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

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//////////////////////////////////////////////////////////foxfunc.cpp
# ]# j. e9 j7 }. y
//FoxFunc.cpp : Defines the entry point for the DLL application.
, `4 b) d* E' i5 b1 }; |//
1 A) V: @( l% K  k8 x4 F9 j" p#include<string.h>
9 m+ ~& D5 X6 |4 r#include<stdio.h>
, Y& c" Z! k. G, K& J#include<io.h>
" I+ q4 V" D+ T0 O7 I# E$ R9 \#include<math.h>
/ X6 o' ^. x2 o5 {* G#include<iostream>
#include"stdafx.h"
#include"FoxFunc.h"
usingnamespace std;
BOOLAPIENTRY DllMain( HANDLE hModule,
; S" }; B' J/ S1 }. C/ ]# Q! fDWORDul_reason_for_call,
  }7 |* ]8 r4 e/ D) Y" XLPVOIDlpReserved
0 o5 Q0 G8 P' a. T. v* J)
{
switch(ul_reason_for_call)
{
. L5 @$ U* O) [3 D, o; N  |, DcaseDLL_PROCESS_ATTACH:
# F" \! W6 u9 d6 L8 ^  kcaseDLL_THREAD_ATTACH:
caseDLL_THREAD_DETACH:
caseDLL_PROCESS_DETACH:
: c; n' n1 E: Y# }% s9 Sbreak;
}
  M; K. ?: v/ k4 L# l/ xreturnTRUE;
% V1 h; \8 n# p, _) `# K}
//计算收盘价的均价,一个常数参数,表示计算周期
//调用方法:
. ~7 f9 [5 H' _/ L0 Q8 |//"FOXFUNC@MYMACLOSE"(5)
/*
//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
4 p7 X$ v1 j' }' X*/
extern"C" double __cdecl ppow10(double ,double );
//double ppow10(double ,double );
//call pow10() by __cdecl
//!!!!!!!! use "C" for Microsoft visual C++ compiler
" A2 A/ B4 a& R- P2 A//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
0 i) g4 s& a  S8 B: F  n. `: f. l//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
__declspec(dllexport)int WINAPI MYMACLOSE(CALCINFO* pData)
{
- e  k+ S9 e1 s$ I# [if( // pData->m_pfParam1 && //参数1有效
' y7 {6 \* C. a2 B% h; r% N- c//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 &&
3 {1 f/ \! J& Y6 \//pData->m_pfParam7==NULL)
//pData->m_pfParam1 && pData->m_pfParam2 &&pData->m_pfParam3 && pData->m_nParam1Start>=0 &&
8 u( E. e! Q" T/ I0 DpData->m_pCalcParam[0].m_nParamStart>=0&& pData->m_pCalcParam[1].m_nParamStart>=0
* S- ?$ d3 E9 M' ]7 Z  z8 `&&pData->m_pCalcParam[2].m_nParamStart>=0)
{
0 X( ~1 [/ ?, \: Q/ ^floatfParam = *pData->m_pfParam4; //pointer ,pData->m_pCalcParam[3].m_nParamStart >= 0
intnPeriod = (int)fParam; //参数1
) Q8 M9 y# u( v. Q2 d+ F/ V//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
, ?: o% X, j( r0 i7 yconstfloat* cpParam4 =pData->m_pCalcParam[3].m_pfParam; // cpParam =pointer to
6 n2 g2 g1 L4 e6 u  t6 P( ^% m//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
2 z3 \% d* w% F5 Z5 ~! {* `0 v+ o//pData->m_pCalcParam[5].m_fParam); //value
2 B' P) O% S1 U- O//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;
; k: H5 u* E* q1 P( t//const float* pValue4 = pData->m_pCalcParam[3].m_pfParam;
//const float* pValue5 = pData->m_pCalcParam[4].m_pfParam;
, E2 d% N" R2 |! }: I- ]# m/ d& \' kif(nPeriod>0)
) I4 o! @( D, y! @# i; d{
2 [  h! k8 t3 T& n9 IfloatfTotal;
0 |- h% T3 E* S/ [7 Dinti, j;
intndata = pData->m_nNumData;
/ h) y& }* x( n- v//float yy[5000][1];
+ G- H0 T! ~, @7 K& b0 u8 efor( 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
. V, }5 |" M! B! B{
fTotal= 0.0f;
% O& g/ |6 M( \- P' {1 n  edoublelngth=5.0;
! U6 U2 y) S$ d% d( r$ ]: G$ ^" ?doublectemp=4.0;
9 Y' h; P0 u) K; ^//float yy1[5000][1];
for( 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
9 r- J* Z; Z2 V- r}
//pData->m_pResultBuf = fTotal*1.03; //平均
- s% ]8 @! P$ I( z0 d+ W* \$ }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
: n7 E8 E; X  Q' _//pData->m_pResultBuf= (float) ppow10(ctemp,lngth); // float &- - - > overload a float value
$ X  ?, z" ?9 Q& d# `- qpData->m_pResultBuf=(float) ppow10( (double) pData->m_pResultBuf,lngth); // float &- - - > overload a float value, (float) = overload
, V0 ~: u1 M  ^4 Z}
returnnPeriod-1;
}
) U( o+ G: M% e0 v) Z}
& C" k! u4 D9 s/ b8 B& V  P# greturn-1;
0 W  f6 {; a6 t8 h& o- d! \}
//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:
$ z$ \0 O" X' X: q8 E//"FOXFUNC@MYMAVAR"(CLOSE-OPEN,5)
# F1 N$ ]! Q4 u& r. Q__declspec(dllexport)int WINAPI MYMAVAR(CALCINFO* pData)
% N: l5 P$ c' v% q. a. |& m- x$ M{
3 ]1 M( f: Z& N+ wif(pData->m_pfParam1&& pData->m_pfParam2 && //参数1,2有效
' \# K5 ~% P0 N" ?+ T! _7 z9 tpData->m_nParam1Start>=0&& //参数1为序列数
pData->m_pfParam3==NULL)//有2个参数
{
5 N# b2 R/ x- x7 r* @constfloat* pValue = pData->m_pfParam1; //参数1
intnFirst = pData->m_nParam1Start; //有效值起始位
floatfParam = *pData->m_pfParam2; //参数2
intnPeriod = (int)fParam;
if(nFirst >= 0 && nPeriod > 0 )
{
# t! i2 E+ X# J4 N. \. |# RfloatfTotal;
: g# w4 w4 D9 }# y% m; t8 d( sinti, j;
6 p0 h4 A+ N; C  X% efor( i = nFirst+nPeriod-1; i < pData->m_nNumData; i++ )
$ E: n, r; Q" u{
fTotal= 0.0f;
for( j=0; j < nPeriod; j++ ) //累加
4 |% g6 A3 v8 X& ]$ r3 ofTotal+= pValue[i-j];
pData->m_pResultBuf= fTotal/nPeriod;//平均
}
5 ^2 [5 h1 ~& F: P$ Q7 V& Z( wreturnnFirst+nPeriod-1;
$ A, z$ P$ p3 p}
}
return-1;
% i& Q8 i7 o& k}
7 I- g# N" h! z//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
' v2 I0 n# ]' |- r" m/*
调用方法:
MA1:=MA(CLOSE,3);
MA2:=MA(CLOSE,6);
! O  d0 v2 Q# z- E8 _4 qMA3:=MA(CLOSE,12);
! q7 T. |( {( N) UMA4:=MA(CLOSE,24);
MYBBI:"FOXFUNC@MYBBI"(MA1, MA2, MA3, MA4, 4);
- B9 x. I1 {! @* q- v6 L*/
0 s5 _4 `  E$ P  O8 n( q; c__declspec(dllexport)int WINAPI MYBBI(CALCINFO* pData)
{
/ X1 s4 p" c8 E( M4 dif( pData->m_pCalcParam[0].m_nParamStart >= 0 &&
3 y! O, H  q3 S) X, j7 `pData->m_pCalcParam[1].m_nParamStart>= 0 &&
pData->m_pCalcParam[2].m_nParamStart>= 0 &&
$ T' l! V1 D( C+ u$ q% _pData->m_pCalcParam[3].m_nParamStart>= 0 ) //4个序列都含有效数值
/ j  S0 s1 o, R' ^1 v/ |- q{
$ V2 T- O/ K# z0 s//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
  B9 X. c$ D, }) ^$ T4 b& \//若不知，则
' X) a% `! V3 H) d6 B/*
intnFirst = pData->m_pCalcParam[0].m_nParamStart;
; h' \" l) [3 y- _1 }' o/ C; r' iif( nFirst < pData->m_pCalcParam[1].m_nParamStart )
: N! @: i5 u1 `1 H/ wnFirst= pData->m_pCalcParam[1].m_nParamStart;
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;
*/
/ [9 w1 Q+ E$ B1 c0 pconstfloat* pValue1 = pData->m_pCalcParam[0].m_pfParam;
constfloat* pValue2 = pData->m_pCalcParam[1].m_pfParam;
4 q8 w8 U9 z2 @3 Cconstfloat* pValue3 = pData->m_pCalcParam[2].m_pfParam;
constfloat* pValue4 = pData->m_pCalcParam[3].m_pfParam;
constfloat* pValue5 = pData->m_pCalcParam[4].m_pfParam;
3 e+ A( |8 P/ _9 I! cconstfloat* pValue6 = pData->m_pCalcParam[5].m_pfParam;
//const float* pValue1 = pData->m_pfParam1;
, c7 z  P0 k8 B, K1 g5 \- @//const float* pValue2 = pData->m_pfParam2;
//const float* pValue3 = pData->m_pfParam3;
. o9 P8 @$ K8 E+ o! O' B8 J0 v0 [: m//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
. z2 c: G3 z( g8 v2 Xfor(int i = nFirst; i < pData->m_nNumData; i++ )
{
, z3 B8 D" T; J0 l( apData->m_pResultBuf=
//(pValue1 + pValue2 + pValue3 )/nNum;
(pValue1+ pValue2 + pValue3 + pValue4+pValue5 + pValue6)/nNum;
}
returnnFirst;
}
1 |+ ?7 h2 A4 y* K- ], Ureturn-1;
}

8 v! G: {1 E! z) |& `9 y# ]  l

, |: T7 i" j% n& ^0 }//////////////////////////////////////////////////////////////pow10.asm
;*******************************************************
;* *
;* Delphi Run Library *
;* *
;* Copyright (c) 1996,98 Inprise Corporation *
: ~4 r1 Z6 q$ l: |# n& B;*--------------------------------------------------------------------------
& _! J, w4 @; S;* To compile "tasm32 /ml pow10.asm" *
;*--------------------------------------------------------------------------
6 s6 X; p) ?& e' g;*******************************************************
- t: s' p, h  ^' R2 |.386
  p+ b6 a+ W  |3 @& R" F) w5 ^1 h. ]: T;.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'
;!!!!!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'
;ppow10 PROTO,aVal:PTR REAL8, bVal:PTR REAL8
;includeE:\Vsource\masm32\INCLUDE\windows.inc
;includeE:\Vsource\masm32\INCLUDE\user32.inc
$ u! D9 Q1 x5 C1 J;includeE:\Vsource\masm32\INCLUDE\kernel32.inc
1 ^  Z8 _% Q" A8 wPUBLICppow10
% p0 l% p- ?4 F$ w! C.CODE
: Q8 ]" {! L+ ~0 u& X; M, J  L( m;DllEntryproc hInstance:HINSTANCE, reason:DWORD, reserved1:DWORD
" {. }0 o% a& K;.if reason==DLL_PROCESS_ATTACH
6 K8 v: \- B! `;invoke MessageBox,NULL,addr LoadMsg,addr AppName,MB_OK
% t' ]5 K- b4 |4 O+ J;.elseif reason==DLL_PROCESS_DETACH
;invoke MessageBox,NULL,addr UnloadMsg,addr AppName,MB_OK
! B+ m( D" l/ E;.elseif reason==DLL_THREAD_ATTACH
0 X- g/ R1 k# |: ?+ w) f# H;invoke MessageBox,NULL,addr ThreadCreated,addr AppName,MB_OK
6 @; u5 d9 [+ W;.else ; DLL_THREAD_DETACH
;invoke MessageBox,NULL,addr ThreadDestroyed,addr AppName,MB_OK
7 z  E: \: ~; A0 N;.endif
8 L' [: @" w# Z;mov eax,TRUE
8 i; O5 k+ e. y1 S;ret
;DllEntryEndp
;FUNCTION _Ppow10( double val, double pow: ) : Extended;
) u7 g2 g* T& f: a' {;_TEXTSEGMENT WORD PUBLIC 'CODE'
; j: x$ B* k! J) B  ~1 J;ppow10 PROC,aVal:PTR REAL8, bVal:PTR REAL8
;ppow10 PROC,aVal:* Qword, bVal:Qword
" X: ~/ A0 _* `ppow10PROC near
XUEQU 8 ; for eip & ebp
# {% {/ U% P) o5 n6 `3 u8 DXDEQU 0 ; for edi, esi, ebx, ecx, edx
fp_powerEQU QWORD PTR [ebp+XU+8]
! G+ }/ p, ?2 P; H) pfp_valEQU QWORD PTR [ebp+XU]
valEQU QWORD PTR [eBP-XD-8] ; USE STACK
+ V9 R& Z4 t( W0 i# G9 _; i( I& WpowerEQU QWORD PTR [eBP-XD-16] ; USE STACK
pow10EQU QWORD PTR [eBP-XD-24] ; USE STACK
  \2 I  i6 }  \0 A2 ]' VFPower10:
pushebp
! ~6 i! I/ O3 |, Nmovebp,esp
;push edi
;push esi
;push eax
;push edx
7 s7 A- J# ]5 j$ a% B' |& l" u4 Vsubesp,24
FINIT
0 n* c, [5 j& Q. ]fldz
fstval
fstpower
6 O$ ?8 u& s! X6 Y- h% Z1 q! v2 Hfstppow10
; Q6 [, s; u1 i6 F: Z" p4 U3 Y! e                 MOV    EAX,8                 MOV    EDX,8; fldpi
              fld      fp_val   ;st(0)=val; fld aVal;st(0)=val
  D3 C. m) q. b; B" c# M6 Q; I) tfstval
- @  C6 j" ?  v;fld Arg2 ;st(0)=power
;fstp power
- ~$ O5 ~: ~  y" f5 };fld val ;st(0)=val
- ?8 x2 K) T3 W+ i$ Q- f;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
7 N6 h+ {4 o5 x6 P;fadd st,st(0)
2 j2 e6 m0 q  w) W* J;fwait
: V7 H9 ~* e5 w  j- \addesp,24
;pop edx
;pop eax
;pop esi
;pop edi
' U4 x+ c. n# M* G& N- Tmovesp,ebp
popebp
;leave ; @@@@@@ important don't use leave in vc++ 2010
RET;return value = st(0)
8 `+ i3 v  I9 r3 Wppow10ENDP
0 ]( E  _7 P' t+ T;_TEXTENDS
! ]& @( |' v, ?6 ~2 V# o4 XEND
) {5 [/ S3 r6 V: p;END DllEntry