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

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//////////////////////////////////////////////////////////foxfunc.cpp
* q5 |3 i, p  s, Q9 U
5 y5 b$ q" ~1 g* t) S//FoxFunc.cpp : Defines the entry point for the DLL application.
//
3 Y' {( v" m3 z#include<string.h>
#include<stdio.h>
#include<io.h>
#include<math.h>
#include<iostream>
#include"stdafx.h"
( G- d4 m: B- B: y#include"FoxFunc.h"
usingnamespace std;
BOOLAPIENTRY DllMain( HANDLE hModule,
DWORDul_reason_for_call,
LPVOIDlpReserved
)
{
8 v0 @. N) u0 A. s4 C- f- _' tswitch(ul_reason_for_call)
{
6 r2 `* q, w3 I' p, w5 i$ R# |caseDLL_PROCESS_ATTACH:
9 ~7 ?+ c" a9 X  f+ rcaseDLL_THREAD_ATTACH:
+ J7 I' h" |" `' o8 a) f# X7 XcaseDLL_THREAD_DETACH:
caseDLL_PROCESS_DETACH:
break;
- a1 f9 ~5 t8 s3 U1 o}
) a6 [% d8 J2 B7 j# ?/ xreturnTRUE;
}
//计算收盘价的均价,一个常数参数,表示计算周期
# ]) ]9 v6 e, X+ p2 C# J//调用方法:
6 Z' j& k7 |; y3 n0 @//"FOXFUNC@MYMACLOSE"(5)
' I7 w* a' O, y& f( v( `/*
//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
9 P7 @: C! ^/ u- J8 Q+ n*/
5 b; B) t+ D" \& L& d# E, yextern"C" double __cdecl ppow10(double ,double );
//double ppow10(double ,double );
//call pow10() by __cdecl
) g, ~. I0 ]8 W/ s; k; Z% E3 \//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
& }$ [4 \* V4 M, v; f2 X5 c//!!!!!!!! use "C" for Microsoft visual C++ compiler
5 O* m4 g) W1 x, f//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
__declspec(dllexport)int WINAPI MYMACLOSE(CALCINFO* pData)
{
6 i# Q! u3 A3 t5 lif( // pData->m_pfParam1 && //参数1有效
//pData->m_nParam1Start<0 && //参数1为常数
- m5 F) M9 x) \//pData->m_pfParam2==NULL ) //仅有一个参数
( L8 X: |" P  Z0 L! N# `% ^% {, j//pData->m_pfParam1 && pData->m_pfParam2 &&pData->m_pfParam3 && pData->m_pfParam4
! A) P: i" s$ ~, ^//&& pData->m_pfParam5 && pData->m_pfParam6 &&pData->m_nParam1Start>=0 &&
  Q( E0 j2 v1 K0 E) m+ p- k//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)
( E9 U; [  c2 h1 \7 t: F# I3 D{
floatfParam = *pData->m_pfParam4; //pointer ,pData->m_pCalcParam[3].m_nParamStart >= 0
  X! K; ?/ X9 m8 E% KintnPeriod = (int)fParam; //参数1
//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
constfloat* cpParam4 =pData->m_pCalcParam[3].m_pfParam; // cpParam =pointer to
; T7 W9 D( s+ t9 `. _+ ~/ |" ~//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
$ p7 _  v' G+ N* _//pData->m_pCalcParam[5].m_fParam); //value
2 J% ~+ ?6 A( }4 t+ P//const float* pValue1 = pData->m_pCalcParam[0].m_pfParam;
+ e. q9 P: D( i/ a( S. B! k+ R5 p) s//const float* pValue2 = pData->m_pCalcParam[1].m_pfParam;
1 O3 y  q) O+ U: n  d//const float* pValue3 = pData->m_pCalcParam[2].m_pfParam;
( Q( W0 M$ ~3 `. |0 ^' a) {& U+ y; ]: ]//const float* pValue4 = pData->m_pCalcParam[3].m_pfParam;
6 R" M2 A0 [4 x; B& N//const float* pValue5 = pData->m_pCalcParam[4].m_pfParam;
if(nPeriod>0)
% X% k, P6 ^0 a) r& Z( D2 L5 b" x{
+ w& E6 ^, f2 v2 SfloatfTotal;
inti, j;
8 k8 }# E  |) z; Yintndata = 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
{
fTotal= 0.0f;
doublelngth=5.0;
doublectemp=4.0;
//float yy1[5000][1];
for( j = 0; j < nPeriod; j++ ) //累加
9 z$ Q' Q6 R9 C" |, k5 g, X# j& D{
fTotal= pData->m_pData.m_fClose; // @@@@@@@ vc++ 2010 cl.exe 使pData->m_pData[i-j].m_fClose错误
0 O- G3 A! T$ U! h. ~) ], u}
//pData->m_pResultBuf = fTotal*1.03; //平均
0 p+ J3 v, Y3 f9 W2 x* @+ V2 g6 PfTotal= cpParam3;
pData->m_pResultBuf= fTotal*1.03; //平均
//ctemp = (double) pData->m_pResultBuf; // double & - - - >overload a float value , double * - - - > overload a pointer todouble
! h) a/ O; I% G6 M* x8 c- z' I  l6 l//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
. i5 U% n, z% v% b+ V& P9 b; {. F8 f}
returnnPeriod-1;
  }9 F7 v8 q8 @3 g: l! i}
}
return-1;
}
//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
' r4 Q  N% _9 t, c* F3 a//调用方法:
* k8 K  Q8 t% F- {//"FOXFUNC@MYMAVAR"(CLOSE-OPEN,5)
__declspec(dllexport)int WINAPI MYMAVAR(CALCINFO* pData)
0 ~; a1 n. p; j  v, T8 E{
" G& J' Q$ ?: v3 [if(pData->m_pfParam1&& pData->m_pfParam2 && //参数1,2有效
pData->m_nParam1Start>=0&& //参数1为序列数
pData->m_pfParam3==NULL)//有2个参数
1 B" s% T' T8 v; X+ S0 [' b{
# W3 h; e0 q. i2 G3 U4 |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;
: S' j5 E% Z7 ~- Y/ s: Lif(nFirst >= 0 && nPeriod > 0 )
' l# c! r: H: Q5 r3 a{
floatfTotal;
inti, j;
. U. }. V' W; Qfor( i = nFirst+nPeriod-1; i < pData->m_nNumData; i++ )
% K5 V" s9 J: j  {/ @( Y9 |# O{
* J% O4 e& O4 sfTotal= 0.0f;
4 C* y$ ~' m1 g" {for( j=0; j < nPeriod; j++ ) //累加
! h% v" O+ j1 R2 h5 ^. i# @fTotal+= pValue[i-j];
pData->m_pResultBuf= fTotal/nPeriod;//平均
9 g' V! }. Y8 T: t* t3 Y! J. J1 @}
7 B5 d4 L6 a+ W! E9 O: F- n9 f8 ~2 mreturnnFirst+nPeriod-1;
0 A: F1 h# ~% F- d8 o' Y}
}
return-1;
$ a6 r8 ^7 M+ o9 L. h6 a' E}
5 M" F2 H$ U; ?0 Q//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
! I1 v* d$ E- J" ?. [/*
调用方法:
0 B) s* w9 J1 l4 A  W; @MA1:=MA(CLOSE,3);
MA2:=MA(CLOSE,6);
" t8 r0 V+ ]8 x, V! _4 ~3 r& rMA3:=MA(CLOSE,12);
MA4:=MA(CLOSE,24);
MYBBI:"FOXFUNC@MYBBI"(MA1, MA2, MA3, MA4, 4);
3 Y6 V1 y) @7 I! A*/
: E* Q$ L6 {. O5 [5 q__declspec(dllexport)int WINAPI MYBBI(CALCINFO* pData)
4 N- S: j; ^* D6 `9 b" O{
if( pData->m_pCalcParam[0].m_nParamStart >= 0 &&
% `0 @, O; T# L3 MpData->m_pCalcParam[1].m_nParamStart>= 0 &&
pData->m_pCalcParam[2].m_nParamStart>= 0 &&
$ T) |' k7 o9 vpData->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
! z: \# t, ?% rintnFirst = 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
/*
0 {" r: W' s" R+ e. C' ~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 )
nFirst= pData->m_pCalcParam[2].m_nParamStart;
0 B/ [$ g0 y0 Q% n+ Q" n0 d5 y  \8 nif( nFirst < pData->m_pCalcParam[3].m_nParamStart )
: {3 S: }' L8 a% H1 V( v, P+ I+ {nFirst= pData->m_pCalcParam[3].m_nParamStart;
, x  v! V1 F" a  a- ]; F( ~$ t$ l*/
. h3 x$ T2 Z, F" xconstfloat* pValue1 = pData->m_pCalcParam[0].m_pfParam;
constfloat* pValue2 = pData->m_pCalcParam[1].m_pfParam;
constfloat* pValue3 = pData->m_pCalcParam[2].m_pfParam;
) X1 v; O+ W5 j- F" x3 Qconstfloat* pValue4 = pData->m_pCalcParam[3].m_pfParam;
% _& v1 O/ W/ L, i. Sconstfloat* pValue5 = pData->m_pCalcParam[4].m_pfParam;
& a  d$ N8 P# W. Z$ U& Y* [constfloat* pValue6 = pData->m_pCalcParam[5].m_pfParam;
//const float* pValue1 = pData->m_pfParam1;
4 z5 t; z% \0 U6 j( P; j& Z# P* z2 `//const float* pValue2 = pData->m_pfParam2;
7 c9 U# a% M5 T, o  z//const float* pValue3 = pData->m_pfParam3;
//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++ )
* _4 y6 I. _4 b* e0 r{
pData->m_pResultBuf=
, n; v; W* y% }# G; d" r//(pValue1 + pValue2 + pValue3 )/nNum;
(pValue1+ pValue2 + pValue3 + pValue4+pValue5 + pValue6)/nNum;
' p7 H) m5 N) N9 K  I" z}
returnnFirst;
}
& {$ @; O7 J" W7 _return-1;
}

( v* i' |2 n9 w  J9 r. [
) t* |3 ^  b/ c- y( f# g
7 ]3 [- }+ K# b//////////////////////////////////////////////////////////////pow10.asm
;*******************************************************
;* *
;* Delphi Run Library *
;* *
( ^" j# M& L! z7 t1 A;* Copyright (c) 1996,98 Inprise Corporation *
7 K2 _/ S) f8 ?5 x0 K;*--------------------------------------------------------------------------
3 Z1 q3 w0 X; Y0 x! W! };* To compile "tasm32 /ml pow10.asm" *
3 \2 _0 F, @0 X0 L6 E7 W;*--------------------------------------------------------------------------
;*******************************************************
4 e4 O7 I8 J+ H! i. w+ ^.386
- F. g# K! s3 c* d0 I8 o: _2 w: o;.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
' ^% r, u1 o: n8 m9 I;'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
;includeE:\Vsource\masm32\INCLUDE\user32.inc
% ~9 u3 z% T" A/ N4 N;includeE:\Vsource\masm32\INCLUDE\kernel32.inc
PUBLICppow10
.CODE
;DllEntryproc hInstance:HINSTANCE, reason:DWORD, reserved1:DWORD
;.if reason==DLL_PROCESS_ATTACH
# S! H2 |: o( };invoke MessageBox,NULL,addr LoadMsg,addr AppName,MB_OK
$ m3 W3 h! M0 {4 c% Q! f5 u5 g6 S;.elseif reason==DLL_PROCESS_DETACH
;invoke MessageBox,NULL,addr UnloadMsg,addr AppName,MB_OK
6 ~+ C3 Q9 K$ O5 T5 G* _4 O* J;.elseif reason==DLL_THREAD_ATTACH
: [# p, q) p) Z9 R/ x# y, F0 |;invoke MessageBox,NULL,addr ThreadCreated,addr AppName,MB_OK
7 i" T! @. }- v/ F;.else ; DLL_THREAD_DETACH
; M1 S1 k7 s# d0 {% k9 d;invoke MessageBox,NULL,addr ThreadDestroyed,addr AppName,MB_OK
- s4 Z9 s  B7 `5 f0 T  g$ j$ A;.endif
;mov eax,TRUE
;ret
;DllEntryEndp
- l' Y9 T5 f, Q* p8 v% F5 D;FUNCTION _Ppow10( double val, double pow: ) : Extended;
+ j% u2 a) r5 c% P, ^% e. q' ^6 `) I;_TEXTSEGMENT WORD PUBLIC 'CODE'
;ppow10 PROC,aVal:PTR REAL8, bVal:PTR REAL8
; S6 z( q/ @5 s. l;ppow10 PROC,aVal:* Qword, bVal:Qword
6 u5 u! h# k. T, S# yppow10PROC near
6 B, [+ }6 V- h/ O  ]XUEQU 8 ; for eip & ebp
) O, g* n1 c: H. {0 s  m. b$ VXDEQU 0 ; for edi, esi, ebx, ecx, edx
fp_powerEQU QWORD PTR [ebp+XU+8]
fp_valEQU QWORD PTR [ebp+XU]
- F) {* K/ R+ B9 U. u+ GvalEQU QWORD PTR [eBP-XD-8] ; USE STACK
powerEQU QWORD PTR [eBP-XD-16] ; USE STACK
pow10EQU QWORD PTR [eBP-XD-24] ; USE STACK
FPower10:
* {+ R  g% U2 q, upushebp
movebp,esp
0 h3 [; Q8 k# `% F7 `;push edi
;push esi
9 ?) t& x2 R% z  h3 Q5 G2 C% Z;push eax
# i! \3 @. D+ i0 d;push edx
( G: p9 i% `2 x$ s, ^/ Osubesp,24
( U8 \6 l4 h: IFINIT
fldz
7 q5 o7 a  f, I5 Dfstval
fstpower
+ W: M  r  W9 ]# F6 `, rfstppow10
! s8 m/ H2 [" V: A- f* R                 MOV    EAX,8                 MOV    EDX,8; fldpi
              fld      fp_val   ;st(0)=val; fld aVal;st(0)=val
( u; l, G' F* M4 _9 |2 h$ Efstval
;fld Arg2 ;st(0)=power
9 t* ^9 P; S4 s7 a  m8 \0 a! L% o9 e;fstp power
+ p9 ^3 t7 h* }9 l  p$ K7 L;fld val ;st(0)=val
, B" x& r* ]" z- w1 ~) `( };fmul val ;st(0)=val*val
. b3 M' {/ }2 D. d1 q  };fmul val ;st(0)=val*va*val
/ {2 g# w0 D: e9 H$ Q. }0 t;fadd st,st(0)
* m7 F* q- \5 o0 ^4 F;fmul qword ptr [ebp+16] ;st(0)=power
;fadd st,st(0)
) q  Y; m, c' ^+ _2 v" L;fwait
0 Y" ]) b& X! Oaddesp,24
;pop edx
# u" }  c! {% Y* r* D' \- d7 Y;pop eax
;pop esi
: u+ O4 m9 @; z4 \# i- u2 _;pop edi
) Q2 }* t# y9 _1 u0 [movesp,ebp
popebp
$ S1 o* E3 r  L4 `0 G;leave ; @@@@@@ important don't use leave in vc++ 2010
RET;return value = st(0)
4 b& w- W" H8 [) ?" H. [ppow10ENDP
$ Y" ^6 H. K9 O  x) O" q0 a;_TEXTENDS
3 _  |9 }  @0 h' yEND
& c% w: d- m0 c; H+ c% _+ E;END DllEntry