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

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//////////////////////////////////////////////////////////foxfunc.cpp
+ J8 `$ I) g; M$ W/ w; ^( ~
+ ~9 C* U3 h! S) {/ t6 C' P//FoxFunc.cpp : Defines the entry point for the DLL application.
. W5 S$ z/ e* W//
. @1 S9 g2 s4 G#include<string.h>
#include<stdio.h>
#include<io.h>
* [. a1 a# y2 W3 E. V" o& w#include<math.h>
- R1 H$ @2 a# B0 T0 K" \/ B#include<iostream>
0 n$ D$ Z4 O5 s#include"stdafx.h"
#include"FoxFunc.h"
usingnamespace std;
BOOLAPIENTRY DllMain( HANDLE hModule,
DWORDul_reason_for_call,
0 S* e( s5 {) }+ i* GLPVOIDlpReserved
)
& U, }! g" A/ \! g, H{
switch(ul_reason_for_call)
5 }- A1 n5 R5 }& f  J, Z5 f{
  v  `" i# U' H9 N7 |' acaseDLL_PROCESS_ATTACH:
caseDLL_THREAD_ATTACH:
! Q# J! U: j+ v% d# C8 |' BcaseDLL_THREAD_DETACH:
caseDLL_PROCESS_DETACH:
break;
$ R/ H* W: V4 \4 v+ f$ I  g3 ]5 Z! b}
4 B8 J* U  L" d- I" vreturnTRUE;
" F( a; K/ ]# k* I. D7 X, Q}
//计算收盘价的均价,一个常数参数,表示计算周期
//调用方法:
4 i4 l4 {2 R( q4 N$ x" y//"FOXFUNC@MYMACLOSE"(5)
$ f2 j/ A6 w, l5 F% w, w/*
' b( c; q+ H: j& Z! D* H4 v- {4 ^//extern "C" double __cdecl ppow10(double ctemp,doublelength); - - - > wrong, extern "C" is to declare pow10coming from a .dll or .lib
! [# b4 r) S& p. S# B# e9 c//extern "C" double ppow10(double ctemp,double length); - - -> both are the same
/ ~2 h# H' F, Z5 N2 `# u*/
extern"C" double __cdecl ppow10(double ,double );
# ~' p4 S) J7 @1 k) o//double ppow10(double ,double );
//call pow10() by __cdecl
//!!!!!!!! use "C" for Microsoft visual C++ compiler
+ i# q! W, z( ]4 i" `1 f  r! P4 }/ A//!!!!!!!! use "C" for Microsoft visual C++ compiler
  @$ V1 v# V' P' @+ t2 Q9 R//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
2 ^7 ~) G3 @$ U1 G) Y4 ~& T7 h//!!!!!!!! use "C" for Microsoft visual C++ compiler
. g$ v6 F! Z. J0 I) R: m__declspec(dllexport)int WINAPI MYMACLOSE(CALCINFO* pData)
- n3 I$ ?1 p, m( D/ W, }{
& {  U  t! D  r2 x3 |, i$ gif( // pData->m_pfParam1 && //参数1有效
0 Y6 @7 E8 }) p( T" [7 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 &&
//pData->m_pfParam7==NULL)
2 I$ x; ?% F" ^$ b//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)
# m8 t4 R/ |5 f# F$ [; g, j: x* l{
; s$ u8 F0 ?: F' w5 FfloatfParam = *pData->m_pfParam4; //pointer ,pData->m_pCalcParam[3].m_nParamStart >= 0
+ x3 e3 a/ ~2 c, |3 TintnPeriod = (int)fParam; //参数1
//const float* cpParam = pData->m_pfParam2; // cpParam = pointer to
" y$ i. D; Z' S9 iconstfloat* cpParam2 =pData->m_pCalcParam[1].m_pfParam; // cpParam =pointer to
1 \4 g; G- |7 |: N! h( D8 U) kconstfloat* cpParam3 =pData->m_pCalcParam[2].m_pfParam; // cpParam =pointer to
% e. t; O# c6 e* z' Qconstfloat* cpParam4 =pData->m_pCalcParam[3].m_pfParam; // cpParam =pointer to
3 o0 H- q8 D' l: v9 ?' W8 \//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
//const float* pValue1 = pData->m_pCalcParam[0].m_pfParam;
& i3 t. m, v$ X) L//const float* pValue2 = pData->m_pCalcParam[1].m_pfParam;
" B3 y* D/ L( a, n" S+ Y/ r/ S//const float* pValue3 = pData->m_pCalcParam[2].m_pfParam;
5 E8 g" Q: ]/ W, i% P' D//const float* pValue4 = pData->m_pCalcParam[3].m_pfParam;
//const float* pValue5 = pData->m_pCalcParam[4].m_pfParam;
if(nPeriod>0)
{
floatfTotal;
inti, 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;
# `2 g( e" u: D5 C0 O7 {3 }//float yy1[5000][1];
' v! n- f2 W1 T, ]for( j = 0; j < nPeriod; j++ ) //累加
) Z, X3 u" g4 D" W2 l{
) H9 m# r3 w7 Z' @fTotal= pData->m_pData.m_fClose; // @@@@@@@ vc++ 2010 cl.exe 使pData->m_pData[i-j].m_fClose错误
) J6 f% C* P, Z" |% d  \5 ^}
! e+ V/ u  o" \+ ?, x$ j/ u//pData->m_pResultBuf = fTotal*1.03; //平均
" Z9 Z/ @% e* I% h: y  lfTotal= 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
; Q& ?  q* Q0 r7 `4 }pData->m_pResultBuf=(float) ppow10( (double) pData->m_pResultBuf,lngth); // float &- - - > overload a float value, (float) = overload
; ^* t3 T) u* d5 }4 w& ^' _2 ~$ P}
/ S; ]5 u" f6 q& f  Y3 _returnnPeriod-1;
0 `1 m  h7 B( P( d" }3 N}
}
  R) }( j0 K! X2 m4 ?: Vreturn-1;
}
' [# m- |% d4 A//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
$ m' z. r7 j% i//调用方法:
//"FOXFUNC@MYMAVAR"(CLOSE-OPEN,5)
9 V( {% z4 f+ O! u( X__declspec(dllexport)int WINAPI MYMAVAR(CALCINFO* pData)
6 G' f0 K- l8 T# C, t2 ]# G{
if(pData->m_pfParam1&& pData->m_pfParam2 && //参数1,2有效
pData->m_nParam1Start>=0&& //参数1为序列数
) E0 L& h( d4 x" h) `* ]pData->m_pfParam3==NULL)//有2个参数
. C1 b4 I' j4 O+ h6 p{
- T+ |' A( \+ E& _& Q$ e9 tconstfloat* 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 )
/ e. p8 r. Z) P1 ^{
floatfTotal;
: Y0 ]: z; A- X) h$ q) ~inti, j;
8 ~* u, s5 a. X# ^8 c( K0 Wfor( i = nFirst+nPeriod-1; i < pData->m_nNumData; i++ )
- P, }$ `) _+ c* Y. m1 ^# X' G{
; i, k! o! Q4 s& ?0 W% e) G& q! L5 rfTotal= 0.0f;
for( j=0; j < nPeriod; j++ ) //累加
fTotal+= pValue[i-j];
pData->m_pResultBuf= fTotal/nPeriod;//平均
5 v6 d+ S$ A+ V7 J$ o}
returnnFirst+nPeriod-1;
}
}
return-1;
}
& G/ q) D% M( V' Z- e0 \6 e; ]) |//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
1 s3 W0 ?; n( g- p0 C/*
2 @* a! M& \# ]# C调用方法:
MA1:=MA(CLOSE,3);
/ \4 d7 [# {+ j4 X. W% n8 KMA2:=MA(CLOSE,6);
6 }) [! [# q( mMA3:=MA(CLOSE,12);
& Z" W% W* k4 S4 _. RMA4:=MA(CLOSE,24);
MYBBI:"FOXFUNC@MYBBI"(MA1, MA2, MA3, MA4, 4);
, T( {% ^/ H# _- F6 N! v*/
__declspec(dllexport)int WINAPI MYBBI(CALCINFO* pData)
, m3 N! A+ L2 V; Y- `{
if( pData->m_pCalcParam[0].m_nParamStart >= 0 &&
pData->m_pCalcParam[1].m_nParamStart>= 0 &&
7 b6 q4 T- m6 o9 J* D, Z- DpData->m_pCalcParam[2].m_nParamStart>= 0 &&
" q) |- e, N! m8 l" @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
* J: N( A  s$ B7 H) V) ~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
7 r% z. M7 ]) x0 N* }/ X/*
intnFirst = pData->m_pCalcParam[0].m_nParamStart;
4 e9 h& ^9 @( h5 t6 a& l+ \if( nFirst < pData->m_pCalcParam[1].m_nParamStart )
& Q: x1 Z2 |- B$ m, knFirst= pData->m_pCalcParam[1].m_nParamStart;
* i& L- [7 w0 {: S) \$ Gif( nFirst < pData->m_pCalcParam[2].m_nParamStart )
nFirst= pData->m_pCalcParam[2].m_nParamStart;
5 Y9 K( D7 H2 X4 rif( nFirst < pData->m_pCalcParam[3].m_nParamStart )
nFirst= pData->m_pCalcParam[3].m_nParamStart;
- E' i* e1 ]1 O/ r8 v*/
constfloat* pValue1 = pData->m_pCalcParam[0].m_pfParam;
constfloat* pValue2 = pData->m_pCalcParam[1].m_pfParam;
constfloat* pValue3 = pData->m_pCalcParam[2].m_pfParam;
: \4 D2 [+ ^! ^9 r% u: Rconstfloat* pValue4 = pData->m_pCalcParam[3].m_pfParam;
constfloat* pValue5 = pData->m_pCalcParam[4].m_pfParam;
& d1 l0 O0 F+ A5 qconstfloat* pValue6 = pData->m_pCalcParam[5].m_pfParam;
//const float* pValue1 = pData->m_pfParam1;
9 y# M( \& g" \( u+ ?8 G+ P  m- i//const float* pValue2 = pData->m_pfParam2;
! T2 s* |6 v% [! V( f" i//const float* pValue3 = pData->m_pfParam3;
5 N" a! d7 l" ], L! D1 _5 S//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
& y6 W  H' k! ~2 \for(int i = nFirst; i < pData->m_nNumData; i++ )
{
4 p& e, F5 t9 `( F' bpData->m_pResultBuf=
//(pValue1 + pValue2 + pValue3 )/nNum;
, t! F8 _# Z) t(pValue1+ pValue2 + pValue3 + pValue4+pValue5 + pValue6)/nNum;
}
! f- ~& S3 j) p4 j. a  H, v5 \returnnFirst;
}
& x: V; E% \1 g$ X% \. greturn-1;
}
5 P5 i' j: n2 g2 N' m


//////////////////////////////////////////////////////////////pow10.asm
6 S- ]1 W2 F7 P( I) m8 ?# n;*******************************************************
3 t: k( S( S3 u4 p;* *
;* Delphi Run Library *
4 ^* F7 O3 A' D9 V; S$ U# T;* *
: h% j# J9 t0 B* l2 H;* Copyright (c) 1996,98 Inprise Corporation *
;*--------------------------------------------------------------------------
;* To compile "tasm32 /ml pow10.asm" *
. D' v) ~8 x7 \' x6 {" d7 Z% u- f+ };*--------------------------------------------------------------------------
8 ]( ^$ e9 M8 y  O7 s;*******************************************************
.386
;.MODEL flat,c (error must be in segement block must have segment
' T- {" g7 w( N# Q" V9 \9 P, f;!!!!!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
+ r  W/ h+ h! D1 }7 J. {- `& w;'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
/ [" u  r% D+ s# ~) T2 C( z;includeE:\Vsource\masm32\INCLUDE\windows.inc
;includeE:\Vsource\masm32\INCLUDE\user32.inc
4 M; ?: U( z" `;includeE:\Vsource\masm32\INCLUDE\kernel32.inc
" c$ h$ p0 h- b( T: `& i4 ]5 G: \6 |PUBLICppow10
.CODE
2 j- M8 R# O' ~4 r! C' l;DllEntryproc hInstance:HINSTANCE, reason:DWORD, reserved1:DWORD
;.if reason==DLL_PROCESS_ATTACH
8 e3 E1 q  j! b4 o2 [;invoke MessageBox,NULL,addr LoadMsg,addr AppName,MB_OK
  c1 y' h4 F1 ~4 I* g;.elseif reason==DLL_PROCESS_DETACH
;invoke MessageBox,NULL,addr UnloadMsg,addr AppName,MB_OK
# x. ?# n" x+ f, e6 u0 [;.elseif reason==DLL_THREAD_ATTACH
$ @& e6 j8 u* y8 Y( z; q% };invoke MessageBox,NULL,addr ThreadCreated,addr AppName,MB_OK
! {  M6 {7 Q+ H5 c' L;.else ; DLL_THREAD_DETACH
;invoke MessageBox,NULL,addr ThreadDestroyed,addr AppName,MB_OK
;.endif
;mov eax,TRUE
4 D; z% a7 G( W/ h9 a; v;ret
;DllEntryEndp
( v; b9 m1 v, K& D' t! ~;FUNCTION _Ppow10( double val, double pow: ) : Extended;
;_TEXTSEGMENT WORD PUBLIC 'CODE'
;ppow10 PROC,aVal:PTR REAL8, bVal:PTR REAL8
;ppow10 PROC,aVal:* Qword, bVal:Qword
9 O8 g& Y& \' I- N7 Jppow10PROC near
XUEQU 8 ; for eip & ebp
XDEQU 0 ; for edi, esi, ebx, ecx, edx
fp_powerEQU QWORD PTR [ebp+XU+8]
- t$ b( F* E/ {6 \) vfp_valEQU QWORD PTR [ebp+XU]
3 p% T5 ^* z9 J. q! uvalEQU QWORD PTR [eBP-XD-8] ; USE STACK
powerEQU QWORD PTR [eBP-XD-16] ; USE STACK
( C. \$ f8 s' X2 I4 \pow10EQU QWORD PTR [eBP-XD-24] ; USE STACK
9 A, e0 ]9 I8 x% N! ^FPower10:
  w2 h  [8 B& j  X8 upushebp
- F9 g0 X2 d0 Kmovebp,esp
;push edi
;push esi
0 ?$ ]" ^5 G9 D- O7 f5 O;push eax
;push edx
; C% Z: E) y  S% p2 Hsubesp,24
9 O7 {# t0 f( D- k' BFINIT
# j5 e% w: {3 L5 V2 ^6 U- u; V2 `: {fldz
7 Q, J7 b, p( Z$ m2 Hfstval
4 `" }2 R: e# R/ K9 ^fstpower
fstppow10
% ]2 O  j( h! v                 MOV    EAX,8                 MOV    EDX,8; fldpi
2 z& G: Z+ d( |& |              fld      fp_val   ;st(0)=val; fld aVal;st(0)=val
8 ?& k# q* R2 m' ifstval
$ d4 Z3 D( k. F( c3 r9 m0 f;fld Arg2 ;st(0)=power
+ j9 o. m  J0 |" d% d# S7 I;fstp power
. Z4 G1 T- v3 c. @- \/ k;fld val ;st(0)=val
;fmul val ;st(0)=val*val
;fmul val ;st(0)=val*va*val
+ B! x' i1 [8 D3 |( T;fadd st,st(0)
! N% g% Z& m1 C; l5 t9 S+ U3 {8 U' v;fmul qword ptr [ebp+16] ;st(0)=power
6 b: ~, U' q3 J" ^;fadd st,st(0)
8 Y% Y# U3 m" ^$ r;fwait
addesp,24
;pop edx
: |( b1 @& \' o& A# d  O7 o( f! {;pop eax
" A+ K4 K6 q$ F;pop esi
' G& n' R1 G( K3 h( M/ E' e! \;pop edi
movesp,ebp
popebp
/ f& u2 _  N. o;leave ; @@@@@@ important don't use leave in vc++ 2010
: B4 e) x* N6 g1 T$ VRET;return value = st(0)
" E4 B( E7 @' ?; Y* R. Cppow10ENDP
; D9 U, ]. Q# Y! ~/ I;_TEXTENDS
END
;END DllEntry