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

ycng

//////////////////////////////////////////////////////////foxfunc.cpp
6 z6 Z$ {+ q. `' M6 N/ S8 ~
' V( |( F7 q4 p! h//FoxFunc.cpp : Defines the entry point for the DLL application.
//
9 L1 L0 _& j2 _! R  C2 x#include<string.h>
#include<stdio.h>
! S8 E8 |$ s- Y* [#include<io.h>
#include<math.h>
/ ~/ ]4 _1 W! A' l7 F#include<iostream>
! u0 L! C: T( m: [7 c% m#include"stdafx.h"
' k* O8 Z# t6 v  b8 Z7 [; X#include"FoxFunc.h"
usingnamespace std;
BOOLAPIENTRY DllMain( HANDLE hModule,
; m: i- X. L& N" ADWORDul_reason_for_call,
; V/ l5 |/ P) s5 ELPVOIDlpReserved
)
; ^4 h  N+ J$ Z# ~" r# x7 a{
switch(ul_reason_for_call)
{
caseDLL_PROCESS_ATTACH:
0 \$ `" d2 J1 S3 p- w% T. ]caseDLL_THREAD_ATTACH:
5 T( l& ?' C- V- h$ Y& HcaseDLL_THREAD_DETACH:
caseDLL_PROCESS_DETACH:
4 I1 R. N4 Q3 p. C# |9 Abreak;
}
/ ]. ^. p0 a! I1 g7 m1 _returnTRUE;
' X  p( z* C2 X9 L8 B}
' v6 r4 l3 c, e* [2 A3 E//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)
" z/ M5 l1 {* u4 r9 V8 h' y/*
2 J( ^2 ^$ d: ]* l0 b! J//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
9 P9 r* R! J% \& U*/
extern"C" double __cdecl ppow10(double ,double );
' w: Q/ v3 r7 C' K0 Y+ H, g//double ppow10(double ,double );
//call pow10() by __cdecl
//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
& X: R1 a" p7 T" @//!!!!!!!! use "C" for Microsoft visual C++ compiler
" F5 P; ~: I9 ?) j//!!!!!!!! use "C" for Microsoft visual C++ compiler
5 f( P6 `" G. Q# [__declspec(dllexport)int WINAPI MYMACLOSE(CALCINFO* pData)
{
if( // pData->m_pfParam1 && //参数1有效
//pData->m_nParam1Start<0 && //参数1为常数
4 h4 J7 B  v- U! Y//pData->m_pfParam2==NULL ) //仅有一个参数
( t6 m0 W$ b% e' Z//pData->m_pfParam1 && pData->m_pfParam2 &&pData->m_pfParam3 && pData->m_pfParam4
//&& pData->m_pfParam5 && pData->m_pfParam6 &&pData->m_nParam1Start>=0 &&
6 |. v) `! ^6 u! G( m) l//pData->m_pfParam7==NULL)
//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
+ ~5 ^& _# t' A! M2 a$ ~/ j' s7 T# J&&pData->m_pCalcParam[2].m_nParamStart>=0)
{
floatfParam = *pData->m_pfParam4; //pointer ,pData->m_pCalcParam[3].m_nParamStart >= 0
3 X; R5 [7 s8 _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
- M% N' _8 K- L5 y6 Lconstfloat* cpParam3 =pData->m_pCalcParam[2].m_pfParam; // cpParam =pointer to
constfloat* cpParam4 =pData->m_pCalcParam[3].m_pfParam; // cpParam =pointer to
- K  Z# s( I. Z//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
5 t6 k5 |$ N$ ]4 S5 _//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;
//const float* pValue5 = pData->m_pCalcParam[4].m_pfParam;
0 @. ~) @, n6 X: H! m4 i; }0 u7 x! dif(nPeriod>0)
{
floatfTotal;
1 C+ h6 G3 K1 c6 p) {( F& ninti, j;
" N5 g  }: J  T+ C3 @intndata = pData->m_nNumData;
//float yy[5000][1];
- V  W5 |  m  l' @) D7 t- f$ Jfor( 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 c) @$ r+ ]0 k# {+ B8 {8 H{
# j( t  F9 {7 r! Q0 kfTotal= 0.0f;
doublelngth=5.0;
) D4 U- Q1 F- w) J$ n, n  z/ wdoublectemp=4.0;
//float yy1[5000][1];
6 u% O+ X$ {2 C: p, U2 D! N$ O+ Gfor( j = 0; j < nPeriod; j++ ) //累加
  x' }: W, O+ |/ Y4 F2 A+ M{
0 h+ J, o7 m7 N' Q/ jfTotal= 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;
8 e% O$ p, F3 A1 {8 N$ e* G6 IpData->m_pResultBuf= fTotal*1.03; //平均
! O0 k, `8 K1 s3 [/ ^//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
/ k5 n' U; ~8 w# j# \0 k( wpData->m_pResultBuf=(float) ppow10( (double) pData->m_pResultBuf,lngth); // float &- - - > overload a float value, (float) = overload
8 J& b8 d5 t1 c$ g& o* S" T}
returnnPeriod-1;
}
  ^  U5 S8 i) ?}
+ }1 ~% V4 ], u6 Greturn-1;
3 f4 j: X/ }; z# J' R9 M# V) Q}
//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
0 a  }5 p1 r( m) h5 S, L7 E//调用方法:
//"FOXFUNC@MYMAVAR"(CLOSE-OPEN,5)
0 T. O1 m- \* x$ a& |' o__declspec(dllexport)int WINAPI MYMAVAR(CALCINFO* pData)
7 V3 G% i; W' s; y/ H: E0 y6 j+ t/ ]& n{
if(pData->m_pfParam1&& pData->m_pfParam2 && //参数1,2有效
0 h7 E3 I: {" z5 y5 z0 epData->m_nParam1Start>=0&& //参数1为序列数
pData->m_pfParam3==NULL)//有2个参数
{
constfloat* pValue = pData->m_pfParam1; //参数1
: {+ C3 _& D/ r; v/ [intnFirst = pData->m_nParam1Start; //有效值起始位
floatfParam = *pData->m_pfParam2; //参数2
3 I5 r) z- Y8 k7 b' ?intnPeriod = (int)fParam;
if(nFirst >= 0 && nPeriod > 0 )
{
floatfTotal;
inti, j;
for( i = nFirst+nPeriod-1; i < pData->m_nNumData; i++ )
{
fTotal= 0.0f;
5 B7 Z8 [/ W, R0 c3 J* Dfor( j=0; j < nPeriod; j++ ) //累加
fTotal+= pValue[i-j];
( F7 \: u/ Q/ ^6 `% KpData->m_pResultBuf= fTotal/nPeriod;//平均
}
returnnFirst+nPeriod-1;
}
. F! m- D; D# h, R}
, F% ^( u- c" r, a' e' t' I* Ureturn-1;
5 E. r, T$ p' v, M# b; q}
//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
; I' }$ h6 D8 s5 S* T$ @  d/*
5 M6 B' `9 f! H6 b, {调用方法:
" t# H$ E( B! W& N  a5 Z) O8 a1 RMA1:=MA(CLOSE,3);
, I! W' v4 B. a7 W( H# r3 E; DMA2:=MA(CLOSE,6);
+ E1 v2 H. H% k3 s1 @$ ^- k5 g. pMA3:=MA(CLOSE,12);
MA4:=MA(CLOSE,24);
MYBBI:"FOXFUNC@MYBBI"(MA1, MA2, MA3, MA4, 4);
* P$ p/ \% [0 J0 Z9 ^# l*/
  ^' c( y1 O' S) ^$ C' z( ^( ]__declspec(dllexport)int WINAPI MYBBI(CALCINFO* pData)
{
# ?0 w$ g* b6 t; H) V! Oif( pData->m_pCalcParam[0].m_nParamStart >= 0 &&
pData->m_pCalcParam[1].m_nParamStart>= 0 &&
$ J# X2 f1 w6 \* HpData->m_pCalcParam[2].m_nParamStart>= 0 &&
pData->m_pCalcParam[3].m_nParamStart>= 0 ) //4个序列都含有效数值
  A2 R6 g9 J7 z9 [{
//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
; U$ i7 D( h9 W  O6 w//若不知，则
/*
' i; u+ [( ]/ a' RintnFirst = pData->m_pCalcParam[0].m_nParamStart;
if( nFirst < pData->m_pCalcParam[1].m_nParamStart )
nFirst= pData->m_pCalcParam[1].m_nParamStart;
if( nFirst < pData->m_pCalcParam[2].m_nParamStart )
nFirst= pData->m_pCalcParam[2].m_nParamStart;
7 t4 H+ U- Q: v$ T* y; Wif( nFirst < pData->m_pCalcParam[3].m_nParamStart )
, |0 h0 M, G6 i" u8 e0 inFirst= pData->m_pCalcParam[3].m_nParamStart;
*/
constfloat* pValue1 = pData->m_pCalcParam[0].m_pfParam;
* W+ `5 g6 p: a2 `# M3 }constfloat* pValue2 = pData->m_pCalcParam[1].m_pfParam;
constfloat* pValue3 = pData->m_pCalcParam[2].m_pfParam;
constfloat* pValue4 = pData->m_pCalcParam[3].m_pfParam;
8 O/ ]& ?9 v) g; L8 E- Q. Z- ~constfloat* pValue5 = pData->m_pCalcParam[4].m_pfParam;
constfloat* pValue6 = pData->m_pCalcParam[5].m_pfParam;
//const float* pValue1 = pData->m_pfParam1;
7 C+ v9 N, w: }//const float* pValue2 = pData->m_pfParam2;
% Y9 R1 \( R5 I0 T+ n//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
" N" O  y6 \1 Z# K# z6 a9 aintnNum = (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
. [& {& J4 \( l& x/ \8 Vfor(int i = nFirst; i < pData->m_nNumData; i++ )
{
( c$ m$ {' n: i: @7 f( ?; |$ {pData->m_pResultBuf=
; }2 T1 B0 q) F' [( M- R) h7 R//(pValue1 + pValue2 + pValue3 )/nNum;
! B4 e+ T- H5 \) i. g7 {(pValue1+ pValue2 + pValue3 + pValue4+pValue5 + pValue6)/nNum;
}
returnnFirst;
( m. l/ D' Z5 ^$ V. b# L; ], E}
return-1;
}
9 Y3 V: ~' X# s
& x% c  ^* y2 v* T7 t

//////////////////////////////////////////////////////////////pow10.asm
;*******************************************************
;* *
;* Delphi Run Library *
;* *
;* Copyright (c) 1996,98 Inprise Corporation *
;*--------------------------------------------------------------------------
* n% E7 {2 M2 c  g1 i  O$ ^;* To compile "tasm32 /ml pow10.asm" *
0 ?; }" h& C/ D4 X;*--------------------------------------------------------------------------
;*******************************************************
, K. f! Z7 s; _  c3 _3 P1 l7 O.386
;.MODEL flat,c (error must be in segement block must have segment
' j4 i) S4 s! O' q6 p4 q# N- |;!!!!!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'
.MODELflat,c ; just use .code, no need for segment,!!!!!11 important if',c' is used , must use 'public ppow10, and 'ppow10 proc'
# v6 n5 x2 g' h6 P! b' j;ppow10 PROTO,aVal:PTR REAL8, bVal:PTR REAL8
;includeE:\Vsource\masm32\INCLUDE\windows.inc
& |4 R4 g) ?! M+ d( V4 E/ r;includeE:\Vsource\masm32\INCLUDE\user32.inc
;includeE:\Vsource\masm32\INCLUDE\kernel32.inc
! Q/ E0 D! F$ q# T4 WPUBLICppow10
.CODE
. F3 ~( o+ l# r2 I& z" v$ t;DllEntryproc hInstance:HINSTANCE, reason:DWORD, reserved1:DWORD
;.if reason==DLL_PROCESS_ATTACH
0 |% T7 u3 n" G/ w5 ^) v;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
- k7 ~, {& M) n: I- F) ~;.else ; DLL_THREAD_DETACH
2 i* a3 U0 P1 C# M% S;invoke MessageBox,NULL,addr ThreadDestroyed,addr AppName,MB_OK
;.endif
8 ?4 j" `  g$ ?;mov eax,TRUE
( \8 {6 M+ E) j0 T;ret
0 W5 b! x1 q& E' K5 w. a;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
6 _" p+ a- w* @  q4 hppow10PROC near
XUEQU 8 ; for eip & ebp
XDEQU 0 ; for edi, esi, ebx, ecx, edx
1 m: b! Q. }+ s' n$ g. Lfp_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
& O+ w( z1 B8 H$ S5 jpow10EQU QWORD PTR [eBP-XD-24] ; USE STACK
4 P: ^4 E3 D% a2 c, t  oFPower10:
pushebp
# x( b# _- h  l9 J" C+ Kmovebp,esp
( U; a" r# J, b# C4 m;push edi
2 u% `% L1 P- X% \;push esi
* h. ?: f; }7 u6 s& x5 f. E;push eax
0 K* P- O" h1 d;push edx
subesp,24
FINIT
6 I3 l; |4 w4 }7 M3 w  Ifldz
5 j3 S5 b+ i' B7 ?( C) m: A* C. Cfstval
fstpower
3 R7 F9 `' {8 C) X0 r5 u# B6 Lfstppow10
* R. D! e. A# L) @                 MOV    EAX,8                 MOV    EDX,8; fldpi
              fld      fp_val   ;st(0)=val; fld aVal;st(0)=val
) T$ {; U4 D1 b" Z( l+ @, Q% E8 jfstval
;fld Arg2 ;st(0)=power
;fstp power
;fld val ;st(0)=val
( i  X, ^2 ~. T' R;fmul val ;st(0)=val*val
;fmul val ;st(0)=val*va*val
8 O% i7 E( @! M) u" };fadd st,st(0)
;fmul qword ptr [ebp+16] ;st(0)=power
; _3 }' M+ R5 m+ J9 T;fadd st,st(0)
;fwait
addesp,24
;pop edx
;pop eax
3 G* T2 _6 _& O: f! F0 H5 W;pop esi
, q' T" W& v# f0 Y;pop edi
' L$ m9 z3 D- j3 Zmovesp,ebp
7 H/ ~1 |7 M$ |% ?" S; A  X( }popebp
  H" o% P6 F+ ]; @;leave ; @@@@@@ important don't use leave in vc++ 2010
RET;return value = st(0)
$ c* i0 H3 s4 C) {, A7 \ppow10ENDP
; b1 t2 l( ~7 n( n;_TEXTENDS
  N: S6 _; l& m. V/ U5 gEND
;END DllEntry