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

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//////////////////////////////////////////////////////////foxfunc.cpp
  A" v, s( r: \, T9 ?/ t, M
//FoxFunc.cpp : Defines the entry point for the DLL application.
7 M7 X0 F% b: A+ i//
#include<string.h>
#include<stdio.h>
4 a' D, f  B/ R2 m#include<io.h>
#include<math.h>
#include<iostream>
6 n+ \) S1 S8 f& k! D; V#include"stdafx.h"
#include"FoxFunc.h"
' c) v$ R& u% \2 T& ?: iusingnamespace std;
" E! l. b' ]' ~- _, h8 ZBOOLAPIENTRY DllMain( HANDLE hModule,
DWORDul_reason_for_call,
( E, O( G( n& v" C6 @. NLPVOIDlpReserved
* T' L& Y1 l) }( @, F" y7 ?)
{
switch(ul_reason_for_call)
{
- m9 U/ d% d2 {4 R) r: B6 QcaseDLL_PROCESS_ATTACH:
caseDLL_THREAD_ATTACH:
caseDLL_THREAD_DETACH:
caseDLL_PROCESS_DETACH:
break;
9 u2 S+ S- d3 `+ x}
7 n# j1 x" L; B3 j5 sreturnTRUE;
}
//计算收盘价的均价,一个常数参数,表示计算周期
//调用方法:
1 K" u9 I3 K4 ?# p: ~//"FOXFUNC@MYMACLOSE"(5)
. P* r) z2 ]+ H( r% G6 e/*
//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
*/
, W8 N! V/ r8 R; N4 T/ P5 Yextern"C" double __cdecl ppow10(double ,double );
. T% [, Z2 \; a4 \5 c/ c//double ppow10(double ,double );
//call pow10() by __cdecl
+ S+ r6 Y/ _! j$ p//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
: `% x$ f0 [; m# ?9 d6 B! a1 n//!!!!!!!! use "C" for Microsoft visual C++ compiler
% t, \# g0 C' h% x* o//!!!!!!!! use "C" for Microsoft visual C++ compiler
  d; E5 g- S, V9 m  e6 q/ M3 E__declspec(dllexport)int WINAPI MYMACLOSE(CALCINFO* pData)
{
7 T# ]. d& {4 m5 _1 L* y7 ^* bif( // pData->m_pfParam1 && //参数1有效
8 Y1 V1 _& [8 r& J+ ?+ T//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
5 E9 j9 `* W% r! a3 p//&& pData->m_pfParam5 && pData->m_pfParam6 &&pData->m_nParam1Start>=0 &&
//pData->m_pfParam7==NULL)
+ L$ ^- f/ I( x) j) Z//pData->m_pfParam1 && pData->m_pfParam2 &&pData->m_pfParam3 && pData->m_nParam1Start>=0 &&
( {: r. y7 j, r' O5 ^" ~pData->m_pCalcParam[0].m_nParamStart>=0&& pData->m_pCalcParam[1].m_nParamStart>=0
$ d0 D5 X4 g" z! j6 c&&pData->m_pCalcParam[2].m_nParamStart>=0)
{
8 ~* P) O' r1 F; X! gfloatfParam = *pData->m_pfParam4; //pointer ,pData->m_pCalcParam[3].m_nParamStart >= 0
intnPeriod = (int)fParam; //参数1
- o9 c, T6 S7 N8 x$ o7 W: a//const float* cpParam = pData->m_pfParam2; // cpParam = pointer to
# z& N& L5 I$ J7 i# E7 h6 n2 nconstfloat* 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
% K$ l3 ^" k6 a* Y6 ]4 T//in foxtraderoooq:"MYFUNC2010@MYMACLOSE"(c,c,c,6),colorffffff,linethick5;// cpParam5 =pData->m_pCalcParam[4].m_pfParam
$ R- }3 m) h3 j7 d' Z, G( ~; R, n, r" u//pData->m_pCalcParam[5].m_fParam); //value
0 i/ h2 y- Y" z: V//const float* pValue1 = pData->m_pCalcParam[0].m_pfParam;
/ |, i% j& f( f7 \' B//const float* pValue2 = pData->m_pCalcParam[1].m_pfParam;
//const float* pValue3 = pData->m_pCalcParam[2].m_pfParam;
. F7 M4 n7 G/ i0 c, _//const float* pValue4 = pData->m_pCalcParam[3].m_pfParam;
  r! H0 T1 Q1 y, f4 w//const float* pValue5 = pData->m_pCalcParam[4].m_pfParam;
, N0 X2 `" A( Oif(nPeriod>0)
{
+ R  _2 J! r9 k$ RfloatfTotal;
( {& K9 W+ [. l: \, c: v, I" Hinti, j;
. H) S) @8 t; Cintndata = pData->m_nNumData;
+ g6 J' q+ G; A+ p//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
{
fTotal= 0.0f;
doublelngth=5.0;
doublectemp=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
6 ~+ j1 _2 K0 S* o- i7 m}
. q9 P8 F& ^& z( m//pData->m_pResultBuf = fTotal*1.03; //平均
fTotal= cpParam3;
5 X" s( s# V5 NpData->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
pData->m_pResultBuf=(float) ppow10( (double) pData->m_pResultBuf,lngth); // float &- - - > overload a float value, (float) = overload
}
returnnPeriod-1;
% F/ H# U: k: y: \. e! y}
5 f2 B" F1 Z1 i: k}
% @: `+ L; q3 P, U7 \return-1;
}
" B) u. V7 u. v0 Q- O7 S//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
0 O- o$ Y: c; T! c4 u//调用方法:
//"FOXFUNC@MYMAVAR"(CLOSE-OPEN,5)
8 J  Z8 t' J$ j- ~: S+ l__declspec(dllexport)int WINAPI MYMAVAR(CALCINFO* pData)
" d$ B6 i0 Z9 x( n. q3 @5 |8 i' K$ a{
) w! r" @+ \& `& ^# c9 [if(pData->m_pfParam1&& pData->m_pfParam2 && //参数1,2有效
# W" ]8 X. ]& @/ y, epData->m_nParam1Start>=0&& //参数1为序列数
pData->m_pfParam3==NULL)//有2个参数
- D/ X  C+ j) h$ `! w( z* p{
( b% {  b# q- X( fconstfloat* pValue = pData->m_pfParam1; //参数1
intnFirst = pData->m_nParam1Start; //有效值起始位
$ j. z& \8 d5 a6 qfloatfParam = *pData->m_pfParam2; //参数2
/ {$ u: r+ Z  f1 ?5 ointnPeriod = (int)fParam;
& |( D% j0 g) fif(nFirst >= 0 && nPeriod > 0 )
{
# E* T# z" n  w9 PfloatfTotal;
inti, j;
6 _. A0 }9 D8 k) }for( i = nFirst+nPeriod-1; i < pData->m_nNumData; i++ )
6 }8 L  l1 i+ L# ^4 V$ _; b1 i% S{
6 X  [) @5 H& \7 I- H6 g. XfTotal= 0.0f;
$ [) F% u9 q* n5 A+ F- [" Vfor( j=0; j < nPeriod; j++ ) //累加
2 q/ B* V, Q4 C$ OfTotal+= pValue[i-j];
pData->m_pResultBuf= fTotal/nPeriod;//平均
}
. \; k& _& m  a+ V. Z& k7 AreturnnFirst+nPeriod-1;
}
}
return-1;
; m9 v+ j* u( Z% K4 G6 j6 P}
* `+ E6 j' l! [7 \8 o# 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:
1 {; E+ S* v6 o- R+ t# CMA1:=MA(CLOSE,3);
' j. P- R; @& [* j, W. m6 Y1 @MA2:=MA(CLOSE,6);
MA3:=MA(CLOSE,12);
: B  q# [9 B" C  N4 v" N$ M" {MA4:=MA(CLOSE,24);
7 S: I+ c( ], A  H% f  p* {2 UMYBBI:"FOXFUNC@MYBBI"(MA1, MA2, MA3, MA4, 4);
2 Z5 \9 V# c9 T( u. w*/
__declspec(dllexport)int WINAPI MYBBI(CALCINFO* pData)
, c/ h4 e( W& A& j5 L. u& b; _1 [& [{
6 \9 U4 W) ]& @+ _" E* ^if( pData->m_pCalcParam[0].m_nParamStart >= 0 &&
0 v: N6 t4 C8 a* [$ @, LpData->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
{
//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
/*
intnFirst = pData->m_pCalcParam[0].m_nParamStart;
if( nFirst < pData->m_pCalcParam[1].m_nParamStart )
, @$ s8 i4 v# a1 A5 c, QnFirst= pData->m_pCalcParam[1].m_nParamStart;
if( nFirst < pData->m_pCalcParam[2].m_nParamStart )
nFirst= pData->m_pCalcParam[2].m_nParamStart;
  b3 ^5 _9 Z1 n  xif( nFirst < pData->m_pCalcParam[3].m_nParamStart )
nFirst= pData->m_pCalcParam[3].m_nParamStart;
! A0 X9 Y( A0 S& z) d/ Z*/
constfloat* pValue1 = pData->m_pCalcParam[0].m_pfParam;
constfloat* pValue2 = pData->m_pCalcParam[1].m_pfParam;
constfloat* pValue3 = pData->m_pCalcParam[2].m_pfParam;
" z! a5 C% g( Y) U; m, y8 Mconstfloat* 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;
' a! }. q! ^! u//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
( n! l3 h( F, y% e# g2 @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++ )
. [. T; t/ d2 r- |( j6 A- v& O+ x{
$ N1 T" K/ k9 b% R' cpData->m_pResultBuf=
) r+ H1 f( ?' \//(pValue1 + pValue2 + pValue3 )/nNum;
: b! o: C# N6 f1 A. n4 v# o(pValue1+ pValue2 + pValue3 + pValue4+pValue5 + pValue6)/nNum;
}
returnnFirst;
0 p2 n7 ^& p! ]! {}
/ s0 a+ d9 t) f. N. Z' a8 Yreturn-1;
}
6 C7 m- X8 E) [3 s) @. `


) n* @8 n5 M, r/ \//////////////////////////////////////////////////////////////pow10.asm
;*******************************************************
;* *
;* Delphi Run Library *
;* *
4 a- `- E# y; h;* Copyright (c) 1996,98 Inprise Corporation *
;*--------------------------------------------------------------------------
;* To compile "tasm32 /ml pow10.asm" *
;*--------------------------------------------------------------------------
;*******************************************************
.386
; p6 k! @$ j  a$ u;.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'
  }$ S! X2 J4 q7 o# }! k0 O$ N9 x6 g) u% t.MODELflat,c ; just use .code, no need for segment,!!!!!11 important if',c' is used , must use 'public ppow10, and 'ppow10 proc'
6 d6 e% g) `# ]: u;ppow10 PROTO,aVal:PTR REAL8, bVal:PTR REAL8
  E: [0 S8 C- l% K1 f$ ?;includeE:\Vsource\masm32\INCLUDE\windows.inc
;includeE:\Vsource\masm32\INCLUDE\user32.inc
;includeE:\Vsource\masm32\INCLUDE\kernel32.inc
PUBLICppow10
.CODE
;DllEntryproc hInstance:HINSTANCE, reason:DWORD, reserved1:DWORD
5 n0 U  `' {0 M: m& B# f6 F;.if reason==DLL_PROCESS_ATTACH
8 B7 D5 P$ O5 f8 H: a3 L: ^- y;invoke MessageBox,NULL,addr LoadMsg,addr AppName,MB_OK
;.elseif reason==DLL_PROCESS_DETACH
9 r3 ~# Z% S' ^1 ?;invoke MessageBox,NULL,addr UnloadMsg,addr AppName,MB_OK
7 \; _* H, }. ^$ i9 k;.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
# s& R4 \! p9 C0 W  W;.endif
;mov eax,TRUE
;ret
;DllEntryEndp
. {8 O- N1 d. J;FUNCTION _Ppow10( double val, double pow: ) : Extended;
) ]4 I3 E! W6 g2 c! p; ?;_TEXTSEGMENT WORD PUBLIC 'CODE'
" t( B4 n) E. r/ Y: g9 z8 \: Y6 G8 p;ppow10 PROC,aVal:PTR REAL8, bVal:PTR REAL8
;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]
" ]  n3 \  [- @" m/ Nfp_valEQU QWORD PTR [ebp+XU]
: h  h; d' S  b: W% l- {valEQU QWORD PTR [eBP-XD-8] ; USE STACK
powerEQU QWORD PTR [eBP-XD-16] ; USE STACK
pow10EQU QWORD PTR [eBP-XD-24] ; USE STACK
; ?0 q* }3 G) m) nFPower10:
0 z1 A, V( e1 C, \; Bpushebp
1 Y, p- D1 a- E' W" n2 e4 t0 z: ]( Dmovebp,esp
0 R2 B0 N5 e  U& E;push edi
;push esi
% b4 A( i0 k! J* v3 p& q;push eax
;push edx
; p9 d' s0 N' @9 B( n# i6 H' Dsubesp,24
3 F1 C5 U* {+ Q3 ]FINIT
& `* H+ A$ G" v0 f' Kfldz
fstval
* R- N0 o7 U- ^, J* ~9 x! U5 Vfstpower
/ ^4 Z( t7 i$ Ifstppow10
                 MOV    EAX,8                 MOV    EDX,8; fldpi
' i! |) O% |* Q9 o( M              fld      fp_val   ;st(0)=val; fld aVal;st(0)=val
fstval
;fld Arg2 ;st(0)=power
;fstp power
;fld val ;st(0)=val
+ |5 B2 m) G7 Z* d" d1 j  p;fmul val ;st(0)=val*val
; A7 P8 z7 Q3 b# T;fmul val ;st(0)=val*va*val
$ @0 c% S' W9 u1 q7 E% {7 j;fadd st,st(0)
;fmul qword ptr [ebp+16] ;st(0)=power
;fadd st,st(0)
;fwait
addesp,24
3 p2 Y$ B& t7 X6 z. W3 C;pop edx
;pop eax
;pop esi
;pop edi
3 {# l1 b' ~1 J5 r& C4 B* dmovesp,ebp
popebp
2 b& U. w' R" g( W;leave ; @@@@@@ important don't use leave in vc++ 2010
1 ]  m, s' P& Y2 _- g- _. RRET;return value = st(0)
8 m4 Y9 Q# q+ x3 S% hppow10ENDP
;_TEXTENDS
* \, O# U4 V: V3 sEND
8 I+ D4 ^% B. j- p5 T3 s) e;END DllEntry