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

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//////////////////////////////////////////////////////////foxfunc.cpp

6 e& ?7 ]( G0 k' u" m//FoxFunc.cpp : Defines the entry point for the DLL application.
//
#include<string.h>
: X, Y6 ]2 A& R#include<stdio.h>
#include<io.h>
- h! E% r9 s7 V7 I2 M; N#include<math.h>
#include<iostream>
7 k4 R7 ~5 ]! W#include"stdafx.h"
#include"FoxFunc.h"
( N1 V& }# `2 x2 o& N6 r" v4 Busingnamespace std;
BOOLAPIENTRY DllMain( HANDLE hModule,
; v; y# H& ?# c- j9 Z: k; i7 iDWORDul_reason_for_call,
; J. N" F, t/ b2 MLPVOIDlpReserved
' ?: m) x  Z& h& R% X% m" L)
{
6 r! G( S9 H1 |$ w6 s+ j" x/ d* S: fswitch(ul_reason_for_call)
5 u6 |8 y- `: k3 t  E7 N{
caseDLL_PROCESS_ATTACH:
caseDLL_THREAD_ATTACH:
, ]3 E9 T5 D  YcaseDLL_THREAD_DETACH:
1 n5 _( S: R) qcaseDLL_PROCESS_DETACH:
break;
7 D' R% L# X# H/ B  n}
% t  S; D/ q9 _. v; mreturnTRUE;
* n- ^/ R% [, j$ H}
9 _7 Q6 `2 l& Q" m//计算收盘价的均价,一个常数参数,表示计算周期
3 ~5 F+ T, j! K4 M//调用方法:
//"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
; \2 Y# b& N. |+ z1 R; ^*/
extern"C" double __cdecl ppow10(double ,double );
# G# L3 H& X9 o//double ppow10(double ,double );
$ J4 K, J$ c3 ]4 |, D$ D* [//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
& P$ q- ~9 K9 d# N$ {$ P//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
__declspec(dllexport)int WINAPI MYMACLOSE(CALCINFO* pData)
8 a, o5 V" f" p& d; o{
3 h- D, S0 p3 Xif( // pData->m_pfParam1 && //参数1有效
7 S3 Z. ~; ^" H# |//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)
//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)
{
( }5 z% J0 G$ l8 F6 S5 ]9 mfloatfParam = *pData->m_pfParam4; //pointer ,pData->m_pCalcParam[3].m_nParamStart >= 0
2 g6 ~; r; ^! O9 e* P& aintnPeriod = (int)fParam; //参数1
# |9 T" Q- C  \2 h1 L//const float* cpParam = pData->m_pfParam2; // cpParam = pointer to
constfloat* cpParam2 =pData->m_pCalcParam[1].m_pfParam; // cpParam =pointer to
" x8 g5 y" r" I3 sconstfloat* cpParam3 =pData->m_pCalcParam[2].m_pfParam; // cpParam =pointer to
' X+ O% J; |+ D. sconstfloat* cpParam4 =pData->m_pCalcParam[3].m_pfParam; // cpParam =pointer to
  ^( K# z6 b) q//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
//pData->m_pCalcParam[5].m_fParam); //value
0 E% s4 U/ _4 F( L8 C' u//const float* pValue1 = pData->m_pCalcParam[0].m_pfParam;
//const float* pValue2 = pData->m_pCalcParam[1].m_pfParam;
; ?; c, ?4 N$ @  O. l7 L//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;
- D/ c& }  L1 i* B: P& fif(nPeriod>0)
{
: }! e, T) k/ R# efloatfTotal;
" }$ l  w: c$ l  g  `8 Y$ C3 `inti, j;
% G- k# |/ M4 b7 W$ [& Qintndata = 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
; ^; O% F$ T5 ^3 U{
0 }5 z$ j  `0 W$ |fTotal= 0.0f;
doublelngth=5.0;
& ^) V$ p$ Y! n' }$ R8 f" kdoublectemp=4.0;
//float yy1[5000][1];
for( j = 0; j < nPeriod; j++ ) //累加
0 [+ T3 q$ }6 Q0 x4 w{
5 Z+ f( g1 u$ Y6 zfTotal= 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
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
# K" z$ h- C1 |( w- X) d( P" opData->m_pResultBuf=(float) ppow10( (double) pData->m_pResultBuf,lngth); // float &- - - > overload a float value, (float) = overload
}
returnnPeriod-1;
}
}
$ B5 W& x' c+ S& o) ]+ Oreturn-1;
! W) A) z- }3 \, H! v/ f}
//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:
6 Q9 ^! S6 c4 y3 O6 F//"FOXFUNC@MYMAVAR"(CLOSE-OPEN,5)
$ }1 }6 e# x7 F& r# B__declspec(dllexport)int WINAPI MYMAVAR(CALCINFO* pData)
# a' _: ~- z+ x: a2 {. u! o, @, Z{
, ?, l" k" h/ `3 [" @& k( ?if(pData->m_pfParam1&& pData->m_pfParam2 && //参数1,2有效
- f* E0 O. ~+ k5 lpData->m_nParam1Start>=0&& //参数1为序列数
# z8 r6 Y; e8 C( T# ~pData->m_pfParam3==NULL)//有2个参数
{
9 u6 T0 k+ v" x; g% t- y( Oconstfloat* pValue = pData->m_pfParam1; //参数1
intnFirst = pData->m_nParam1Start; //有效值起始位
floatfParam = *pData->m_pfParam2; //参数2
  F( f6 @: I. r* O4 M& p- mintnPeriod = (int)fParam;
if(nFirst >= 0 && nPeriod > 0 )
{
floatfTotal;
: y7 x% s( ^7 |! _4 _+ s$ Einti, j;
for( i = nFirst+nPeriod-1; i < pData->m_nNumData; i++ )
{
fTotal= 0.0f;
for( j=0; j < nPeriod; j++ ) //累加
fTotal+= pValue[i-j];
& t% G7 R! U' Z3 R; M. ]pData->m_pResultBuf= fTotal/nPeriod;//平均
}
5 Z  P  P" ^; K, R$ X. I. NreturnnFirst+nPeriod-1;
! v) X$ k! e. [0 o}
. E4 [& _9 j* O}
# p- ?& @6 \; j  y) Xreturn-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
/*
9 U6 N8 W! s3 b4 b5 I, Y" a1 c调用方法:
  x: k" _5 \/ Q# l* D6 u  M* XMA1:=MA(CLOSE,3);
8 s3 r/ c0 z/ CMA2:=MA(CLOSE,6);
* o6 {$ u- w9 [( Q$ @9 sMA3:=MA(CLOSE,12);
4 o; j: f5 ~( c  UMA4:=MA(CLOSE,24);
% u: b& Y( ], k- ]4 ?MYBBI:"FOXFUNC@MYBBI"(MA1, MA2, MA3, MA4, 4);
; n0 |* t8 X& v" n2 ?% ]8 }7 w*/
0 H2 i6 X( l: R9 D( E/ e/ V# S  z9 |__declspec(dllexport)int WINAPI MYBBI(CALCINFO* pData)
" y: D: ^1 m" t' f% [. s{
if( pData->m_pCalcParam[0].m_nParamStart >= 0 &&
pData->m_pCalcParam[1].m_nParamStart>= 0 &&
0 ~* j1 b$ C3 N3 u& P+ rpData->m_pCalcParam[2].m_nParamStart>= 0 &&
2 c2 P; P# c( L$ t; \7 m4 ^1 bpData->m_pCalcParam[3].m_nParamStart>= 0 ) //4个序列都含有效数值
{
8 K% w; \) o+ e& g9 L//计算返回的序列的第一个有效值位置
4 u% U- v4 J+ J2 OintnFirst = 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
/*
8 b# H/ h. C  ?1 U& |' kintnFirst = pData->m_pCalcParam[0].m_nParamStart;
3 x4 {* ~* G6 ^! A4 \+ G# eif( nFirst < pData->m_pCalcParam[1].m_nParamStart )
0 O# c) O( g5 f" Z& qnFirst= pData->m_pCalcParam[1].m_nParamStart;
if( nFirst < pData->m_pCalcParam[2].m_nParamStart )
5 C2 ]9 q) C0 N" O; C' ~9 d$ ^' hnFirst= pData->m_pCalcParam[2].m_nParamStart;
7 }, a, t5 l) L) m. x+ eif( nFirst < pData->m_pCalcParam[3].m_nParamStart )
! @, H% p, r! S+ \, {3 W1 C* p& xnFirst= pData->m_pCalcParam[3].m_nParamStart;
*/
' y- m: o( e/ E2 R1 D; H9 _constfloat* pValue1 = pData->m_pCalcParam[0].m_pfParam;
constfloat* pValue2 = pData->m_pCalcParam[1].m_pfParam;
: m$ f1 T5 o! T( H3 u" M, c; lconstfloat* pValue3 = pData->m_pCalcParam[2].m_pfParam;
/ n2 U- [. u* Q4 c- g1 P1 M* Uconstfloat* pValue4 = pData->m_pCalcParam[3].m_pfParam;
& D. r) I# y& Wconstfloat* pValue5 = pData->m_pCalcParam[4].m_pfParam;
2 ]2 y- G6 ]" c4 ~6 hconstfloat* pValue6 = pData->m_pCalcParam[5].m_pfParam;
8 J  t+ {6 a1 H; n//const float* pValue1 = pData->m_pfParam1;
//const float* pValue2 = pData->m_pfParam2;
//const float* pValue3 = pData->m_pfParam3;
* E0 }4 `2 S8 i' E- ]! 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
) ^# P. X+ ^, @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
+ `! v3 Q2 k7 h* M: u9 dfor(int i = nFirst; i < pData->m_nNumData; i++ )
1 Y" D* W$ v/ W7 t" Z) n{
2 @7 P, `8 `0 kpData->m_pResultBuf=
8 t" b& c" o/ a( l! N/ L//(pValue1 + pValue2 + pValue3 )/nNum;
) N5 A, H& ~, a9 a0 A! {4 g1 Z(pValue1+ pValue2 + pValue3 + pValue4+pValue5 + pValue6)/nNum;
) |  j- V, S% V4 t& {# m' |}
/ w! x8 R, L: ]" P3 `returnnFirst;
' d3 B% Z8 G) S}
return-1;
}

+ V8 ~% u6 w! _& i! E

% @3 O+ s8 b$ M& S3 J" N. l) [//////////////////////////////////////////////////////////////pow10.asm
+ ~8 _& V' G$ z  _  \;*******************************************************
;* *
;* Delphi Run Library *
. D" T# }9 Z* n9 y( O9 [;* *
;* Copyright (c) 1996,98 Inprise Corporation *
( L4 N0 I4 H: I# r( c# j% F( a  Y;*--------------------------------------------------------------------------
;* To compile "tasm32 /ml pow10.asm" *
0 ~! L5 h: v% D- i8 o;*--------------------------------------------------------------------------
;*******************************************************
.386
;.MODEL flat,c (error must be in segement block must have segment
/ J. |. R: T, j;!!!!!11 important if ',c' is not used , must use 'public _ppow10, and'_ppow10 proc'
, G' X' T$ G% j: D' C8 c- Y;!!!!!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'
% o" E, B8 @  P.MODELflat,c ; just use .code, no need for segment,!!!!!11 important if',c' is used , must use 'public ppow10, and 'ppow10 proc'
1 {* l1 r7 D3 i# |$ c;ppow10 PROTO,aVal:PTR REAL8, bVal:PTR REAL8
( X/ w' l: n/ P& D. J;includeE:\Vsource\masm32\INCLUDE\windows.inc
( ]5 T3 j0 @7 L& p; i1 `;includeE:\Vsource\masm32\INCLUDE\user32.inc
;includeE:\Vsource\masm32\INCLUDE\kernel32.inc
PUBLICppow10
$ |1 I: K: d( I3 ?6 }# E& U% y.CODE
; ]% }( d0 ]' W9 T# n. w4 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
;invoke MessageBox,NULL,addr UnloadMsg,addr AppName,MB_OK
;.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
. d0 b) A. J9 M/ C- ?7 p+ B& C;.endif
; F  p4 i5 ?& R;mov eax,TRUE
2 {- w6 U& l; X6 @+ y;ret
;DllEntryEndp
* t8 b$ M. x% |9 e6 S, B0 P;FUNCTION _Ppow10( double val, double pow: ) : Extended;
3 E6 K/ }% m& C$ ^4 a  R4 ^;_TEXTSEGMENT WORD PUBLIC 'CODE'
8 I& k" h3 ?1 G+ o$ \! Y- E  B;ppow10 PROC,aVal:PTR REAL8, bVal:PTR REAL8
# y. _7 X: ]8 A;ppow10 PROC,aVal:* Qword, bVal:Qword
- i# V% T" H+ ]2 z9 B% N* Jppow10PROC near
* M( u3 Q1 D& I! g' UXUEQU 8 ; for eip & ebp
  a, n. n1 K7 g+ [( P/ Q: d1 bXDEQU 0 ; for edi, esi, ebx, ecx, edx
9 X* K" t$ X8 ?6 B4 p* e3 jfp_powerEQU QWORD PTR [ebp+XU+8]
fp_valEQU QWORD PTR [ebp+XU]
* }' T; }4 n/ X+ F0 g* z+ fvalEQU QWORD PTR [eBP-XD-8] ; USE STACK
1 t5 R8 U+ P, j2 A( k$ \powerEQU QWORD PTR [eBP-XD-16] ; USE STACK
pow10EQU QWORD PTR [eBP-XD-24] ; USE STACK
FPower10:
. |0 n8 R3 F) y) ]pushebp
movebp,esp
;push edi
% K0 A- D4 A3 A& N;push esi
;push eax
7 P0 M; o( U5 M! V& X  r8 K;push edx
subesp,24
FINIT
fldz
2 L: U& m# G1 yfstval
; _1 H/ q$ s' q! ?/ o; Qfstpower
9 `2 ~9 j5 z. ^2 _- e& {" Q( gfstppow10
2 }; Q0 f3 L0 p9 Q3 Q                 MOV    EAX,8                 MOV    EDX,8; fldpi
              fld      fp_val   ;st(0)=val; fld aVal;st(0)=val
fstval
" w6 o8 u. {9 L3 i* u1 v  ?' p* M- G;fld Arg2 ;st(0)=power
;fstp power
;fld val ;st(0)=val
;fmul val ;st(0)=val*val
, k, d2 y6 X% D! k( K$ S8 T3 R! X# p, L;fmul val ;st(0)=val*va*val
5 i1 }' ]4 i% P, ]6 z% m2 f8 L;fadd st,st(0)
;fmul qword ptr [ebp+16] ;st(0)=power
;fadd st,st(0)
;fwait
- S# U. E( H- Vaddesp,24
+ m( n  }$ q. k# F  y3 n# v;pop edx
;pop eax
;pop esi
;pop edi
movesp,ebp
1 b, O: H; m  A& E' C) E) Vpopebp
" P, K, G/ @- y/ }& c;leave ; @@@@@@ important don't use leave in vc++ 2010
7 Z8 c2 z1 m  p% f6 O2 cRET;return value = st(0)
ppow10ENDP
;_TEXTENDS
END
;END DllEntry