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

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//////////////////////////////////////////////////////////foxfunc.cpp
. b* U. I  C" e3 t
//FoxFunc.cpp : Defines the entry point for the DLL application.
//
#include<string.h>
#include<stdio.h>
#include<io.h>
#include<math.h>
8 z1 g5 x( A$ S0 ?: n; z#include<iostream>
8 N5 y7 f8 X% A# n#include"stdafx.h"
#include"FoxFunc.h"
usingnamespace std;
BOOLAPIENTRY DllMain( HANDLE hModule,
DWORDul_reason_for_call,
LPVOIDlpReserved
)
1 @  v0 j7 v+ E- K- b9 b{
; |3 S. l2 _# g8 vswitch(ul_reason_for_call)
' H  T, @) \# _{
! F7 Y7 O/ s8 hcaseDLL_PROCESS_ATTACH:
8 |5 s* l9 w! DcaseDLL_THREAD_ATTACH:
1 f+ C* Y9 W( `9 _% rcaseDLL_THREAD_DETACH:
caseDLL_PROCESS_DETACH:
4 a. a- i7 }) F4 `+ sbreak;
8 O8 \+ k: C  \}
returnTRUE;
}
4 ^/ u$ ^5 x; S2 `. Y# N+ E5 O: L! y//计算收盘价的均价,一个常数参数,表示计算周期
; q& o$ o9 W) ]0 a. N! h! D//调用方法:
" v9 n% P5 c) W. A& ~  r//"FOXFUNC@MYMACLOSE"(5)
8 y0 m/ B* [( Y( b6 t, s6 r/*
//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
1 h- _* V7 a% A) B  R+ I  m! L*/
, j4 G  _9 u: T' textern"C" double __cdecl ppow10(double ,double );
  i2 O7 v) e( @( }8 P4 x- I//double ppow10(double ,double );
//call pow10() by __cdecl
+ F+ A$ A& P+ k+ m  n) a/ `//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
" _9 [9 w! c7 V2 ^- C1 q! r3 f//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
__declspec(dllexport)int WINAPI MYMACLOSE(CALCINFO* pData)
{
if( // pData->m_pfParam1 && //参数1有效
; p" O8 X0 }  I5 `3 x//pData->m_nParam1Start<0 && //参数1为常数
//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 &&
//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
&&pData->m_pCalcParam[2].m_nParamStart>=0)
{
floatfParam = *pData->m_pfParam4; //pointer ,pData->m_pCalcParam[3].m_nParamStart >= 0
8 W) a0 P+ o$ a/ }intnPeriod = (int)fParam; //参数1
, Y9 |8 b* _; @8 I1 ?6 m//const float* cpParam = pData->m_pfParam2; // cpParam = pointer to
1 E+ L% q/ j7 c  z% N: ~3 m: b9 Jconstfloat* cpParam2 =pData->m_pCalcParam[1].m_pfParam; // cpParam =pointer to
2 {0 o7 y. e( d& _' `constfloat* cpParam3 =pData->m_pCalcParam[2].m_pfParam; // cpParam =pointer to
1 T  P, U3 ~! k' Y3 g7 ]constfloat* 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
( n) N" j6 v' E) U8 q4 r" n. j8 \9 \+ t' Z//pData->m_pCalcParam[5].m_fParam); //value
3 ^, Z# W0 L8 B+ R0 M//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;
if(nPeriod>0)
0 a- W# y# x* r' l, l( r0 ]{
floatfTotal;
" u  i9 u. w; binti, j;
intndata = pData->m_nNumData;
//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;
doublelngth=5.0;
doublectemp=4.0;
! A2 b# Z! e2 P' s# M3 M( X0 ?- P//float yy1[5000][1];
  u9 t3 q: ^( h- hfor( 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
) P8 G8 P+ h* s$ i}
4 N) q0 ]3 t! \( B" O) [//pData->m_pResultBuf = fTotal*1.03; //平均
fTotal= cpParam3;
( z1 U7 q5 U0 i0 ypData->m_pResultBuf= fTotal*1.03; //平均
/ N, W6 i2 J, _6 O+ Y//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: _# A; @/ X6 V" mpData->m_pResultBuf=(float) ppow10( (double) pData->m_pResultBuf,lngth); // float &- - - > overload a float value, (float) = overload
}
returnnPeriod-1;
}
) P7 N8 B) q# g% S6 x  w( G2 W}
return-1;
* L" s/ M/ d: o- P+ u% x: h* [}
; k! {- J! u+ ?/ s6 ^  v//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 a$ g2 t! Z+ J5 L7 w//调用方法:
/ f% L! d7 R+ |* d4 m9 @& O% M//"FOXFUNC@MYMAVAR"(CLOSE-OPEN,5)
__declspec(dllexport)int WINAPI MYMAVAR(CALCINFO* pData)
" g* W+ c6 K7 @1 o{
8 k# y  \4 M- q4 i: lif(pData->m_pfParam1&& pData->m_pfParam2 && //参数1,2有效
  \- B8 t) M7 {pData->m_nParam1Start>=0&& //参数1为序列数
pData->m_pfParam3==NULL)//有2个参数
{
% d8 ?2 y7 Y! N' T/ Z$ H8 o4 z: iconstfloat* pValue = pData->m_pfParam1; //参数1
- e, D: w8 C3 Q1 w) zintnFirst = pData->m_nParam1Start; //有效值起始位
/ E( ^( k8 m( V$ `floatfParam = *pData->m_pfParam2; //参数2
intnPeriod = (int)fParam;
if(nFirst >= 0 && nPeriod > 0 )
; p& Y) \0 M7 v' s, Z{
floatfTotal;
inti, j;
  {6 h! }6 e5 A" h* Afor( i = nFirst+nPeriod-1; i < pData->m_nNumData; i++ )
{
fTotal= 0.0f;
for( j=0; j < nPeriod; j++ ) //累加
fTotal+= pValue[i-j];
$ ]5 f$ L$ _; X, P! b* I  rpData->m_pResultBuf= fTotal/nPeriod;//平均
}
- |1 f& u: x1 o6 P. A0 E& wreturnnFirst+nPeriod-1;
4 V" L4 e* n1 j% q& `9 ^" c* l- h- k; V}
/ B9 T' f6 d  A" M# X7 b! O}
return-1;
  B% u7 n0 }) j' u: I) ^1 x3 O}
//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
3 F4 A6 y) T! p! o4 C4 u7 i/*
调用方法:
/ R1 v! I5 ?; v- wMA1:=MA(CLOSE,3);
) C' ~) Z6 H& d8 ZMA2:=MA(CLOSE,6);
5 h1 f/ u3 a/ S: W7 Z& J8 XMA3:=MA(CLOSE,12);
& G* g" l- g* K. @3 u3 \9 S. \* pMA4:=MA(CLOSE,24);
MYBBI:"FOXFUNC@MYBBI"(MA1, MA2, MA3, MA4, 4);
, D9 L6 [) ]' Q, H! x) c: |1 L*/
  h$ M! z6 d3 o5 f% g; L/ H__declspec(dllexport)int WINAPI MYBBI(CALCINFO* pData)
/ p0 A. u/ |7 l1 }! i{
if( pData->m_pCalcParam[0].m_nParamStart >= 0 &&
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
- K2 L9 Q# y1 \& H( d/ l& K8 t- XintnFirst = 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
; k5 D: q& F. I//若不知，则
* O* E* ~0 i! |3 L/*
intnFirst = 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 )
# O) w, K' a% r5 m- KnFirst= pData->m_pCalcParam[2].m_nParamStart;
if( nFirst < pData->m_pCalcParam[3].m_nParamStart )
3 I, h  s& M, L' ?3 \nFirst= pData->m_pCalcParam[3].m_nParamStart;
*/
/ k* L& @8 |( V3 U; o- aconstfloat* 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;
1 ]4 [8 p9 T- d0 P; E9 e" xconstfloat* pValue5 = pData->m_pCalcParam[4].m_pfParam;
0 m. c' F  D# S. n! J7 K) jconstfloat* pValue6 = pData->m_pCalcParam[5].m_pfParam;
//const float* pValue1 = pData->m_pfParam1;
: [3 p- D3 [" r& D0 d//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
for(int i = nFirst; i < pData->m_nNumData; i++ )
' J6 L6 r( _1 D{
$ n# a2 V+ W. D7 W1 P3 D% EpData->m_pResultBuf=
//(pValue1 + pValue2 + pValue3 )/nNum;
7 P/ s9 G% t/ _(pValue1+ pValue2 + pValue3 + pValue4+pValue5 + pValue6)/nNum;
}
7 ?: I$ _% y/ m* F( D$ MreturnnFirst;
" O. \+ d9 c8 }5 O7 V2 x4 g; n}
. V; Y" {( ~$ s! mreturn-1;
- p- r4 a6 t4 F& O0 u: q1 C}

& P0 x) B  R8 u

9 z: ]- k4 f; z/ `8 h//////////////////////////////////////////////////////////////pow10.asm
;*******************************************************
;* *
;* Delphi Run Library *
0 c. i  n0 b/ H+ k$ N& U;* *
) b* {+ H& o, e' b;* Copyright (c) 1996,98 Inprise Corporation *
;*--------------------------------------------------------------------------
;* To compile "tasm32 /ml pow10.asm" *
% O' L) ?) H4 ]' K- ?% Q- l" P;*--------------------------------------------------------------------------
: m  p/ a+ u! d) q% [;*******************************************************
.386
2 c1 B$ y& g- X# s0 r;.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'
+ J6 T, D; T. K7 D. i;!!!!!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'
) ~% L. r6 v4 G% B. J8 C0 p2 Z/ u; a.MODELflat,c ; just use .code, no need for segment,!!!!!11 important if',c' is used , must use 'public ppow10, and 'ppow10 proc'
2 V/ Y, m) g7 B# H2 I. ]& X3 R6 k;ppow10 PROTO,aVal:PTR REAL8, bVal:PTR REAL8
; ~, _0 t$ [3 c4 Q; a( B* y- j( X' V;includeE:\Vsource\masm32\INCLUDE\windows.inc
;includeE:\Vsource\masm32\INCLUDE\user32.inc
;includeE:\Vsource\masm32\INCLUDE\kernel32.inc
PUBLICppow10
.CODE
;DllEntryproc hInstance:HINSTANCE, reason:DWORD, reserved1:DWORD
;.if reason==DLL_PROCESS_ATTACH
: X$ k0 K. F7 A' c# H4 H( q# Y+ G9 F;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
' m$ ^7 m- y& e;invoke MessageBox,NULL,addr ThreadCreated,addr AppName,MB_OK
$ I* d- b. L) d: S% D4 X" y;.else ; DLL_THREAD_DETACH
;invoke MessageBox,NULL,addr ThreadDestroyed,addr AppName,MB_OK
;.endif
;mov eax,TRUE
  c# b  ?, W; n$ O2 S( T;ret
8 f0 n8 w, E  v3 ^;DllEntryEndp
;FUNCTION _Ppow10( double val, double pow: ) : Extended;
. q  D+ q. o/ u;_TEXTSEGMENT WORD PUBLIC 'CODE'
;ppow10 PROC,aVal:PTR REAL8, bVal:PTR REAL8
2 z8 g" a# V8 o$ w. z' X;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
" y& C3 g3 y: U9 q$ F) Imovebp,esp
;push edi
;push esi
1 C& A" ^6 N# Z  K& R1 B;push eax
- d) W7 z3 w7 _/ ~) R! g4 ~;push edx
& |8 x5 z8 k3 u, osubesp,24
. z$ ~: C- c  Q8 t8 z/ L, [FINIT
8 d: C5 E, {! [9 k+ _3 z7 U& Wfldz
fstval
7 I) Z" n$ v1 b5 o  m& y0 l2 `- zfstpower
0 i& i: [, K) e2 v1 y* Pfstppow10
- c; l6 Q. Q2 s7 q. E, P( l5 @" L' Y& U                 MOV    EAX,8                 MOV    EDX,8; fldpi
              fld      fp_val   ;st(0)=val; fld aVal;st(0)=val
fstval
;fld Arg2 ;st(0)=power
. K2 r1 I" C; q8 Y;fstp power
' [, q7 d, Z& r5 C;fld val ;st(0)=val
;fmul val ;st(0)=val*val
;fmul val ;st(0)=val*va*val
;fadd st,st(0)
;fmul qword ptr [ebp+16] ;st(0)=power
;fadd st,st(0)
;fwait
addesp,24
;pop edx
* a* h% D* J8 T* d, x9 i4 K1 p;pop eax
;pop esi
;pop edi
movesp,ebp
6 }4 a* v1 C% h, w- c# z$ \popebp
0 U) C7 u# P; y0 A: k* h;leave ; @@@@@@ important don't use leave in vc++ 2010
' V7 W2 z8 K& c5 sRET;return value = st(0)
& {6 G( h4 P3 W0 L, P: Hppow10ENDP
;_TEXTENDS
; K  D5 G" K1 D' EEND
! e0 g; ]- Y7 |( |9 H6 U;END DllEntry