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

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//////////////////////////////////////////////////////////foxfunc.cpp
- D# N8 K% K/ q0 F
//FoxFunc.cpp : Defines the entry point for the DLL application.
" k& @6 B' J) H( c/ b//
7 Q; u+ p" \& K( F#include<string.h>
. R) G1 f( w1 K) R" l% k#include<stdio.h>
$ O. d, g, j' ^. w# o2 u* X7 \5 t  ^#include<io.h>
#include<math.h>
#include<iostream>
#include"stdafx.h"
, T5 B9 G9 O( q#include"FoxFunc.h"
usingnamespace std;
% Z$ f! d! o8 z$ ~- M, iBOOLAPIENTRY DllMain( HANDLE hModule,
* p/ q' K' f! j! r. R: JDWORDul_reason_for_call,
+ v) n& L1 _& L! l+ F" m+ JLPVOIDlpReserved
  u; s* y- P4 F  V' K6 l, w1 R/ t)
{
8 l) g, I: G1 I# _& wswitch(ul_reason_for_call)
3 M6 g3 k& h* i5 Q# Z- I; G{
caseDLL_PROCESS_ATTACH:
caseDLL_THREAD_ATTACH:
) f/ S2 H8 ~& h! S/ H! |6 IcaseDLL_THREAD_DETACH:
caseDLL_PROCESS_DETACH:
' J( j! Z) ?, T5 F, F5 Jbreak;
* a& }9 _, _5 D* `6 ^$ u}
returnTRUE;
' R3 M: y* D  G/ N' _}
* d0 p" E3 d* v9 u+ l! b7 t//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)
% D9 A" @" A! ^& h' G3 y1 e# @# l& o/*
//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
0 O# l2 N2 E/ S+ I9 w, Q*/
extern"C" double __cdecl ppow10(double ,double );
! e! m# `! V7 Y8 ]. H) }. O8 Y//double ppow10(double ,double );
//call pow10() by __cdecl
//!!!!!!!! use "C" for Microsoft visual C++ compiler
& c5 w# P( b- j7 w" s" X//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
2 F7 e0 M6 z5 c3 I4 E* f* j//!!!!!!!! use "C" for Microsoft visual C++ compiler
5 G3 J. D# [* v* W: G* f2 n1 D% E//!!!!!!!! use "C" for Microsoft visual C++ compiler
__declspec(dllexport)int WINAPI MYMACLOSE(CALCINFO* pData)
{
if( // pData->m_pfParam1 && //参数1有效
( w) R' |3 E2 k( Y//pData->m_nParam1Start<0 && //参数1为常数
//pData->m_pfParam2==NULL ) //仅有一个参数
. z7 T1 e* T# {//pData->m_pfParam1 && pData->m_pfParam2 &&pData->m_pfParam3 && pData->m_pfParam4
: n3 p" K. F4 W9 R5 u) V//&& pData->m_pfParam5 && pData->m_pfParam6 &&pData->m_nParam1Start>=0 &&
, g) F" c! Z) G; W//pData->m_pfParam7==NULL)
//pData->m_pfParam1 && pData->m_pfParam2 &&pData->m_pfParam3 && pData->m_nParam1Start>=0 &&
& q8 N# ]* o: ~1 N8 V' WpData->m_pCalcParam[0].m_nParamStart>=0&& pData->m_pCalcParam[1].m_nParamStart>=0
0 L- U( P6 u: n6 P. H3 {3 V$ b7 j&&pData->m_pCalcParam[2].m_nParamStart>=0)
* }: j4 F, X1 ?; s) H: ]{
! o4 L( S! W5 f9 {/ zfloatfParam = *pData->m_pfParam4; //pointer ,pData->m_pCalcParam[3].m_nParamStart >= 0
intnPeriod = (int)fParam; //参数1
  ?' ^5 _5 u" ~/ `//const float* cpParam = pData->m_pfParam2; // cpParam = pointer to
constfloat* cpParam2 =pData->m_pCalcParam[1].m_pfParam; // cpParam =pointer to
0 O3 e. Q* F0 M  `3 econstfloat* cpParam3 =pData->m_pCalcParam[2].m_pfParam; // cpParam =pointer to
  }) V5 q' N/ g1 Pconstfloat* cpParam4 =pData->m_pCalcParam[3].m_pfParam; // cpParam =pointer to
//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
  K. g+ M$ w- u8 m! O2 E//pData->m_pCalcParam[5].m_fParam); //value
0 r7 Z) C+ I3 K) V5 r//const float* pValue1 = pData->m_pCalcParam[0].m_pfParam;
5 y  R! H1 [" M7 d: X' B//const float* pValue2 = pData->m_pCalcParam[1].m_pfParam;
/ x1 C9 x' B5 b: a8 s) X4 ^1 i  f//const float* pValue3 = pData->m_pCalcParam[2].m_pfParam;
//const float* pValue4 = pData->m_pCalcParam[3].m_pfParam;
0 Q( u0 i" }" J//const float* pValue5 = pData->m_pCalcParam[4].m_pfParam;
' n! z! u  G& D) V7 `( Zif(nPeriod>0)
0 D9 p) D5 L2 v{
floatfTotal;
inti, j;
+ F0 ]8 D* b% M# v& G3 eintndata = 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
{
# V3 ]1 ?# f8 |- dfTotal= 0.0f;
doublelngth=5.0;
doublectemp=4.0;
$ Z& y6 Y& M! G4 K, D' \9 V//float yy1[5000][1];
for( j = 0; j < nPeriod; j++ ) //累加
- x, o" o1 `/ f: @6 [2 g( l  F/ P{
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
. k* [. A5 _3 Q$ ^2 _$ f7 U5 OfTotal= 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
: V6 u* ~+ `% x5 D. w* y8 _pData->m_pResultBuf=(float) ppow10( (double) pData->m_pResultBuf,lngth); // float &- - - > overload a float value, (float) = overload
}
returnnPeriod-1;
  _& k) L: T, j, ~8 Y}
1 M6 S* A& T; i& k7 k- N9 G. V}
7 O" h' E9 _' t4 y# mreturn-1;
( m- v- W3 U" t/ z9 M7 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)
__declspec(dllexport)int WINAPI MYMAVAR(CALCINFO* pData)
  C# G* P, l) k# i1 w& H+ H; m{
" e  J5 X7 B! i. }. ]& ^8 ?5 l1 o, Cif(pData->m_pfParam1&& pData->m_pfParam2 && //参数1,2有效
9 i) s6 L' q. lpData->m_nParam1Start>=0&& //参数1为序列数
pData->m_pfParam3==NULL)//有2个参数
( {8 d  A6 n8 z1 e# X% o. k( p{
$ k9 ^7 Z! E& M3 e" Aconstfloat* pValue = pData->m_pfParam1; //参数1
* P; u" }" `( \' J$ _9 x5 D  ?$ D/ nintnFirst = pData->m_nParam1Start; //有效值起始位
floatfParam = *pData->m_pfParam2; //参数2
8 R, k$ \$ m. K4 }" [! qintnPeriod = (int)fParam;
! Y$ @+ g% y0 Q: t/ N- Bif(nFirst >= 0 && nPeriod > 0 )
4 N) c) W7 Z; ]. W+ h{
floatfTotal;
7 W9 y$ X4 {1 r! L- a$ K$ n% cinti, 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];
1 i  u$ y. u8 V" N6 ^, p6 cpData->m_pResultBuf= fTotal/nPeriod;//平均
}
returnnFirst+nPeriod-1;
}
4 O& L0 H: n. X0 t}
return-1;
+ u  O, O( V; s7 d$ x' h" D}
! U1 R5 F; f1 i2 e/ {/ m//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
$ [+ P5 N6 T3 {" o/*
! [+ ?' h# c. k$ y  u+ N调用方法:
MA1:=MA(CLOSE,3);
MA2:=MA(CLOSE,6);
MA3:=MA(CLOSE,12);
MA4:=MA(CLOSE,24);
MYBBI:"FOXFUNC@MYBBI"(MA1, MA2, MA3, MA4, 4);
% T7 s9 e) M, _' }& x5 f*/
" Z# Q2 j# i! G# B__declspec(dllexport)int WINAPI MYBBI(CALCINFO* pData)
* u# a) ^6 ?: W{
if( pData->m_pCalcParam[0].m_nParamStart >= 0 &&
5 N, b& `6 ]2 E$ \pData->m_pCalcParam[1].m_nParamStart>= 0 &&
" F2 M9 Y0 J+ z7 l2 g6 W8 `- [pData->m_pCalcParam[2].m_nParamStart>= 0 &&
pData->m_pCalcParam[3].m_nParamStart>= 0 ) //4个序列都含有效数值
{
4 s( ~  d  V% a) w//计算返回的序列的第一个有效值位置
8 Y+ x( o  t$ }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
+ Z9 n* Q( k4 d/ b" ]" m( p/*
intnFirst = pData->m_pCalcParam[0].m_nParamStart;
4 B/ ]1 ]. z! @" v% Fif( nFirst < pData->m_pCalcParam[1].m_nParamStart )
nFirst= pData->m_pCalcParam[1].m_nParamStart;
9 v  T  t% c1 h2 pif( nFirst < pData->m_pCalcParam[2].m_nParamStart )
nFirst= pData->m_pCalcParam[2].m_nParamStart;
7 n- q9 O1 T1 P9 B) x) Aif( nFirst < pData->m_pCalcParam[3].m_nParamStart )
nFirst= pData->m_pCalcParam[3].m_nParamStart;
, }7 E" N* }9 Y*/
constfloat* pValue1 = pData->m_pCalcParam[0].m_pfParam;
constfloat* pValue2 = pData->m_pCalcParam[1].m_pfParam;
, g- S" m( C2 y" cconstfloat* pValue3 = pData->m_pCalcParam[2].m_pfParam;
% q- w0 i0 {& S0 |8 sconstfloat* pValue4 = pData->m_pCalcParam[3].m_pfParam;
constfloat* pValue5 = pData->m_pCalcParam[4].m_pfParam;
constfloat* pValue6 = pData->m_pCalcParam[5].m_pfParam;
" L' U$ H# T5 c* {" o: R+ D) i//const float* pValue1 = pData->m_pfParam1;
//const float* pValue2 = pData->m_pfParam2;
. ^1 B8 x* R1 B3 W5 x//const float* pValue3 = pData->m_pfParam3;
4 _& z; F: U0 }  p6 J9 O% G//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++ )
{
pData->m_pResultBuf=
3 v9 g% a3 F6 z. r//(pValue1 + pValue2 + pValue3 )/nNum;
(pValue1+ pValue2 + pValue3 + pValue4+pValue5 + pValue6)/nNum;
}
returnnFirst;
}
return-1;
# _' \  w6 U6 d! c}


, ?$ {1 |7 `4 N! j) G7 G6 b+ u
//////////////////////////////////////////////////////////////pow10.asm
;*******************************************************
;* *
;* Delphi Run Library *
* R! A/ O$ p6 t- t' r7 L+ D;* *
$ w. P) y& {. e3 w! U, f$ p;* Copyright (c) 1996,98 Inprise Corporation *
/ m/ h( P: q2 d% @;*--------------------------------------------------------------------------
. p% o2 B3 `2 Q' X;* To compile "tasm32 /ml pow10.asm" *
;*--------------------------------------------------------------------------
;*******************************************************
.386
! B5 l8 K$ _* n. V. a5 t2 P;.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'
.MODELflat,c ; just use .code, no need for segment,!!!!!11 important if',c' is used , must use 'public ppow10, and 'ppow10 proc'
;ppow10 PROTO,aVal:PTR REAL8, bVal:PTR REAL8
;includeE:\Vsource\masm32\INCLUDE\windows.inc
1 b1 V* ], q; ~6 V/ K. B9 [;includeE:\Vsource\masm32\INCLUDE\user32.inc
;includeE:\Vsource\masm32\INCLUDE\kernel32.inc
PUBLICppow10
, U2 _2 Z7 g6 m, U7 H7 {, e.CODE
;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
% U3 y0 ~- x1 F# h! v;invoke MessageBox,NULL,addr ThreadCreated,addr AppName,MB_OK
;.else ; DLL_THREAD_DETACH
;invoke MessageBox,NULL,addr ThreadDestroyed,addr AppName,MB_OK
;.endif
1 g7 u4 ?; Q2 L3 L;mov eax,TRUE
% N* q5 l/ z# h9 q' v, L% u;ret
;DllEntryEndp
;FUNCTION _Ppow10( double val, double pow: ) : Extended;
  \2 @1 a( }+ |;_TEXTSEGMENT WORD PUBLIC 'CODE'
;ppow10 PROC,aVal:PTR REAL8, bVal:PTR REAL8
;ppow10 PROC,aVal:* Qword, bVal:Qword
ppow10PROC near
4 C$ `1 {5 O; r6 I% u0 V! {' M2 ]XUEQU 8 ; for eip & ebp
XDEQU 0 ; for edi, esi, ebx, ecx, edx
/ U) t2 m; V* p1 u. c- O9 M" c# Lfp_powerEQU QWORD PTR [ebp+XU+8]
9 C3 `5 _  i. q/ E" \+ _fp_valEQU QWORD PTR [ebp+XU]
4 Z$ U0 o/ S  n" M( ovalEQU QWORD PTR [eBP-XD-8] ; USE STACK
+ }2 X9 \0 A  `- i! u; I5 k: g6 GpowerEQU QWORD PTR [eBP-XD-16] ; USE STACK
5 `! T/ L* s8 T0 L) G3 Rpow10EQU QWORD PTR [eBP-XD-24] ; USE STACK
# |1 K0 \5 y2 V( Y" P- W& T: lFPower10:
pushebp
4 I" i0 Q2 z( W4 D$ y  Y$ gmovebp,esp
;push edi
;push esi
;push eax
/ ?, S# I8 s- g" Y5 r;push edx
subesp,24
FINIT
4 L# m1 ]$ O0 P% {fldz
fstval
fstpower
fstppow10
, D/ }6 b7 Z; o8 a+ p8 [                 MOV    EAX,8                 MOV    EDX,8; fldpi
              fld      fp_val   ;st(0)=val; fld aVal;st(0)=val
% |/ v* u$ Q. ofstval
4 L! }' K2 k( o1 Z( B4 S1 |;fld Arg2 ;st(0)=power
;fstp power
& W* I% X# b6 j+ b& I. M9 Q;fld val ;st(0)=val
;fmul val ;st(0)=val*val
8 o; h7 s  E- C& l  e# K) j% };fmul val ;st(0)=val*va*val
;fadd st,st(0)
;fmul qword ptr [ebp+16] ;st(0)=power
;fadd st,st(0)
;fwait
addesp,24
;pop edx
;pop eax
;pop esi
+ S) a6 C+ Z7 j;pop edi
2 ~! W& I/ Y$ s/ nmovesp,ebp
  P% ^' [" f' h5 O# O4 ~popebp
5 y  w# n0 X0 e4 {; u( Z( u' a;leave ; @@@@@@ important don't use leave in vc++ 2010
4 P* t7 C# b/ URET;return value = st(0)
" S7 _* T1 {$ J9 [' b/ y- v% b; fppow10ENDP
;_TEXTENDS
* K- R( o. u1 `- W, \6 R" sEND
2 v& Y4 G' K, Q5 W6 g6 z;END DllEntry