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

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//////////////////////////////////////////////////////////foxfunc.cpp
9 y$ q6 W3 i# S2 d% B
  V" a& c/ c$ \. ?6 o//FoxFunc.cpp : Defines the entry point for the DLL application.
//
#include<string.h>
#include<stdio.h>
6 y) r2 K" _( C9 j) C$ ^# @% |#include<io.h>
4 L$ O/ Z' t/ O" q. z$ v#include<math.h>
#include<iostream>
#include"stdafx.h"
! O" x& P- Y4 G#include"FoxFunc.h"
7 ?" P4 e& l( p, {* s4 tusingnamespace std;
: c8 q4 _& T, gBOOLAPIENTRY DllMain( HANDLE hModule,
DWORDul_reason_for_call,
3 ?$ G9 x5 {/ L3 z- H. |LPVOIDlpReserved
)
1 a* S* p( n% H9 V! [. m{
$ y$ H6 @2 o8 m; q: b8 Mswitch(ul_reason_for_call)
: o% ~( z+ e7 J' A) n{
caseDLL_PROCESS_ATTACH:
caseDLL_THREAD_ATTACH:
caseDLL_THREAD_DETACH:
caseDLL_PROCESS_DETACH:
1 O# A$ L, U" a  q: ?0 V! mbreak;
% m2 C( w6 M( N& P}
returnTRUE;
6 W4 `# J( F" u8 W+ x* ^1 }5 h}
$ P, O3 W* Y1 |//计算收盘价的均价,一个常数参数,表示计算周期
# x) P, `) j; i) M" P8 P! J//调用方法:
//"FOXFUNC@MYMACLOSE"(5)
/*
//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
*/
2 T6 y1 h% }9 j8 H: [# ~extern"C" double __cdecl ppow10(double ,double );
//double ppow10(double ,double );
//call pow10() by __cdecl
//!!!!!!!! use "C" for Microsoft visual C++ compiler
% R3 U! H4 H# _2 Y7 k- r' d6 `//!!!!!!!! use "C" for Microsoft visual C++ compiler
, J1 c" x  j  U//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
3 Z! B% ?; ]# F" U) r% }//!!!!!!!! use "C" for Microsoft visual C++ compiler
7 L" O# T* ^/ B( O+ S__declspec(dllexport)int WINAPI MYMACLOSE(CALCINFO* pData)
{
0 D- x9 [- e/ Vif( // pData->m_pfParam1 && //参数1有效
//pData->m_nParam1Start<0 && //参数1为常数
9 R: |! u$ m7 r" @6 J' _. @//pData->m_pfParam2==NULL ) //仅有一个参数
//pData->m_pfParam1 && pData->m_pfParam2 &&pData->m_pfParam3 && pData->m_pfParam4
! @/ z. N  L4 o- F//&& pData->m_pfParam5 && pData->m_pfParam6 &&pData->m_nParam1Start>=0 &&
. Q  H0 @- k" E9 @//pData->m_pfParam7==NULL)
5 o* s; b! Y  I3 y//pData->m_pfParam1 && pData->m_pfParam2 &&pData->m_pfParam3 && pData->m_nParam1Start>=0 &&
/ i: R  {( E# T% r2 zpData->m_pCalcParam[0].m_nParamStart>=0&& pData->m_pCalcParam[1].m_nParamStart>=0
&&pData->m_pCalcParam[2].m_nParamStart>=0)
{
! A$ X% c  B1 T7 r/ R' pfloatfParam = *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
' i+ t! E( v3 E+ N* @constfloat* cpParam2 =pData->m_pCalcParam[1].m_pfParam; // cpParam =pointer to
constfloat* cpParam3 =pData->m_pCalcParam[2].m_pfParam; // cpParam =pointer to
constfloat* cpParam4 =pData->m_pCalcParam[3].m_pfParam; // cpParam =pointer to
/ [) f: v- t' B7 x" c//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;
8 P0 L) n; ]* P; u6 X1 A5 A//const float* pValue2 = pData->m_pCalcParam[1].m_pfParam;
//const float* pValue3 = pData->m_pCalcParam[2].m_pfParam;
//const float* pValue4 = pData->m_pCalcParam[3].m_pfParam;
//const float* pValue5 = pData->m_pCalcParam[4].m_pfParam;
if(nPeriod>0)
{
floatfTotal;
5 v0 v$ k! ^8 r: O4 X$ f  vinti, 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;
) m  o/ l# \$ T& ]# ]//float yy1[5000][1];
# g( A5 }& x' n4 Afor( j = 0; j < nPeriod; j++ ) //累加
6 U1 R- ]6 Z# O8 l{
fTotal= pData->m_pData.m_fClose; // @@@@@@@ vc++ 2010 cl.exe 使pData->m_pData[i-j].m_fClose错误
* t* m; R" `4 O4 z# [}
! i& I7 e- }( T  k* G8 V. k, Q/ K& P//pData->m_pResultBuf = fTotal*1.03; //平均
; L3 K+ {$ o9 V0 mfTotal= cpParam3;
! M$ b1 n2 D) e- X9 }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
pData->m_pResultBuf=(float) ppow10( (double) pData->m_pResultBuf,lngth); // float &- - - > overload a float value, (float) = overload
}
returnnPeriod-1;
: e  w7 g. O, V: o& F}
4 G: Q" ^& J( \$ e, H7 f7 _}
return-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
//调用方法:
& }* V9 }+ C6 o! K% C//"FOXFUNC@MYMAVAR"(CLOSE-OPEN,5)
__declspec(dllexport)int WINAPI MYMAVAR(CALCINFO* pData)
; [2 ]3 y! o8 B2 ?3 `' ?0 Y5 W" M{
if(pData->m_pfParam1&& pData->m_pfParam2 && //参数1,2有效
9 E: h% q( [. L& ]+ u5 L( X5 OpData->m_nParam1Start>=0&& //参数1为序列数
" |0 z0 }  W1 o( A1 CpData->m_pfParam3==NULL)//有2个参数
{
constfloat* pValue = pData->m_pfParam1; //参数1
* h/ h4 y& Z) a  p3 YintnFirst = pData->m_nParam1Start; //有效值起始位
$ v9 Q, [  i7 P0 M8 FfloatfParam = *pData->m_pfParam2; //参数2
intnPeriod = (int)fParam;
if(nFirst >= 0 && nPeriod > 0 )
0 {6 O6 z& O9 H6 `+ j3 o0 u{
) x3 {: X2 E2 e) P1 H& d8 \9 OfloatfTotal;
/ v% f( E# P5 t5 t6 ginti, j;
for( i = nFirst+nPeriod-1; i < pData->m_nNumData; i++ )
! ?/ J5 A& \' t, Q{
fTotal= 0.0f;
0 F4 F( r! d$ V. g8 K9 dfor( j=0; j < nPeriod; j++ ) //累加
fTotal+= pValue[i-j];
pData->m_pResultBuf= fTotal/nPeriod;//平均
}
returnnFirst+nPeriod-1;
}
( H" W- S* X5 b5 s! z" h, h}
return-1;
% L0 b7 v, W) `% K/ M" t& Q}
//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
' }, ~8 `# e5 Q) S$ j" z/*
调用方法:
: a5 x: t  i  g% M, _$ nMA1:=MA(CLOSE,3);
MA2:=MA(CLOSE,6);
MA3:=MA(CLOSE,12);
MA4:=MA(CLOSE,24);
, F1 g+ e) x" w. M# dMYBBI:"FOXFUNC@MYBBI"(MA1, MA2, MA3, MA4, 4);
*/
__declspec(dllexport)int WINAPI MYBBI(CALCINFO* pData)
{
if( pData->m_pCalcParam[0].m_nParamStart >= 0 &&
& Q7 y6 U  g3 R' g/ ppData->m_pCalcParam[1].m_nParamStart>= 0 &&
* A% i  k5 f- J/ |pData->m_pCalcParam[2].m_nParamStart>= 0 &&
) W, H: T! W. _! D( }  \1 Z5 c" v* i4 ApData->m_pCalcParam[3].m_nParamStart>= 0 ) //4个序列都含有效数值
3 h$ g, i. [8 o0 a3 y4 m) e- 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
//若不知，则
! ^5 w1 y+ U6 x/*
* T2 x  B9 T- h4 ?* I; TintnFirst = pData->m_pCalcParam[0].m_nParamStart;
if( nFirst < pData->m_pCalcParam[1].m_nParamStart )
# C6 q8 k9 q- bnFirst= pData->m_pCalcParam[1].m_nParamStart;
if( nFirst < pData->m_pCalcParam[2].m_nParamStart )
1 J* a% `* W  B; q0 e* u: z4 ~nFirst= pData->m_pCalcParam[2].m_nParamStart;
8 A" }* X4 v' ?, p" p/ [% yif( nFirst < pData->m_pCalcParam[3].m_nParamStart )
. D' g5 W. O; \" A" GnFirst= pData->m_pCalcParam[3].m_nParamStart;
# B$ Z! u8 @# o+ a*/
constfloat* pValue1 = pData->m_pCalcParam[0].m_pfParam;
' K6 p. d! K' Gconstfloat* 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;
$ G: U3 i; W, [$ o//const float* pValue1 = pData->m_pfParam1;
4 \, t; h) ~+ Q4 h' k: [4 ?/ z//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
! [$ u( F& O- u5 x' K6 \- NintnNum = (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++ )
* m3 Q! D3 m: \{
1 j) ?: H+ t3 P* Z  x# J6 {# M/ m0 MpData->m_pResultBuf=
//(pValue1 + pValue2 + pValue3 )/nNum;
(pValue1+ pValue2 + pValue3 + pValue4+pValue5 + pValue6)/nNum;
; W, u% c6 N$ ]}
returnnFirst;
+ E3 x& Z4 [# M+ n1 c}
return-1;
}


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//////////////////////////////////////////////////////////////pow10.asm
;*******************************************************
0 |& @& y/ C" T. l( s;* *
+ Z9 i& d, |, _8 p: G;* Delphi Run Library *
;* *
;* Copyright (c) 1996,98 Inprise Corporation *
3 c7 ?6 g$ C3 ~% g/ ]. B* A, ~;*--------------------------------------------------------------------------
;* To compile "tasm32 /ml pow10.asm" *
;*--------------------------------------------------------------------------
$ g7 m4 b- Z. i! F1 u;*******************************************************
.386
;.MODEL flat,c (error must be in segement block must have segment
2 h! T# M( Q+ 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
;'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
;includeE:\Vsource\masm32\INCLUDE\windows.inc
7 M4 o. U) N; k- `3 _. V/ f$ t% F;includeE:\Vsource\masm32\INCLUDE\user32.inc
# D. R1 t& Y) u. R3 h. j;includeE:\Vsource\masm32\INCLUDE\kernel32.inc
4 r& l! r3 _4 I/ I3 M3 z* @PUBLICppow10
* n5 c2 W: N4 x7 ?.CODE
% m- q% j( l9 o; h2 C;DllEntryproc hInstance:HINSTANCE, reason:DWORD, reserved1:DWORD
) w7 f5 [3 u" o9 g, o1 e! h( L- T;.if reason==DLL_PROCESS_ATTACH
5 D5 n  m8 }3 @; D3 \( g  c+ K0 n;invoke MessageBox,NULL,addr LoadMsg,addr AppName,MB_OK
;.elseif reason==DLL_PROCESS_DETACH
3 H! P: b( F! m  q;invoke MessageBox,NULL,addr UnloadMsg,addr AppName,MB_OK
* t! S) p3 b( j# {0 p) |;.elseif reason==DLL_THREAD_ATTACH
;invoke MessageBox,NULL,addr ThreadCreated,addr AppName,MB_OK
;.else ; DLL_THREAD_DETACH
;invoke MessageBox,NULL,addr ThreadDestroyed,addr AppName,MB_OK
;.endif
;mov eax,TRUE
: m5 _, |5 \" t1 q; H6 ?;ret
;DllEntryEndp
;FUNCTION _Ppow10( double val, double pow: ) : Extended;
;_TEXTSEGMENT WORD PUBLIC 'CODE'
;ppow10 PROC,aVal:PTR REAL8, bVal:PTR REAL8
  R6 c. {1 ]/ G;ppow10 PROC,aVal:* Qword, bVal:Qword
: q( M, ~! W% {8 P, @! Wppow10PROC near
XUEQU 8 ; for eip & ebp
XDEQU 0 ; for edi, esi, ebx, ecx, edx
) a# u+ C9 E% y- l+ Z+ Q, kfp_powerEQU QWORD PTR [ebp+XU+8]
* [( D: q  a; }7 O3 H0 J5 J& q# {. T4 Wfp_valEQU QWORD PTR [ebp+XU]
valEQU QWORD PTR [eBP-XD-8] ; USE STACK
5 c* L- q9 k# S% a# A0 OpowerEQU QWORD PTR [eBP-XD-16] ; USE STACK
$ C2 @0 K3 O3 G5 A9 \pow10EQU QWORD PTR [eBP-XD-24] ; USE STACK
# U! @+ E2 n! L. AFPower10:
pushebp
! S, m" F4 V/ m) O2 Z! @movebp,esp
+ z' C9 F9 }9 a. J* v8 r;push edi
;push esi
4 ], ?  f+ f" z3 S4 L" J% ^;push eax
;push edx
subesp,24
FINIT
8 j, V9 i0 M; v5 tfldz
fstval
fstpower
fstppow10
( x( @3 s3 }0 C5 c7 f                 MOV    EAX,8                 MOV    EDX,8; fldpi
# @9 Z. e% i2 S/ O# r' C. i              fld      fp_val   ;st(0)=val; fld aVal;st(0)=val
, Q0 ?  T9 `4 v/ c/ K6 I' Bfstval
;fld Arg2 ;st(0)=power
;fstp power
' s! {" K6 s1 N1 V;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
& T" \+ D- |9 w0 U+ G* i+ }3 w, K;fadd st,st(0)
$ R2 g3 u" }4 `; b; F! V* I;fwait
addesp,24
;pop edx
; z+ R# i! |0 H* n6 j0 `8 u;pop eax
2 Y8 O3 I4 k" k8 F' P6 q$ g7 \;pop esi
;pop edi
/ b( V) ?$ d) g& {5 }/ Zmovesp,ebp
popebp
;leave ; @@@@@@ important don't use leave in vc++ 2010
RET;return value = st(0)
9 C1 b: a! b5 M9 K8 ?. i5 P$ ^& ?ppow10ENDP
2 F3 l6 m9 t0 o' W0 Z;_TEXTENDS
END
;END DllEntry