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

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

9 ]: s. Q, b2 d& Y7 K9 \; v//FoxFunc.cpp : Defines the entry point for the DLL application.
8 i6 z, S; e8 N  ^4 R5 U//
#include<string.h>
. x! ]" b! }( ^% ^#include<stdio.h>
1 h, D$ G& ~  O+ X* `: [#include<io.h>
#include<math.h>
#include<iostream>
#include"stdafx.h"
$ ?( S5 ?" h! M" J$ w# L( [" R#include"FoxFunc.h"
3 [7 A! U# n* t/ T* J1 x- \# V  wusingnamespace std;
BOOLAPIENTRY DllMain( HANDLE hModule,
3 a; }/ A- }+ u  q8 B; y$ ODWORDul_reason_for_call,
& f1 k3 B8 K! o0 y) D- Q1 E$ BLPVOIDlpReserved
# m2 `' u0 M9 F' o$ t/ E5 C)
{
2 v0 W- ?* u5 P% p4 I& C/ x- mswitch(ul_reason_for_call)
! t! o2 j' O, g; d{
! T2 ~+ x/ T& S' |# EcaseDLL_PROCESS_ATTACH:
: L' v4 Y: g( vcaseDLL_THREAD_ATTACH:
/ _' `7 D- O, O! N( Z6 YcaseDLL_THREAD_DETACH:
caseDLL_PROCESS_DETACH:
* {& A+ a: o; N7 e3 x4 V6 D; Mbreak;
. D- h' K& j: z}
returnTRUE;
}
//计算收盘价的均价,一个常数参数,表示计算周期
/ a9 i) j' u6 T5 Z# o//调用方法:
  m* ~$ a' u% {6 r: ^  J//"FOXFUNC@MYMACLOSE"(5)
: n1 B# D" P: m, Z  G0 Z; C1 V/*
: x$ ]6 c4 ^" j& P* K" }//extern "C" double __cdecl ppow10(double ctemp,doublelength); - - - > wrong, extern "C" is to declare pow10coming from a .dll or .lib
  D( a+ F$ f; A2 f8 \//extern "C" double ppow10(double ctemp,double length); - - -> both are the same
*/
) B( j) x( z/ b( z6 w) D) aextern"C" double __cdecl ppow10(double ,double );
//double ppow10(double ,double );
//call pow10() by __cdecl
! p* F) X- }' y$ }6 x* m3 r//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
& k8 B- E& W" k( ~2 e3 T0 ^//!!!!!!!! use "C" for Microsoft visual C++ compiler
; F' w* Z  u. P1 c//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
' B3 [. C+ Z+ G( t- u/ Q( Y__declspec(dllexport)int WINAPI MYMACLOSE(CALCINFO* pData)
{
$ p* P* I" S; [. ^! @if( // pData->m_pfParam1 && //参数1有效
* D; L. [' ]' _//pData->m_nParam1Start<0 && //参数1为常数
% t9 i+ c5 |* E6 f//pData->m_pfParam2==NULL ) //仅有一个参数
' L( R* n$ L2 _" V  c//pData->m_pfParam1 && pData->m_pfParam2 &&pData->m_pfParam3 && pData->m_pfParam4
//&& pData->m_pfParam5 && pData->m_pfParam6 &&pData->m_nParam1Start>=0 &&
/ ~( ^) t" K4 E  h//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
" E* b6 o) M; e) k) B8 z' l&&pData->m_pCalcParam[2].m_nParamStart>=0)
( A' j$ O( y9 E: ~, m1 ?' O+ ~{
floatfParam = *pData->m_pfParam4; //pointer ,pData->m_pCalcParam[3].m_nParamStart >= 0
intnPeriod = (int)fParam; //参数1
. a# ?* `$ |# ^' l  q  d' |//const float* cpParam = pData->m_pfParam2; // cpParam = pointer to
. y- m8 |; w/ w# V) rconstfloat* cpParam2 =pData->m_pCalcParam[1].m_pfParam; // cpParam =pointer to
' H) Z' P0 G9 Y+ _/ l% u' Uconstfloat* cpParam3 =pData->m_pCalcParam[2].m_pfParam; // cpParam =pointer to
8 d, ~3 k) s8 c) m2 d0 @1 O1 gconstfloat* cpParam4 =pData->m_pCalcParam[3].m_pfParam; // cpParam =pointer to
; p6 E( J  G$ \5 g7 |//const float* cpParam5 =pData->m_pCalcParam[4].m_pfParam; //cpParam = pointer to
0 n+ b  f) }' c- ]//in foxtraderoooq:"MYFUNC2010@MYMACLOSE"(c,c,c,6),colorffffff,linethick5;// cpParam5 =pData->m_pCalcParam[4].m_pfParam
3 r: i$ \3 e+ N/ E$ X2 V3 j//pData->m_pCalcParam[5].m_fParam); //value
6 w- o& p. G. @# K8 _. [9 o: W# G: E//const float* pValue1 = pData->m_pCalcParam[0].m_pfParam;
- Q9 W# I! E5 N; t) q% r//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;
8 v) \; o  u! Y8 G//const float* pValue5 = pData->m_pCalcParam[4].m_pfParam;
if(nPeriod>0)
{
% ^0 q8 f( a2 F2 YfloatfTotal;
8 {9 |& c) i' J% B" Tinti, j;
intndata = pData->m_nNumData;
+ j& ]  i. S5 y1 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
: P  @2 ?# c2 s& G- L! M+ `% A{
fTotal= 0.0f;
4 x1 K) w/ d3 G3 Y3 mdoublelngth=5.0;
8 J) }, X3 I: G3 vdoublectemp=4.0;
3 b& p$ n3 l5 w! ^* q$ Z//float yy1[5000][1];
# X" M: }- ~& m# v3 n6 hfor( j = 0; j < nPeriod; j++ ) //累加
) g6 I5 U6 O5 L- I  {{
8 q1 P1 l0 B5 _4 S1 }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
4 z: m+ k0 z/ y: u0 N; ]& s# AfTotal= cpParam3;
3 P9 d# _/ X; H6 c- P5 b- e" rpData->m_pResultBuf= fTotal*1.03; //平均
3 G( q. ]( f) W" T, L, ]//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
' l$ I# y% g  [4 l, a* S) P* |pData->m_pResultBuf=(float) ppow10( (double) pData->m_pResultBuf,lngth); // float &- - - > overload a float value, (float) = overload
}
returnnPeriod-1;
# q; H5 N4 c* U7 ]; s}
}
2 p% ^( K0 G0 c7 O( z; hreturn-1;
! v/ j' K4 p: L% f5 R1 a) h+ j}
) o/ Z7 E: Z3 M# A! {8 _$ n1 D//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)
{
; P; s# n, Y) r: z$ ~2 ^if(pData->m_pfParam1&& pData->m_pfParam2 && //参数1,2有效
9 w2 j3 d4 L+ q7 @! o: k/ NpData->m_nParam1Start>=0&& //参数1为序列数
pData->m_pfParam3==NULL)//有2个参数
{
& s1 c) E4 o9 z! Y( z0 mconstfloat* pValue = pData->m_pfParam1; //参数1
intnFirst = pData->m_nParam1Start; //有效值起始位
8 s% A6 j9 e/ K8 M& IfloatfParam = *pData->m_pfParam2; //参数2
intnPeriod = (int)fParam;
if(nFirst >= 0 && nPeriod > 0 )
0 c) y0 F, i! R7 _{
& N3 h/ l& {6 o& P; I1 T! A+ YfloatfTotal;
inti, j;
: @2 p( S8 R/ r: ^) qfor( i = nFirst+nPeriod-1; i < pData->m_nNumData; i++ )
{
# b5 D+ m, D* y# R7 H  O8 @fTotal= 0.0f;
/ d. t- N2 ?* {/ o, Ofor( j=0; j < nPeriod; j++ ) //累加
fTotal+= pValue[i-j];
" k* L) t2 l3 {0 T% T, T; U% ~# OpData->m_pResultBuf= fTotal/nPeriod;//平均
" p  o4 Z/ k. a  H% }2 y}
. F) _+ [# [+ w1 \2 UreturnnFirst+nPeriod-1;
7 t' Y; s0 {- Z& ^0 v}
}
8 q. y! c! b% I0 K  O- `return-1;
+ i. C- h9 ?2 ?2 y" \. @8 S}
% o* G5 w3 m/ J' Z- h//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
/*
( w4 t) p( I' [2 |4 N; o$ K调用方法:
MA1:=MA(CLOSE,3);
MA2:=MA(CLOSE,6);
* W% x5 J3 @* m0 h+ J$ DMA3:=MA(CLOSE,12);
# J+ Z: {9 q" M7 H; OMA4:=MA(CLOSE,24);
- d! F0 }, W# N& VMYBBI:"FOXFUNC@MYBBI"(MA1, MA2, MA3, MA4, 4);
*/
- P1 ^3 W7 h: A) l& H+ c__declspec(dllexport)int WINAPI MYBBI(CALCINFO* pData)
7 u) ?, H& b% q, }# f% b{
4 f* K, M- r7 O  [4 Jif( pData->m_pCalcParam[0].m_nParamStart >= 0 &&
pData->m_pCalcParam[1].m_nParamStart>= 0 &&
pData->m_pCalcParam[2].m_nParamStart>= 0 &&
, q0 @; B5 K, ~1 f5 p  @pData->m_pCalcParam[3].m_nParamStart>= 0 ) //4个序列都含有效数值
' ~- h: R# f1 q{
//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 )
nFirst= pData->m_pCalcParam[1].m_nParamStart;
if( nFirst < pData->m_pCalcParam[2].m_nParamStart )
- E5 f' K3 C* x+ |2 E  E0 e! u& lnFirst= pData->m_pCalcParam[2].m_nParamStart;
# K) a- c4 L) S! lif( nFirst < pData->m_pCalcParam[3].m_nParamStart )
nFirst= pData->m_pCalcParam[3].m_nParamStart;
7 N  Y# i/ h) [*/
constfloat* pValue1 = pData->m_pCalcParam[0].m_pfParam;
constfloat* pValue2 = pData->m_pCalcParam[1].m_pfParam;
0 P0 v7 r% a' s0 K; T# J1 P& {: Cconstfloat* pValue3 = pData->m_pCalcParam[2].m_pfParam;
% [# v  U" o* |$ P. q$ Q- s% kconstfloat* pValue4 = pData->m_pCalcParam[3].m_pfParam;
$ Y% P% q: R, q. y) W/ \/ S9 {constfloat* pValue5 = pData->m_pCalcParam[4].m_pfParam;
+ @9 U8 B8 J# H3 v) e1 f9 d+ F( pconstfloat* pValue6 = pData->m_pCalcParam[5].m_pfParam;
//const float* pValue1 = pData->m_pfParam1;
4 c- D. x( K; \8 c' [5 X. s6 b//const float* pValue2 = pData->m_pfParam2;
9 B9 n7 K5 E& L7 B1 d' ^//const float* pValue3 = pData->m_pfParam3;
- G/ L/ }) e/ t//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
7 N; [* Q5 d7 J3 @$ }& \; kintnNum = (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
% @" m2 f& ]" v, h- q- L# Nfor(int i = nFirst; i < pData->m_nNumData; i++ )
+ u- l6 B+ Q. B6 L! u' L9 T' f{
' k" W+ Q& a8 A$ n/ q/ y, ?/ Y/ M) dpData->m_pResultBuf=
//(pValue1 + pValue2 + pValue3 )/nNum;
: S, F3 b1 G" O( {(pValue1+ pValue2 + pValue3 + pValue4+pValue5 + pValue6)/nNum;
}
returnnFirst;
: s5 t3 Z/ o* v0 @}
return-1;
! J6 F8 G" V* J) r7 x$ i/ G}
4 h9 ~& [- `' w' k5 d- _# [


//////////////////////////////////////////////////////////////pow10.asm
2 X' F5 C: I$ B! L;*******************************************************
;* *
;* Delphi Run Library *
;* *
;* Copyright (c) 1996,98 Inprise Corporation *
;*--------------------------------------------------------------------------
;* To compile "tasm32 /ml pow10.asm" *
;*--------------------------------------------------------------------------
5 \3 \$ H% d2 K) t# l;*******************************************************
.386
) C% a4 b0 `' H;.MODEL flat,c (error must be in segement block must have segment
2 z/ A* w$ w# `9 V. [;!!!!!11 important if ',c' is not used , must use 'public _ppow10, and'_ppow10 proc'
7 |4 n  n- x0 Z( j0 X% u;!!!!!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'
& e( I$ _0 K+ y( A+ J. l;ppow10 PROTO,aVal:PTR REAL8, bVal:PTR REAL8
: o# \% F& l  j7 v* u;includeE:\Vsource\masm32\INCLUDE\windows.inc
;includeE:\Vsource\masm32\INCLUDE\user32.inc
4 U4 t9 C5 R; _4 U  x" ?0 n;includeE:\Vsource\masm32\INCLUDE\kernel32.inc
PUBLICppow10
.CODE
3 T7 V2 O! s9 `% J1 v  A6 x2 I, s;DllEntryproc hInstance:HINSTANCE, reason:DWORD, reserved1:DWORD
;.if reason==DLL_PROCESS_ATTACH
! ]& R$ w; {3 `" }( L6 H;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
6 o2 c  ~) n% F7 G6 S+ o;.else ; DLL_THREAD_DETACH
: p6 T% `$ ^# e$ v;invoke MessageBox,NULL,addr ThreadDestroyed,addr AppName,MB_OK
;.endif
0 b& _0 Y( D5 ?( b) \; n. S; z: H;mov eax,TRUE
;ret
;DllEntryEndp
+ t) a9 k% ]4 V, h5 |0 B;FUNCTION _Ppow10( double val, double pow: ) : Extended;
) s$ j& v: |: o;_TEXTSEGMENT WORD PUBLIC 'CODE'
;ppow10 PROC,aVal:PTR REAL8, bVal:PTR REAL8
: l  V. i; d9 u# l;ppow10 PROC,aVal:* Qword, bVal:Qword
7 e3 v0 |! Q) i9 c# ~# D  vppow10PROC near
XUEQU 8 ; for eip & ebp
XDEQU 0 ; for edi, esi, ebx, ecx, edx
% g( b# Z, h: h3 Dfp_powerEQU QWORD PTR [ebp+XU+8]
- C3 B# N2 _( M6 ~: m6 K. l0 Yfp_valEQU QWORD PTR [ebp+XU]
: M0 f4 X4 Y1 }9 rvalEQU QWORD PTR [eBP-XD-8] ; USE STACK
  b/ S/ a! \6 f5 j! X# {powerEQU QWORD PTR [eBP-XD-16] ; USE STACK
pow10EQU QWORD PTR [eBP-XD-24] ; USE STACK
7 Z7 j; c# ~! D) G7 n) R' q1 u  KFPower10:
5 J8 B+ I, |  m; D: O9 j& @8 I) Jpushebp
movebp,esp
& }* O( R4 X, {  p; Y1 h;push edi
;push esi
/ Y5 ~; |, f! V6 U3 R6 S1 V0 o;push eax
;push edx
: u- t3 o- g* ysubesp,24
; M' l( w$ O/ s! L- {0 B, HFINIT
fldz
fstval
; t6 H" M, ^! B* R3 I# W1 _0 X$ l" yfstpower
7 E* L  z" n, p- S- K, h& `% F( rfstppow10
$ e+ {& v9 N. ^+ N5 Z# A                 MOV    EAX,8                 MOV    EDX,8; fldpi
! M( s+ i0 z2 U4 K$ U' {              fld      fp_val   ;st(0)=val; fld aVal;st(0)=val
- t# D( D1 Y' e0 {- tfstval
% l0 s, _; }- `4 {' p;fld Arg2 ;st(0)=power
$ {) K9 y0 |' v: P+ k/ Z3 l- N;fstp power
;fld val ;st(0)=val
;fmul val ;st(0)=val*val
;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
( X; L9 @& R# q5 g; x& P1 U1 G;pop edx
3 I4 @" M! V1 X/ Q7 A( I;pop eax
;pop esi
;pop edi
movesp,ebp
+ [4 G) `7 K. C# \% n: O- j7 p+ ^4 Upopebp
4 L& [6 `1 |" k* \, Q;leave ; @@@@@@ important don't use leave in vc++ 2010
RET;return value = st(0)
ppow10ENDP
;_TEXTENDS
END
;END DllEntry