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

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

( L$ \% D9 i  T, M//FoxFunc.cpp : Defines the entry point for the DLL application.
//
8 N/ v4 Y  n; L- `' ^$ e' s; W#include<string.h>
' a! S$ E9 D& Z#include<stdio.h>
#include<io.h>
+ B2 B( [* ]9 {4 E. B' C#include<math.h>
#include<iostream>
3 V7 A% {* D4 b" I* I& L0 H#include"stdafx.h"
6 @" O  V* s4 H5 g: D, Q- }' L#include"FoxFunc.h"
usingnamespace std;
& d8 o% F8 O9 E" WBOOLAPIENTRY DllMain( HANDLE hModule,
/ C! G2 G- N' [! ?2 SDWORDul_reason_for_call,
LPVOIDlpReserved
: v: v4 R. U7 })
{
switch(ul_reason_for_call)
1 V+ d# A: S  ~+ Y3 A: X{
" G: E! v( r) QcaseDLL_PROCESS_ATTACH:
  o/ `: e3 S  r; H$ gcaseDLL_THREAD_ATTACH:
2 R4 {' Z$ W/ J0 t) BcaseDLL_THREAD_DETACH:
9 x5 z* _+ J  E; Y, v# dcaseDLL_PROCESS_DETACH:
break;
: [4 h- A. I# S% a( F8 m! ?. S/ c}
' F6 Y( _1 O% L, G  ~returnTRUE;
7 W7 o8 z4 g3 z5 ~2 Q6 ^8 u}
4 R9 `, \/ y9 e! V' ]//计算收盘价的均价,一个常数参数,表示计算周期
//调用方法:
' ^) K; m2 ^7 J7 k# Z0 S4 ^//"FOXFUNC@MYMACLOSE"(5)
/*
//extern "C" double __cdecl ppow10(double ctemp,doublelength); - - - > wrong, extern "C" is to declare pow10coming from a .dll or .lib
. S- g" {/ o5 v) ?- k//extern "C" double ppow10(double ctemp,double length); - - -> both are the same
*/
0 e% G# {0 {5 }& Q0 Dextern"C" double __cdecl ppow10(double ,double );
' H! v7 ~# P/ O! Z3 i0 b//double ppow10(double ,double );
//call pow10() by __cdecl
//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
# C; Q6 K1 @' S, @//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
! f9 z1 o. a4 ~0 ]+ V# P//!!!!!!!! use "C" for Microsoft visual C++ compiler
6 B( L; E+ G: G7 o% M6 c7 u8 n__declspec(dllexport)int WINAPI MYMACLOSE(CALCINFO* pData)
3 _3 U% W6 ~8 G& Z5 D0 W" ?{
9 \/ m2 C! |2 b% A, i3 pif( // pData->m_pfParam1 && //参数1有效
5 b* A/ b4 l; T- i//pData->m_nParam1Start<0 && //参数1为常数
2 t& D2 l4 m! @. G+ `  t3 |% K//pData->m_pfParam2==NULL ) //仅有一个参数
' l/ Y4 E/ P) R8 ]' i) f/ g//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
$ ?6 m9 ]2 S1 J# t( |5 G&&pData->m_pCalcParam[2].m_nParamStart>=0)
7 J4 ]2 Y, S# t$ z  [{
floatfParam = *pData->m_pfParam4; //pointer ,pData->m_pCalcParam[3].m_nParamStart >= 0
* }2 \) {; }# |intnPeriod = (int)fParam; //参数1
//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
& I# C. o" n5 C/ g3 \constfloat* cpParam4 =pData->m_pCalcParam[3].m_pfParam; // cpParam =pointer to
" A7 D: F. k2 W, e! L$ v6 |//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;
+ c  V: t4 C  G% Q0 i% {# q; X! P//const float* pValue2 = pData->m_pCalcParam[1].m_pfParam;
% b, O- E6 ~+ @//const float* pValue3 = pData->m_pCalcParam[2].m_pfParam;
$ N* w- ?2 ~# p& x* b//const float* pValue4 = pData->m_pCalcParam[3].m_pfParam;
//const float* pValue5 = pData->m_pCalcParam[4].m_pfParam;
if(nPeriod>0)
7 E7 \" Y" l* u. a4 d{
2 d0 H' u' `, k' N5 DfloatfTotal;
1 A3 D  W6 o+ Y+ T& finti, j;
! E) i* x3 Q8 c- L7 vintndata = pData->m_nNumData;
//float yy[5000][1];
$ q. ~2 U! O) u0 [/ ]+ Dfor( 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
: ^6 c, b) V  i% B9 S0 T{
( L( L, m1 J" B; v3 \, V1 tfTotal= 0.0f;
doublelngth=5.0;
doublectemp=4.0;
. r( W% |: f- L! }7 T! `0 @//float yy1[5000][1];
for( j = 0; j < nPeriod; j++ ) //累加
/ a) J; g( R' v' C3 g{
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
: ]0 M( ^* z( {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
; ^: D; L6 w0 `( O* i- b# [- Y- n. OpData->m_pResultBuf=(float) ppow10( (double) pData->m_pResultBuf,lngth); // float &- - - > overload a float value, (float) = overload
6 B$ M+ w5 R5 I5 H/ g8 T$ e}
% v# j0 E- U' P! ]/ j5 NreturnnPeriod-1;
+ F- q# g8 u2 i4 x: g  @, w}
}
4 `% z% W+ @8 k9 z( \. ^/ f+ Wreturn-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
. ?; \9 R, }. U6 F+ I4 r//调用方法:
; z( P$ f' f( R# u& N" e$ W/ Z6 D//"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
pData->m_nParam1Start>=0&& //参数1为序列数
pData->m_pfParam3==NULL)//有2个参数
{
# _( X5 Y' @+ c/ i% }4 [+ Econstfloat* pValue = pData->m_pfParam1; //参数1
intnFirst = pData->m_nParam1Start; //有效值起始位
6 {9 p+ g( Z9 C& m( }2 L5 v7 ofloatfParam = *pData->m_pfParam2; //参数2
3 D  |8 m  A4 O  T7 L/ i* d; u! ointnPeriod = (int)fParam;
# j# v' H* N/ u4 pif(nFirst >= 0 && nPeriod > 0 )
{
floatfTotal;
% M, _2 e/ _1 M1 Ginti, j;
& V$ y! F5 Z) ?' @2 ^0 w6 Kfor( i = nFirst+nPeriod-1; i < pData->m_nNumData; i++ )
{
fTotal= 0.0f;
7 u. x! a4 m- y; [! hfor( j=0; j < nPeriod; j++ ) //累加
, T" a9 S; o8 Z2 T) F( PfTotal+= pValue[i-j];
pData->m_pResultBuf= fTotal/nPeriod;//平均
}
returnnFirst+nPeriod-1;
}
}
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
/*
调用方法:
, W1 e/ H2 g5 J1 p' e4 JMA1:=MA(CLOSE,3);
MA2:=MA(CLOSE,6);
$ I  h* h- Q% V3 ]+ oMA3:=MA(CLOSE,12);
. F0 ~1 f& u# _4 ~- Q) U9 O' @MA4:=MA(CLOSE,24);
MYBBI:"FOXFUNC@MYBBI"(MA1, MA2, MA3, MA4, 4);
*/
- ^# h4 @+ h4 m. X; J. Y__declspec(dllexport)int WINAPI MYBBI(CALCINFO* pData)
{
if( pData->m_pCalcParam[0].m_nParamStart >= 0 &&
pData->m_pCalcParam[1].m_nParamStart>= 0 &&
0 \, P5 {3 [/ a; o. n/ A7 l5 npData->m_pCalcParam[2].m_nParamStart>= 0 &&
+ k9 g0 T) E/ G: QpData->m_pCalcParam[3].m_nParamStart>= 0 ) //4个序列都含有效数值
{
* X, u9 l' [7 q6 M//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
/ H' O% J, ?- G( ]8 m/*
intnFirst = pData->m_pCalcParam[0].m_nParamStart;
if( nFirst < pData->m_pCalcParam[1].m_nParamStart )
nFirst= pData->m_pCalcParam[1].m_nParamStart;
7 ?$ }- [* u# U) x. Z. bif( nFirst < pData->m_pCalcParam[2].m_nParamStart )
nFirst= pData->m_pCalcParam[2].m_nParamStart;
if( nFirst < pData->m_pCalcParam[3].m_nParamStart )
6 T8 k. i6 h) V3 c& }+ wnFirst= pData->m_pCalcParam[3].m_nParamStart;
*/
% @3 K4 S5 U! h& P' cconstfloat* pValue1 = pData->m_pCalcParam[0].m_pfParam;
5 ?! Z6 L$ Z( V; Q- V: A9 Bconstfloat* pValue2 = pData->m_pCalcParam[1].m_pfParam;
! j0 S* n* A* A7 tconstfloat* 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;
$ P# S# F: d0 p9 N2 b//const float* pValue1 = pData->m_pfParam1;
//const float* pValue2 = pData->m_pfParam2;
& g/ f. S+ y! g  s6 Z2 R. D* n//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
for(int i = nFirst; i < pData->m_nNumData; i++ )
{
pData->m_pResultBuf=
//(pValue1 + pValue2 + pValue3 )/nNum;
(pValue1+ pValue2 + pValue3 + pValue4+pValue5 + pValue6)/nNum;
}
+ |5 c& l; i  j8 ?! L% yreturnnFirst;
0 r' E0 g- q2 q3 A8 G6 N5 Y# ?7 N}
( k) }" `& a; u6 S& ^4 u: [9 Yreturn-1;
}


/ N3 l0 i; Z  B% D0 E3 n  z
$ [. C# A$ C1 ]6 V9 V' @* L+ i" S//////////////////////////////////////////////////////////////pow10.asm
;*******************************************************
;* *
;* Delphi Run Library *
;* *
8 t: T* O5 z, n* l6 t;* Copyright (c) 1996,98 Inprise Corporation *
5 G/ q- [) q; R6 f: ^& ^' x# C7 Y$ n;*--------------------------------------------------------------------------
; k$ _# A4 Z4 e! c5 a3 F;* To compile "tasm32 /ml pow10.asm" *
;*--------------------------------------------------------------------------
1 y& N& g1 V' S  r% k;*******************************************************
! P- U5 V0 s1 [2 S8 h1 n7 O.386
;.MODEL flat,c (error must be in segement block must have segment
# h: N& y6 f, d8 L' ^' h5 o; b6 K;!!!!!11 important if ',c' is not used , must use 'public _ppow10, and'_ppow10 proc'
/ Z  o7 ~2 k4 B0 ?. J# d3 h; N; [;!!!!!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
" i3 T# e# q1 E* x: x;includeE:\Vsource\masm32\INCLUDE\windows.inc
" r' x* R. e8 |4 Z) s8 \: V;includeE:\Vsource\masm32\INCLUDE\user32.inc
;includeE:\Vsource\masm32\INCLUDE\kernel32.inc
: ?! ]! r- E' o$ UPUBLICppow10
2 a* k% R! j- j7 y.CODE
$ e- K) D! c9 ?0 L5 n# A;DllEntryproc hInstance:HINSTANCE, reason:DWORD, reserved1:DWORD
/ \  q5 }, P% Q1 G( s/ i7 p/ y6 M;.if reason==DLL_PROCESS_ATTACH
;invoke MessageBox,NULL,addr LoadMsg,addr AppName,MB_OK
1 t! n7 P1 E: N;.elseif reason==DLL_PROCESS_DETACH
;invoke MessageBox,NULL,addr UnloadMsg,addr AppName,MB_OK
; I, R7 h, I3 `7 D3 ~;.elseif reason==DLL_THREAD_ATTACH
;invoke MessageBox,NULL,addr ThreadCreated,addr AppName,MB_OK
;.else ; DLL_THREAD_DETACH
# _+ q: I/ m: o- @9 f;invoke MessageBox,NULL,addr ThreadDestroyed,addr AppName,MB_OK
;.endif
, s+ ^" L! J- D;mov eax,TRUE
;ret
;DllEntryEndp
;FUNCTION _Ppow10( double val, double pow: ) : Extended;
;_TEXTSEGMENT WORD PUBLIC 'CODE'
3 K! P8 x: D" U' y;ppow10 PROC,aVal:PTR REAL8, bVal:PTR REAL8
;ppow10 PROC,aVal:* Qword, bVal:Qword
ppow10PROC near
. R3 ^: B$ m4 a' L5 G9 wXUEQU 8 ; for eip & ebp
( _0 o% a7 s% {4 FXDEQU 0 ; for edi, esi, ebx, ecx, edx
- k6 A4 Q+ U, J4 O" Hfp_powerEQU QWORD PTR [ebp+XU+8]
1 \' l* g8 H$ Qfp_valEQU QWORD PTR [ebp+XU]
valEQU QWORD PTR [eBP-XD-8] ; USE STACK
& W3 _; S* \; }- HpowerEQU QWORD PTR [eBP-XD-16] ; USE STACK
pow10EQU QWORD PTR [eBP-XD-24] ; USE STACK
FPower10:
pushebp
% _1 K" m% e% {/ Z/ vmovebp,esp
;push edi
# g' m( T$ B( ?& r* w7 X6 ?' E;push esi
) O) v, J) v! w' N;push eax
! O6 }1 m- `: s9 P) G;push edx
subesp,24
! O- k& G4 ~$ N+ [7 z. M  bFINIT
fldz
7 K4 r% l/ K  Ifstval
. Q/ r5 f& u) u( o% u- P' Hfstpower
! b! U) a: x' `7 xfstppow10
                 MOV    EAX,8                 MOV    EDX,8; fldpi
  r! o9 t  {# i% c- Z  v/ ?; b" |              fld      fp_val   ;st(0)=val; fld aVal;st(0)=val
0 x' e9 o1 U6 h4 G# B1 Afstval
4 E: n' E, ?) W/ X' a;fld Arg2 ;st(0)=power
) K( _, Z) O4 P7 X;fstp power
! ^% W6 `2 v% e& A: B: ~* @' L0 E;fld val ;st(0)=val
;fmul val ;st(0)=val*val
; ~1 y$ W8 y  B- i8 r# g;fmul val ;st(0)=val*va*val
, c4 W2 u; I- K+ F;fadd st,st(0)
;fmul qword ptr [ebp+16] ;st(0)=power
$ O+ K# j: ]' w1 i0 V  s;fadd st,st(0)
;fwait
. l* `( Q4 {3 b; J( Vaddesp,24
8 u1 H) w( n# z( k: g;pop edx
;pop eax
;pop esi
;pop edi
movesp,ebp
7 }, e4 w! z; p) _0 Gpopebp
;leave ; @@@@@@ important don't use leave in vc++ 2010
RET;return value = st(0)
ppow10ENDP
;_TEXTENDS
% T2 k2 v, {0 ?END
;END DllEntry