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

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//////////////////////////////////////////////////////////foxfunc.cpp

) x+ p( e  k' |+ e% O% C1 @//FoxFunc.cpp : Defines the entry point for the DLL application.
: D% a& O9 r8 ?7 {8 B4 O//
- H. U$ i  H- {. {6 b0 `$ f# I#include<string.h>
6 d* A& c# j7 X8 l#include<stdio.h>
& j" X- m& q9 A+ z/ a8 {#include<io.h>
#include<math.h>
2 T6 m" H7 l3 ^4 u1 ?: U. D#include<iostream>
5 W9 Y7 S# C, ~* f  O4 `#include"stdafx.h"
#include"FoxFunc.h"
, D# j6 f8 c% q9 W, n4 Wusingnamespace std;
8 n* M5 D) {+ W  s) xBOOLAPIENTRY DllMain( HANDLE hModule,
/ s  y& W  }! i  KDWORDul_reason_for_call,
LPVOIDlpReserved
, Z+ O% L+ X2 g: W9 @. F)
{
switch(ul_reason_for_call)
+ w2 y8 y, I7 g* t1 }! m! Y{
3 i1 x5 c/ E9 @0 A( EcaseDLL_PROCESS_ATTACH:
: J" B; g3 |- l7 kcaseDLL_THREAD_ATTACH:
caseDLL_THREAD_DETACH:
! P  t# R! j+ H- y) hcaseDLL_PROCESS_DETACH:
  ^' L+ E" V1 T5 a+ h2 _4 E2 b3 Zbreak;
}
returnTRUE;
3 t9 ~% ^# Q5 Q) L6 e. v}
" y- W- d& W* L8 v//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)
( P4 F! \1 @6 @% e8 c  h: Z# x/*
//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
" I  a( O3 n9 U% `*/
extern"C" double __cdecl ppow10(double ,double );
//double ppow10(double ,double );
: q, o- }2 N% q. z( q3 \//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
//!!!!!!!! use "C" for Microsoft visual C++ compiler
# R4 c2 @( V- ~* j1 z0 M- o8 K//!!!!!!!! use "C" for Microsoft visual C++ compiler
__declspec(dllexport)int WINAPI MYMACLOSE(CALCINFO* pData)
{
1 `+ B# k* w- fif( // pData->m_pfParam1 && //参数1有效
//pData->m_nParam1Start<0 && //参数1为常数
, }) K! d$ @9 g6 D$ n+ ?//pData->m_pfParam2==NULL ) //仅有一个参数
//pData->m_pfParam1 && pData->m_pfParam2 &&pData->m_pfParam3 && pData->m_pfParam4
6 _$ T' Q9 g6 g9 i% f//&& pData->m_pfParam5 && pData->m_pfParam6 &&pData->m_nParam1Start>=0 &&
//pData->m_pfParam7==NULL)
3 V/ G8 k. S+ p* H: q' V! U//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
' x. m6 `  t8 }7 d6 t3 o5 c! r&&pData->m_pCalcParam[2].m_nParamStart>=0)
/ f6 Y2 O* s, }3 A{
  _( `  }. [& R0 f' u2 D  C2 zfloatfParam = *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
constfloat* cpParam4 =pData->m_pCalcParam[3].m_pfParam; // cpParam =pointer to
//const float* cpParam5 =pData->m_pCalcParam[4].m_pfParam; //cpParam = pointer to
0 c7 |; S' x; K  G//in foxtraderoooq:"MYFUNC2010@MYMACLOSE"(c,c,c,6),colorffffff,linethick5;// cpParam5 =pData->m_pCalcParam[4].m_pfParam
$ _1 \  [' e5 b: w  s$ {$ |//pData->m_pCalcParam[5].m_fParam); //value
1 R# Z, I' k* Y, p7 [//const float* pValue1 = pData->m_pCalcParam[0].m_pfParam;
//const float* pValue2 = pData->m_pCalcParam[1].m_pfParam;
( y* T/ P/ Z/ f- }# x//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;
, ?1 Z% S' z) d$ cif(nPeriod>0)
{
floatfTotal;
inti, j;
intndata = pData->m_nNumData;
$ y. U7 d+ H. b6 V( r# \* V//float yy[5000][1];
" m- s: H# \" gfor( 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 |3 I% c3 p4 n) P{
fTotal= 0.0f;
0 Y9 }, ?' U4 W0 wdoublelngth=5.0;
doublectemp=4.0;
7 _( |0 f& s- T; G! \6 o//float yy1[5000][1];
for( j = 0; j < nPeriod; j++ ) //累加
{
" N5 ]  w( o( ~  c9 f( O) bfTotal= pData->m_pData.m_fClose; // @@@@@@@ vc++ 2010 cl.exe 使pData->m_pData[i-j].m_fClose错误
; l, l$ {8 Z  g9 A3 ?  W. i}
//pData->m_pResultBuf = fTotal*1.03; //平均
* }( |& Y) A: p- D  p, WfTotal= cpParam3;
pData->m_pResultBuf= fTotal*1.03; //平均
. T) j7 [. f, t) K//ctemp = (double) pData->m_pResultBuf; // double & - - - >overload a float value , double * - - - > overload a pointer todouble
1 ]2 |) B& M2 V& g3 p$ J//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
}
returnnPeriod-1;
}
. f+ K* J, S: s$ o3 e( @2 D}
return-1;
$ |2 f; F* s1 G( ]0 j}
//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)
__declspec(dllexport)int WINAPI MYMAVAR(CALCINFO* pData)
{
if(pData->m_pfParam1&& pData->m_pfParam2 && //参数1,2有效
2 y8 L6 T( Y. ?pData->m_nParam1Start>=0&& //参数1为序列数
5 M2 K) B( n6 Y% DpData->m_pfParam3==NULL)//有2个参数
{
# ]( g2 V" s: Iconstfloat* pValue = pData->m_pfParam1; //参数1
intnFirst = pData->m_nParam1Start; //有效值起始位
) f  D+ ?# ?4 R! Z- WfloatfParam = *pData->m_pfParam2; //参数2
5 x1 k6 o/ M* w! D( Y' ~6 E6 V* NintnPeriod = (int)fParam;
. m2 i) P3 }* `- F  w; Rif(nFirst >= 0 && nPeriod > 0 )
2 I9 L. T( ]. T{
* b3 {, [3 [2 ~* ^1 p+ A& TfloatfTotal;
inti, j;
for( i = nFirst+nPeriod-1; i < pData->m_nNumData; i++ )
{
fTotal= 0.0f;
for( j=0; j < nPeriod; j++ ) //累加
" J. _, n+ {2 Z1 X# LfTotal+= pValue[i-j];
% i# Z5 j/ v( m: ^4 \pData->m_pResultBuf= fTotal/nPeriod;//平均
8 k  `" O1 x4 V# i( |2 b}
( C- D& g+ t: ZreturnnFirst+nPeriod-1;
}
}
% L3 w/ v* @. T2 c4 ireturn-1;
$ k& {+ B! {  ]/ k5 x. L* m0 B}
% v- v* o1 X' r" A//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);
/ `" r  j8 c3 S8 F) _+ qMA2:=MA(CLOSE,6);
MA3:=MA(CLOSE,12);
MA4:=MA(CLOSE,24);
* J  R" J! r4 ^5 SMYBBI:"FOXFUNC@MYBBI"(MA1, MA2, MA3, MA4, 4);
*/
__declspec(dllexport)int WINAPI MYBBI(CALCINFO* pData)
4 h' q4 Y8 Z' O" d{
3 ~) B9 s' U2 |( X) Vif( pData->m_pCalcParam[0].m_nParamStart >= 0 &&
/ w. n; d9 O4 A, {pData->m_pCalcParam[1].m_nParamStart>= 0 &&
pData->m_pCalcParam[2].m_nParamStart>= 0 &&
pData->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
/*
# K& g2 X% T' k& yintnFirst = pData->m_pCalcParam[0].m_nParamStart;
: X- G& S" J( Q, Tif( nFirst < pData->m_pCalcParam[1].m_nParamStart )
nFirst= pData->m_pCalcParam[1].m_nParamStart;
: x& X1 X+ G+ `" Q: i0 Yif( nFirst < pData->m_pCalcParam[2].m_nParamStart )
# s2 ?0 _9 z  M0 t3 o, l' {( [nFirst= pData->m_pCalcParam[2].m_nParamStart;
" L  D5 @  q: M8 u9 bif( nFirst < pData->m_pCalcParam[3].m_nParamStart )
# ]/ x. L7 f* C' ^; E( KnFirst= pData->m_pCalcParam[3].m_nParamStart;
*/
# S8 E  b: n2 K) sconstfloat* pValue1 = pData->m_pCalcParam[0].m_pfParam;
constfloat* pValue2 = pData->m_pCalcParam[1].m_pfParam;
constfloat* pValue3 = pData->m_pCalcParam[2].m_pfParam;
constfloat* pValue4 = pData->m_pCalcParam[3].m_pfParam;
9 W& r. U! z5 }& ?8 K, Uconstfloat* pValue5 = pData->m_pCalcParam[4].m_pfParam;
constfloat* pValue6 = pData->m_pCalcParam[5].m_pfParam;
* z, H% w1 X2 \  x//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
0 o! F6 H: G- @# ZintnNum = (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++ )
{
; l, M: z3 ~; p$ d; r" O1 z! e5 e9 x; `pData->m_pResultBuf=
//(pValue1 + pValue2 + pValue3 )/nNum;
(pValue1+ pValue2 + pValue3 + pValue4+pValue5 + pValue6)/nNum;
}
returnnFirst;
+ J5 y) N2 Z) |4 [}
return-1;
}

% w. }' A5 l: B) m0 L
9 n- ]9 V  a; K
/ D2 W: S: i" G% H//////////////////////////////////////////////////////////////pow10.asm
;*******************************************************
;* *
( x& N7 a- X: ^7 P4 I;* Delphi Run Library *
* D# j  K% \2 `5 J( [8 H;* *
;* Copyright (c) 1996,98 Inprise Corporation *
;*--------------------------------------------------------------------------
;* To compile "tasm32 /ml pow10.asm" *
. `) J) J0 C% n+ G( c( U) n;*--------------------------------------------------------------------------
;*******************************************************
, q$ l( ^! z' C3 o0 g.386
;.MODEL flat,c (error must be in segement block must have segment
4 F7 W8 ~- K, y) s1 o;!!!!!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
. s7 U% J$ c* ^1 h+ b;'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
0 f; Z4 W* L* b3 Y% @7 b0 I% H) W;includeE:\Vsource\masm32\INCLUDE\windows.inc
4 l! m5 R  {' l8 R1 D;includeE:\Vsource\masm32\INCLUDE\user32.inc
;includeE:\Vsource\masm32\INCLUDE\kernel32.inc
PUBLICppow10
' T8 x; n0 ]  Z; I.CODE
3 ~  n5 {+ K5 O2 t' ~;DllEntryproc hInstance:HINSTANCE, reason:DWORD, reserved1:DWORD
- j$ S8 L2 u$ K;.if reason==DLL_PROCESS_ATTACH
( |& i3 ]. n, G; U8 j;invoke MessageBox,NULL,addr LoadMsg,addr AppName,MB_OK
;.elseif reason==DLL_PROCESS_DETACH
0 K0 M5 O+ _, N;invoke MessageBox,NULL,addr UnloadMsg,addr AppName,MB_OK
' ^* i6 C& D! ]# t/ |;.elseif reason==DLL_THREAD_ATTACH
- f0 D- I/ f% j5 v+ W9 N  c;invoke MessageBox,NULL,addr ThreadCreated,addr AppName,MB_OK
;.else ; DLL_THREAD_DETACH
& L/ T1 [9 X5 p+ @" q0 C- K% y;invoke MessageBox,NULL,addr ThreadDestroyed,addr AppName,MB_OK
" }1 R- H( p) u: f) h  r;.endif
8 W" a6 ?+ S8 D0 {  Z;mov eax,TRUE
;ret
) ]! e& S# e  V$ h. L;DllEntryEndp
! f& N8 W% r, L. y. X( J- s;FUNCTION _Ppow10( double val, double pow: ) : Extended;
  f1 Q, E+ \. i9 C  {! K;_TEXTSEGMENT WORD PUBLIC 'CODE'
;ppow10 PROC,aVal:PTR REAL8, bVal:PTR REAL8
5 U$ j, m8 H7 ^8 H  a) f& c  Y" M;ppow10 PROC,aVal:* Qword, bVal:Qword
6 E( E- p+ W) y* @ppow10PROC near
0 P) _8 J/ }; i$ b$ ?  y- jXUEQU 8 ; for eip & ebp
XDEQU 0 ; for edi, esi, ebx, ecx, edx
( g3 B6 k. Y% Y' pfp_powerEQU QWORD PTR [ebp+XU+8]
( m. b0 U: }0 U4 }, ^5 C) rfp_valEQU QWORD PTR [ebp+XU]
valEQU QWORD PTR [eBP-XD-8] ; USE STACK
7 v8 z  B  P! m$ B. h$ `4 ipowerEQU QWORD PTR [eBP-XD-16] ; USE STACK
pow10EQU QWORD PTR [eBP-XD-24] ; USE STACK
) e* I5 ]3 L$ C- L7 x' wFPower10:
pushebp
0 |: w9 g& d/ q' _0 ~; G* |4 V( K& {movebp,esp
;push edi
: i; P; h/ e8 V% s" [' ]  r;push esi
;push eax
;push edx
" ~% k4 V0 d7 q% xsubesp,24
4 t! _- S4 Q5 |: z3 f2 {6 Q0 EFINIT
$ _' X8 M" n/ N: V, G$ q4 |fldz
  _' F+ z; Y( K' @4 zfstval
! c. R8 f3 f/ O7 ^, B9 p5 mfstpower
, P, ?7 _- z: ?! \) i0 A+ i8 Lfstppow10
                 MOV    EAX,8                 MOV    EDX,8; fldpi
% f$ h$ b  j/ V) H# w8 y              fld      fp_val   ;st(0)=val; fld aVal;st(0)=val
+ h4 ~+ l- A' `7 kfstval
/ p" q8 E0 C7 K% B, t: y5 `+ j# a;fld Arg2 ;st(0)=power
;fstp power
2 [$ I! j, x! O- o4 I3 i1 S# ];fld val ;st(0)=val
+ i  l3 _/ Y  W: U( B;fmul val ;st(0)=val*val
/ O" p5 Q2 v1 {' X. k) Z" K7 Z3 M" E;fmul val ;st(0)=val*va*val
;fadd st,st(0)
8 O& G# F5 w& x- ]- R2 s;fmul qword ptr [ebp+16] ;st(0)=power
: l4 w, v# ]" M/ m- d;fadd st,st(0)
6 R1 [) H0 W4 Y2 t" M$ R& @( l1 |! H;fwait
9 X0 p3 Q* d# O) s% m& L2 O8 Faddesp,24
;pop edx
;pop eax
+ g# u- K7 |5 @;pop esi
# p0 Z& G: A9 Q1 m;pop edi
! {! Q3 \5 g6 u% ]movesp,ebp
2 u' ^# s8 W/ ^$ Z& Gpopebp
;leave ; @@@@@@ important don't use leave in vc++ 2010
/ j# c) j2 u2 RRET;return value = st(0)
ppow10ENDP
8 H. r9 ]  B* e- l7 f/ J;_TEXTENDS
& o% t+ K- p$ Q; b) m- hEND
5 `8 d1 O" ~4 r0 V1 o;END DllEntry