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

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//////////////////////////////////////////////////////////foxfunc.cpp
, z: k; U5 V, l" ]
//FoxFunc.cpp : Defines the entry point for the DLL application.
" c4 U+ R1 Z/ p/ v9 M//
#include<string.h>
#include<stdio.h>
#include<io.h>
#include<math.h>
, Y+ Q$ s9 m4 N6 R5 z#include<iostream>
#include"stdafx.h"
4 p& d8 H, n5 U#include"FoxFunc.h"
" A" {# K, N* Z) v5 a' Tusingnamespace std;
1 t$ i  E' n! G6 ~, cBOOLAPIENTRY DllMain( HANDLE hModule,
) P' V3 {  T  j+ IDWORDul_reason_for_call,
9 i: L( _6 L1 ?! W% C. jLPVOIDlpReserved
)
; M1 A8 _) D: u* L2 \{
switch(ul_reason_for_call)
{
caseDLL_PROCESS_ATTACH:
+ c3 b# ~+ u( u% S+ kcaseDLL_THREAD_ATTACH:
# E6 ?' C9 s9 [+ V6 lcaseDLL_THREAD_DETACH:
caseDLL_PROCESS_DETACH:
break;
% n5 S- ^+ n# B9 B}
+ Z8 I  ~: j+ F" U9 J: H* WreturnTRUE;
) E. w* {9 g% m  V  g}
. q# W* G2 s- z$ Y6 |//计算收盘价的均价,一个常数参数,表示计算周期
//调用方法:
- x! [9 y9 a5 k1 d" ~//"FOXFUNC@MYMACLOSE"(5)
* z) v' y% k& ^. K) z: U/*
- i, b; Y& \: E0 r' B7 O3 r//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
. l8 k8 w3 m" _. H  d*/
- P6 P, `* K( L1 z' Zextern"C" double __cdecl ppow10(double ,double );
//double ppow10(double ,double );
# Y# s* _3 O1 w, m# @//call pow10() by __cdecl
//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
7 B; |+ K% }; a# n! C: U//!!!!!!!! use "C" for Microsoft visual C++ compiler
+ J6 @: T  C6 Z# L8 _3 F//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
: x) j( l& Z5 U% ^+ p__declspec(dllexport)int WINAPI MYMACLOSE(CALCINFO* pData)
( J" m# M4 N& f9 {; U# G{
0 j: R4 k: x% _% _& I9 A# `1 cif( // pData->m_pfParam1 && //参数1有效
7 P. c( f) |4 X0 Z1 T# 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
! v% F" A* P9 w% C, t% q//&& pData->m_pfParam5 && pData->m_pfParam6 &&pData->m_nParam1Start>=0 &&
//pData->m_pfParam7==NULL)
, d" j% I8 m& q7 a1 ?" k% y//pData->m_pfParam1 && pData->m_pfParam2 &&pData->m_pfParam3 && pData->m_nParam1Start>=0 &&
0 N; U7 X& N, J: D/ S% T9 R) D' VpData->m_pCalcParam[0].m_nParamStart>=0&& pData->m_pCalcParam[1].m_nParamStart>=0
+ D$ y# U1 ^9 e! k&&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
* x0 o: E( W8 L' _: s//const float* cpParam = pData->m_pfParam2; // cpParam = pointer to
constfloat* cpParam2 =pData->m_pCalcParam[1].m_pfParam; // cpParam =pointer to
) t; `- q) U2 D8 y# Q5 n2 \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
, x9 l* t: X" M1 M, a: m//in foxtraderoooq:"MYFUNC2010@MYMACLOSE"(c,c,c,6),colorffffff,linethick5;// cpParam5 =pData->m_pCalcParam[4].m_pfParam
( }; M8 E1 z- {8 c4 e//pData->m_pCalcParam[5].m_fParam); //value
3 j, t. L& Q0 j. a) \! P//const float* pValue1 = pData->m_pCalcParam[0].m_pfParam;
//const float* pValue2 = pData->m_pCalcParam[1].m_pfParam;
" a. `0 C9 p* M3 n0 R1 n//const float* pValue3 = pData->m_pCalcParam[2].m_pfParam;
//const float* pValue4 = pData->m_pCalcParam[3].m_pfParam;
# B6 H. q2 W. J+ ?; k6 z//const float* pValue5 = pData->m_pCalcParam[4].m_pfParam;
5 r* a9 ]: i8 S) Q+ d# {if(nPeriod>0)
{
floatfTotal;
7 R# f: ^5 r& C& f$ \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
1 m1 G+ Y9 X8 i7 L& a" e+ D8 D: O{
4 _4 P+ o/ @3 ~5 O3 h6 X1 g7 JfTotal= 0.0f;
doublelngth=5.0;
, S' `4 N  f7 q' c% Z* mdoublectemp=4.0;
* u. y, }. z; p0 k# |6 s//float yy1[5000][1];
8 l- K: ~4 Z; e2 V8 V( Y. |0 M% Mfor( 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
1 F6 }+ B; _/ ~}
//pData->m_pResultBuf = fTotal*1.03; //平均
fTotal= cpParam3;
5 O+ L  y" [* ApData->m_pResultBuf= fTotal*1.03; //平均
; f) y" `2 K6 V. j; |5 ]& p//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
- w% j* F; W+ y4 b, W}
returnnPeriod-1;
9 Y! E2 q% {0 B1 @! O}
7 {& Z% u6 i3 Q6 v* ]+ H8 I3 F, i. e}
return-1;
9 x0 Q: J- ]- i. O, X, j  t}
+ n5 b" H& {2 q//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
" ~% v& j/ r( J//调用方法:
& H% O3 A* k3 G6 K- Q, e( r//"FOXFUNC@MYMAVAR"(CLOSE-OPEN,5)
* Q+ J8 L0 X  Y- \9 ~! @__declspec(dllexport)int WINAPI MYMAVAR(CALCINFO* pData)
{
if(pData->m_pfParam1&& pData->m_pfParam2 && //参数1,2有效
8 p% P- }2 O% ]2 Z- n/ E6 V9 mpData->m_nParam1Start>=0&& //参数1为序列数
pData->m_pfParam3==NULL)//有2个参数
. G2 o9 D* e6 @! ~7 u9 O9 ~{
constfloat* pValue = pData->m_pfParam1; //参数1
* I8 u0 y/ L4 U" k4 q6 jintnFirst = pData->m_nParam1Start; //有效值起始位
floatfParam = *pData->m_pfParam2; //参数2
0 R; u$ R- A: K, u& _intnPeriod = (int)fParam;
& H! ?# V, U6 [, f9 `if(nFirst >= 0 && nPeriod > 0 )
{
floatfTotal;
inti, j;
for( i = nFirst+nPeriod-1; i < pData->m_nNumData; i++ )
8 r0 l0 w( I: O1 L8 C0 z. k6 G0 q{
fTotal= 0.0f;
" U) P( l& e3 Y8 ofor( j=0; j < nPeriod; j++ ) //累加
fTotal+= pValue[i-j];
; o& I# |/ m& E. ~6 V4 ], rpData->m_pResultBuf= fTotal/nPeriod;//平均
$ W$ e" |; a: W4 [5 e- J, ~}
returnnFirst+nPeriod-1;
6 S4 ~4 o; ^; y  p}
}
' @7 q/ o/ P! k9 Vreturn-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
/*
调用方法:
MA1:=MA(CLOSE,3);
4 Q; F6 b/ X# m1 n9 wMA2:=MA(CLOSE,6);
, H& S7 l. C  z, W  i- CMA3:=MA(CLOSE,12);
MA4:=MA(CLOSE,24);
8 c' o' [: M8 _, R+ W! z! h. C' ]MYBBI:"FOXFUNC@MYBBI"(MA1, MA2, MA3, MA4, 4);
*/
__declspec(dllexport)int WINAPI MYBBI(CALCINFO* pData)
, \" h  E" l0 [0 ^4 ?0 }6 Z, |{
if( pData->m_pCalcParam[0].m_nParamStart >= 0 &&
$ z. g% `- ^# P  }" Z- XpData->m_pCalcParam[1].m_nParamStart>= 0 &&
pData->m_pCalcParam[2].m_nParamStart>= 0 &&
9 A9 I# `2 E( A7 _7 Z& U+ BpData->m_pCalcParam[3].m_nParamStart>= 0 ) //4个序列都含有效数值
% F9 z# n8 y7 k{
9 R9 }! V- v3 z/ ~//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
  B5 s/ N8 L% h//若不知，则
. m; `/ F: t6 K& ?) G9 y/*
intnFirst = pData->m_pCalcParam[0].m_nParamStart;
if( nFirst < pData->m_pCalcParam[1].m_nParamStart )
4 a% Z* m' E) b! w2 D8 U3 O2 VnFirst= pData->m_pCalcParam[1].m_nParamStart;
% g7 A! _( i9 L) Q% W. Mif( nFirst < pData->m_pCalcParam[2].m_nParamStart )
& z, x  f+ t) qnFirst= pData->m_pCalcParam[2].m_nParamStart;
) P/ L5 W; x  U5 W" jif( nFirst < pData->m_pCalcParam[3].m_nParamStart )
nFirst= pData->m_pCalcParam[3].m_nParamStart;
*/
& Y0 i( I3 D, iconstfloat* pValue1 = pData->m_pCalcParam[0].m_pfParam;
7 m* i  E4 g. v' I6 y4 W- Uconstfloat* pValue2 = pData->m_pCalcParam[1].m_pfParam;
constfloat* pValue3 = pData->m_pCalcParam[2].m_pfParam;
# x! {  X* C( {7 w& [/ o, y2 j; u7 Lconstfloat* pValue4 = pData->m_pCalcParam[3].m_pfParam;
6 l( g0 D$ l) _( a, s% Gconstfloat* pValue5 = pData->m_pCalcParam[4].m_pfParam;
1 d+ M) J2 {/ s) K% ]- qconstfloat* 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
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
1 U! X3 U2 ~" c  l1 J! X, |. kfor(int i = nFirst; i < pData->m_nNumData; i++ )
{
pData->m_pResultBuf=
: F) u. |  W( C0 k//(pValue1 + pValue2 + pValue3 )/nNum;
(pValue1+ pValue2 + pValue3 + pValue4+pValue5 + pValue6)/nNum;
: Z% k7 z- V- y$ }}
1 d6 }* S% j4 S3 x6 N2 Z2 q$ LreturnnFirst;
}
return-1;
9 c/ _, `* |; K; g8 ?7 e0 \5 S}


1 i" \6 D' U' I" u6 e
//////////////////////////////////////////////////////////////pow10.asm
;*******************************************************
( I1 Z. Z2 z4 j! a" C4 A$ b;* *
4 c7 U8 l3 x3 ?* L: u;* Delphi Run Library *
0 g! x9 q! L7 P7 k. x* I; h;* *
;* Copyright (c) 1996,98 Inprise Corporation *
% H. ]& v2 S3 V;*--------------------------------------------------------------------------
$ x! g4 A: L/ w6 I% X( D;* To compile "tasm32 /ml pow10.asm" *
;*--------------------------------------------------------------------------
! y4 O2 ?9 |4 y; |2 c9 |* A! e;*******************************************************
5 o( w, i: x7 X7 C5 |. ~2 t& |) I.386
;.MODEL flat,c (error must be in segement block must have segment
6 \. ?8 N2 Z9 @7 x" N3 m- o/ E$ j;!!!!!11 important if ',c' is not used , must use 'public _ppow10, and'_ppow10 proc'
9 Z" k2 P5 @* @8 S;!!!!!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'
* a, N' Q! Q; Z+ v! q, \;ppow10 PROTO,aVal:PTR REAL8, bVal:PTR REAL8
;includeE:\Vsource\masm32\INCLUDE\windows.inc
. k- u) w1 ?5 Z( M( O6 W;includeE:\Vsource\masm32\INCLUDE\user32.inc
3 s  A7 c( n" l* m7 X; m;includeE:\Vsource\masm32\INCLUDE\kernel32.inc
& s+ x6 f& p- h/ X4 y% oPUBLICppow10
, A/ l6 h8 X+ y.CODE
. f5 T+ M3 P* x5 A;DllEntryproc hInstance:HINSTANCE, reason:DWORD, reserved1:DWORD
9 N" F3 c. d: y;.if reason==DLL_PROCESS_ATTACH
;invoke MessageBox,NULL,addr LoadMsg,addr AppName,MB_OK
: m/ r  k+ ~9 U) R! K;.elseif reason==DLL_PROCESS_DETACH
- |3 ?% G/ \3 X& C;invoke MessageBox,NULL,addr UnloadMsg,addr AppName,MB_OK
$ u4 U: r: K. w) e* p: b* \;.elseif reason==DLL_THREAD_ATTACH
! `4 I; ?, [% t. Y;invoke MessageBox,NULL,addr ThreadCreated,addr AppName,MB_OK
0 f! M. Z8 T1 V1 {: ?;.else ; DLL_THREAD_DETACH
- L, U" E9 c& k: V, M/ m. f;invoke MessageBox,NULL,addr ThreadDestroyed,addr AppName,MB_OK
;.endif
;mov eax,TRUE
;ret
;DllEntryEndp
3 P8 I( M6 v+ a0 k; S6 ~;FUNCTION _Ppow10( double val, double pow: ) : Extended;
;_TEXTSEGMENT WORD PUBLIC 'CODE'
;ppow10 PROC,aVal:PTR REAL8, bVal:PTR REAL8
6 R$ U; q: b8 q- j;ppow10 PROC,aVal:* Qword, bVal:Qword
ppow10PROC near
9 h) z! S1 g: ]- R$ j! NXUEQU 8 ; for eip & ebp
XDEQU 0 ; for edi, esi, ebx, ecx, edx
+ a' D, U6 [  A+ I% A: nfp_powerEQU QWORD PTR [ebp+XU+8]
$ v7 d7 W. {: u& [  Vfp_valEQU QWORD PTR [ebp+XU]
. n7 N/ _9 n' D. \* V! y' VvalEQU QWORD PTR [eBP-XD-8] ; USE STACK
powerEQU QWORD PTR [eBP-XD-16] ; USE STACK
pow10EQU QWORD PTR [eBP-XD-24] ; USE STACK
FPower10:
1 U, u1 u$ U' x. I0 j6 Spushebp
- e8 m. N6 Q# G3 ~movebp,esp
) b" \+ _' y8 X9 O/ i8 \7 J;push edi
2 O/ \* U0 q% B6 F) I* C, ];push esi
;push eax
;push edx
# ]8 O7 b3 ]1 D; D1 x0 n) W  |2 Asubesp,24
; {$ l  j0 a, `/ J. P4 v2 a5 }FINIT
9 @0 o& k8 K" N0 n1 @fldz
fstval
+ o2 c( ^% ]/ S3 \. m9 k* X: Hfstpower
4 b) L( S4 T/ ^$ _fstppow10
& Y" M% R) S! c1 H3 o                 MOV    EAX,8                 MOV    EDX,8; fldpi
% W: f  y. }! s4 s% ]              fld      fp_val   ;st(0)=val; fld aVal;st(0)=val
fstval
4 D0 I+ n6 U( g9 o$ h1 l;fld Arg2 ;st(0)=power
) S1 r# ^4 ~3 H* ?+ }! z;fstp power
;fld val ;st(0)=val
$ {, J( z% q0 d" g;fmul val ;st(0)=val*val
;fmul val ;st(0)=val*va*val
( a2 @+ ]: j( `- r! S2 b;fadd st,st(0)
;fmul qword ptr [ebp+16] ;st(0)=power
* A+ s# ^# m- p) x0 E$ z0 |3 G;fadd st,st(0)
;fwait
addesp,24
;pop edx
' X+ ~; i) u) T7 X' s;pop eax
% j, I/ P: |$ n. a0 m;pop esi
' |' [% }2 ]* i5 g1 d;pop edi
movesp,ebp
- G; I( ?( }+ ^popebp
;leave ; @@@@@@ important don't use leave in vc++ 2010
' ~4 K$ Y, T5 _. j# ^; QRET;return value = st(0)
* C# s% Z8 L5 B* A* y* _% t4 xppow10ENDP
3 H  `4 v& E' F$ N3 U$ k5 Z. M8 w;_TEXTENDS
END
;END DllEntry