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>
. E. D/ ]9 A5 A#include<stdio.h>
. k" F2 r! T' {( u$ r  w#include<io.h>
#include<math.h>
#include<iostream>
( p7 q# }- Y: q, Z5 y+ v% k#include"stdafx.h"
#include"FoxFunc.h"
usingnamespace std;
BOOLAPIENTRY DllMain( HANDLE hModule,
( O! [6 O4 }; I7 h: M+ nDWORDul_reason_for_call,
LPVOIDlpReserved
)
{
switch(ul_reason_for_call)
: k7 t0 a+ G( L- Z* S/ S{
caseDLL_PROCESS_ATTACH:
caseDLL_THREAD_ATTACH:
7 V1 K" c' b" ^% ccaseDLL_THREAD_DETACH:
! E' L8 [0 p6 `0 h3 M; e! w, NcaseDLL_PROCESS_DETACH:
" f& S6 M6 V+ O/ L1 f8 O0 x" n/ Z; pbreak;
: N$ K- E; i) V. E# @9 f0 D}
$ ]5 R: s& Z: v+ o3 [; MreturnTRUE;
- Q" H4 P. Y. W) \  l! N  y% ]: _}
//计算收盘价的均价,一个常数参数,表示计算周期
! Q6 u% n- u0 s2 |//调用方法:
//"FOXFUNC@MYMACLOSE"(5)
' z' v2 P  F7 C) J' F9 P( E/*
//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
*/
1 Q; I) t2 t, B& d+ Dextern"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
  `/ ?3 E+ r1 f//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
( a% F& U/ F) W5 F! v" t5 V# K//!!!!!!!! use "C" for Microsoft visual C++ compiler
__declspec(dllexport)int WINAPI MYMACLOSE(CALCINFO* pData)
; i  M' g8 P8 u0 n5 y5 Z{
if( // pData->m_pfParam1 && //参数1有效
//pData->m_nParam1Start<0 && //参数1为常数
6 ^! v& m" c, G" A  Q! E4 M//pData->m_pfParam2==NULL ) //仅有一个参数
//pData->m_pfParam1 && pData->m_pfParam2 &&pData->m_pfParam3 && pData->m_pfParam4
6 w2 M& d& _& f/ w) y' e7 a  G//&& pData->m_pfParam5 && pData->m_pfParam6 &&pData->m_nParam1Start>=0 &&
: r) ?  j- q7 r! S* E  e9 f//pData->m_pfParam7==NULL)
3 i9 ^/ {8 U5 W( e9 d% J//pData->m_pfParam1 && pData->m_pfParam2 &&pData->m_pfParam3 && pData->m_nParam1Start>=0 &&
, z, b4 r4 z; R, P7 P- c8 FpData->m_pCalcParam[0].m_nParamStart>=0&& pData->m_pCalcParam[1].m_nParamStart>=0
&&pData->m_pCalcParam[2].m_nParamStart>=0)
" W/ ?* x7 L% ^6 H8 N$ r{
' X% |; d# Z. y, B! l3 m  I0 \floatfParam = *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
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
//const float* cpParam5 =pData->m_pCalcParam[4].m_pfParam; //cpParam = pointer to
! V7 e) g7 I' y6 {8 y1 M1 ?//in foxtraderoooq:"MYFUNC2010@MYMACLOSE"(c,c,c,6),colorffffff,linethick5;// cpParam5 =pData->m_pCalcParam[4].m_pfParam
; g* L6 u/ S* e0 x( D//pData->m_pCalcParam[5].m_fParam); //value
* I1 ^+ Y2 I4 M- Y( T//const float* pValue1 = pData->m_pCalcParam[0].m_pfParam;
//const float* pValue2 = pData->m_pCalcParam[1].m_pfParam;
, ]% Y" w+ Q1 a* T8 T//const float* pValue3 = pData->m_pCalcParam[2].m_pfParam;
# T7 E4 l* m& z4 n) o) R//const float* pValue4 = pData->m_pCalcParam[3].m_pfParam;
//const float* pValue5 = pData->m_pCalcParam[4].m_pfParam;
if(nPeriod>0)
3 e. L% J  H9 ?  ]  H{
% m# @$ W5 W9 @  |* [9 I) dfloatfTotal;
8 i8 c: f5 [7 A( U, linti, j;
intndata = pData->m_nNumData;
$ ]" z8 [' y* @! F. {//float yy[5000][1];
6 ~# D0 ]; U( L" G2 f1 ~) zfor( 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
, U0 N! @* h5 n- Q{
  Y* B. Q% n0 |0 O7 |fTotal= 0.0f;
3 f9 [; @8 r$ J3 |# p% I; `+ m- Fdoublelngth=5.0;
doublectemp=4.0;
7 Q; Z$ C7 o7 }! A$ w$ |//float yy1[5000][1];
for( j = 0; j < nPeriod; j++ ) //累加
{
5 [2 \2 C2 x4 Z+ B  t9 `fTotal= pData->m_pData.m_fClose; // @@@@@@@ vc++ 2010 cl.exe 使pData->m_pData[i-j].m_fClose错误
# |+ U$ w3 z  F. C4 b0 ^}
; C/ s2 G* }6 d! Q( f) w//pData->m_pResultBuf = fTotal*1.03; //平均
, h) P# V1 c& V5 V! @, EfTotal= cpParam3;
- y' F$ a( `/ P  YpData->m_pResultBuf= fTotal*1.03; //平均
4 h8 C$ l* j' N5 I5 p//ctemp = (double) pData->m_pResultBuf; // double & - - - >overload a float value , double * - - - > overload a pointer todouble
7 M1 \' E! G$ n//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
5 r2 B! ]2 v' r+ Y3 h' Z}
returnnPeriod-1;
}
}
/ ~* ]+ O! C# j7 Q" o0 Kreturn-1;
: ?' ?( D) t9 v4 n}
//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
( }6 M9 p$ F7 M/ M//调用方法:
; i8 n# x$ X1 F1 F* n//"FOXFUNC@MYMAVAR"(CLOSE-OPEN,5)
* y* X9 c$ y. D* |5 {% [" ]__declspec(dllexport)int WINAPI MYMAVAR(CALCINFO* pData)
{
: v) [. M: F9 Z& X" s9 K+ I. kif(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
& p: K. U' X  v* S{
constfloat* pValue = pData->m_pfParam1; //参数1
4 v3 F& |6 {. [0 A( UintnFirst = pData->m_nParam1Start; //有效值起始位
floatfParam = *pData->m_pfParam2; //参数2
5 s: z4 W$ M4 p# z  r2 cintnPeriod = (int)fParam;
if(nFirst >= 0 && nPeriod > 0 )
! n9 E. n  m8 J% {6 g9 L4 @{
floatfTotal;
6 k) f# h4 L* J& O1 h/ D; c/ C5 i  Vinti, j;
* B& Z# t6 I) G& R8 x3 E, s; X+ lfor( i = nFirst+nPeriod-1; i < pData->m_nNumData; i++ )
{
: i, E+ K0 B, u% RfTotal= 0.0f;
for( j=0; j < nPeriod; j++ ) //累加
9 t, s$ W2 Q8 Q0 x/ ?& hfTotal+= pValue[i-j];
6 \: l) }* d6 H& D! N+ zpData->m_pResultBuf= fTotal/nPeriod;//平均
}
9 E/ t% ~/ c2 m6 d% I9 X  dreturnnFirst+nPeriod-1;
}
}
return-1;
8 B9 }3 ?; t2 t& m}
//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
/*
' ]( ^. v% K3 t4 |, ~4 }& d  i调用方法:
MA1:=MA(CLOSE,3);
' U1 d% o# g8 h: ?MA2:=MA(CLOSE,6);
9 ?; S8 I8 a# C1 b9 U' @MA3:=MA(CLOSE,12);
1 a! Z+ h# l! Z) O) jMA4:=MA(CLOSE,24);
MYBBI:"FOXFUNC@MYBBI"(MA1, MA2, MA3, MA4, 4);
*/
__declspec(dllexport)int WINAPI MYBBI(CALCINFO* pData)
{
5 v4 p: E: X0 a4 o( I1 K" U5 qif( pData->m_pCalcParam[0].m_nParamStart >= 0 &&
9 Q+ }5 D, y2 d, v+ I3 [pData->m_pCalcParam[1].m_nParamStart>= 0 &&
pData->m_pCalcParam[2].m_nParamStart>= 0 &&
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
' T$ k2 J0 G5 b1 X* Q1 l% M! W# o4 c  VintnFirst = 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
/*
: o* o! k; h9 \/ cintnFirst = pData->m_pCalcParam[0].m_nParamStart;
7 U" e$ o* Z2 x- {/ e) M" Kif( nFirst < pData->m_pCalcParam[1].m_nParamStart )
nFirst= pData->m_pCalcParam[1].m_nParamStart;
. a0 j5 U$ \- ^" M/ _4 Qif( nFirst < pData->m_pCalcParam[2].m_nParamStart )
) e8 X' E! o5 k) ~/ anFirst= pData->m_pCalcParam[2].m_nParamStart;
if( nFirst < pData->m_pCalcParam[3].m_nParamStart )
. M; w+ e" v: d: @8 Y% CnFirst= pData->m_pCalcParam[3].m_nParamStart;
+ `* y% D: G% y) @# U*/
# s; B7 u+ L& x' U( Gconstfloat* pValue1 = pData->m_pCalcParam[0].m_pfParam;
% x- v/ _+ a( ?9 ^# ^( qconstfloat* pValue2 = pData->m_pCalcParam[1].m_pfParam;
' R# I+ L9 f6 L. O" T( R4 F% Sconstfloat* pValue3 = pData->m_pCalcParam[2].m_pfParam;
constfloat* pValue4 = pData->m_pCalcParam[3].m_pfParam;
constfloat* pValue5 = pData->m_pCalcParam[4].m_pfParam;
& P( `1 d9 |/ d1 y+ gconstfloat* pValue6 = pData->m_pCalcParam[5].m_pfParam;
# D2 V; ]# t' k, V! y& V$ p//const float* pValue1 = pData->m_pfParam1;
//const float* pValue2 = pData->m_pfParam2;
//const float* pValue3 = pData->m_pfParam3;
/ D# o5 n' D8 \//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
- H+ o; w' K6 B/ `9 R& O- dfor(int i = nFirst; i < pData->m_nNumData; i++ )
. m; M4 q3 x" ]& D' t( G4 B{
pData->m_pResultBuf=
  W5 ]6 ]0 V% R7 i5 n0 F6 D  |* P//(pValue1 + pValue2 + pValue3 )/nNum;
7 t" k4 z$ |. C0 U5 A6 C(pValue1+ pValue2 + pValue3 + pValue4+pValue5 + pValue6)/nNum;
& r; `( q8 T1 t# s8 g0 n; Z. c& t5 W}
8 q  W$ a' q# [1 T+ P( {) ZreturnnFirst;
}
4 Z2 M4 J7 e6 y- x% o: h. @return-1;
* e3 v9 S, H( G& a- `$ I5 W' c}


; ^+ J0 k, ]* J: g1 k, v
//////////////////////////////////////////////////////////////pow10.asm
1 Y; c) }! o& `3 k;*******************************************************
;* *
( {2 H: q: O" c1 V2 ~) n$ [* k;* Delphi Run Library *
- v& U  b1 u+ G# j9 ^2 q;* *
;* Copyright (c) 1996,98 Inprise Corporation *
;*--------------------------------------------------------------------------
;* To compile "tasm32 /ml pow10.asm" *
;*--------------------------------------------------------------------------
" q! K. o; e( T4 m- y6 V;*******************************************************
.386
# E& q. v& _/ r1 ?4 Z;.MODEL flat,c (error must be in segement block must have segment
# a# A( l- e1 Q  S) y/ ?* V;!!!!!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'
. k, Q1 X4 g) h  C! n4 r9 w" _# J;ppow10 PROTO,aVal:PTR REAL8, bVal:PTR REAL8
! ?0 Z! N: d4 _2 e/ R* e;includeE:\Vsource\masm32\INCLUDE\windows.inc
;includeE:\Vsource\masm32\INCLUDE\user32.inc
;includeE:\Vsource\masm32\INCLUDE\kernel32.inc
PUBLICppow10
.CODE
& l2 K+ N: \1 d2 Y8 Y;DllEntryproc hInstance:HINSTANCE, reason:DWORD, reserved1:DWORD
;.if reason==DLL_PROCESS_ATTACH
;invoke MessageBox,NULL,addr LoadMsg,addr AppName,MB_OK
3 U9 W7 Y) j7 p  D3 E2 z$ L;.elseif reason==DLL_PROCESS_DETACH
;invoke MessageBox,NULL,addr UnloadMsg,addr AppName,MB_OK
4 W2 `- U8 |' {( y3 T# p& P& _;.elseif reason==DLL_THREAD_ATTACH
+ X" Y% m( U5 d, `5 R; `5 S6 u;invoke MessageBox,NULL,addr ThreadCreated,addr AppName,MB_OK
;.else ; DLL_THREAD_DETACH
. T6 o! {7 w! O: [. ?;invoke MessageBox,NULL,addr ThreadDestroyed,addr AppName,MB_OK
& W0 }2 w8 p- k; Q;.endif
;mov eax,TRUE
7 ~; \& y$ S, D$ d* i: g;ret
3 Z5 `1 n0 U; W) s;DllEntryEndp
;FUNCTION _Ppow10( double val, double pow: ) : Extended;
;_TEXTSEGMENT WORD PUBLIC 'CODE'
;ppow10 PROC,aVal:PTR REAL8, bVal:PTR REAL8
& y# G) P. n5 L* c  Z$ O# M0 e- _. l;ppow10 PROC,aVal:* Qword, bVal:Qword
ppow10PROC near
XUEQU 8 ; for eip & ebp
$ M# g7 h1 j( Q; a( {: AXDEQU 0 ; for edi, esi, ebx, ecx, edx
fp_powerEQU QWORD PTR [ebp+XU+8]
2 B7 h! [2 c+ P# |fp_valEQU QWORD PTR [ebp+XU]
( X/ N, _: F( G& wvalEQU QWORD PTR [eBP-XD-8] ; USE STACK
powerEQU QWORD PTR [eBP-XD-16] ; USE STACK
) t4 l  t6 B$ y+ B- Z# Kpow10EQU QWORD PTR [eBP-XD-24] ; USE STACK
FPower10:
pushebp
movebp,esp
;push edi
5 y, t/ V$ l6 k# u# p;push esi
/ d- m( p1 z1 Y1 d;push eax
4 D5 ]# A, g, G5 Q, R3 {3 b;push edx
' L, Z8 t3 q; q- q" _subesp,24
FINIT
fldz
% A' @2 Z6 w- ^% Vfstval
fstpower
4 y% o, X# C& m& U3 ]" x2 g9 Nfstppow10
+ G/ V6 w( K4 B' H% I4 y6 L                 MOV    EAX,8                 MOV    EDX,8; fldpi
6 D) |& b; @  f              fld      fp_val   ;st(0)=val; fld aVal;st(0)=val
$ w) n* r- r5 B% M8 T( q& p; Dfstval
;fld Arg2 ;st(0)=power
  O- k3 F& [* A7 s- ~/ r& ^;fstp power
! j6 M  h7 W' r1 S  U6 j+ X- R: `;fld val ;st(0)=val
/ `" R$ X1 g$ b9 Q;fmul val ;st(0)=val*val
( R# Q( w. E& m/ c) |$ U$ C4 x;fmul val ;st(0)=val*va*val
;fadd st,st(0)
+ x3 x" ]7 w9 B! _! Y;fmul qword ptr [ebp+16] ;st(0)=power
3 L% P" ?# u' ~4 R; [' ?2 i;fadd st,st(0)
;fwait
addesp,24
* T6 G4 S2 Z- O) O) z0 z;pop edx
;pop eax
;pop esi
* E) D  \( }, Y% f0 Y) V* u' m2 U  J;pop edi
/ Z5 b9 r1 \' f# Smovesp,ebp
popebp
2 f* p: Y  _" z2 S/ m, C7 `* ]; L& I;leave ; @@@@@@ important don't use leave in vc++ 2010
RET;return value = st(0)
6 F( F! d7 N% ~6 ], m" }5 wppow10ENDP
;_TEXTENDS
END
0 u  D- B$ _8 W: ]/ {1 w3 t$ ];END DllEntry