;
* [" s' G' C8 L}
}
1 ^  C2 \  Q  zreturn-1;
}
//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
/*
调用方法:
MA1:=MA(CLOSE,3);
MA2:=MA(CLOSE,6);
MA3:=MA(CLOSE,12);
. g  F5 V0 b1 A1 Z8 E6 B) pMA4:=MA(CLOSE,24);
MYBBI:"FOXFUNC@MYBBI"(MA1, MA2, MA3, MA4, 4);
* A- k  Q$ b' K# a8 V! O$ G*/
4 p$ F; t% V. @__declspec(dllexport)int WINAPI MYBBI(CALCINFO* pData)
{
if( pData->m_pCalcParam[0].m_nParamStart >= 0 &&
pData->m_pCalcParam[1].m_nParamStart>= 0 &&
pData->m_pCalcParam[2].m_nParamStart>= 0 &&
. C/ n8 O; V6 P- V6 ]; JpData->m_pCalcParam[3].m_nParamStart>= 0 ) //4个序列都含有效数值
4 b+ z) s4 t6 v; t% u" i: L{
//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
+ ?7 P* [0 W/ i+ x/ U//若不知，则
* w' J2 S( e0 i* G1 V, W/*
" X( [+ M8 t9 H6 jintnFirst = pData->m_pCalcParam[0].m_nParamStart;
$ h' O9 S+ u4 Xif( nFirst < pData->m_pCalcParam[1].m_nParamStart )
nFirst= pData->m_pCalcParam[1].m_nParamStart;
7 o2 x6 U3 p; g) h+ d0 _if( nFirst < pData->m_pCalcParam[2].m_nParamStart )
nFirst= pData->m_pCalcParam[2].m_nParamStart;
if( nFirst < pData->m_pCalcParam[3].m_nParamStart )
nFirst= pData->m_pCalcParam[3].m_nParamStart;
4 ]2 d+ v( W! V/ l; F*/
5 Z1 H4 b3 y% P; c+ V6 }3 e- ]4 l2 vconstfloat* pValue1 = pData->m_pCalcParam[0].m_pfParam;
constfloat* pValue2 = pData->m_pCalcParam[1].m_pfParam;
constfloat* pValue3 = pData->m_pCalcParam[2].m_pfParam;
- d" ^# c: S+ P" L" pconstfloat* pValue4 = pData->m_pCalcParam[3].m_pfParam;
constfloat* pValue5 = pData->m_pCalcParam[4].m_pfParam;
constfloat* pValue6 = pData->m_pCalcParam[5].m_pfParam;
8 Q, B5 y5 C) m" c% G$ O//const float* pValue1 = pData->m_pfParam1;
5 o) G/ C4 M/ Q( X& K+ G- ?//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
- t7 z; @3 l, x" S% vfor(int i = nFirst; i < pData->m_nNumData; i++ )
{
% z$ Y* p/ k6 t; Z' tpData->m_pResultBuf=
//(pValue1 + pValue2 + pValue3 )/nNum;
3 a  p; q% D7 g$ w# z' }(pValue1+ pValue2 + pValue3 + pValue4+pValue5 + pValue6)/nNum;
}
returnnFirst;
}
return-1;
}

% S1 [! `! W$ x9 y% L
; ?: H7 K+ o- T+ S$ Y6 ~6 {
//////////////////////////////////////////////////////////////pow10.asm
;*******************************************************
  M* |4 E! \- L" I4 [- t* l;* *
2 T5 Y0 r5 \+ E1 C, h;* Delphi Run Library *
, y& U0 M" C; C0 y' |;* *
;* Copyright (c) 1996,98 Inprise Corporation *
) P' Y. I$ ^" n& N. g6 o# J1 I;*--------------------------------------------------------------------------
;* To compile "tasm32 /ml pow10.asm" *
/ z5 S" g5 R& M) H' Q; [' |1 M;*--------------------------------------------------------------------------
;*******************************************************
$ U0 n7 i6 r* v.386
8 J& R) B/ Y+ a$ a;.MODEL flat,c (error must be in segement block must have segment
1 A1 Q* @( x+ S;!!!!!11 important if ',c' is not used , must use 'public _ppow10, and'_ppow10 proc'
: L7 ?2 f+ E, b' Y- K0 w3 d1 M3 Z% Q;!!!!!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'
: E, Z2 D* B1 g8 x: `.MODELflat,c ; just use .code, no need for segment,!!!!!11 important if',c' is used , must use 'public ppow10, and 'ppow10 proc'
8 g. t* a% \$ b, X+ L;ppow10 PROTO,aVal:PTR REAL8, bVal:PTR REAL8
;includeE:\Vsource\masm32\INCLUDE\windows.inc
;includeE:\Vsource\masm32\INCLUDE\user32.inc
;includeE:\Vsource\masm32\INCLUDE\kernel32.inc
PUBLICppow10
0 R& Q, T& k% ~  e3 I.CODE
;DllEntryproc hInstance:HINSTANCE, reason:DWORD, reserved1:DWORD
;.if reason==DLL_PROCESS_ATTACH
;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
; o( H+ x$ Z& F4 L& ?;invoke MessageBox,NULL,addr ThreadCreated,addr AppName,MB_OK
% ?  q, O/ B. m+ o) |;.else ; DLL_THREAD_DETACH
( ?: W# v7 ?2 t& O, u;invoke MessageBox,NULL,addr ThreadDestroyed,addr AppName,MB_OK
6 M8 P: v: l, J. h+ h  n;.endif
* Z$ f6 c7 t5 `# A7 ]$ A8 }( y! I0 ];mov eax,TRUE
/ O4 N( L# ^6 c4 e% t;ret
6 W. B6 J% Z  D  h5 v0 w) f;DllEntryEndp
;FUNCTION _Ppow10( double val, double pow: ) : Extended;
;_TEXTSEGMENT WORD PUBLIC 'CODE'
;ppow10 PROC,aVal:PTR REAL8, bVal:PTR REAL8
;ppow10 PROC,aVal:* Qword, bVal:Qword
3 N' \$ K% Y0 B5 g$ w2 n" sppow10PROC near
XUEQU 8 ; for eip & ebp
" Y9 z( d4 B) g$ ?; h$ ^) sXDEQU 0 ; for edi, esi, ebx, ecx, edx
fp_powerEQU QWORD PTR [ebp+XU+8]
fp_valEQU QWORD PTR [ebp+XU]
' X' g6 x' n8 [/ {/ ^valEQU QWORD PTR [eBP-XD-8] ; USE STACK
powerEQU QWORD PTR [eBP-XD-16] ; USE STACK
% J  H" _: z- r$ _9 D2 M7 xpow10EQU QWORD PTR [eBP-XD-24] ; USE STACK
FPower10:
pushebp
7 _+ x+ I) o1 g9 k; {& ]movebp,esp
;push edi
;push esi
8 d( p1 L4 z6 p/ j- ?) f% c;push eax
' u/ v- K- }: f! o1 [1 }0 J;push edx
8 n# a1 [3 Y: U& Ysubesp,24
* C- G5 }0 x; F0 M9 _3 X" f+ }  GFINIT
fldz
fstval
: t; u* B5 n8 C: kfstpower
& k3 z, ~/ j; i% s, i/ x8 Y2 `fstppow10
                 MOV    EAX,8                 MOV    EDX,8; fldpi
% `! C6 E' {- h( S7 _              fld      fp_val   ;st(0)=val; fld aVal;st(0)=val
fstval
;fld Arg2 ;st(0)=power
& q- F4 P! Y- m  ]0 {8 x8 A! k/ `2 S;fstp power
;fld val ;st(0)=val
;fmul val ;st(0)=val*val
, K+ p' R2 ^2 i0 r;fmul val ;st(0)=val*va*val
9 i7 P  K( G4 l8 Q$ |3 W5 O;fadd st,st(0)
;fmul qword ptr [ebp+16] ;st(0)=power
" L4 c# }: z" k4 k4 u4 l;fadd st,st(0)
;fwait
addesp,24
;pop edx
;pop eax
& i0 E  i2 X7 ~$ J5 Q;pop esi
! l. I% r; t6 z; A) V- X;pop edi
# Y; J+ `9 {- R7 Vmovesp,ebp
% t, F+ O+ t! d$ o. t. Rpopebp
;leave ; @@@@@@ important don't use leave in vc++ 2010
' h7 M+ e' T( n7 A* aRET;return value = st(0)
ppow10ENDP
;_TEXTENDS
- y6 V0 a# k6 b" e! `9 PEND
( s9 b% R2 Q2 C, F;END DllEntry