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

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//////////////////////////////////////////////////////////foxfunc.cpp
! Z* l) e* `: p) M$ u
4 @9 s& f& M7 J! A& i8 u# y* G+ ]//FoxFunc.cpp : Defines the entry point for the DLL application.
$ A5 ~& c3 R, p) b& R//
, T0 n, `+ p, e: n#include<string.h>
#include<stdio.h>
+ n+ Y+ A* x4 ?9 w  e#include<io.h>
1 o# z! f3 P4 U' J* G4 h( W9 \#include<math.h>
# i  Q, j8 `/ m) j; A! |' K#include<iostream>
% |# [. d( ^5 @#include"stdafx.h"
#include"FoxFunc.h"
0 s( _6 c# A3 ?8 Kusingnamespace std;
, K( S6 s0 k4 s# tBOOLAPIENTRY DllMain( HANDLE hModule,
DWORDul_reason_for_call,
LPVOIDlpReserved
# e, N  n4 f5 ]! x; S3 y8 v)
{
, B+ t7 j6 _& z, V+ Lswitch(ul_reason_for_call)
{
& ^0 T+ ^1 Q# H" ?6 O- K/ g' I' DcaseDLL_PROCESS_ATTACH:
3 A! c* ?; a6 e1 v4 m, F7 T  ^, mcaseDLL_THREAD_ATTACH:
/ }' H9 ?8 P% f" m& dcaseDLL_THREAD_DETACH:
$ t0 l- N. y( z  T( \$ Y) McaseDLL_PROCESS_DETACH:
( }3 e: T! I; w" zbreak;
}
returnTRUE;
}
) P% l- q# C% p//计算收盘价的均价,一个常数参数,表示计算周期
; O0 b7 R# d9 z3 e/ M//调用方法:
//"FOXFUNC@MYMACLOSE"(5)
6 ]- w* f1 T* |# v% z' X/*
8 }6 R4 s8 j9 D( O5 {5 P//extern "C" double __cdecl ppow10(double ctemp,doublelength); - - - > wrong, extern "C" is to declare pow10coming from a .dll or .lib
7 _# ]6 m# i2 M/ Q  a//extern "C" double ppow10(double ctemp,double length); - - -> both are the same
; ^+ y6 u. K! o  E% h! }% }*/
extern"C" double __cdecl ppow10(double ,double );
) G% d+ L4 A1 L7 d//double ppow10(double ,double );
//call pow10() by __cdecl
2 \$ t0 u5 @1 I- Z8 M//!!!!!!!! use "C" for Microsoft visual C++ compiler
- u5 a4 g9 [3 y, E4 Z; S' N//!!!!!!!! use "C" for Microsoft visual C++ compiler
% J  v0 J) n. T5 d) S//!!!!!!!! use "C" for Microsoft visual C++ compiler
# e, @2 c, e9 Z* w( `# {# H//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
__declspec(dllexport)int WINAPI MYMACLOSE(CALCINFO* pData)
{
; f6 e) o  d: w' ]# fif( // pData->m_pfParam1 && //参数1有效
//pData->m_nParam1Start<0 && //参数1为常数
- O) ~3 ?. z! l" R0 N//pData->m_pfParam2==NULL ) //仅有一个参数
( [4 h; `/ Z1 b( f% Q# A, }//pData->m_pfParam1 && pData->m_pfParam2 &&pData->m_pfParam3 && pData->m_pfParam4
0 p7 C  Y1 u9 q8 d//&& pData->m_pfParam5 && pData->m_pfParam6 &&pData->m_nParam1Start>=0 &&
//pData->m_pfParam7==NULL)
% ?; B2 c3 A1 ^' p6 H% ]5 `) W//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
5 N8 p6 n2 t- Z; I$ L3 g1 U, R4 {&&pData->m_pCalcParam[2].m_nParamStart>=0)
0 ^5 g$ g6 K" r9 t- A& c{
  {$ l( Z1 w- m0 |" ?% y; VfloatfParam = *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
8 s5 A5 o1 [$ h! v& G- |' t/ K//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;
  I) C& l; Q5 ^1 e$ Y//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;
8 a( p# z. F5 J% {& Y1 m9 lif(nPeriod>0)
; ]! N- K! c/ s{
floatfTotal;
8 t; R* D& e6 F, Linti, j;
intndata = pData->m_nNumData;
, e( f& ^+ W/ l$ r. e//float yy[5000][1];
; }1 C) P" Z, T* V+ Z5 R/ P& Kfor( 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; D1 r: S7 ^& qfTotal= 0.0f;
# P- ?- p1 w7 l* a( Cdoublelngth=5.0;
" i( X: K; V: _+ J2 I) Odoublectemp=4.0;
//float yy1[5000][1];
for( 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
}
//pData->m_pResultBuf = fTotal*1.03; //平均
% F  W7 h9 K- a8 f- s! T& J( r: Y4 Z$ NfTotal= cpParam3;
7 M% z* g) d/ lpData->m_pResultBuf= fTotal*1.03; //平均
3 a" F0 s9 u2 N) N( G* ^//ctemp = (double) pData->m_pResultBuf; // double & - - - >overload a float value , double * - - - > overload a pointer todouble
7 h1 f7 v! ?% h6 E; e3 v//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;
}
7 O4 H5 c, S: S  N  Z4 t}
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
% `7 d* `3 G: c, ]" F" [//调用方法:
+ {+ b; K$ B4 B% w8 r* @//"FOXFUNC@MYMAVAR"(CLOSE-OPEN,5)
__declspec(dllexport)int WINAPI MYMAVAR(CALCINFO* pData)
, {4 A. E5 `4 W/ I& A: X" O" e{
if(pData->m_pfParam1&& pData->m_pfParam2 && //参数1,2有效
pData->m_nParam1Start>=0&& //参数1为序列数
& A; m4 @' ~9 v2 n7 KpData->m_pfParam3==NULL)//有2个参数
{
; ]" Q) e& w# ]* L9 ^constfloat* pValue = pData->m_pfParam1; //参数1
1 t5 o- I* \6 V. |" zintnFirst = pData->m_nParam1Start; //有效值起始位
floatfParam = *pData->m_pfParam2; //参数2
intnPeriod = (int)fParam;
) u1 A' H5 h, a9 pif(nFirst >= 0 && nPeriod > 0 )
{
- J" J( I7 y3 V% `  z- ZfloatfTotal;
- `' E& g- I1 U9 m/ E3 Y% _4 }4 ]inti, j;
5 @6 ~4 F# |2 @% B- Ifor( i = nFirst+nPeriod-1; i < pData->m_nNumData; i++ )
; f4 U8 m5 Y$ m) ^% H, p{
fTotal= 0.0f;
8 Y, z- l1 P; n7 U1 H0 H! w4 K6 u) Vfor( j=0; j < nPeriod; j++ ) //累加
: d( O1 p1 f/ W3 L0 wfTotal+= pValue[i-j];
pData->m_pResultBuf= fTotal/nPeriod;//平均
}
returnnFirst+nPeriod-1;
}
$ q. C3 e, y' m2 H; y}
return-1;
}
  a5 x, |. @! X3 L& H3 }! E, w4 H8 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
/*
调用方法:
+ ]; I7 a" Z! \7 [0 I' f2 {2 vMA1:=MA(CLOSE,3);
$ p+ Z1 W. m2 s5 VMA2:=MA(CLOSE,6);
( w/ d3 z' q, k0 KMA3:=MA(CLOSE,12);
MA4:=MA(CLOSE,24);
+ P: R0 ]* {0 {( k4 z* p0 B, YMYBBI:"FOXFUNC@MYBBI"(MA1, MA2, MA3, MA4, 4);
*/
# y( X& e/ P" n) ^; l5 u__declspec(dllexport)int WINAPI MYBBI(CALCINFO* pData)
{
; Q$ a9 @5 s' @( S/ L1 F0 G0 J6 bif( pData->m_pCalcParam[0].m_nParamStart >= 0 &&
pData->m_pCalcParam[1].m_nParamStart>= 0 &&
pData->m_pCalcParam[2].m_nParamStart>= 0 &&
, @, \6 t" s, F, Y  [+ U: T4 {pData->m_pCalcParam[3].m_nParamStart>= 0 ) //4个序列都含有效数值
{
8 r$ @& F9 e7 h8 z4 m//计算返回的序列的第一个有效值位置
3 U% j9 ]/ l; IintnFirst = 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
8 w7 ~7 P. ~. ~- A//若不知，则
% g# Z9 f/ \$ }" Y/ i* g& ?/*
intnFirst = pData->m_pCalcParam[0].m_nParamStart;
0 x% @. U4 K- F2 J7 gif( nFirst < pData->m_pCalcParam[1].m_nParamStart )
nFirst= pData->m_pCalcParam[1].m_nParamStart;
+ g* |8 a( s# P& d& O; v/ Wif( nFirst < pData->m_pCalcParam[2].m_nParamStart )
nFirst= pData->m_pCalcParam[2].m_nParamStart;
6 q% q( k- K9 I* I; R0 pif( nFirst < pData->m_pCalcParam[3].m_nParamStart )
: p# {! ?5 ?3 Q+ {& e6 @  O! enFirst= pData->m_pCalcParam[3].m_nParamStart;
*/
constfloat* pValue1 = pData->m_pCalcParam[0].m_pfParam;
* A3 F. e0 V( w, V) Pconstfloat* pValue2 = pData->m_pCalcParam[1].m_pfParam;
constfloat* pValue3 = pData->m_pCalcParam[2].m_pfParam;
9 A& h, z  y. [$ L: nconstfloat* pValue4 = pData->m_pCalcParam[3].m_pfParam;
: E4 O; p: ^$ R' Dconstfloat* pValue5 = pData->m_pCalcParam[4].m_pfParam;
5 ~+ f/ G2 y3 z, ?5 |6 T  w9 Dconstfloat* pValue6 = pData->m_pCalcParam[5].m_pfParam;
//const float* pValue1 = pData->m_pfParam1;
0 S) {; S4 E! A' z//const float* pValue2 = pData->m_pfParam2;
+ ?7 L9 o# S' K. }//const float* pValue3 = pData->m_pfParam3;
7 q! T) _8 h4 @) B( P" {! J//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
. f; c7 r6 a; C. m5 O# Cfor(int i = nFirst; i < pData->m_nNumData; i++ )
) B" m$ [* R* c$ G1 T6 i{
pData->m_pResultBuf=
//(pValue1 + pValue2 + pValue3 )/nNum;
(pValue1+ pValue2 + pValue3 + pValue4+pValue5 + pValue6)/nNum;
* [% {, f1 m1 Y1 W$ r$ z5 M8 T}
returnnFirst;
}
return-1;
}
3 A" w5 I4 U) g( V" _0 U

% h9 }8 S# u) `, b* F) ^
& e+ e, t% T9 h" Y8 a  T$ Q0 [0 ~3 @//////////////////////////////////////////////////////////////pow10.asm
9 H; z8 L' J. [0 x7 t5 [;*******************************************************
;* *
! p# C- a# n% `' L) W6 p) };* Delphi Run Library *
* [, X, Y  [# Z  n6 x4 G  _+ p" y* s1 Z5 d;* *
;* Copyright (c) 1996,98 Inprise Corporation *
;*--------------------------------------------------------------------------
;* To compile "tasm32 /ml pow10.asm" *
;*--------------------------------------------------------------------------
;*******************************************************
& ^6 B6 J8 `, D9 Q3 u.386
;.MODEL flat,c (error must be in segement block must have segment
;!!!!!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
9 R9 A4 u5 U6 r- |9 B1 s- O, z;'CODE'..._TEXT ENDS and must use 'public _ppow10 and '_ppow10 proc'
4 l1 n2 }5 B5 p2 `2 ^2 n.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
/ ~) E/ R) W0 r& };includeE:\Vsource\masm32\INCLUDE\windows.inc
, X' i/ C. V- N5 q9 h. J6 V1 u7 ~;includeE:\Vsource\masm32\INCLUDE\user32.inc
, U8 W, d0 e1 B% [  @, z! [;includeE:\Vsource\masm32\INCLUDE\kernel32.inc
) c5 E# o) @6 C+ l0 |  yPUBLICppow10
/ B; s7 U' H9 Z) \& T: k.CODE
;DllEntryproc hInstance:HINSTANCE, reason:DWORD, reserved1:DWORD
;.if reason==DLL_PROCESS_ATTACH
;invoke MessageBox,NULL,addr LoadMsg,addr AppName,MB_OK
;.elseif reason==DLL_PROCESS_DETACH
;invoke MessageBox,NULL,addr UnloadMsg,addr AppName,MB_OK
/ H5 V' W; F' a, W;.elseif reason==DLL_THREAD_ATTACH
;invoke MessageBox,NULL,addr ThreadCreated,addr AppName,MB_OK
: y* j  {8 T) @) }2 W# j7 D. Y# |;.else ; DLL_THREAD_DETACH
; z; |9 ^6 X7 ^8 \6 x  M;invoke MessageBox,NULL,addr ThreadDestroyed,addr AppName,MB_OK
;.endif
, \2 E( k1 l& h7 U4 p1 k! B' ]& H;mov eax,TRUE
+ }: E9 m* N8 E) v0 S7 O6 _+ v' l;ret
; O! P3 q' e; \, E6 d;DllEntryEndp
;FUNCTION _Ppow10( double val, double pow: ) : Extended;
, n$ S) h, U0 h* {;_TEXTSEGMENT WORD PUBLIC 'CODE'
0 }' L; D$ i5 U" [9 [9 G;ppow10 PROC,aVal:PTR REAL8, bVal:PTR REAL8
( n6 H; d2 s' m3 P7 v& };ppow10 PROC,aVal:* Qword, bVal:Qword
ppow10PROC near
: E6 l0 H6 \0 M" w! j2 E1 O3 PXUEQU 8 ; for eip & ebp
( O9 I2 I3 F- a. G: FXDEQU 0 ; for edi, esi, ebx, ecx, edx
8 m3 r: J. L( E( h& D+ U. t$ afp_powerEQU QWORD PTR [ebp+XU+8]
3 z5 i0 c5 V# ~% f, o9 Dfp_valEQU QWORD PTR [ebp+XU]
valEQU QWORD PTR [eBP-XD-8] ; USE STACK
powerEQU QWORD PTR [eBP-XD-16] ; USE STACK
pow10EQU QWORD PTR [eBP-XD-24] ; USE STACK
# Q& U7 r  @  B' CFPower10:
pushebp
movebp,esp
;push edi
) l* |- E! b0 H( {5 S& u;push esi
1 ~- L3 P  Y+ T; ]4 [' c;push eax
;push edx
subesp,24
FINIT
fldz
fstval
fstpower
fstppow10
' {& H  ~4 H) I' j/ z, P; |, S3 c                 MOV    EAX,8                 MOV    EDX,8; fldpi
2 c% K% u4 O% W# }0 U) S              fld      fp_val   ;st(0)=val; fld aVal;st(0)=val
; E# d8 z2 u( f$ E& f2 [fstval
;fld Arg2 ;st(0)=power
- ^4 Z9 O7 k3 ~9 M1 }6 V* e7 Z;fstp power
1 E2 O4 f+ Y) \  M;fld val ;st(0)=val
0 D8 ?1 j3 E" e- j;fmul val ;st(0)=val*val
( V, R0 J6 @- u4 a) y;fmul val ;st(0)=val*va*val
+ q5 H2 i. }$ i3 t. I;fadd st,st(0)
;fmul qword ptr [ebp+16] ;st(0)=power
;fadd st,st(0)
0 \- X; O" H; y( Z; @;fwait
addesp,24
;pop edx
;pop eax
;pop esi
;pop edi
1 t8 V# l7 u( g# [2 ]8 C1 B, hmovesp,ebp
popebp
;leave ; @@@@@@ important don't use leave in vc++ 2010
RET;return value = st(0)
ppow10ENDP
;_TEXTENDS
7 G$ h6 O3 ?* }) UEND
;END DllEntry