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

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//////////////////////////////////////////////////////////foxfunc.cpp
) p& m; T& p  k- Y0 r- s1 w
//FoxFunc.cpp : Defines the entry point for the DLL application.
5 m* X' ^/ H( a//
#include<string.h>
#include<stdio.h>
#include<io.h>
0 ?: ^1 u8 U5 D- K#include<math.h>
, d& N+ Q9 u8 C* h0 L5 w#include<iostream>
6 B+ [. B7 Y$ m) [4 z; ~4 L. _#include"stdafx.h"
) W& i2 o7 L9 Q, y#include"FoxFunc.h"
9 H9 D' v( G+ J& }$ Vusingnamespace std;
# U, h4 ~' J6 [BOOLAPIENTRY DllMain( HANDLE hModule,
DWORDul_reason_for_call,
/ n& v8 ^  S, ^# tLPVOIDlpReserved
)
" ?1 M- q  ?* C, q) M5 G2 Z{
, I5 @, J. Q5 P1 Q1 i8 xswitch(ul_reason_for_call)
, \: ]2 K+ ]5 ^8 I9 C{
8 }; y0 q4 I) ?& ?+ I8 rcaseDLL_PROCESS_ATTACH:
caseDLL_THREAD_ATTACH:
caseDLL_THREAD_DETACH:
, x% V' d" n& r* h6 B2 PcaseDLL_PROCESS_DETACH:
break;
}
- a, N' g7 g: j  H# zreturnTRUE;
- J7 {+ f+ Q! d6 F! z9 I( q}
//计算收盘价的均价,一个常数参数,表示计算周期
0 Y0 Q, E* E  W5 J# e, Y. @//调用方法:
//"FOXFUNC@MYMACLOSE"(5)
! L' v: Y% F# E1 n/*
  g& P% ~" H6 M//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
*/
$ O! N# L* j; r% _, Fextern"C" double __cdecl ppow10(double ,double );
8 v" V& o5 P& h' c4 x//double ppow10(double ,double );
/ a- Q4 _7 a1 u- ?, m//call pow10() by __cdecl
$ q: W! o5 V/ A4 C2 D1 q# I4 U//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
__declspec(dllexport)int WINAPI MYMACLOSE(CALCINFO* pData)
5 z; {* i1 q" I9 f{
  M# U6 `" K8 p1 r3 n  f1 z0 E1 Zif( // 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
, ^6 u; H2 m8 D& r/ B4 X//pData->m_pfParam1 && pData->m_pfParam2 &&pData->m_pfParam3 && pData->m_pfParam4
5 [+ L# [& `" r. u# H. a& R# z//&& pData->m_pfParam5 && pData->m_pfParam6 &&pData->m_nParam1Start>=0 &&
//pData->m_pfParam7==NULL)
//pData->m_pfParam1 && pData->m_pfParam2 &&pData->m_pfParam3 && pData->m_nParam1Start>=0 &&
3 [8 h* F$ I  GpData->m_pCalcParam[0].m_nParamStart>=0&& pData->m_pCalcParam[1].m_nParamStart>=0
&&pData->m_pCalcParam[2].m_nParamStart>=0)
. a; _0 H# a& l$ Z7 m  S; X{
floatfParam = *pData->m_pfParam4; //pointer ,pData->m_pCalcParam[3].m_nParamStart >= 0
0 W; P# R. }6 fintnPeriod = (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
4 q+ i( b) U( nconstfloat* 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
! X0 z& s6 ~& b" y//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;
) u7 F( F3 _6 f3 `! [//const float* pValue2 = pData->m_pCalcParam[1].m_pfParam;
- L: F9 o9 x0 O//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;
, {7 I! V4 w# N* G1 \7 }; pif(nPeriod>0)
* x' U2 l& d6 K0 `{
& ?  f- g3 o/ h% g9 ^( \  Y1 P8 DfloatfTotal;
inti, j;
intndata = pData->m_nNumData;
//float yy[5000][1];
& e0 J& A  a  e: y$ Y- \& Ifor( 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
{
/ _; k% i* r7 v& j) efTotal= 0.0f;
  A5 p2 i2 \/ n- A/ `doublelngth=5.0;
: O0 s) U0 j4 y  U! @/ S8 Cdoublectemp=4.0;
5 J$ S4 T8 D, a4 D//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
' G5 q& t' e7 Q7 ?- ifTotal= 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
! O9 V* C& P: m6 L' R. V9 B4 ]3 j8 bpData->m_pResultBuf=(float) ppow10( (double) pData->m_pResultBuf,lngth); // float &- - - > overload a float value, (float) = overload
7 Z# w% t8 d9 N3 m9 \}
% y1 x5 ?& |% greturnnPeriod-1;
}
}
4 B: \7 H& L6 [: Mreturn-1;
}
% J* m5 r# u+ S! f) u//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)
9 r- ?1 g- c; k- K5 F& z; S__declspec(dllexport)int WINAPI MYMAVAR(CALCINFO* pData)
{
if(pData->m_pfParam1&& pData->m_pfParam2 && //参数1,2有效
pData->m_nParam1Start>=0&& //参数1为序列数
- z' X/ i$ d% R0 h  J  ?pData->m_pfParam3==NULL)//有2个参数
: J: Z$ E6 N7 h& c{
constfloat* pValue = pData->m_pfParam1; //参数1
intnFirst = pData->m_nParam1Start; //有效值起始位
. L5 B: R! L3 d/ c, v) \9 zfloatfParam = *pData->m_pfParam2; //参数2
5 J7 e' x/ x- p. a6 \intnPeriod = (int)fParam;
if(nFirst >= 0 && nPeriod > 0 )
{
floatfTotal;
inti, j;
for( i = nFirst+nPeriod-1; i < pData->m_nNumData; i++ )
5 F5 P0 I  W# h2 k" ?) J; q{
7 v9 {5 d  T  t( {8 _8 YfTotal= 0.0f;
for( j=0; j < nPeriod; j++ ) //累加
& K. y; z, \+ N0 q* ?2 YfTotal+= pValue[i-j];
& i4 W1 n0 ]4 R/ spData->m_pResultBuf= fTotal/nPeriod;//平均
}
returnnFirst+nPeriod-1;
}
}
0 ^  W, C1 p  n# ireturn-1;
}
  {/ \" b: z2 n! k, G. U' x//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) A1 N! o7 y% x! L4 a5 O4 ]$ x/*
+ M, N2 E; N! ?- S/ ~2 _3 F0 G8 s调用方法:
' a% y3 m& {) eMA1:=MA(CLOSE,3);
MA2:=MA(CLOSE,6);
MA3:=MA(CLOSE,12);
MA4:=MA(CLOSE,24);
MYBBI:"FOXFUNC@MYBBI"(MA1, MA2, MA3, MA4, 4);
*/
9 K% A  u. O2 @# D__declspec(dllexport)int WINAPI MYBBI(CALCINFO* pData)
{
if( pData->m_pCalcParam[0].m_nParamStart >= 0 &&
6 w/ @, f) l1 F9 Y$ VpData->m_pCalcParam[1].m_nParamStart>= 0 &&
4 q) ?7 m% S! Q: C# d# m0 wpData->m_pCalcParam[2].m_nParamStart>= 0 &&
" q3 o( B7 |9 K; W) K& W. xpData->m_pCalcParam[3].m_nParamStart>= 0 ) //4个序列都含有效数值
; f, `5 D  }$ b- {/ [+ K{
7 I' e9 L1 E$ k# G. c//计算返回的序列的第一个有效值位置
' F' X2 v) q9 o' g  r9 n/ B3 mintnFirst = 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
: z) `2 W9 H2 t6 J) t$ {$ K//若不知，则
/*
* c& v% V0 ^8 A# Q) wintnFirst = pData->m_pCalcParam[0].m_nParamStart;
( h- U; q% R, ~6 tif( nFirst < pData->m_pCalcParam[1].m_nParamStart )
( q3 r) e: B7 g# p# a, lnFirst= pData->m_pCalcParam[1].m_nParamStart;
8 E! Z- V8 g' r8 p3 x/ Wif( nFirst < pData->m_pCalcParam[2].m_nParamStart )
- W, f, z& I2 z, K( e! o5 {* v4 _nFirst= pData->m_pCalcParam[2].m_nParamStart;
9 m4 T$ Z0 A- n% H  k9 t1 Kif( nFirst < pData->m_pCalcParam[3].m_nParamStart )
2 {1 B; Q9 p) d! pnFirst= pData->m_pCalcParam[3].m_nParamStart;
*/
constfloat* pValue1 = pData->m_pCalcParam[0].m_pfParam;
; d: P4 R  M" ]6 d" wconstfloat* pValue2 = pData->m_pCalcParam[1].m_pfParam;
constfloat* pValue3 = pData->m_pCalcParam[2].m_pfParam;
) v. y% s* u: p4 j9 F8 i* Econstfloat* pValue4 = pData->m_pCalcParam[3].m_pfParam;
constfloat* pValue5 = pData->m_pCalcParam[4].m_pfParam;
2 `2 }7 [8 [% b; hconstfloat* pValue6 = pData->m_pCalcParam[5].m_pfParam;
* O' ^& y6 {- ]: |% z8 A//const float* pValue1 = pData->m_pfParam1;
//const float* pValue2 = pData->m_pfParam2;
: |; L. T6 w8 T: t& \2 k0 d//const float* pValue3 = pData->m_pfParam3;
! y  U. b6 @, ~9 R$ R) n5 P  S7 V//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++ )
4 P6 Y* x1 c2 b1 B0 O7 @{
pData->m_pResultBuf=
+ O* K4 j& s. k6 p' \( K) i; O//(pValue1 + pValue2 + pValue3 )/nNum;
(pValue1+ pValue2 + pValue3 + pValue4+pValue5 + pValue6)/nNum;
}
returnnFirst;
; U% ]# X- Q4 I8 d  N- [/ a, T* C; I}
return-1;
}
# y- E/ Y: Q; ^' M
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$ G2 C9 ?# C6 P/ }. S+ @
  c, v3 w. a! I) W! ~& _* Y4 \: c. Z//////////////////////////////////////////////////////////////pow10.asm
;*******************************************************
+ s; ?5 h2 M7 ~/ X# }) Z;* *
;* Delphi Run Library *
;* *
;* Copyright (c) 1996,98 Inprise Corporation *
; J1 s5 Y+ n+ @: y3 P8 O" I+ \;*--------------------------------------------------------------------------
;* To compile "tasm32 /ml pow10.asm" *
;*--------------------------------------------------------------------------
;*******************************************************
.386
2 U. k8 P. O5 O! R  Y3 z+ P) X;.MODEL flat,c (error must be in segement block must have segment
8 }: |( ~$ P" ^;!!!!!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
;'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'
  f& B+ F/ k3 D0 ];ppow10 PROTO,aVal:PTR REAL8, bVal:PTR REAL8
;includeE:\Vsource\masm32\INCLUDE\windows.inc
! s2 y4 o5 V- @6 F5 h# H4 k% T6 B;includeE:\Vsource\masm32\INCLUDE\user32.inc
# x2 t  M: p# {  L2 N0 F;includeE:\Vsource\masm32\INCLUDE\kernel32.inc
. ]9 F- f; w. u% r/ E! S3 [4 t% |PUBLICppow10
$ F. s$ [* |' y& F" A: W! H.CODE
( h  V0 q5 F0 O; H;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
  q" T$ V3 k( {. {8 |2 }3 z;invoke MessageBox,NULL,addr UnloadMsg,addr AppName,MB_OK
, Y7 i3 G& D0 E3 w2 ^/ }  n; Y0 p;.elseif reason==DLL_THREAD_ATTACH
" M1 V4 D5 p2 U;invoke MessageBox,NULL,addr ThreadCreated,addr AppName,MB_OK
' z/ z; H0 R7 ~# @" y' M! \;.else ; DLL_THREAD_DETACH
  x8 a$ D( u4 B3 `' C;invoke MessageBox,NULL,addr ThreadDestroyed,addr AppName,MB_OK
;.endif
8 q1 j9 p, P/ O7 \;mov eax,TRUE
;ret
2 C5 d  ]$ c; Y;DllEntryEndp
;FUNCTION _Ppow10( double val, double pow: ) : Extended;
" v* D) p+ ~5 B;_TEXTSEGMENT WORD PUBLIC 'CODE'
3 L+ }9 @& {/ _# D. k8 W/ s7 H;ppow10 PROC,aVal:PTR REAL8, bVal:PTR REAL8
;ppow10 PROC,aVal:* Qword, bVal:Qword
ppow10PROC near
XUEQU 8 ; for eip & ebp
5 @# K; f# C4 N! v" }/ SXDEQU 0 ; for edi, esi, ebx, ecx, edx
1 I% R# y4 n- [1 A; Q# K, ffp_powerEQU QWORD PTR [ebp+XU+8]
fp_valEQU QWORD PTR [ebp+XU]
valEQU QWORD PTR [eBP-XD-8] ; USE STACK
powerEQU QWORD PTR [eBP-XD-16] ; USE STACK
- d) F, g4 W' r" H! gpow10EQU QWORD PTR [eBP-XD-24] ; USE STACK
FPower10:
pushebp
movebp,esp
;push edi
+ k2 N* [9 F* c;push esi
2 W, n: O( B# f% Y+ a0 K+ i;push eax
7 B' r8 R5 q, z! S& G# D* H! J- S( z;push edx
* u% Y7 m4 ]' b6 [8 }# G$ Hsubesp,24
FINIT
fldz
fstval
fstpower
4 g+ s; x' n3 {/ [6 }2 I; gfstppow10
3 z6 H% m* {% q# E. B. C- w4 s" }                 MOV    EAX,8                 MOV    EDX,8; fldpi
              fld      fp_val   ;st(0)=val; fld aVal;st(0)=val
8 D, Y# o( _3 Nfstval
( `1 H' h5 g1 g; v3 ^! r0 f# s;fld Arg2 ;st(0)=power
9 ^* A  ?* l1 M7 G;fstp power
' u. O& P8 s; _6 ^& _8 Z;fld val ;st(0)=val
$ ~" E/ M* [; e$ M' G! V6 p3 i;fmul val ;st(0)=val*val
;fmul val ;st(0)=val*va*val
6 T' ~7 [! T# L: d+ i;fadd st,st(0)
! r# z& R( \* l% h- C# Y6 j;fmul qword ptr [ebp+16] ;st(0)=power
;fadd st,st(0)
;fwait
  [6 Z1 v4 G. d' I, maddesp,24
" G: w: P, N6 @/ C* u;pop edx
5 j! Q% k- y. z: C5 y' L. a  _% };pop eax
;pop esi
;pop edi
movesp,ebp
popebp
;leave ; @@@@@@ important don't use leave in vc++ 2010
RET;return value = st(0)
ppow10ENDP
% S) Q; d0 j* d0 [/ I# G3 n;_TEXTENDS
& V/ @& Q! B6 E" s* I5 i( w  `/ @END
- c- b* ?, v  p" W;END DllEntry