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

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

//FoxFunc.cpp : Defines the entry point for the DLL application.
//
#include<string.h>
#include<stdio.h>
% D9 r( m+ z, y#include<io.h>
7 @5 O6 K4 ?, Q#include<math.h>
' S7 H2 F- ]  u% |+ O#include<iostream>
) d! G( T4 z7 a% r' T#include"stdafx.h"
8 ]* z6 z( [1 v/ M3 k+ v% J#include"FoxFunc.h"
usingnamespace std;
BOOLAPIENTRY DllMain( HANDLE hModule,
DWORDul_reason_for_call,
LPVOIDlpReserved
( g# }9 _3 x, C' w3 m& a)
{
5 a: C. C9 m; I. A' Oswitch(ul_reason_for_call)
. {  _6 F  Q, |6 Q( S{
, A- H* Z. u! H# g; x5 O) R) e& KcaseDLL_PROCESS_ATTACH:
caseDLL_THREAD_ATTACH:
- I; z  Z( _7 z  j* D2 o% o7 o* kcaseDLL_THREAD_DETACH:
caseDLL_PROCESS_DETACH:
" J: [5 F' r; D# |$ X' T* J3 Ybreak;
}
returnTRUE;
7 E8 E2 }- ^& ?8 u}
//计算收盘价的均价,一个常数参数,表示计算周期
. s5 o& g9 o( G& T; `5 \//调用方法:
+ [2 R+ ]3 p% t  i+ f//"FOXFUNC@MYMACLOSE"(5)
/*
: z  }  Z7 S7 i$ G( I//extern "C" double __cdecl ppow10(double ctemp,doublelength); - - - > wrong, extern "C" is to declare pow10coming from a .dll or .lib
. d5 g" D& Q1 I# t" x! ?//extern "C" double ppow10(double ctemp,double length); - - -> both are the same
, K2 d9 V3 T+ O7 H. w* C6 c% K*/
extern"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
& X5 ?3 H, n/ o5 F) W//!!!!!!!! use "C" for Microsoft visual C++ compiler
! d- N" _: q. e//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
__declspec(dllexport)int WINAPI MYMACLOSE(CALCINFO* pData)
2 W  P  s8 u, ], [& {- M1 h{
& ]/ t; C: A' zif( // pData->m_pfParam1 && //参数1有效
: a! D! n) S1 [% N//pData->m_nParam1Start<0 && //参数1为常数
6 g, |) z$ \, E5 e8 h//pData->m_pfParam2==NULL ) //仅有一个参数
; J  M0 {$ r( H) v//pData->m_pfParam1 && pData->m_pfParam2 &&pData->m_pfParam3 && pData->m_pfParam4
- l- \1 `2 X# d$ u3 ~% g/ T+ S//&& pData->m_pfParam5 && pData->m_pfParam6 &&pData->m_nParam1Start>=0 &&
# i% z* N. r* V7 r( A" q. }# J//pData->m_pfParam7==NULL)
3 [1 N5 K( J" ~, `( s//pData->m_pfParam1 && pData->m_pfParam2 &&pData->m_pfParam3 && pData->m_nParam1Start>=0 &&
' }3 F% Q4 R- ypData->m_pCalcParam[0].m_nParamStart>=0&& pData->m_pCalcParam[1].m_nParamStart>=0
&&pData->m_pCalcParam[2].m_nParamStart>=0)
1 w' w; ]$ C* Y( H8 U{
4 K# _1 @4 B# o2 G. FfloatfParam = *pData->m_pfParam4; //pointer ,pData->m_pCalcParam[3].m_nParamStart >= 0
) d0 }7 ]& j) {9 `* tintnPeriod = (int)fParam; //参数1
$ l! y/ k' G, l8 a0 ^" ?//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
) a5 [8 y% S' i6 ^. M2 hconstfloat* cpParam4 =pData->m_pCalcParam[3].m_pfParam; // cpParam =pointer to
) R2 u+ n  j  q6 q3 R//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
7 ?7 \- H$ T2 w) l' T//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;
# A' I7 f: h8 r& h; Z2 g" _! Y//const float* pValue4 = pData->m_pCalcParam[3].m_pfParam;
//const float* pValue5 = pData->m_pCalcParam[4].m_pfParam;
if(nPeriod>0)
4 _) q5 M' z: d9 m, B/ \, P9 Y7 [{
& L3 T" ~$ D) `  k* x! @floatfTotal;
inti, j;
, V2 r, {$ G7 W6 m( _' N7 kintndata = pData->m_nNumData;
//float yy[5000][1];
7 S$ C# ~% Z* F: vfor( 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
7 M& i( n* [5 V5 N{
9 R( j  m( }/ b, EfTotal= 0.0f;
doublelngth=5.0;
doublectemp=4.0;
* [+ I* Y6 P1 c* [1 \; }//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
5 @+ i6 A+ B6 c6 G}
+ \1 s( M0 c4 c+ G" C//pData->m_pResultBuf = fTotal*1.03; //平均
fTotal= cpParam3;
) j9 R6 e( t% I, O0 tpData->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
, E/ p: M3 [5 c2 q' hpData->m_pResultBuf=(float) ppow10( (double) pData->m_pResultBuf,lngth); // float &- - - > overload a float value, (float) = overload
}
; M( H' G+ V& @  O7 o: k2 JreturnnPeriod-1;
}
! F' I* O3 m4 R' I) y  F}
return-1;
, {/ [$ |! D2 _0 P}
- I8 Y; g4 ~; V, i6 i//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:
- [* c3 Y3 `' r# b//"FOXFUNC@MYMAVAR"(CLOSE-OPEN,5)
__declspec(dllexport)int WINAPI MYMAVAR(CALCINFO* pData)
7 \! H" B/ u) {2 K$ f0 j* S{
if(pData->m_pfParam1&& pData->m_pfParam2 && //参数1,2有效
pData->m_nParam1Start>=0&& //参数1为序列数
( t3 J8 S9 }0 W+ [' h- Z: i, OpData->m_pfParam3==NULL)//有2个参数
{
constfloat* pValue = pData->m_pfParam1; //参数1
! C$ k2 M5 ^, x: ZintnFirst = pData->m_nParam1Start; //有效值起始位
  ~. ~2 {' A" O+ V/ b5 ofloatfParam = *pData->m_pfParam2; //参数2
intnPeriod = (int)fParam;
) p% o6 {! J1 K6 H, K7 Y, I, Yif(nFirst >= 0 && nPeriod > 0 )
{
floatfTotal;
inti, j;
. b/ l& A0 n0 Y( Bfor( i = nFirst+nPeriod-1; i < pData->m_nNumData; i++ )
& z3 m3 x% G7 C: x: V/ J& g0 z{
, M" `6 Z' `: U. Q1 sfTotal= 0.0f;
) Q% Q2 G- C% K  e% Zfor( j=0; j < nPeriod; j++ ) //累加
0 ^  @5 m) r* n: ifTotal+= pValue[i-j];
pData->m_pResultBuf= fTotal/nPeriod;//平均
}
returnnFirst+nPeriod-1;
}
+ [0 f6 o2 w" A2 n" ?; f# h}
return-1;
}
//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
; m  }7 _# [. }. ]. ?% K4 I/*
: `; ?& c( _6 J+ {, B2 B调用方法:
MA1:=MA(CLOSE,3);
( Z+ ~( K% @/ l' E2 FMA2:=MA(CLOSE,6);
) k" v5 B0 @7 w& C  |MA3:=MA(CLOSE,12);
% u. O/ O/ E  YMA4:=MA(CLOSE,24);
MYBBI:"FOXFUNC@MYBBI"(MA1, MA2, MA3, MA4, 4);
$ Y  y6 f  ?0 B6 q7 S*/
. j+ ?# d* O0 k3 ^# e, H__declspec(dllexport)int WINAPI MYBBI(CALCINFO* pData)
: c) b! ]6 c5 |+ V' ~8 V' U- }0 z2 _{
if( pData->m_pCalcParam[0].m_nParamStart >= 0 &&
3 l8 {  F' ^6 i0 p/ ~$ L! IpData->m_pCalcParam[1].m_nParamStart>= 0 &&
pData->m_pCalcParam[2].m_nParamStart>= 0 &&
6 w- |  e2 l7 c' P1 p1 T+ v( g8 spData->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
//若不知，则
7 l7 J$ \1 d) x/ O6 Z* ~# h# B  X( [( O/*
- U6 |, a3 R1 S0 K" t& h$ gintnFirst = pData->m_pCalcParam[0].m_nParamStart;
! w/ T2 o2 Q- bif( nFirst < pData->m_pCalcParam[1].m_nParamStart )
; P, g3 D4 L& Q: |8 [# i& F. ?nFirst= 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 )
2 {1 Y6 o+ o6 t1 S$ x1 VnFirst= pData->m_pCalcParam[3].m_nParamStart;
/ |" U" O* V8 E2 z7 s; u! M) ~8 y*/
6 ]* _- s1 q: f" P6 Bconstfloat* 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;
constfloat* pValue5 = pData->m_pCalcParam[4].m_pfParam;
constfloat* pValue6 = pData->m_pCalcParam[5].m_pfParam;
6 x! q/ I  W4 R+ a7 h//const float* pValue1 = pData->m_pfParam1;
' Z7 O& V) w6 C+ q//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
8 b6 J2 n% t. [+ z$ E+ g' rintnNum = (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++ )
{
6 e7 h6 W1 X5 Y5 |1 cpData->m_pResultBuf=
0 u  u, f4 m2 Q//(pValue1 + pValue2 + pValue3 )/nNum;
(pValue1+ pValue2 + pValue3 + pValue4+pValue5 + pValue6)/nNum;
5 T& O7 Z" @' s& x9 }" k& z}
returnnFirst;
6 U3 r- j/ ?6 X. |4 N}
% O9 H; `% R! [# }9 I5 ]6 v' {return-1;
}
5 B+ f. t' |! x
( y/ }! I3 }' T3 d. h: s9 l2 b( D9 H/ O0 S

//////////////////////////////////////////////////////////////pow10.asm
;*******************************************************
;* *
  b6 x# q! ]% F, ?;* Delphi Run Library *
;* *
;* Copyright (c) 1996,98 Inprise Corporation *
;*--------------------------------------------------------------------------
, y, {/ I: z& f$ `;* To compile "tasm32 /ml pow10.asm" *
. c2 ~' J  x* `1 R4 o2 h* ~;*--------------------------------------------------------------------------
# {( w  l2 C. u3 i;*******************************************************
1 K: M, t' }8 q% P+ t3 V.386
7 K7 T# g0 F" f# N' @9 I) D& a* w;.MODEL flat,c (error must be in segement block must have segment
( D& a$ d/ f& q  e5 r6 T$ @;!!!!!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
: O0 z0 w% X& V* x;includeE:\Vsource\masm32\INCLUDE\windows.inc
3 m: R+ s' H: [2 o4 h9 L;includeE:\Vsource\masm32\INCLUDE\user32.inc
1 N! m; e* B+ N# C;includeE:\Vsource\masm32\INCLUDE\kernel32.inc
PUBLICppow10
: O8 j1 m9 d- T0 ^0 W% O.CODE
% X$ D' {' P# C# `3 v4 D;DllEntryproc hInstance:HINSTANCE, reason:DWORD, reserved1:DWORD
;.if reason==DLL_PROCESS_ATTACH
8 b3 c- x$ i4 ^5 G, ^+ s  K) B( x9 ^: e: A;invoke MessageBox,NULL,addr LoadMsg,addr AppName,MB_OK
;.elseif reason==DLL_PROCESS_DETACH
;invoke MessageBox,NULL,addr UnloadMsg,addr AppName,MB_OK
: t! ?5 G& N/ M" q3 }- W$ V$ n;.elseif reason==DLL_THREAD_ATTACH
;invoke MessageBox,NULL,addr ThreadCreated,addr AppName,MB_OK
;.else ; DLL_THREAD_DETACH
" ?% ?0 |+ h+ Q7 M2 r, s: h  b;invoke MessageBox,NULL,addr ThreadDestroyed,addr AppName,MB_OK
' z- O7 n) R$ G$ a2 Q% ];.endif
% i% e, A" D  u. ?;mov eax,TRUE
;ret
;DllEntryEndp
;FUNCTION _Ppow10( double val, double pow: ) : Extended;
: r% \0 p' X! U1 p$ ^, X;_TEXTSEGMENT WORD PUBLIC 'CODE'
;ppow10 PROC,aVal:PTR REAL8, bVal:PTR REAL8
5 b8 |' B- D9 s;ppow10 PROC,aVal:* Qword, bVal:Qword
ppow10PROC near
$ p% Z% r6 V0 V7 t) c9 ?, IXUEQU 8 ; for eip & ebp
XDEQU 0 ; for edi, esi, ebx, ecx, edx
) H& T, r2 j9 Y: f& |; C% mfp_powerEQU QWORD PTR [ebp+XU+8]
fp_valEQU QWORD PTR [ebp+XU]
! }1 U- K* R; }2 W& q. k. q' cvalEQU QWORD PTR [eBP-XD-8] ; USE STACK
powerEQU QWORD PTR [eBP-XD-16] ; USE STACK
1 e7 v/ \- a! e0 \" d0 ]: \  k3 Zpow10EQU QWORD PTR [eBP-XD-24] ; USE STACK
FPower10:
, ]2 ]4 E# y1 M/ y6 Tpushebp
movebp,esp
;push edi
* c) B+ P# p, _) }  W+ w. s;push esi
;push eax
5 \: A, D1 ^6 a7 M# W( X" G;push edx
subesp,24
6 T2 s& |2 h  J3 Y9 F- SFINIT
' o) L+ G' x$ Y5 wfldz
6 g& Q" R; Y) _( {3 a5 h. T5 Q6 pfstval
fstpower
fstppow10
                 MOV    EAX,8                 MOV    EDX,8; fldpi
6 q6 V8 k& ^. z! E9 h4 S/ y; J+ V* d              fld      fp_val   ;st(0)=val; fld aVal;st(0)=val
/ V6 B2 W$ d2 q: yfstval
) ~& C4 Z9 k8 ?/ s;fld Arg2 ;st(0)=power
0 e" B! l) a! `9 r;fstp power
;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)
  p8 r& i* `8 r9 f2 ~+ [$ [; m  F;fwait
% w+ }& i; i% V7 M& O# Zaddesp,24
5 C; X4 @6 b' U6 K* W2 z;pop edx
;pop eax
* I/ p  |+ I) A% |3 l;pop esi
! h; M7 Y, b( }" p;pop edi
movesp,ebp
popebp
* e1 M. Q4 n& G$ ~;leave ; @@@@@@ important don't use leave in vc++ 2010
RET;return value = st(0)
: ]( m) X& D/ v; y, ippow10ENDP
- J5 c6 F: A- y; [% o;_TEXTENDS
END
; i) O; [# b% ?7 y( ]7 _;END DllEntry