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

ycng

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

//FoxFunc.cpp : Defines the entry point for the DLL application.
//
0 |$ `. _( l$ \5 q  V- w#include<string.h>
#include<stdio.h>
#include<io.h>
#include<math.h>
9 z; G# l$ g4 x- N1 i: p#include<iostream>
#include"stdafx.h"
' g. l  z6 {' k8 |1 _6 x#include"FoxFunc.h"
) |# w+ q9 J  W/ @# Y7 X  b" Uusingnamespace std;
BOOLAPIENTRY DllMain( HANDLE hModule,
DWORDul_reason_for_call,
LPVOIDlpReserved
)
- t" A+ h2 z# C3 J& Y( v7 ]{
switch(ul_reason_for_call)
{
caseDLL_PROCESS_ATTACH:
caseDLL_THREAD_ATTACH:
caseDLL_THREAD_DETACH:
caseDLL_PROCESS_DETACH:
" E$ c- u" k: i$ l. f3 c, R  Dbreak;
( Z6 z' w: e1 X+ }9 G6 s; D}
returnTRUE;
}
//计算收盘价的均价,一个常数参数,表示计算周期
//调用方法:
  p. S: D  h, [: f/ {4 `6 W//"FOXFUNC@MYMACLOSE"(5)
+ i4 ?- r3 n$ R( S# j/ O/*
" o, u, _# `% Y- N//extern "C" double __cdecl ppow10(double ctemp,doublelength); - - - > wrong, extern "C" is to declare pow10coming from a .dll or .lib
9 S& d: i( O% G; g//extern "C" double ppow10(double ctemp,double length); - - -> both are the same
*/
+ s4 \' o  p8 K. W. T. r2 o; Hextern"C" double __cdecl ppow10(double ,double );
//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
( N8 p% F; V6 d, {# z3 a* v% U//!!!!!!!! use "C" for Microsoft visual C++ compiler
7 T% f1 E( {  k5 g" m8 a//!!!!!!!! use "C" for Microsoft visual C++ compiler
8 [% M; o! h4 q1 {% |# p. C__declspec(dllexport)int WINAPI MYMACLOSE(CALCINFO* pData)
7 z7 W3 Z" X) n2 X{
if( // pData->m_pfParam1 && //参数1有效
# F; D8 H) \) h# v//pData->m_nParam1Start<0 && //参数1为常数
. \6 L6 I6 o/ @0 L//pData->m_pfParam2==NULL ) //仅有一个参数
//pData->m_pfParam1 && pData->m_pfParam2 &&pData->m_pfParam3 && pData->m_pfParam4
- }9 m3 {1 [) a! ^) L6 z1 N//&& pData->m_pfParam5 && pData->m_pfParam6 &&pData->m_nParam1Start>=0 &&
' D* |; S, u  k. i//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)
8 ~: q; w" s$ I, ~{
. n6 l1 _. _% S# T( {1 }- [; O0 ofloatfParam = *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
2 h7 x4 @! |  v- r6 r8 C2 |constfloat* cpParam2 =pData->m_pCalcParam[1].m_pfParam; // cpParam =pointer to
constfloat* cpParam3 =pData->m_pCalcParam[2].m_pfParam; // cpParam =pointer to
" b+ N% p& ]% t5 c6 _4 ~constfloat* cpParam4 =pData->m_pCalcParam[3].m_pfParam; // cpParam =pointer to
$ a5 N& w- {: d5 ]//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
( q2 {; {$ u" X$ U1 d//pData->m_pCalcParam[5].m_fParam); //value
6 W/ d6 @/ L% C% N- q) r) x//const float* pValue1 = pData->m_pCalcParam[0].m_pfParam;
. k: H% n2 T# Q0 F' W; g; r3 z" O//const float* pValue2 = pData->m_pCalcParam[1].m_pfParam;
3 ?* a1 k" o5 B. M; B//const float* pValue3 = pData->m_pCalcParam[2].m_pfParam;
//const float* pValue4 = pData->m_pCalcParam[3].m_pfParam;
3 I2 B+ J& B8 a$ q. ^//const float* pValue5 = pData->m_pCalcParam[4].m_pfParam;
! _: U' z5 |9 H: T9 Lif(nPeriod>0)
{
2 D" _! h( \" G5 NfloatfTotal;
inti, j;
intndata = pData->m_nNumData;
3 S0 k& X5 y+ H/ J* }//float yy[5000][1];
; y; k9 a; `+ q& u# m; [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;
8 d6 T2 d- Z* B/ [- W7 `doublectemp=4.0;
//float yy1[5000][1];
for( j = 0; j < nPeriod; j++ ) //累加
0 I* N& H, j5 U0 m: l1 U0 p{
9 s3 O0 c$ g2 SfTotal= pData->m_pData.m_fClose; // @@@@@@@ vc++ 2010 cl.exe 使pData->m_pData[i-j].m_fClose错误
}
& q4 C5 E1 E1 N  @//pData->m_pResultBuf = fTotal*1.03; //平均
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
//pData->m_pResultBuf= (float) ppow10(ctemp,lngth); // float &- - - > overload a float value
, y8 H3 `+ C) B& qpData->m_pResultBuf=(float) ppow10( (double) pData->m_pResultBuf,lngth); // float &- - - > overload a float value, (float) = overload
2 K% m/ P( L8 h}
returnnPeriod-1;
}
5 ?6 u" w1 J3 t) J}
$ j+ ]0 t: w$ o- \3 V4 z( hreturn-1;
, o* j5 s$ o2 z/ b$ l9 \6 b}
- D( p3 W& R2 l& L# m: m//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
) [3 G$ Q6 [- q7 c  N: e( R//调用方法:
- ~+ h7 o4 j7 P6 h# A1 b- z0 O//"FOXFUNC@MYMAVAR"(CLOSE-OPEN,5)
__declspec(dllexport)int WINAPI MYMAVAR(CALCINFO* pData)
{
' t6 \9 l2 R5 D* `0 m% }if(pData->m_pfParam1&& pData->m_pfParam2 && //参数1,2有效
pData->m_nParam1Start>=0&& //参数1为序列数
pData->m_pfParam3==NULL)//有2个参数
6 y( A: x* ]3 @* Y+ k0 l1 B{
constfloat* pValue = pData->m_pfParam1; //参数1
1 D4 Z4 v# \5 ~" Z; U# PintnFirst = pData->m_nParam1Start; //有效值起始位
7 @) h; |. T: g1 Y0 I% ZfloatfParam = *pData->m_pfParam2; //参数2
& b; ?6 y9 h5 I# `( rintnPeriod = (int)fParam;
if(nFirst >= 0 && nPeriod > 0 )
{
floatfTotal;
# x( A0 ]8 i% ~+ N6 Ainti, j;
% T6 a' J* R/ d: vfor( i = nFirst+nPeriod-1; i < pData->m_nNumData; i++ )
{
fTotal= 0.0f;
for( j=0; j < nPeriod; j++ ) //累加
fTotal+= pValue[i-j];
pData->m_pResultBuf= fTotal/nPeriod;//平均
9 _. _5 k8 G$ }- j7 L}
returnnFirst+nPeriod-1;
}
}
return-1;
; |/ A3 x5 p1 M3 t. d}
//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
- L: p. v4 X6 j! x8 P2 Y/*
# B) X% y. j7 i, [& n; p* M调用方法:
MA1:=MA(CLOSE,3);
MA2:=MA(CLOSE,6);
MA3:=MA(CLOSE,12);
MA4:=MA(CLOSE,24);
MYBBI:"FOXFUNC@MYBBI"(MA1, MA2, MA3, MA4, 4);
*/
__declspec(dllexport)int WINAPI MYBBI(CALCINFO* pData)
% B$ V$ ?2 p& @+ p{
3 W4 C6 z. F9 U5 G% @6 E! L$ ?- d( gif( pData->m_pCalcParam[0].m_nParamStart >= 0 &&
! l% g- J3 U# U2 jpData->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
1 ?" r" T" Q# e, ~" x  U' v# iintnFirst = 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
0 O+ A! f) v* J7 `4 t//若不知，则
, ?. a* m4 ?& v1 b- ~* H+ s4 Z/*
intnFirst = pData->m_pCalcParam[0].m_nParamStart;
if( nFirst < pData->m_pCalcParam[1].m_nParamStart )
% N% b! \3 u; q, n0 _nFirst= pData->m_pCalcParam[1].m_nParamStart;
if( nFirst < pData->m_pCalcParam[2].m_nParamStart )
nFirst= pData->m_pCalcParam[2].m_nParamStart;
, u3 W- K5 ^3 Z9 Jif( nFirst < pData->m_pCalcParam[3].m_nParamStart )
' J( a5 k8 M# p/ r0 ]& TnFirst= pData->m_pCalcParam[3].m_nParamStart;
" U8 _1 ~4 j- E- o  r*/
constfloat* pValue1 = pData->m_pCalcParam[0].m_pfParam;
+ A3 u; G2 Y" C8 Aconstfloat* 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;
//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
  P0 z1 A& `* Q1 HintnNum = (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
& @4 |$ y: a: }$ }9 Bfor(int i = nFirst; i < pData->m_nNumData; i++ )
{
3 b  h. M1 L  O3 W: R( j- hpData->m_pResultBuf=
( }6 }2 t0 [4 ^% g//(pValue1 + pValue2 + pValue3 )/nNum;
(pValue1+ pValue2 + pValue3 + pValue4+pValue5 + pValue6)/nNum;
& n0 O- c' e& X3 R}
8 x) p" n1 i+ ]/ t" `' KreturnnFirst;
' v& h+ A2 S" X# k$ y! w}
return-1;
, `: f/ x2 x* \0 N}
/ M; m+ ~9 M( [8 y: c  q
- J3 K1 V5 p% R% h' d

//////////////////////////////////////////////////////////////pow10.asm
;*******************************************************
;* *
  V7 [: `0 P9 E  w;* Delphi Run Library *
' p3 E3 ^- H5 d- _;* *
;* Copyright (c) 1996,98 Inprise Corporation *
) G. U) }" z# v( @;*--------------------------------------------------------------------------
. Y* j( F: q: w$ d2 @;* To compile "tasm32 /ml pow10.asm" *
) f4 b% K- k' `;*--------------------------------------------------------------------------
7 V8 {' [% Q! [; ^, M( C- e;*******************************************************
# t3 e! u* k- |.386
;.MODEL flat,c (error must be in segement block must have segment
, m7 Q4 R) U9 r1 n/ k6 V3 {;!!!!!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'
0 I" m9 l0 c9 |+ J% C9 E8 ?.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
4 D0 O7 H& |) B) d;includeE:\Vsource\masm32\INCLUDE\kernel32.inc
PUBLICppow10
1 b4 t: \5 @8 f% L/ e/ h1 y.CODE
;DllEntryproc hInstance:HINSTANCE, reason:DWORD, reserved1:DWORD
;.if reason==DLL_PROCESS_ATTACH
' d$ `2 X, ]% c$ x;invoke MessageBox,NULL,addr LoadMsg,addr AppName,MB_OK
1 s- {) y% P& h- [  G% @2 Y9 m;.elseif reason==DLL_PROCESS_DETACH
;invoke MessageBox,NULL,addr UnloadMsg,addr AppName,MB_OK
;.elseif reason==DLL_THREAD_ATTACH
0 f& B! G0 D) a6 H3 K; K;invoke MessageBox,NULL,addr ThreadCreated,addr AppName,MB_OK
;.else ; DLL_THREAD_DETACH
+ |; L: E4 j+ \/ }* Y- O;invoke MessageBox,NULL,addr ThreadDestroyed,addr AppName,MB_OK
4 E; p  L: K& z2 L2 M3 E;.endif
;mov eax,TRUE
/ m$ [3 g# T& A3 Q5 h;ret
;DllEntryEndp
: `1 H" N4 O+ U% ~9 p;FUNCTION _Ppow10( double val, double pow: ) : Extended;
;_TEXTSEGMENT WORD PUBLIC 'CODE'
;ppow10 PROC,aVal:PTR REAL8, bVal:PTR REAL8
" T; u- P5 I  x7 V;ppow10 PROC,aVal:* Qword, bVal:Qword
8 S5 c* d* T% D# S9 B3 tppow10PROC near
XUEQU 8 ; for eip & ebp
+ t2 D: C: W. r7 h$ JXDEQU 0 ; for edi, esi, ebx, ecx, edx
fp_powerEQU QWORD PTR [ebp+XU+8]
% B( I- G& W* X& W% Cfp_valEQU QWORD PTR [ebp+XU]
5 f0 u: u1 w, H- u5 [; F. `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
! O0 l# {- d' w1 _movebp,esp
;push edi
;push esi
;push eax
! q- z* {9 b" B2 s  b$ I;push edx
4 X" ], X" @# n2 T( Wsubesp,24
6 s. F, \2 a% X2 p8 S1 ZFINIT
fldz
fstval
fstpower
6 F# G% |; ]1 Q/ G. g, M7 d" Yfstppow10
                 MOV    EAX,8                 MOV    EDX,8; fldpi
) O$ E( t" S+ c1 R+ ^- k! j              fld      fp_val   ;st(0)=val; fld aVal;st(0)=val
fstval
1 e$ f& ~8 S8 |* \. w1 e* K: K; D;fld Arg2 ;st(0)=power
;fstp power
;fld val ;st(0)=val
  q5 g; {6 M5 E; X7 {% @9 K;fmul val ;st(0)=val*val
- m, u9 @; ]: m( z9 a;fmul val ;st(0)=val*va*val
;fadd st,st(0)
; l7 |8 r! \9 g% };fmul qword ptr [ebp+16] ;st(0)=power
;fadd st,st(0)
/ q6 U% U) B2 ]& X3 ]0 o* ?6 M, C; ^;fwait
addesp,24
3 e0 T% G& I& h;pop edx
;pop eax
;pop esi
" e. k; T8 c  A;pop edi
$ `; y, E0 f8 imovesp,ebp
popebp
;leave ; @@@@@@ important don't use leave in vc++ 2010
RET;return value = st(0)
ppow10ENDP
8 u% }8 }- _# c" l0 W;_TEXTENDS
END
;END DllEntry