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

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

! }8 S+ x! f7 u) {6 _, B//FoxFunc.cpp : Defines the entry point for the DLL application.
$ {$ I6 t- A+ |6 n//
/ k/ P! T7 t3 \8 O  }5 ^#include<string.h>
5 T" j, N5 J$ C  d2 {#include<stdio.h>
" v  M0 f6 F1 [1 X* s#include<io.h>
#include<math.h>
' M: i2 G/ h6 y( _8 j% \3 l#include<iostream>
+ P+ w) i; P9 f/ {#include"stdafx.h"
6 j6 R, v& ^+ g* Z+ K" o, N#include"FoxFunc.h"
usingnamespace std;
BOOLAPIENTRY DllMain( HANDLE hModule,
! W% Z4 N( H  ?DWORDul_reason_for_call,
LPVOIDlpReserved
; P6 l4 [( [% [1 b  l# e)
{
switch(ul_reason_for_call)
7 Z7 |/ e" \- V8 H, c: e& r{
% T' E- s( N  m" b7 i* ^3 xcaseDLL_PROCESS_ATTACH:
, O9 w! @7 ]' e* V' YcaseDLL_THREAD_ATTACH:
caseDLL_THREAD_DETACH:
caseDLL_PROCESS_DETACH:
break;
}
returnTRUE;
}
//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)
/*
9 n' D( s9 `5 H. M; f4 i9 b//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
*/
8 W& b% l# D2 Sextern"C" double __cdecl ppow10(double ,double );
- |) b2 w( P2 Z8 g//double ppow10(double ,double );
//call pow10() by __cdecl
) |" |8 Y. T1 q//!!!!!!!! use "C" for Microsoft visual C++ compiler
' P, @% g" Y- A$ D: j! v  N% k; \//!!!!!!!! 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)
{
4 w2 n. ]) d- C# p; uif( // pData->m_pfParam1 && //参数1有效
$ [2 ~' w) H* S, ^  ^! K$ R* V//pData->m_nParam1Start<0 && //参数1为常数
& v2 M+ g6 E$ P! a; X//pData->m_pfParam2==NULL ) //仅有一个参数
. K+ _. F; B4 }7 ^% F8 p//pData->m_pfParam1 && pData->m_pfParam2 &&pData->m_pfParam3 && pData->m_pfParam4
//&& pData->m_pfParam5 && pData->m_pfParam6 &&pData->m_nParam1Start>=0 &&
" G9 s% f4 Y7 Y0 I1 ]  ?2 E( i//pData->m_pfParam7==NULL)
//pData->m_pfParam1 && pData->m_pfParam2 &&pData->m_pfParam3 && pData->m_nParam1Start>=0 &&
, i( `$ u* I; q" L) RpData->m_pCalcParam[0].m_nParamStart>=0&& pData->m_pCalcParam[1].m_nParamStart>=0
&&pData->m_pCalcParam[2].m_nParamStart>=0)
, S* x; A+ u/ S1 }7 \* Y2 _! J+ V{
! b" c% F4 b! q- {7 v/ tfloatfParam = *pData->m_pfParam4; //pointer ,pData->m_pCalcParam[3].m_nParamStart >= 0
+ G( h  k/ k1 }7 FintnPeriod = (int)fParam; //参数1
- G+ h6 n  n0 Y//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
6 E* T9 ?7 |9 Q- D3 x8 k' Jconstfloat* cpParam4 =pData->m_pCalcParam[3].m_pfParam; // cpParam =pointer to
//const float* cpParam5 =pData->m_pCalcParam[4].m_pfParam; //cpParam = pointer to
7 {. {6 w* h( }4 L//in foxtraderoooq:"MYFUNC2010@MYMACLOSE"(c,c,c,6),colorffffff,linethick5;// cpParam5 =pData->m_pCalcParam[4].m_pfParam
' a3 ^: z# O* J5 n( R4 s( e' `//pData->m_pCalcParam[5].m_fParam); //value
3 G3 y- P6 _( R+ }8 |0 U0 k//const float* pValue1 = pData->m_pCalcParam[0].m_pfParam;
0 f) E3 U9 q/ m& b( D//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;
- ?# [& s- y0 J# \//const float* pValue5 = pData->m_pCalcParam[4].m_pfParam;
if(nPeriod>0)
{
floatfTotal;
inti, j;
3 m- i5 k8 ^1 [. pintndata = 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
{
/ U2 J& w' ?0 X: K. _7 o- IfTotal= 0.0f;
* R4 {% {0 w$ f2 B7 y4 T8 hdoublelngth=5.0;
0 L5 q6 Z! l0 fdoublectemp=4.0;
//float yy1[5000][1];
for( j = 0; j < nPeriod; j++ ) //累加
; `0 N: A+ ]9 t" K. j" i/ V{
fTotal= pData->m_pData.m_fClose; // @@@@@@@ vc++ 2010 cl.exe 使pData->m_pData[i-j].m_fClose错误
}
6 c" f: P: x$ a, p. p' C& v  {//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
0 f/ g& Z0 k. M% QpData->m_pResultBuf=(float) ppow10( (double) pData->m_pResultBuf,lngth); // float &- - - > overload a float value, (float) = overload
& Q% e& V0 e  @# d' O. L}
# Y4 l: G" y" |. P( d, u( G3 ]returnnPeriod-1;
}
- ~! y/ l' C2 {}
3 i& [4 G3 U0 wreturn-1;
6 C5 w, @8 B3 U8 W- `- k: 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:
. A( ?0 y$ {0 d6 {//"FOXFUNC@MYMAVAR"(CLOSE-OPEN,5)
__declspec(dllexport)int WINAPI MYMAVAR(CALCINFO* pData)
4 a( S# C; P7 H0 R, N{
if(pData->m_pfParam1&& pData->m_pfParam2 && //参数1,2有效
pData->m_nParam1Start>=0&& //参数1为序列数
; m) m  Q( ^! rpData->m_pfParam3==NULL)//有2个参数
+ F* m- D! w; O* w1 P4 a$ x! C  `{
constfloat* 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 )
2 i) U3 c1 a3 p" F{
0 S2 L% C/ g5 {% I8 GfloatfTotal;
& H3 Q8 z5 y" c3 n: f2 Qinti, j;
( p7 e- t! C% }! r( ~6 Pfor( i = nFirst+nPeriod-1; i < pData->m_nNumData; i++ )
+ v  m4 [. Y7 k7 q{
5 g# y: U. u3 L/ S# Y* [- rfTotal= 0.0f;
4 N, Z7 Z, E2 j; I' @. T( Vfor( j=0; j < nPeriod; j++ ) //累加
) m4 |  A, [7 R# w" KfTotal+= pValue[i-j];
! W! T$ w( R2 ^6 mpData->m_pResultBuf= fTotal/nPeriod;//平均
* e( k- p2 D' F; E7 s6 B9 Z7 \0 j}
returnnFirst+nPeriod-1;
}
}
7 v7 F( c  @: i# C7 |return-1;
}
) d! A9 U0 W7 v% {! \+ 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
/*
, i4 V7 c0 i- p4 Y: ~& u/ P调用方法:
8 B5 z# m5 }: f. I; Q5 ~" [0 ^2 Y( tMA1:=MA(CLOSE,3);
% Y- ^& X" g5 `% jMA2:=MA(CLOSE,6);
8 B7 h: \; ~/ V% W1 N6 b" hMA3:=MA(CLOSE,12);
MA4:=MA(CLOSE,24);
) x- B- o/ Y- A8 P3 v8 ]  HMYBBI:"FOXFUNC@MYBBI"(MA1, MA2, MA3, MA4, 4);
*/
$ s! H. k8 U6 z! ?6 `; |1 \7 U( K' _8 d__declspec(dllexport)int WINAPI MYBBI(CALCINFO* pData)
{
! T. }" b  w! G# tif( pData->m_pCalcParam[0].m_nParamStart >= 0 &&
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
" p0 W7 b" D( S6 n) ^+ _0 Z{
//计算返回的序列的第一个有效值位置
$ A" B& R# f# P! t6 KintnFirst = 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
/*
intnFirst = pData->m_pCalcParam[0].m_nParamStart;
0 ?# q$ K; ^; G# O8 [if( nFirst < pData->m_pCalcParam[1].m_nParamStart )
nFirst= pData->m_pCalcParam[1].m_nParamStart;
if( nFirst < pData->m_pCalcParam[2].m_nParamStart )
1 a8 q& d: B9 i6 UnFirst= pData->m_pCalcParam[2].m_nParamStart;
# x- h9 @* i. `( qif( nFirst < pData->m_pCalcParam[3].m_nParamStart )
5 o# a4 x' o3 l- ~7 K1 |nFirst= pData->m_pCalcParam[3].m_nParamStart;
*/
# d+ M  B1 ?' Aconstfloat* pValue1 = pData->m_pCalcParam[0].m_pfParam;
1 n$ }. G% P- A$ Q$ D% econstfloat* pValue2 = pData->m_pCalcParam[1].m_pfParam;
constfloat* pValue3 = pData->m_pCalcParam[2].m_pfParam;
0 A1 r/ w  P9 w3 b9 n& Econstfloat* pValue4 = pData->m_pCalcParam[3].m_pfParam;
constfloat* pValue5 = pData->m_pCalcParam[4].m_pfParam;
constfloat* pValue6 = pData->m_pCalcParam[5].m_pfParam;
2 _. {3 L: E* t" @% L! ~$ S& C//const float* pValue1 = pData->m_pfParam1;
//const float* pValue2 = pData->m_pfParam2;
& Z1 V' M9 h+ E  I- J. o; A8 j//const float* pValue3 = pData->m_pfParam3;
; l! O7 h! H; d/ F9 S5 o" ]* w//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
3 N8 `7 U6 z8 _9 I! J1 {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++ )
3 A) Q9 v9 e, ~  X( {  Y{
pData->m_pResultBuf=
//(pValue1 + pValue2 + pValue3 )/nNum;
(pValue1+ pValue2 + pValue3 + pValue4+pValue5 + pValue6)/nNum;
) y0 ^7 B1 E& d# [$ N7 Y, u8 U8 b}
returnnFirst;
}
return-1;
9 C5 g1 O% X0 Z9 o8 O& _: C}
6 ^* _' f/ U  ]$ q  h2 e


//////////////////////////////////////////////////////////////pow10.asm
;*******************************************************
;* *
+ i# t9 Y5 U$ c;* Delphi Run Library *
1 o+ E1 g% y7 `5 q$ C* N- M$ W% M6 d+ B;* *
;* Copyright (c) 1996,98 Inprise Corporation *
;*--------------------------------------------------------------------------
1 L+ A; P1 X1 i0 J;* To compile "tasm32 /ml pow10.asm" *
3 _( B9 r' u2 x8 g7 R$ T4 h;*--------------------------------------------------------------------------
! F2 Q3 T8 }8 F. z+ C  o$ w/ n( n9 i;*******************************************************
; |3 C( Q" T& j.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
;'CODE'..._TEXT ENDS and must use 'public _ppow10 and '_ppow10 proc'
& s4 s7 H1 I% e/ K) Z, U/ R& M- r4 R.MODELflat,c ; just use .code, no need for segment,!!!!!11 important if',c' is used , must use 'public ppow10, and 'ppow10 proc'
# B& P, S1 I6 |/ S$ M( }5 Z4 {;ppow10 PROTO,aVal:PTR REAL8, bVal:PTR REAL8
;includeE:\Vsource\masm32\INCLUDE\windows.inc
8 I0 @- X) ^6 g+ X: S) `  n;includeE:\Vsource\masm32\INCLUDE\user32.inc
- o$ K( {, e0 @" B  T( F' Z5 ~2 V;includeE:\Vsource\masm32\INCLUDE\kernel32.inc
+ I( M5 a8 l. G8 L$ w: CPUBLICppow10
9 O' }. w" ?& u$ Z.CODE
;DllEntryproc hInstance:HINSTANCE, reason:DWORD, reserved1:DWORD
: }# W* \2 N2 }' i;.if reason==DLL_PROCESS_ATTACH
1 }$ n0 j! H4 J3 g;invoke MessageBox,NULL,addr LoadMsg,addr AppName,MB_OK
# p8 ?* O. M) I7 u" h2 n4 w;.elseif reason==DLL_PROCESS_DETACH
;invoke MessageBox,NULL,addr UnloadMsg,addr AppName,MB_OK
$ z: h; B; L6 {0 B- Q' ]! @;.elseif reason==DLL_THREAD_ATTACH
;invoke MessageBox,NULL,addr ThreadCreated,addr AppName,MB_OK
;.else ; DLL_THREAD_DETACH
+ H% s9 \# Y$ y) d6 ^;invoke MessageBox,NULL,addr ThreadDestroyed,addr AppName,MB_OK
- u( Q' a, d/ L) l;.endif
4 w$ P( g4 D3 J$ B;mov eax,TRUE
;ret
;DllEntryEndp
0 F! C& }- {9 r5 \0 x;FUNCTION _Ppow10( double val, double pow: ) : Extended;
;_TEXTSEGMENT WORD PUBLIC 'CODE'
;ppow10 PROC,aVal:PTR REAL8, bVal:PTR REAL8
/ l2 L' Y" Z  m' h( ^* ]: i;ppow10 PROC,aVal:* Qword, bVal:Qword
ppow10PROC near
XUEQU 8 ; for eip & ebp
XDEQU 0 ; for edi, esi, ebx, ecx, edx
fp_powerEQU QWORD PTR [ebp+XU+8]
% ~8 U! A1 y' L$ Q' l/ v) A5 Efp_valEQU QWORD PTR [ebp+XU]
/ C6 E8 N; t/ avalEQU QWORD PTR [eBP-XD-8] ; USE STACK
2 ?4 {* J2 _1 `; d, p" v3 _3 R7 f& I: ypowerEQU QWORD PTR [eBP-XD-16] ; USE STACK
* R9 g* S* W! w+ ~! Dpow10EQU QWORD PTR [eBP-XD-24] ; USE STACK
FPower10:
: c0 p( f' x" {pushebp
movebp,esp
;push edi
;push esi
4 F6 Y: `. X* E8 U;push eax
;push edx
7 S% J+ {  ?+ S5 o( {, N1 lsubesp,24
1 [; t3 V( [5 A4 UFINIT
! Q. l6 W6 Y! [  efldz
2 v3 ?8 [% K7 |% k: A  i3 h2 B3 xfstval
fstpower
fstppow10
                 MOV    EAX,8                 MOV    EDX,8; fldpi
: [) }. l8 D/ @5 M% e# L' L* S3 F              fld      fp_val   ;st(0)=val; fld aVal;st(0)=val
fstval
;fld Arg2 ;st(0)=power
; r9 H: Q* j! R. V4 a8 R;fstp power
6 k; a! q: v  ~) A' d;fld val ;st(0)=val
0 y! p6 ?) I, ^# j7 c;fmul val ;st(0)=val*val
! ^7 E# E' U) e% D0 B;fmul val ;st(0)=val*va*val
) D: Z2 u9 d, O;fadd st,st(0)
;fmul qword ptr [ebp+16] ;st(0)=power
;fadd st,st(0)
;fwait
addesp,24
;pop edx
;pop eax
) P" @9 a3 M% _$ };pop esi
;pop edi
movesp,ebp
popebp
, _7 l1 a& |5 Y& B;leave ; @@@@@@ important don't use leave in vc++ 2010
RET;return value = st(0)
ppow10ENDP
;_TEXTENDS
END
/ p4 B* n8 J) [: Z;END DllEntry