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

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//////////////////////////////////////////////////////////foxfunc.cpp
. U; q& O" C6 l. H6 A3 k
//FoxFunc.cpp : Defines the entry point for the DLL application.
" n3 N9 s8 X4 Y+ q# h5 i//
#include<string.h>
) B4 U0 k  {- h, u& p& p8 _#include<stdio.h>
#include<io.h>
#include<math.h>
#include<iostream>
. Z+ V9 a. K/ b. d3 n#include"stdafx.h"
#include"FoxFunc.h"
usingnamespace std;
BOOLAPIENTRY DllMain( HANDLE hModule,
7 P4 U3 U  W5 }9 }% g9 u! TDWORDul_reason_for_call,
' Z% U; n, M, yLPVOIDlpReserved
)
{
* _  x( y) M+ w6 h# B1 C* v$ N* [switch(ul_reason_for_call)
1 W/ `# T- b' \" w- X+ u8 p) _{
caseDLL_PROCESS_ATTACH:
5 _5 H& G. s8 g: A3 K, |; B6 ^caseDLL_THREAD_ATTACH:
caseDLL_THREAD_DETACH:
caseDLL_PROCESS_DETACH:
, v) j7 d8 y' Xbreak;
+ K1 d2 Y- H) P4 H+ E- d}
' U: J. Z/ r* x0 ]( ereturnTRUE;
/ B. F0 ^, @) D; W0 y6 c6 M}
/ \9 z8 y( M2 W/ o//计算收盘价的均价,一个常数参数,表示计算周期
8 {! X0 X4 I; n3 `//调用方法:
' L! U) s9 U1 q8 o4 u7 S2 P//"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
  R. @9 T9 X3 a9 Z$ o*/
" w6 Q0 d% Q& q  L6 b% I. Rextern"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
' e0 }' `" [2 i, A& ^+ ]//!!!!!!!! use "C" for Microsoft visual C++ compiler
0 Q  i- }) J. ], r% k+ \# j+ a//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
__declspec(dllexport)int WINAPI MYMACLOSE(CALCINFO* pData)
{
! M$ e. a3 X* f2 V( cif( // pData->m_pfParam1 && //参数1有效
//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
//&& pData->m_pfParam5 && pData->m_pfParam6 &&pData->m_nParam1Start>=0 &&
. q" x: l& s7 ?; N% J( p- w//pData->m_pfParam7==NULL)
1 {* p: ]4 {2 J% E% q* y0 S//pData->m_pfParam1 && pData->m_pfParam2 &&pData->m_pfParam3 && pData->m_nParam1Start>=0 &&
/ C; j# F) G$ F3 r5 [: {- QpData->m_pCalcParam[0].m_nParamStart>=0&& pData->m_pCalcParam[1].m_nParamStart>=0
2 |$ E) Z3 K0 g1 T&&pData->m_pCalcParam[2].m_nParamStart>=0)
{
+ K9 z9 [% d0 {" w! \) DfloatfParam = *pData->m_pfParam4; //pointer ,pData->m_pCalcParam[3].m_nParamStart >= 0
- [  P5 j; Q. V; T$ j9 EintnPeriod = (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
; S6 M1 O, U  y# {0 Uconstfloat* cpParam4 =pData->m_pCalcParam[3].m_pfParam; // cpParam =pointer to
//const float* cpParam5 =pData->m_pCalcParam[4].m_pfParam; //cpParam = pointer to
' d, t5 ]' o! ~, b3 h+ b//in foxtraderoooq:"MYFUNC2010@MYMACLOSE"(c,c,c,6),colorffffff,linethick5;// cpParam5 =pData->m_pCalcParam[4].m_pfParam
//pData->m_pCalcParam[5].m_fParam); //value
' x! W- q1 X7 g$ Z0 C: X/ s# y' A2 @//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;
//const float* pValue4 = pData->m_pCalcParam[3].m_pfParam;
  e" B4 @. k7 |' ~! c0 w//const float* pValue5 = pData->m_pCalcParam[4].m_pfParam;
if(nPeriod>0)
{
floatfTotal;
inti, j;
! Y4 L+ t# W7 u9 Aintndata = 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;
9 E' S+ p6 z! U- f! i# R  q" `doublectemp=4.0;
9 j2 A6 g/ ^" m! F//float yy1[5000][1];
4 }0 z0 r. V- _# Nfor( j = 0; j < nPeriod; j++ ) //累加
3 H6 m+ B6 M/ o6 F9 K# S{
fTotal= pData->m_pData.m_fClose; // @@@@@@@ vc++ 2010 cl.exe 使pData->m_pData[i-j].m_fClose错误
% c. ]- R: r* f: y}
+ @/ o2 V7 K% E8 m: p3 Q//pData->m_pResultBuf = fTotal*1.03; //平均
3 m: t; k# G. O8 ^1 J  _# C/ ?4 y) tfTotal= 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
; r; l- X& X; h2 {: C; P, ]! H/ Z3 mpData->m_pResultBuf=(float) ppow10( (double) pData->m_pResultBuf,lngth); // float &- - - > overload a float value, (float) = overload
}
. h1 n: }. X" Z; x- breturnnPeriod-1;
}
. m" y* I9 d: i/ s0 I- ]0 D}
& ~- B7 O3 k! h$ @" z/ g; b! `0 Oreturn-1;
}
; F% q6 R9 T( K2 W8 Z//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:
$ X- X1 R: K* f7 b( L0 F//"FOXFUNC@MYMAVAR"(CLOSE-OPEN,5)
__declspec(dllexport)int WINAPI MYMAVAR(CALCINFO* pData)
, E* J1 ^; ^; A8 N- A9 S; v  N! V% Z' M9 h{
if(pData->m_pfParam1&& pData->m_pfParam2 && //参数1,2有效
8 a  `3 K( g6 P6 J  z* {; xpData->m_nParam1Start>=0&& //参数1为序列数
pData->m_pfParam3==NULL)//有2个参数
0 A3 s. J) y  P' J8 I! Y{
constfloat* pValue = pData->m_pfParam1; //参数1
% v3 x0 A( G) q7 lintnFirst = pData->m_nParam1Start; //有效值起始位
( Q8 q1 X, V! v# LfloatfParam = *pData->m_pfParam2; //参数2
intnPeriod = (int)fParam;
if(nFirst >= 0 && nPeriod > 0 )
' _* k. C" y9 I{
' l1 D( d; I. l$ z+ v  yfloatfTotal;
4 V* s( C( ?6 dinti, j;
' C3 ^- ?( ]  ?/ y* s/ O0 x$ pfor( i = nFirst+nPeriod-1; i < pData->m_nNumData; i++ )
8 h' x% X% g' B% N0 z5 H. O{
* b; f- f: n6 h% d( yfTotal= 0.0f;
# l0 H: I; a" a/ C% j6 ffor( j=0; j < nPeriod; j++ ) //累加
5 D/ O: h3 u/ _% [fTotal+= pValue[i-j];
8 b9 z% @# k) D1 N7 o8 }) MpData->m_pResultBuf= fTotal/nPeriod;//平均
}
returnnFirst+nPeriod-1;
: b* Z+ J/ z3 K  f7 |$ E}
8 C# \) G- x, v2 _0 O}
- T- o! V" b  D% Breturn-1;
}
4 j# P" J% z$ F% p2 o//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
/*
# j2 `1 s9 S5 P: ]6 c  R  q调用方法:
MA1:=MA(CLOSE,3);
MA2:=MA(CLOSE,6);
MA3:=MA(CLOSE,12);
! n( S/ a- p" h6 cMA4:=MA(CLOSE,24);
MYBBI:"FOXFUNC@MYBBI"(MA1, MA2, MA3, MA4, 4);
*/
2 M9 t& w! d$ q7 s7 S6 z__declspec(dllexport)int WINAPI MYBBI(CALCINFO* pData)
{
: e  @9 b2 ~& X/ V$ ^if( pData->m_pCalcParam[0].m_nParamStart >= 0 &&
pData->m_pCalcParam[1].m_nParamStart>= 0 &&
) J2 q- a" {* _0 d+ YpData->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
9 v2 i1 `5 N( uintnFirst = 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
) l+ F9 u6 ?/ W1 d* {) D! A9 ^/*
, K! o1 S7 @% C& h1 V% zintnFirst = pData->m_pCalcParam[0].m_nParamStart;
if( nFirst < pData->m_pCalcParam[1].m_nParamStart )
$ q6 X+ h# h( D) v& V& S5 Y7 pnFirst= pData->m_pCalcParam[1].m_nParamStart;
6 @! ~/ R( y" p* V" l7 uif( nFirst < pData->m_pCalcParam[2].m_nParamStart )
1 J  P) N" d# C. \- t# ?: T1 WnFirst= pData->m_pCalcParam[2].m_nParamStart;
if( nFirst < pData->m_pCalcParam[3].m_nParamStart )
nFirst= pData->m_pCalcParam[3].m_nParamStart;
8 L7 ]3 i- d6 S8 y0 q*/
9 G8 v. b" t' d  J5 `% {* uconstfloat* pValue1 = pData->m_pCalcParam[0].m_pfParam;
constfloat* pValue2 = pData->m_pCalcParam[1].m_pfParam;
* R/ g6 ~0 W* H, Z0 B1 Bconstfloat* pValue3 = pData->m_pCalcParam[2].m_pfParam;
constfloat* pValue4 = pData->m_pCalcParam[3].m_pfParam;
0 E) m5 n* \9 I3 i9 Iconstfloat* pValue5 = pData->m_pCalcParam[4].m_pfParam;
constfloat* pValue6 = pData->m_pCalcParam[5].m_pfParam;
//const float* pValue1 = pData->m_pfParam1;
! ~% ?$ W! M% x1 W4 G% M//const float* pValue2 = pData->m_pfParam2;
7 {8 B: ?8 d$ v//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
5 X+ ?) }5 r0 [' MintnNum = (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=
9 I# G0 |$ h% s+ Y/ J8 _( N//(pValue1 + pValue2 + pValue3 )/nNum;
(pValue1+ pValue2 + pValue3 + pValue4+pValue5 + pValue6)/nNum;
( T- {: o5 t5 a, B$ m& K  E}
returnnFirst;
}
* e; f! \: V6 B5 X6 o4 ?$ G& yreturn-1;
}
" P3 m& ~% j* C8 P0 T, w" q


6 w3 t- i8 _; T/ Y& D: ?/ x8 d//////////////////////////////////////////////////////////////pow10.asm
) q5 E2 f  x3 F, q7 Z. U;*******************************************************
! g9 ?! g& l/ X% e3 Z3 S/ q;* *
) _; x6 U  c! K; B  r+ E$ u- o3 `6 T;* Delphi Run Library *
  Q! R; U; n" y/ X* S;* *
, B: l& T- n6 l7 J  h' j' c* B6 j4 A: W;* Copyright (c) 1996,98 Inprise Corporation *
;*--------------------------------------------------------------------------
;* To compile "tasm32 /ml pow10.asm" *
# C$ d- _" E# `2 X  H6 Y;*--------------------------------------------------------------------------
;*******************************************************
9 r6 q  A( o5 Q- h0 Z.386
;.MODEL flat,c (error must be in segement block must have segment
6 r# N5 Z/ j8 C1 @5 z: N3 ^) D;!!!!!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
$ F1 Y: b) w/ E/ B/ \;'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'
) K7 d0 X1 L2 X1 K;ppow10 PROTO,aVal:PTR REAL8, bVal:PTR REAL8
) C3 J% M& u7 O& W) U;includeE:\Vsource\masm32\INCLUDE\windows.inc
7 h6 A/ I$ Q& G& C;includeE:\Vsource\masm32\INCLUDE\user32.inc
;includeE:\Vsource\masm32\INCLUDE\kernel32.inc
PUBLICppow10
.CODE
/ O1 i& u  \8 }( M- k;DllEntryproc hInstance:HINSTANCE, reason:DWORD, reserved1:DWORD
;.if reason==DLL_PROCESS_ATTACH
: `9 H4 F. \4 m3 P0 q' h8 w;invoke MessageBox,NULL,addr LoadMsg,addr AppName,MB_OK
;.elseif reason==DLL_PROCESS_DETACH
;invoke MessageBox,NULL,addr UnloadMsg,addr AppName,MB_OK
;.elseif reason==DLL_THREAD_ATTACH
;invoke MessageBox,NULL,addr ThreadCreated,addr AppName,MB_OK
;.else ; DLL_THREAD_DETACH
. N) ^6 u1 B5 l5 Q;invoke MessageBox,NULL,addr ThreadDestroyed,addr AppName,MB_OK
;.endif
;mov eax,TRUE
6 {) N$ P$ B* t9 W# f1 M;ret
- w* y+ o3 f+ v* |$ b4 R5 B;DllEntryEndp
$ Y; h$ L& m/ R' l5 D;FUNCTION _Ppow10( double val, double pow: ) : Extended;
;_TEXTSEGMENT WORD PUBLIC 'CODE'
. P5 N; P: E0 V9 _;ppow10 PROC,aVal:PTR REAL8, bVal:PTR REAL8
;ppow10 PROC,aVal:* Qword, bVal:Qword
ppow10PROC near
XUEQU 8 ; for eip & ebp
XDEQU 0 ; for edi, esi, ebx, ecx, edx
1 q; r2 r, l  o# N: Ufp_powerEQU QWORD PTR [ebp+XU+8]
2 y$ P. s& W: ^& E3 lfp_valEQU QWORD PTR [ebp+XU]
valEQU QWORD PTR [eBP-XD-8] ; USE STACK
% K" W/ F2 \' ~) tpowerEQU QWORD PTR [eBP-XD-16] ; USE STACK
pow10EQU QWORD PTR [eBP-XD-24] ; USE STACK
FPower10:
pushebp
9 l5 T; p6 w3 k6 E* Mmovebp,esp
;push edi
;push esi
: @1 H3 [6 m; J; y;push eax
# F4 w8 P' M: ]+ K;push edx
subesp,24
FINIT
/ j' ?  H0 p( D7 I& u! ]fldz
fstval
, T% k  q0 V/ S' B0 ^: Dfstpower
fstppow10
; w( g  r1 g2 X! p" ^- L* R2 z                 MOV    EAX,8                 MOV    EDX,8; fldpi
              fld      fp_val   ;st(0)=val; fld aVal;st(0)=val
fstval
8 E6 a: D" R2 y$ e! P;fld Arg2 ;st(0)=power
;fstp power
;fld val ;st(0)=val
;fmul val ;st(0)=val*val
;fmul val ;st(0)=val*va*val
2 L$ s, o" `( R8 }, E% U; R, ?; \;fadd st,st(0)
;fmul qword ptr [ebp+16] ;st(0)=power
- M0 A8 \7 O6 b" P( g;fadd st,st(0)
;fwait
addesp,24
;pop edx
  o5 I2 i. A- w. [  z;pop eax
9 |" @( C: y/ J# H;pop esi
9 E2 K8 p0 t1 W# R;pop edi
) _- `0 ^$ C/ S6 g% Z: z: xmovesp,ebp
/ Q& G; s/ C/ Q/ i2 jpopebp
0 m; V* i, ?: J- l# a;leave ; @@@@@@ important don't use leave in vc++ 2010
, e( ]2 l; o$ a' X9 n8 d" w: a& IRET;return value = st(0)
ppow10ENDP
, }% n* F9 Z$ G. K; \. p& z. l  n1 \;_TEXTENDS
" F. V$ a: E# X& Z5 |! TEND
;END DllEntry