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

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//////////////////////////////////////////////////////////foxfunc.cpp
% [+ ~8 }' E/ W& }% N9 Y
//FoxFunc.cpp : Defines the entry point for the DLL application.
//
#include<string.h>
#include<stdio.h>
- H" W% O3 ^; P. R! R( y#include<io.h>
, I, b) Z" J& M; r#include<math.h>
! u/ f" V! C: R6 q#include<iostream>
#include"stdafx.h"
#include"FoxFunc.h"
usingnamespace std;
BOOLAPIENTRY DllMain( HANDLE hModule,
DWORDul_reason_for_call,
2 n. r! C, }2 z% ?9 [LPVOIDlpReserved
2 Y3 e5 f& }/ u6 J) R; G5 x0 _)
* K+ [9 R2 e) I% ~8 o# u; n{
8 l% Z/ N8 R! V& i+ O4 L$ F+ U6 [, Eswitch(ul_reason_for_call)
: \5 E. m" r- u* c{
5 L8 [3 W0 M; H# z0 X6 K# q9 o1 ecaseDLL_PROCESS_ATTACH:
caseDLL_THREAD_ATTACH:
2 o* l( z. @% P7 E4 x& y" n9 i6 r; G; WcaseDLL_THREAD_DETACH:
caseDLL_PROCESS_DETACH:
break;
, p/ i  l+ e  s}
6 X! w- r6 |0 @; E8 creturnTRUE;
}
//计算收盘价的均价,一个常数参数,表示计算周期
& h! @7 t( l  }% T//调用方法:
//"FOXFUNC@MYMACLOSE"(5)
9 l% `+ k$ B, H: z! H, N8 j/*
//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
*/
7 R0 i5 A! ]: mextern"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
//!!!!!!!! use "C" for Microsoft visual C++ compiler
& b8 y2 J6 V/ {2 m0 c$ |//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
__declspec(dllexport)int WINAPI MYMACLOSE(CALCINFO* pData)
# J6 T' J" v+ |) B/ S5 k  w{
if( // pData->m_pfParam1 && //参数1有效
! G, U9 Y9 m- L; t//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 &&
//pData->m_pfParam7==NULL)
! g& ]4 Z. U) c7 g# ]//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
&&pData->m_pCalcParam[2].m_nParamStart>=0)
- ?. `3 [9 Q% Y- S9 J{
3 w; C9 ^% U3 a. E/ K& n/ a. ^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
& P& u: \; {/ c% ]6 nconstfloat* cpParam3 =pData->m_pCalcParam[2].m_pfParam; // cpParam =pointer to
) d$ n9 ^% K$ u6 V' z+ `- G8 hconstfloat* cpParam4 =pData->m_pCalcParam[3].m_pfParam; // cpParam =pointer to
//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
# N* p  r4 Z/ S- t$ G4 Q& B7 {* Z//pData->m_pCalcParam[5].m_fParam); //value
//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;
//const float* pValue5 = pData->m_pCalcParam[4].m_pfParam;
if(nPeriod>0)
{
5 U9 q; O+ {( a- {& [6 x* }" ~floatfTotal;
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
% M, I2 Q; W1 ^( S$ ?1 Y{
fTotal= 0.0f;
. U5 X& \" u: L* G4 H% M/ b) idoublelngth=5.0;
9 d- u- b# y' ]" [doublectemp=4.0;
/ W6 x2 M* H8 _6 S3 V//float yy1[5000][1];
. l3 C7 ^. I# h. u+ r% ^8 Pfor( j = 0; j < nPeriod; j++ ) //累加
7 d# G* r* f# w; Z! z{
fTotal= pData->m_pData.m_fClose; // @@@@@@@ vc++ 2010 cl.exe 使pData->m_pData[i-j].m_fClose错误
% p0 C+ _& d; d9 V# W8 }, [1 N6 ~}
//pData->m_pResultBuf = fTotal*1.03; //平均
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
+ N4 v, @& a; n! l* K2 Z//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
}
* O3 d* v2 k6 I+ v0 ureturnnPeriod-1;
" w1 N0 \6 ]3 w4 x# r}
}
- w. C! L5 u( F+ |, k, S8 kreturn-1;
; ^; P; X3 h1 ~0 Q& }8 _}
//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
4 |- D5 D7 F" G//调用方法:
//"FOXFUNC@MYMAVAR"(CLOSE-OPEN,5)
# Y2 W9 Z7 q9 r9 G0 l' y__declspec(dllexport)int WINAPI MYMAVAR(CALCINFO* pData)
% T% w7 T7 n8 G! |* D, ?% Z{
+ `6 k' x( y% {1 Eif(pData->m_pfParam1&& pData->m_pfParam2 && //参数1,2有效
6 J; q& P" D; \& k6 @pData->m_nParam1Start>=0&& //参数1为序列数
pData->m_pfParam3==NULL)//有2个参数
0 x$ x. |+ A4 S. b8 x( O{
4 u' V! i! v) b3 [constfloat* pValue = pData->m_pfParam1; //参数1
# R, ]; L# x- N& d' o- B8 PintnFirst = pData->m_nParam1Start; //有效值起始位
* _' _6 ?& X0 t# B' Q5 k2 bfloatfParam = *pData->m_pfParam2; //参数2
/ P+ {* H4 a' a6 \; EintnPeriod = (int)fParam;
: k. [5 Z; {- _- D; P3 T6 }if(nFirst >= 0 && nPeriod > 0 )
{
floatfTotal;
inti, j;
for( i = nFirst+nPeriod-1; i < pData->m_nNumData; i++ )
{
fTotal= 0.0f;
1 g9 C' @3 o( p1 x7 o, O) ffor( j=0; j < nPeriod; j++ ) //累加
) ]6 k0 ?6 f) W6 v) E6 Q( TfTotal+= pValue[i-j];
pData->m_pResultBuf= fTotal/nPeriod;//平均
}
1 d  D7 ]- n) }: N) k) CreturnnFirst+nPeriod-1;
, I: W8 y4 z9 B  v" e" J}
}
return-1;
}
6 a: M) ?" F9 g, j% ]$ W& ^- C//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
/*
- F/ w8 P% t5 O1 l9 y2 D* W调用方法:
3 i! a8 p! `7 ~3 N  i; TMA1:=MA(CLOSE,3);
MA2:=MA(CLOSE,6);
MA3:=MA(CLOSE,12);
MA4:=MA(CLOSE,24);
MYBBI:"FOXFUNC@MYBBI"(MA1, MA2, MA3, MA4, 4);
* Q; P7 S0 Z2 ]; S6 r) |* {# f) J*/
__declspec(dllexport)int WINAPI MYBBI(CALCINFO* pData)
{
# `1 R3 _- s, O- K+ aif( pData->m_pCalcParam[0].m_nParamStart >= 0 &&
pData->m_pCalcParam[1].m_nParamStart>= 0 &&
8 v  f7 j  Q5 P6 T3 w- u' }pData->m_pCalcParam[2].m_nParamStart>= 0 &&
. v5 ?0 C9 g4 {( c% N* T+ qpData->m_pCalcParam[3].m_nParamStart>= 0 ) //4个序列都含有效数值
0 K" N* i, M# }4 @( j{
8 o3 [: ~4 c. ^( U6 w$ r' m8 J//计算返回的序列的第一个有效值位置
6 H/ b3 T% |# F) b, XintnFirst = 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
3 E& y! t* c) ^//若不知，则
/*
intnFirst = pData->m_pCalcParam[0].m_nParamStart;
if( nFirst < pData->m_pCalcParam[1].m_nParamStart )
$ S8 i0 ?/ K. q4 AnFirst= pData->m_pCalcParam[1].m_nParamStart;
) \0 }' W8 O/ U8 I- p  j& Oif( nFirst < pData->m_pCalcParam[2].m_nParamStart )
nFirst= pData->m_pCalcParam[2].m_nParamStart;
; w- y6 N: s1 X. [0 Sif( nFirst < pData->m_pCalcParam[3].m_nParamStart )
nFirst= pData->m_pCalcParam[3].m_nParamStart;
*/
constfloat* pValue1 = pData->m_pCalcParam[0].m_pfParam;
' B8 y+ w2 W3 Dconstfloat* pValue2 = pData->m_pCalcParam[1].m_pfParam;
7 W6 k9 t1 `$ B% vconstfloat* pValue3 = pData->m_pCalcParam[2].m_pfParam;
constfloat* pValue4 = pData->m_pCalcParam[3].m_pfParam;
2 a2 ]: r. l4 e5 \0 uconstfloat* pValue5 = pData->m_pCalcParam[4].m_pfParam;
! i  [0 l+ v0 c0 z9 }& N; j% e  Sconstfloat* pValue6 = pData->m_pCalcParam[5].m_pfParam;
//const float* pValue1 = pData->m_pfParam1;
//const float* pValue2 = pData->m_pfParam2;
: E3 M! d3 `( N6 v! B2 Q) J//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 T* I- `! j/ s2 F1 k3 ifor(int i = nFirst; i < pData->m_nNumData; i++ )
{
pData->m_pResultBuf=
' j9 P& Z2 J& x- B) c//(pValue1 + pValue2 + pValue3 )/nNum;
4 j2 U/ {5 O5 d$ T3 o' ]: @(pValue1+ pValue2 + pValue3 + pValue4+pValue5 + pValue6)/nNum;
7 j# \; e) v& I" v: a' @}
6 @/ g; N, W/ X; _: xreturnnFirst;
}
return-1;
+ n7 ^6 H  I5 s}
; R, t1 ~# q7 I) D
" Y5 M* U  P4 |
- m2 L4 Z+ |: z! @" r
//////////////////////////////////////////////////////////////pow10.asm
;*******************************************************
- W+ v- r- p0 ~) U( g5 }4 a" u- d;* *
4 a9 G6 r$ b) Q% f; J; k5 x;* Delphi Run Library *
;* *
;* Copyright (c) 1996,98 Inprise Corporation *
* D$ g7 m9 ~4 O1 M, y;*--------------------------------------------------------------------------
;* To compile "tasm32 /ml pow10.asm" *
;*--------------------------------------------------------------------------
;*******************************************************
8 \  r6 }$ u  I. Q9 S8 x# o.386
;.MODEL flat,c (error must be in segement block must have segment
# d- w8 y: h% q- f/ q;!!!!!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
  t: d3 Y9 b. `6 s# g9 J! d+ ]6 u;'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'
( h- N- U: `0 s;ppow10 PROTO,aVal:PTR REAL8, bVal:PTR REAL8
;includeE:\Vsource\masm32\INCLUDE\windows.inc
;includeE:\Vsource\masm32\INCLUDE\user32.inc
3 m$ C; B6 `; [7 }% A' G;includeE:\Vsource\masm32\INCLUDE\kernel32.inc
  M# [! m8 P* U, F# _* b4 IPUBLICppow10
.CODE
;DllEntryproc hInstance:HINSTANCE, reason:DWORD, reserved1:DWORD
;.if reason==DLL_PROCESS_ATTACH
;invoke MessageBox,NULL,addr LoadMsg,addr AppName,MB_OK
/ O  I) }: H6 e& d& [;.elseif reason==DLL_PROCESS_DETACH
2 n7 m1 x; |0 M$ h: ^9 r;invoke MessageBox,NULL,addr UnloadMsg,addr AppName,MB_OK
0 \5 V" A# L& p* y! R2 b/ u;.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
" y: }+ W2 Q1 `: ?. N4 U;.endif
;mov eax,TRUE
. Y9 p! f- u. t0 w( q' ];ret
;DllEntryEndp
# u# [# H4 r  k# z;FUNCTION _Ppow10( double val, double pow: ) : Extended;
;_TEXTSEGMENT WORD PUBLIC 'CODE'
;ppow10 PROC,aVal:PTR REAL8, bVal:PTR REAL8
3 z( J' r& h4 R6 }: E) D8 P) d;ppow10 PROC,aVal:* Qword, bVal:Qword
- J9 H+ q  I( I# v6 \% oppow10PROC near
, C: X0 U1 J9 ]. a' ]7 R" TXUEQU 8 ; for eip & ebp
XDEQU 0 ; for edi, esi, ebx, ecx, edx
fp_powerEQU QWORD PTR [ebp+XU+8]
5 C5 j  k! W& ]fp_valEQU QWORD PTR [ebp+XU]
/ ~' d% |: p/ G" BvalEQU QWORD PTR [eBP-XD-8] ; USE STACK
powerEQU QWORD PTR [eBP-XD-16] ; USE STACK
2 A9 t# m1 s! \pow10EQU QWORD PTR [eBP-XD-24] ; USE STACK
FPower10:
pushebp
movebp,esp
7 T  r  ]3 d- a0 s7 I* ^0 J;push edi
;push esi
;push eax
;push edx
8 J+ `% l4 {5 G8 @# y/ ]subesp,24
4 `. d" q' i) f/ f& K( VFINIT
fldz
fstval
fstpower
0 f& z( q8 w. p! _8 Zfstppow10
                 MOV    EAX,8                 MOV    EDX,8; fldpi
              fld      fp_val   ;st(0)=val; fld aVal;st(0)=val
fstval
; ]8 I; }8 J- K;fld Arg2 ;st(0)=power
;fstp power
;fld val ;st(0)=val
+ \! ?8 H' l/ n; J8 |0 h, \- U;fmul val ;st(0)=val*val
;fmul val ;st(0)=val*va*val
; j: F, W; J; t: B% z;fadd st,st(0)
3 U- \  ?0 Z, O4 Z;fmul qword ptr [ebp+16] ;st(0)=power
;fadd st,st(0)
;fwait
# o6 K: i7 X/ e7 x. g+ y/ Q7 _4 P- Eaddesp,24
;pop edx
;pop eax
;pop esi
* J4 V! w, T2 y# u. S+ w;pop edi
movesp,ebp
  O8 @/ a7 T* q1 r/ ypopebp
) w3 }9 Z. |% p$ z9 K9 O; X. t3 u;leave ; @@@@@@ important don't use leave in vc++ 2010
) H* o! Z' r' v# rRET;return value = st(0)
ppow10ENDP
. m6 c2 `3 }9 o! e: w# o$ _;_TEXTENDS
2 B' X1 B- H" V' X5 k/ zEND
;END DllEntry