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.
* Y/ B2 [! X, q5 P4 v//
#include<string.h>
) m" c7 ?% `* \2 l* n$ x; ~#include<stdio.h>
# R. M4 ~" M! U1 [1 R2 x#include<io.h>
  l0 B  F! Q! I. T  v$ l4 i3 X4 e#include<math.h>
#include<iostream>
#include"stdafx.h"
#include"FoxFunc.h"
usingnamespace std;
3 Y8 f7 z' F3 Y, w8 @  q3 C8 pBOOLAPIENTRY DllMain( HANDLE hModule,
9 k- s7 q' \4 xDWORDul_reason_for_call,
LPVOIDlpReserved
& ?; v: k8 ^7 r, U- n)
, c- H5 {: P; R2 g{
switch(ul_reason_for_call)
{
- M0 q4 M, Y) W( Z2 k7 OcaseDLL_PROCESS_ATTACH:
caseDLL_THREAD_ATTACH:
caseDLL_THREAD_DETACH:
: Z- A; x( J# K. xcaseDLL_PROCESS_DETACH:
break;
* Q# \2 A1 d, f2 F# S- V9 v}
* T# n- C% g: p8 r" q8 I$ d) preturnTRUE;
2 j# N8 P! k/ F/ v! d; M9 o* o}
//计算收盘价的均价,一个常数参数,表示计算周期
//调用方法:
//"FOXFUNC@MYMACLOSE"(5)
4 V. I( O% M4 d& @4 {" b5 }/*
//extern "C" double __cdecl ppow10(double ctemp,doublelength); - - - > wrong, extern "C" is to declare pow10coming from a .dll or .lib
, e, M" _+ v0 O: A# w# A+ s9 x//extern "C" double ppow10(double ctemp,double length); - - -> both are the same
*/
3 F. ]8 M5 D7 S. sextern"C" double __cdecl ppow10(double ,double );
//double ppow10(double ,double );
7 d# C' O% ]5 Q+ C//call pow10() by __cdecl
& x2 R) j: k# Z- y  K//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
% Q& t4 z& z  J4 Q& f1 c/ l//!!!!!!!! use "C" for Microsoft visual C++ compiler
+ Y, J" b; Y, m: W//!!!!!!!! use "C" for Microsoft visual C++ compiler
2 b3 _( N  s1 U5 _- Y* o9 k1 h__declspec(dllexport)int WINAPI MYMACLOSE(CALCINFO* pData)
6 h) p" h# s. v' |( P8 Q! ^{
if( // 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 &&
//pData->m_pfParam7==NULL)
+ F( ]+ _* a2 y* t4 n//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)
4 H& [( X' l3 s+ N# i, U{
floatfParam = *pData->m_pfParam4; //pointer ,pData->m_pCalcParam[3].m_nParamStart >= 0
& c, p! g9 d6 L: q% @1 E; Y7 d+ qintnPeriod = (int)fParam; //参数1
//const float* cpParam = pData->m_pfParam2; // cpParam = pointer to
8 M! f! f7 _' Z% y# U) E. Vconstfloat* cpParam2 =pData->m_pCalcParam[1].m_pfParam; // cpParam =pointer to
( ]2 e4 w$ e/ u9 C- f3 Xconstfloat* cpParam3 =pData->m_pCalcParam[2].m_pfParam; // cpParam =pointer to
  k* A: o+ i+ U1 Econstfloat* cpParam4 =pData->m_pCalcParam[3].m_pfParam; // cpParam =pointer to
, o7 \9 U* l: A5 p. ^//const float* cpParam5 =pData->m_pCalcParam[4].m_pfParam; //cpParam = pointer to
# p0 j2 V1 g( U* F//in foxtraderoooq:"MYFUNC2010@MYMACLOSE"(c,c,c,6),colorffffff,linethick5;// cpParam5 =pData->m_pCalcParam[4].m_pfParam
//pData->m_pCalcParam[5].m_fParam); //value
8 k" ~/ U6 f3 e% k//const float* pValue1 = pData->m_pCalcParam[0].m_pfParam;
+ I# p9 T& m, h% [/ v7 T//const float* pValue2 = pData->m_pCalcParam[1].m_pfParam;
1 l3 U3 V8 H9 I8 t" h$ S//const float* pValue3 = pData->m_pCalcParam[2].m_pfParam;
) y$ X. h3 f0 f& W+ ^; R//const float* pValue4 = pData->m_pCalcParam[3].m_pfParam;
//const float* pValue5 = pData->m_pCalcParam[4].m_pfParam;
$ U+ o+ Y, N8 D  X/ Q& _# A7 r  aif(nPeriod>0)
{
floatfTotal;
+ M; X$ Z+ M7 p: N, h3 [inti, j;
intndata = pData->m_nNumData;
* d5 b+ P8 r& B" u: N//float yy[5000][1];
9 A* Z% D4 c! |2 G, S- `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
7 v7 t# O/ B& ~/ ?{
9 J9 E2 G0 ~7 \0 h- Y# pfTotal= 0.0f;
- C2 `. o6 X3 X, b1 s0 u7 odoublelngth=5.0;
' ^, b+ w1 `7 m" qdoublectemp=4.0;
8 ^  U2 j* d+ E$ X//float yy1[5000][1];
! L2 c' N0 @5 f3 L# ~2 _8 U) Cfor( j = 0; j < nPeriod; j++ ) //累加
{
' c% y% I; f" M' lfTotal= pData->m_pData.m_fClose; // @@@@@@@ vc++ 2010 cl.exe 使pData->m_pData[i-j].m_fClose错误
; R( d7 }% S# k2 q$ v}
! N% n1 R  [- z4 l+ V) y//pData->m_pResultBuf = fTotal*1.03; //平均
7 {- a) _" j' L3 P5 xfTotal= cpParam3;
, D7 L. A3 \+ F) IpData->m_pResultBuf= fTotal*1.03; //平均
' l) G- e6 J* m$ T2 H( ^//ctemp = (double) pData->m_pResultBuf; // double & - - - >overload a float value , double * - - - > overload a pointer todouble
+ E% a3 @9 i1 P4 c+ T//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
}
0 C( X: |. P7 Z! e; ~) U( b3 a4 SreturnnPeriod-1;
: m& H! X6 \( k, a1 A}
}
return-1;
# O9 l$ u+ ~: \7 S7 O- S}
8 z% ~4 {3 `% f& g4 b$ q//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:
) i" p- e( c) c; p* L% j//"FOXFUNC@MYMAVAR"(CLOSE-OPEN,5)
__declspec(dllexport)int WINAPI MYMAVAR(CALCINFO* pData)
) L0 d5 Z2 q+ c: W+ Z. h" l{
if(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
+ J. d% F& Q8 z8 Y$ k* A{
constfloat* pValue = pData->m_pfParam1; //参数1
% `8 Q) P& o% l  j. Y2 C) {intnFirst = pData->m_nParam1Start; //有效值起始位
floatfParam = *pData->m_pfParam2; //参数2
/ L6 d& Y8 E: \: ]7 nintnPeriod = (int)fParam;
! A: }! j8 I& L, }+ E! Vif(nFirst >= 0 && nPeriod > 0 )
$ X5 s' {: u, t{
floatfTotal;
inti, j;
for( i = nFirst+nPeriod-1; i < pData->m_nNumData; i++ )
, k. m" [4 N: ]{
fTotal= 0.0f;
% F; T5 e* T" Q7 Dfor( j=0; j < nPeriod; j++ ) //累加
fTotal+= pValue[i-j];
1 o& D* F9 r( L3 r' P3 d' [pData->m_pResultBuf= fTotal/nPeriod;//平均
9 s. V. W% V3 m}
returnnFirst+nPeriod-1;
}
}
$ q; _! N0 e; }9 C: k9 A3 ]% T6 treturn-1;
}
//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
/*
  X+ e( s9 y8 `- U7 T% @/ y% k调用方法:
MA1:=MA(CLOSE,3);
MA2:=MA(CLOSE,6);
MA3:=MA(CLOSE,12);
- a/ W' N/ l/ z5 WMA4:=MA(CLOSE,24);
MYBBI:"FOXFUNC@MYBBI"(MA1, MA2, MA3, MA4, 4);
) H$ v6 x. x& E# U: M*/
__declspec(dllexport)int WINAPI MYBBI(CALCINFO* pData)
{
+ a2 F$ [4 b- i% K& hif( pData->m_pCalcParam[0].m_nParamStart >= 0 &&
pData->m_pCalcParam[1].m_nParamStart>= 0 &&
; l! S0 h3 N7 _: y5 N# epData->m_pCalcParam[2].m_nParamStart>= 0 &&
$ H% x: _4 w: z: H" qpData->m_pCalcParam[3].m_nParamStart>= 0 ) //4个序列都含有效数值
  k' W0 s7 Y1 u' o1 k: v{
  @) N; u0 \9 k, @: }0 M//计算返回的序列的第一个有效值位置
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
2 A# {0 t1 M: w$ Y/*
intnFirst = pData->m_pCalcParam[0].m_nParamStart;
if( nFirst < pData->m_pCalcParam[1].m_nParamStart )
  F6 o6 e6 m' h( o! q+ U7 y: W' }3 bnFirst= pData->m_pCalcParam[1].m_nParamStart;
$ H! l; A' h" W% N8 wif( nFirst < pData->m_pCalcParam[2].m_nParamStart )
4 F7 `' R: d4 J" I8 a( v# u  }" f3 @$ tnFirst= pData->m_pCalcParam[2].m_nParamStart;
" o2 T' t/ H( y& Dif( nFirst < pData->m_pCalcParam[3].m_nParamStart )
# {* U. G5 N. z* \/ C. Q9 z1 HnFirst= pData->m_pCalcParam[3].m_nParamStart;
*/
3 K( K, H8 R5 z  Pconstfloat* pValue1 = pData->m_pCalcParam[0].m_pfParam;
constfloat* pValue2 = pData->m_pCalcParam[1].m_pfParam;
3 g  ~1 P3 {2 M9 Kconstfloat* 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;
//const float* pValue2 = pData->m_pfParam2;
//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
for(int i = nFirst; i < pData->m_nNumData; i++ )
{
  ~) C  s, |: [& K: w! Q& OpData->m_pResultBuf=
//(pValue1 + pValue2 + pValue3 )/nNum;
(pValue1+ pValue2 + pValue3 + pValue4+pValue5 + pValue6)/nNum;
/ f. c/ _1 X, ~  H( z}
  O, M& K/ C2 P' |; f' K1 u2 ]returnnFirst;
}
- c# h: c, ^' y7 X+ greturn-1;
}
" ^* ]1 Q: ^/ @) ^9 F+ p
! |% t. K, D6 K" O- ^% ]5 r0 s
/ ~- j( S9 d  `& b+ A7 G9 d
7 |' @: L/ x& Z3 R& \' h2 J//////////////////////////////////////////////////////////////pow10.asm
;*******************************************************
+ ]+ Q4 z! {. s! C/ w( B  U8 S;* *
4 K* ]' x) L( [+ K;* Delphi Run Library *
;* *
;* Copyright (c) 1996,98 Inprise Corporation *
) M$ g# b/ R6 _6 ?4 H0 G;*--------------------------------------------------------------------------
;* To compile "tasm32 /ml pow10.asm" *
9 T* r7 s3 R) n* K;*--------------------------------------------------------------------------
;*******************************************************
.386
6 u/ [) `; d/ n: D) }2 z( K;.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'
4 i% n% a! F# u) a: q. v;!!!!!11 important if .MODEL flat,c is not used , must use ;_TEXTSEGMENT WORD PUBLIC
8 y! {! U4 R' w6 Z! X* l$ c. K& _;'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'
) N* c7 p3 v8 U# y# S- y;ppow10 PROTO,aVal:PTR REAL8, bVal:PTR REAL8
/ O& _3 ]1 e( E( {; g;includeE:\Vsource\masm32\INCLUDE\windows.inc
;includeE:\Vsource\masm32\INCLUDE\user32.inc
1 f- c* L5 V6 [# C+ C' [, D;includeE:\Vsource\masm32\INCLUDE\kernel32.inc
2 d4 h2 d4 s( lPUBLICppow10
: u5 }# a6 f! T9 ^- G.CODE
;DllEntryproc hInstance:HINSTANCE, reason:DWORD, reserved1:DWORD
;.if reason==DLL_PROCESS_ATTACH
8 t% Y0 o* q- [( w2 y! O;invoke MessageBox,NULL,addr LoadMsg,addr AppName,MB_OK
& P1 ?5 b/ F7 v; K" u# ];.elseif reason==DLL_PROCESS_DETACH
& a$ x" W: O- O; I4 [# D;invoke MessageBox,NULL,addr UnloadMsg,addr AppName,MB_OK
4 m! ^9 c5 \- |3 S7 C1 `5 [) t;.elseif reason==DLL_THREAD_ATTACH
;invoke MessageBox,NULL,addr ThreadCreated,addr AppName,MB_OK
7 J7 g: Z5 ~/ m$ X;.else ; DLL_THREAD_DETACH
;invoke MessageBox,NULL,addr ThreadDestroyed,addr AppName,MB_OK
;.endif
;mov eax,TRUE
;ret
;DllEntryEndp
, W/ ?! d, |( w5 T;FUNCTION _Ppow10( double val, double pow: ) : Extended;
- u  l1 ^* }& u0 q) f" @2 N; {( M3 ?7 z;_TEXTSEGMENT WORD PUBLIC 'CODE'
;ppow10 PROC,aVal:PTR REAL8, bVal:PTR REAL8
8 S) G% @0 ^' }: p5 r;ppow10 PROC,aVal:* Qword, bVal:Qword
; ]& M0 J" t1 q& ?3 {ppow10PROC near
1 U2 F+ }9 H% Y0 r+ g6 EXUEQU 8 ; for eip & ebp
XDEQU 0 ; for edi, esi, ebx, ecx, edx
- I9 Y1 ]( P: J7 {+ ]! rfp_powerEQU QWORD PTR [ebp+XU+8]
& I# I7 u9 h! e, h& S/ Zfp_valEQU QWORD PTR [ebp+XU]
3 i# {0 O: @! y5 U: ]. K- v) hvalEQU QWORD PTR [eBP-XD-8] ; USE STACK
( x" L, K4 T- j; y# tpowerEQU QWORD PTR [eBP-XD-16] ; USE STACK
pow10EQU QWORD PTR [eBP-XD-24] ; USE STACK
FPower10:
7 q. E4 Y* k) ]  @) g7 U0 h: d$ Epushebp
movebp,esp
;push edi
;push esi
;push eax
;push edx
subesp,24
# u2 G4 c- o% `2 u; q7 i/ S0 DFINIT
fldz
8 l2 Y" p4 V. Gfstval
, |  R6 ~9 Y% vfstpower
fstppow10
                 MOV    EAX,8                 MOV    EDX,8; fldpi
              fld      fp_val   ;st(0)=val; fld aVal;st(0)=val
fstval
6 y; h3 J" a) T;fld Arg2 ;st(0)=power
3 ]2 H7 B: c+ h' B2 J;fstp power
;fld val ;st(0)=val
;fmul val ;st(0)=val*val
;fmul val ;st(0)=val*va*val
;fadd st,st(0)
& h' b$ p+ p- H: `- Z1 e;fmul qword ptr [ebp+16] ;st(0)=power
;fadd st,st(0)
3 v. v5 w- ~/ G1 m3 q- A4 L+ C;fwait
7 g1 @9 Q, R6 }+ S; eaddesp,24
;pop edx
;pop eax
, V4 V2 a& g; P' f* \;pop esi
;pop edi
movesp,ebp
popebp
;leave ; @@@@@@ important don't use leave in vc++ 2010
! Z5 q. f1 ?* v/ C- i. ]RET;return value = st(0)
ppow10ENDP
;_TEXTENDS
( x/ r3 M) k- X4 |END
;END DllEntry