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.
1 b3 D8 ~) V4 g* O1 [7 a6 X3 T//
#include<string.h>
" [* N* o- K5 p; i( ?. O5 q#include<stdio.h>
#include<io.h>
" V' D7 ^  T, D' l2 I) p#include<math.h>
9 }0 L3 m) U" g  d  U#include<iostream>
#include"stdafx.h"
0 Z! g8 `! J4 `( J' |8 t1 Q+ ?( u#include"FoxFunc.h"
: u3 t' n# d/ C* H. x% lusingnamespace std;
BOOLAPIENTRY DllMain( HANDLE hModule,
DWORDul_reason_for_call,
LPVOIDlpReserved
7 }0 k4 y; ~( A- p5 P" w$ T3 r) t)
{
3 N/ T  r# x: m* C' |switch(ul_reason_for_call)
{
caseDLL_PROCESS_ATTACH:
caseDLL_THREAD_ATTACH:
caseDLL_THREAD_DETACH:
caseDLL_PROCESS_DETACH:
" Y. b0 @3 x/ o- d2 `& tbreak;
}
returnTRUE;
}
//计算收盘价的均价,一个常数参数,表示计算周期
& J3 q& l' k8 Z% }//调用方法:
) u( i6 k/ r/ C" M//"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
*/
extern"C" double __cdecl ppow10(double ,double );
8 e& ]. ?& ]/ |  \1 I4 [//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
8 N1 t) ~- I+ p' h, g# s5 B5 N//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
" ^1 X& j% V$ R7 d__declspec(dllexport)int WINAPI MYMACLOSE(CALCINFO* pData)
{
, O. d. \& Z  {: i' c9 Mif( // pData->m_pfParam1 && //参数1有效
//pData->m_nParam1Start<0 && //参数1为常数
+ y* F3 H, P3 |9 ~3 d//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 &&
  [& G6 i8 ]) j! b: n" \/ q6 H//pData->m_pfParam7==NULL)
" @: j2 _6 L( `0 h( [9 B& K//pData->m_pfParam1 && pData->m_pfParam2 &&pData->m_pfParam3 && pData->m_nParam1Start>=0 &&
+ y" U( K2 @* I* G1 V- n! VpData->m_pCalcParam[0].m_nParamStart>=0&& pData->m_pCalcParam[1].m_nParamStart>=0
&&pData->m_pCalcParam[2].m_nParamStart>=0)
! H3 K: j* q% R2 h; d{
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
8 S; @9 A9 E  ?- w6 ~! i  yconstfloat* 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
8 P; }8 B$ O" }% n//in foxtraderoooq:"MYFUNC2010@MYMACLOSE"(c,c,c,6),colorffffff,linethick5;// cpParam5 =pData->m_pCalcParam[4].m_pfParam
) s4 u$ P2 R" e2 ?5 v//pData->m_pCalcParam[5].m_fParam); //value
3 {% y1 F) \$ Q; i7 c//const float* pValue1 = pData->m_pCalcParam[0].m_pfParam;
8 a; S6 D" p# F6 R9 ?& w//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;
! z& U7 y' \; x8 F9 _//const float* pValue5 = pData->m_pCalcParam[4].m_pfParam;
. I" L/ Y( G5 W( S% Bif(nPeriod>0)
{
* W. O3 @* n, ]; ifloatfTotal;
6 V1 L& w( {6 Q4 N7 y2 dinti, j;
$ a0 R0 X- D. hintndata = pData->m_nNumData;
8 s: }8 l' X' h/ a- U//float yy[5000][1];
5 [* c: Q3 M/ T( Xfor( 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;
  C- _/ p/ X3 X* `6 xdoublelngth=5.0;
doublectemp=4.0;
$ R! q  _+ I" T8 ^# Y( O//float yy1[5000][1];
8 @& Z# p# {: S$ J% Ifor( j = 0; j < nPeriod; j++ ) //累加
{
fTotal= pData->m_pData.m_fClose; // @@@@@@@ vc++ 2010 cl.exe 使pData->m_pData[i-j].m_fClose错误
9 ^) D9 G* X2 Q}
7 z% A  h4 Z% _$ P  z6 M) F//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
//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
4 ?5 o0 J8 i" r: L}
6 p( ]' w) @% m. R7 X1 YreturnnPeriod-1;
}
}
& |3 R5 |- ~) l- A( I* ?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:
//"FOXFUNC@MYMAVAR"(CLOSE-OPEN,5)
4 _9 a0 a8 {* K! a3 t5 i__declspec(dllexport)int WINAPI MYMAVAR(CALCINFO* pData)
{
if(pData->m_pfParam1&& pData->m_pfParam2 && //参数1,2有效
2 W+ {2 Z* y! |% ^" epData->m_nParam1Start>=0&& //参数1为序列数
8 I* t" t& @& W' D4 x2 g" k, ^$ ypData->m_pfParam3==NULL)//有2个参数
{
+ \4 p; q( u  l. y! j( O( H0 cconstfloat* pValue = pData->m_pfParam1; //参数1
intnFirst = pData->m_nParam1Start; //有效值起始位
floatfParam = *pData->m_pfParam2; //参数2
intnPeriod = (int)fParam;
if(nFirst >= 0 && nPeriod > 0 )
' Z% p, v+ u) W4 i0 [' o{
floatfTotal;
2 p: E  ~# r" Z/ q3 ^inti, j;
for( i = nFirst+nPeriod-1; i < pData->m_nNumData; i++ )
1 Z2 j, h' Q* z- @; C( e{
fTotal= 0.0f;
for( j=0; j < nPeriod; j++ ) //累加
fTotal+= pValue[i-j];
/ a4 Y; }$ C+ Y9 Q* MpData->m_pResultBuf= fTotal/nPeriod;//平均
}
returnnFirst+nPeriod-1;
; `) @5 f+ m; j7 D}
}
return-1;
9 o: n  K2 e1 C/ C/ [! c}
* X. V- o& ^( e' m$ ?1 N) w' e//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
' q# i  i( V) e+ F( u/*
调用方法:
MA1:=MA(CLOSE,3);
" W8 W% L* N. QMA2:=MA(CLOSE,6);
MA3:=MA(CLOSE,12);
MA4:=MA(CLOSE,24);
MYBBI:"FOXFUNC@MYBBI"(MA1, MA2, MA3, MA4, 4);
*/
__declspec(dllexport)int WINAPI MYBBI(CALCINFO* pData)
& h+ A0 w) h* M. S{
if( pData->m_pCalcParam[0].m_nParamStart >= 0 &&
( I" e+ R, z  `! Z6 ^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
{
) l0 f8 Z. S$ q//计算返回的序列的第一个有效值位置
9 U' a8 [9 h" [2 p3 \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
/*
$ Q2 p# \) t) U: }: XintnFirst = pData->m_pCalcParam[0].m_nParamStart;
2 f$ ^" E7 E9 y; R0 ^- ~; r4 R; `if( nFirst < pData->m_pCalcParam[1].m_nParamStart )
nFirst= pData->m_pCalcParam[1].m_nParamStart;
if( nFirst < pData->m_pCalcParam[2].m_nParamStart )
" F! d+ p1 Y9 W2 znFirst= pData->m_pCalcParam[2].m_nParamStart;
# |  {" _$ X! ?7 ?: Z6 C9 C. J" kif( nFirst < pData->m_pCalcParam[3].m_nParamStart )
nFirst= pData->m_pCalcParam[3].m_nParamStart;
*/
" G" j0 J' Q  \# @: \5 Mconstfloat* pValue1 = pData->m_pCalcParam[0].m_pfParam;
$ |/ U5 G  N, G7 S* ~constfloat* pValue2 = pData->m_pCalcParam[1].m_pfParam;
5 `& Q+ D8 E. q0 Nconstfloat* 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;
//const float* pValue1 = pData->m_pfParam1;
1 Y6 d7 w4 Y- J; @- D//const float* pValue2 = pData->m_pfParam2;
/ \2 t: M; ]* r2 P) J6 z//const float* pValue3 = pData->m_pfParam3;
7 _5 \5 f/ z9 ~6 u//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
0 S4 H" J7 A: q7 Y) i9 BintnNum = (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=
. l; k. k. q3 @2 C4 b9 r& `//(pValue1 + pValue2 + pValue3 )/nNum;
. r! X+ U* S2 E/ g- Y8 G7 z% s(pValue1+ pValue2 + pValue3 + pValue4+pValue5 + pValue6)/nNum;
; M1 [6 ^  Z/ C: B. C; ^6 e% b}
returnnFirst;
}
return-1;
}
+ ^& ?! Q- v4 ~* c3 q


! D- S5 d$ o1 G  J& n' s2 {//////////////////////////////////////////////////////////////pow10.asm
/ v; F0 ~8 v9 E: b( O;*******************************************************
;* *
. o5 B. F6 \7 t. o- C, Z;* Delphi Run Library *
% A' p. U7 T0 D/ {* z" x! E5 W- E1 N# y;* *
;* Copyright (c) 1996,98 Inprise Corporation *
2 L* u  t$ y% W;*--------------------------------------------------------------------------
;* To compile "tasm32 /ml pow10.asm" *
;*--------------------------------------------------------------------------
;*******************************************************
% ~6 ?5 h1 P1 I. P- J5 z# `& b.386
;.MODEL flat,c (error must be in segement block must have segment
5 v5 C+ E0 A2 Y) V9 s* y! k6 l;!!!!!11 important if ',c' is not used , must use 'public _ppow10, and'_ppow10 proc'
8 \$ i( G8 k& ~4 S, `; x+ H;!!!!!11 important if .MODEL flat,c is not used , must use ;_TEXTSEGMENT WORD PUBLIC
( ~8 x; w; Y0 K4 E" x! I! J! F;'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'
0 P& y" i& O0 d7 B2 G( q;ppow10 PROTO,aVal:PTR REAL8, bVal:PTR REAL8
0 i: d% ]' d$ ^2 }3 V;includeE:\Vsource\masm32\INCLUDE\windows.inc
8 P4 Q! h+ a7 C' P1 [;includeE:\Vsource\masm32\INCLUDE\user32.inc
;includeE:\Vsource\masm32\INCLUDE\kernel32.inc
' K" q) y! y: W. {; RPUBLICppow10
.CODE
6 D% C- q/ p  Z# i8 `3 h' ^;DllEntryproc hInstance:HINSTANCE, reason:DWORD, reserved1:DWORD
;.if reason==DLL_PROCESS_ATTACH
* k; R! l( U6 \8 a5 q2 l;invoke MessageBox,NULL,addr LoadMsg,addr AppName,MB_OK
- W& v7 \$ h( Q/ C;.elseif reason==DLL_PROCESS_DETACH
" g" B$ U" ^/ V;invoke MessageBox,NULL,addr UnloadMsg,addr AppName,MB_OK
7 H- L% e' N! m. _2 P;.elseif reason==DLL_THREAD_ATTACH
;invoke MessageBox,NULL,addr ThreadCreated,addr AppName,MB_OK
# F4 C) p, W, H# u) B;.else ; DLL_THREAD_DETACH
;invoke MessageBox,NULL,addr ThreadDestroyed,addr AppName,MB_OK
# j) y. p+ N! l! A+ F;.endif
;mov eax,TRUE
;ret
;DllEntryEndp
;FUNCTION _Ppow10( double val, double pow: ) : Extended;
0 w1 i$ N5 a6 x;_TEXTSEGMENT WORD PUBLIC 'CODE'
;ppow10 PROC,aVal:PTR REAL8, bVal:PTR REAL8
;ppow10 PROC,aVal:* Qword, bVal:Qword
, T  E& y' V8 A; l- Dppow10PROC near
XUEQU 8 ; for eip & ebp
1 y; T' P  r# R5 _/ N+ k. }" J3 B& UXDEQU 0 ; for edi, esi, ebx, ecx, edx
2 H" L9 ^$ j  {- }fp_powerEQU QWORD PTR [ebp+XU+8]
3 H# [/ ?# B2 g9 F) Y* gfp_valEQU QWORD PTR [ebp+XU]
valEQU QWORD PTR [eBP-XD-8] ; USE STACK
powerEQU QWORD PTR [eBP-XD-16] ; USE STACK
* D$ S) e4 C3 b* Epow10EQU QWORD PTR [eBP-XD-24] ; USE STACK
FPower10:
, v0 q6 ~' g5 z, g- Y. Kpushebp
movebp,esp
! {+ n2 L9 E8 P+ u' k/ n$ j8 S;push edi
+ Y# `5 s! e8 h( x3 X4 Z, a;push esi
;push eax
2 Q- I6 ^7 w' k/ n" [" `3 [& b1 G5 `;push edx
subesp,24
- c# B. n9 k! G* W6 RFINIT
fldz
fstval
fstpower
fstppow10
- ]+ F) Q+ ]+ U3 L8 j$ O: m, j5 v" g' P                 MOV    EAX,8                 MOV    EDX,8; fldpi
              fld      fp_val   ;st(0)=val; fld aVal;st(0)=val
fstval
;fld Arg2 ;st(0)=power
# i. j" j: I& ^0 i;fstp power
0 m6 T$ K' w. o2 g' n' }5 G, T$ G;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
. M, M4 p4 h5 Y( {4 Q;fadd st,st(0)
% r- Q  S6 m! u8 q;fwait
addesp,24
;pop edx
6 [& k6 H. R2 Z6 S;pop eax
;pop esi
;pop edi
2 O) W1 L( l, t( qmovesp,ebp
  ]* g* Y$ F& E5 [: o  hpopebp
7 D2 n5 N* q& z& P) K* ~;leave ; @@@@@@ important don't use leave in vc++ 2010
RET;return value = st(0)
+ f8 |5 R+ g, u1 N* s8 U! ?8 s+ Jppow10ENDP
5 U/ Y$ q% B- W# [2 g;_TEXTENDS
END
/ V* M0 Q" s1 N5 ^3 \% L;END DllEntry