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

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

' m5 v. H: `* H8 t( d: z9 B* q//FoxFunc.cpp : Defines the entry point for the DLL application.
//
; z& b& D; q5 Q! ^7 Y* H5 @#include<string.h>
#include<stdio.h>
#include<io.h>
/ ]. B- p0 n) s" t- D, V#include<math.h>
#include<iostream>
4 i. X1 I0 E. X/ L, @#include"stdafx.h"
0 x* I3 q4 N* F# t4 t7 W#include"FoxFunc.h"
usingnamespace std;
BOOLAPIENTRY DllMain( HANDLE hModule,
DWORDul_reason_for_call,
* i: m5 U  g9 FLPVOIDlpReserved
)
{
- l: \" |' i3 n7 Q# Y/ Bswitch(ul_reason_for_call)
9 u3 v9 w0 p! S( b- ~  u{
1 D/ ^7 u! r: ^- B" P- rcaseDLL_PROCESS_ATTACH:
caseDLL_THREAD_ATTACH:
, o+ \, g" C" ^$ G: Q0 C7 e) Z8 s- IcaseDLL_THREAD_DETACH:
) k* \, \, a$ i, ]' w: ncaseDLL_PROCESS_DETACH:
break;
}
returnTRUE;
}
//计算收盘价的均价,一个常数参数,表示计算周期
& \( @( z( w9 A7 u8 o0 w- b//调用方法:
//"FOXFUNC@MYMACLOSE"(5)
/*
8 X( t9 l% B& ~; V//extern "C" double __cdecl ppow10(double ctemp,doublelength); - - - > wrong, extern "C" is to declare pow10coming from a .dll or .lib
" O3 B6 L% R" u9 ?, R//extern "C" double ppow10(double ctemp,double length); - - -> both are the same
' y/ N, o( B" p; U+ g*/
extern"C" double __cdecl ppow10(double ,double );
//double ppow10(double ,double );
//call pow10() by __cdecl
, `. e# J( C1 `2 A; Y//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
0 F5 k# C* P) Q; w) m, \' q//!!!!!!!! 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
' n7 e# {; G' Q//pData->m_nParam1Start<0 && //参数1为常数
' c0 S2 z; Q: s7 c4 a) T//pData->m_pfParam2==NULL ) //仅有一个参数
& X" [" _( {$ m; y1 K//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
, H5 ]7 j! @( c+ }  u+ t3 X&&pData->m_pCalcParam[2].m_nParamStart>=0)
{
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
- P& i' p( M: }) S9 w6 b3 \; tconstfloat* 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
//in foxtraderoooq:"MYFUNC2010@MYMACLOSE"(c,c,c,6),colorffffff,linethick5;// cpParam5 =pData->m_pCalcParam[4].m_pfParam
//pData->m_pCalcParam[5].m_fParam); //value
1 p: H  c# K7 `" X  h$ x) |+ }//const float* pValue1 = pData->m_pCalcParam[0].m_pfParam;
//const float* pValue2 = pData->m_pCalcParam[1].m_pfParam;
2 K3 m9 Y; S' c//const float* pValue3 = pData->m_pCalcParam[2].m_pfParam;
6 k% m6 H1 S9 ?3 X//const float* pValue4 = pData->m_pCalcParam[3].m_pfParam;
- l% k! a$ L) Y, y//const float* pValue5 = pData->m_pCalcParam[4].m_pfParam;
if(nPeriod>0)
' g0 K" A/ l* f; v) X, t8 ?{
floatfTotal;
; i* M' r( D9 u7 v$ d9 k% h& J, sinti, j;
) {. W( Z" B7 N& G( Y& Y  z9 Eintndata = 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
{
" k) I2 H. X. QfTotal= 0.0f;
1 S! T3 ~; N( O  bdoublelngth=5.0;
: |. i8 ^6 _& ^doublectemp=4.0;
//float yy1[5000][1];
* I% ^6 h* f9 E& }8 Yfor( 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
}
//pData->m_pResultBuf = fTotal*1.03; //平均
fTotal= cpParam3;
pData->m_pResultBuf= fTotal*1.03; //平均
. m6 }: z  q2 V  V" j8 j% B//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
6 C) l& ]6 N' `- l}
returnnPeriod-1;
}
}
6 F/ P  M, @5 e+ [7 Ereturn-1;
}
//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:
9 A' ~' Q: r3 q& f) b) I- Y//"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
( r. s% U* l% f; `pData->m_nParam1Start>=0&& //参数1为序列数
pData->m_pfParam3==NULL)//有2个参数
{
2 T( r3 }9 W) N1 K/ J" U) Dconstfloat* pValue = pData->m_pfParam1; //参数1
3 a' O$ @1 v, C6 \intnFirst = pData->m_nParam1Start; //有效值起始位
8 `, O4 y! I" }9 q. I* Q; VfloatfParam = *pData->m_pfParam2; //参数2
intnPeriod = (int)fParam;
if(nFirst >= 0 && nPeriod > 0 )
{
floatfTotal;
inti, j;
9 d+ `# K: \0 A, a! ?for( i = nFirst+nPeriod-1; i < pData->m_nNumData; i++ )
{
% D# a3 R" \+ ^& D+ T" QfTotal= 0.0f;
for( j=0; j < nPeriod; j++ ) //累加
' v! k" j0 k# e* M: E" NfTotal+= pValue[i-j];
pData->m_pResultBuf= fTotal/nPeriod;//平均
}
returnnFirst+nPeriod-1;
}
% \$ f- V6 ]! b2 ~1 l" b}
return-1;
}
- N4 P- @" O) v//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);
0 V$ X' Y1 c! v2 v! eMA2:=MA(CLOSE,6);
MA3:=MA(CLOSE,12);
, C/ n4 Q$ R* |; o+ s: wMA4:=MA(CLOSE,24);
MYBBI:"FOXFUNC@MYBBI"(MA1, MA2, MA3, MA4, 4);
) ]5 n, `# n; Z# i' r7 S1 K7 ^*/
; @6 F0 k2 U6 X! f" f$ l! |6 I__declspec(dllexport)int WINAPI MYBBI(CALCINFO* pData)
" R9 r  W  o& K' O3 m: M{
4 H/ c3 j" ^4 M5 U7 gif( 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
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# L" P" b5 Q; z//若不知，则
9 I# E. p6 M% j$ j4 {) R' ^/*
3 ?9 {4 G) P0 |; T. hintnFirst = pData->m_pCalcParam[0].m_nParamStart;
if( nFirst < pData->m_pCalcParam[1].m_nParamStart )
* P; u7 p, h! W9 `nFirst= pData->m_pCalcParam[1].m_nParamStart;
# L  {: u; T: @3 O  R7 s% aif( nFirst < pData->m_pCalcParam[2].m_nParamStart )
) J- L- t. F$ _) N6 \9 MnFirst= pData->m_pCalcParam[2].m_nParamStart;
if( nFirst < pData->m_pCalcParam[3].m_nParamStart )
( v: U' f( F5 B- znFirst= pData->m_pCalcParam[3].m_nParamStart;
*/
5 r9 y+ [4 i6 u0 r% o+ E7 ?" w1 Pconstfloat* pValue1 = pData->m_pCalcParam[0].m_pfParam;
2 G; S/ `8 k- I+ jconstfloat* pValue2 = pData->m_pCalcParam[1].m_pfParam;
constfloat* pValue3 = pData->m_pCalcParam[2].m_pfParam;
constfloat* pValue4 = pData->m_pCalcParam[3].m_pfParam;
constfloat* pValue5 = pData->m_pCalcParam[4].m_pfParam;
constfloat* pValue6 = pData->m_pCalcParam[5].m_pfParam;
//const float* pValue1 = pData->m_pfParam1;
! v6 `- l: G+ s5 S/ r' Z/ _//const float* pValue2 = pData->m_pfParam2;
//const float* pValue3 = pData->m_pfParam3;
, j0 u- K1 M; v//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++ )
{
' G+ p9 C% `7 O  R; E( a) J5 opData->m_pResultBuf=
//(pValue1 + pValue2 + pValue3 )/nNum;
(pValue1+ pValue2 + pValue3 + pValue4+pValue5 + pValue6)/nNum;
$ ]& b8 \# g3 F% w}
returnnFirst;
, h! i0 W% [! d' l+ r}
8 j: G; P; L& hreturn-1;
' a: Q# p, X/ Y/ ]/ S}

7 w7 f) S4 [: ]9 a( Z
7 n; l. ^- b5 m% }
//////////////////////////////////////////////////////////////pow10.asm
( k- T) I/ q- E, X: r;*******************************************************
( z- T- d6 a+ j% _. p;* *
( H& T& S7 x* S8 ]/ d;* Delphi Run Library *
;* *
;* Copyright (c) 1996,98 Inprise Corporation *
;*--------------------------------------------------------------------------
;* To compile "tasm32 /ml pow10.asm" *
( D" |: y6 C  p1 b  w6 ?;*--------------------------------------------------------------------------
9 X7 ]0 ^, E$ P: x+ H- A; D;*******************************************************
.386
;.MODEL flat,c (error must be in segement block must have segment
' M) |. j1 g; u( z. t# X$ W;!!!!!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'
: f# Q9 X0 F6 x# p.MODELflat,c ; just use .code, no need for segment,!!!!!11 important if',c' is used , must use 'public ppow10, and 'ppow10 proc'
8 O8 o% y8 i. m7 W;ppow10 PROTO,aVal:PTR REAL8, bVal:PTR REAL8
, _7 V( D4 `7 B6 y  l+ e;includeE:\Vsource\masm32\INCLUDE\windows.inc
;includeE:\Vsource\masm32\INCLUDE\user32.inc
+ m3 n- _8 s; B# v$ R0 @5 j;includeE:\Vsource\masm32\INCLUDE\kernel32.inc
PUBLICppow10
6 v) ]$ Y* m. ]7 k7 j.CODE
- r% u: j8 P% e;DllEntryproc hInstance:HINSTANCE, reason:DWORD, reserved1:DWORD
;.if reason==DLL_PROCESS_ATTACH
8 d2 i1 z" p) o# W( W9 t' S;invoke MessageBox,NULL,addr LoadMsg,addr AppName,MB_OK
  t2 h4 a& C5 K7 _;.elseif reason==DLL_PROCESS_DETACH
7 t8 W: @6 {$ s) B: Y9 x" u2 g;invoke MessageBox,NULL,addr UnloadMsg,addr AppName,MB_OK
;.elseif reason==DLL_THREAD_ATTACH
1 z# q1 j) i6 L/ ~1 }( p8 _;invoke MessageBox,NULL,addr ThreadCreated,addr AppName,MB_OK
;.else ; DLL_THREAD_DETACH
;invoke MessageBox,NULL,addr ThreadDestroyed,addr AppName,MB_OK
;.endif
8 T: l2 h8 _- d4 a7 _8 T% D' E;mov eax,TRUE
;ret
;DllEntryEndp
;FUNCTION _Ppow10( double val, double pow: ) : Extended;
;_TEXTSEGMENT WORD PUBLIC 'CODE'
7 O  q+ \! ?0 {* s/ X8 Y, z;ppow10 PROC,aVal:PTR REAL8, bVal:PTR REAL8
;ppow10 PROC,aVal:* Qword, bVal:Qword
$ M; P6 {: c  t* T% V& j: Y" d/ p$ Y+ hppow10PROC near
XUEQU 8 ; for eip & ebp
9 [( p! G' U: ^0 i% fXDEQU 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
( H) t8 W; M7 f7 W) o1 p+ [; |5 YpowerEQU QWORD PTR [eBP-XD-16] ; USE STACK
% ~& W7 h+ {; X; W, Epow10EQU QWORD PTR [eBP-XD-24] ; USE STACK
FPower10:
* ~* R1 Q! b6 a$ e5 F2 F7 T5 Opushebp
movebp,esp
) I' K1 _( t& v; F;push edi
;push esi
;push eax
* P9 t) ~; E# l1 V$ o0 k% t. @! ~;push edx
subesp,24
FINIT
+ U: e6 e0 M+ b9 L; Y! Hfldz
fstval
fstpower
fstppow10
7 Y% I  B9 C- L: e9 \% Z                 MOV    EAX,8                 MOV    EDX,8; fldpi
              fld      fp_val   ;st(0)=val; fld aVal;st(0)=val
fstval
;fld Arg2 ;st(0)=power
- g+ Z* p- G/ u# G& M8 y% Z% B1 r;fstp power
0 D) `* @, y1 l1 u  c/ r" I;fld val ;st(0)=val
0 C5 Q, ]0 N' C% ]  W7 Y;fmul val ;st(0)=val*val
' B$ t9 _2 s3 C;fmul val ;st(0)=val*va*val
;fadd st,st(0)
1 X; t; G) I9 w6 ^3 [5 C;fmul qword ptr [ebp+16] ;st(0)=power
* y& \/ d0 z! c! o- ]0 Y9 R1 \+ Z;fadd st,st(0)
3 W3 m; I+ n0 r' M. I4 T2 \6 i;fwait
5 f0 f4 O3 G: s' Yaddesp,24
;pop edx
) C, i# O  N! t. U( j7 t5 u5 g3 s: q;pop eax
5 ]5 e# A3 `3 j;pop esi
0 t- {$ Q! O4 ]( m) r;pop edi
" o$ @! _: ?: M, G9 z  ~6 U, gmovesp,ebp
% x. C9 [: o7 S% F# C$ p, Spopebp
;leave ; @@@@@@ important don't use leave in vc++ 2010
# a3 @1 [" m3 S6 Z% n3 h+ ~RET;return value = st(0)
ppow10ENDP
9 A: }) _) m3 C7 T6 f;_TEXTENDS
END
# \0 y! U9 ?9 z4 k7 z& ];END DllEntry