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

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//////////////////////////////////////////////////////////foxfunc.cpp
+ ]6 U5 Z7 u  Z5 A1 f4 E
//FoxFunc.cpp : Defines the entry point for the DLL application.
//
#include<string.h>
#include<stdio.h>
#include<io.h>
% a) w- |) g; p8 b( A* @# S6 o# M#include<math.h>
& ^; e/ p6 T6 ]* c) l5 v2 j#include<iostream>
; b+ K# v8 e/ Y3 o) K#include"stdafx.h"
0 \1 I8 Q" D/ F( M) t. }#include"FoxFunc.h"
/ z2 W# O/ }8 Q& t9 Qusingnamespace std;
BOOLAPIENTRY DllMain( HANDLE hModule,
DWORDul_reason_for_call,
LPVOIDlpReserved
)
{
% _, O9 a( y5 T/ o! eswitch(ul_reason_for_call)
{
caseDLL_PROCESS_ATTACH:
caseDLL_THREAD_ATTACH:
caseDLL_THREAD_DETACH:
caseDLL_PROCESS_DETACH:
4 g4 Y7 c* b. Ebreak;
( W1 `! l; `  q; [: `}
returnTRUE;
}
% j, b' \- q' L0 {/ w2 F$ r//计算收盘价的均价,一个常数参数,表示计算周期
//调用方法:
4 ~+ p( p& U8 ^; O9 [//"FOXFUNC@MYMACLOSE"(5)
/*
3 s( H) ^$ [$ j! z9 C+ X! W//extern "C" double __cdecl ppow10(double ctemp,doublelength); - - - > wrong, extern "C" is to declare pow10coming from a .dll or .lib
2 S, X2 c: z- z( U& ^//extern "C" double ppow10(double ctemp,double length); - - -> both are the same
*/
extern"C" double __cdecl ppow10(double ,double );
* J* \' K1 a" y//double ppow10(double ,double );
  I% w; E$ \' M  `% }+ |! a//call pow10() by __cdecl
% `* u8 ~& t$ V& M7 z$ H//!!!!!!!! use "C" for Microsoft visual C++ compiler
- `5 E( |, k1 q' g% _0 ]//!!!!!!!! use "C" for Microsoft visual C++ compiler
! `6 d# K* _$ K) [6 ?7 x//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
0 G! H0 {) V4 z6 N2 p# {" \" r- @//!!!!!!!! use "C" for Microsoft visual C++ compiler
: k4 a4 d# k& t/ h$ B__declspec(dllexport)int WINAPI MYMACLOSE(CALCINFO* pData)
/ i0 L& z  D( a9 |/ L/ C5 U{
if( // pData->m_pfParam1 && //参数1有效
* o  F' ?4 f8 I) O9 t. b& v8 b//pData->m_nParam1Start<0 && //参数1为常数
0 s- e8 H- D3 Q# A9 r/ G( Q//pData->m_pfParam2==NULL ) //仅有一个参数
5 P: U! S* N" [4 g//pData->m_pfParam1 && pData->m_pfParam2 &&pData->m_pfParam3 && pData->m_pfParam4
//&& pData->m_pfParam5 && pData->m_pfParam6 &&pData->m_nParam1Start>=0 &&
//pData->m_pfParam7==NULL)
% s: P* \# d+ ?2 {5 p//pData->m_pfParam1 && pData->m_pfParam2 &&pData->m_pfParam3 && pData->m_nParam1Start>=0 &&
9 _$ `6 ]; D* \% D/ [3 {: i5 e' _; P) DpData->m_pCalcParam[0].m_nParamStart>=0&& pData->m_pCalcParam[1].m_nParamStart>=0
3 [' _2 t, K4 t/ s+ h# z5 B&&pData->m_pCalcParam[2].m_nParamStart>=0)
& P/ ^- ]) a3 M: j+ K1 G; E{
floatfParam = *pData->m_pfParam4; //pointer ,pData->m_pCalcParam[3].m_nParamStart >= 0
1 V, i* N$ ?  Z$ M2 O2 \intnPeriod = (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
8 n& S( e: b: J7 X' N' s3 t# [7 M! Sconstfloat* 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
//pData->m_pCalcParam[5].m_fParam); //value
/ R2 k+ k3 ^( m  N6 J) k4 j4 g7 ~//const float* pValue1 = pData->m_pCalcParam[0].m_pfParam;
//const float* pValue2 = pData->m_pCalcParam[1].m_pfParam;
# s! B1 C9 {" s# n) v" k, [//const float* pValue3 = pData->m_pCalcParam[2].m_pfParam;
# H- T- m- I7 i7 |//const float* pValue4 = pData->m_pCalcParam[3].m_pfParam;
//const float* pValue5 = pData->m_pCalcParam[4].m_pfParam;
4 F# W# g, V- s# _) kif(nPeriod>0)
2 B" r" ]1 E; y! z& k  |5 [9 C8 G{
1 V3 o/ b" C) tfloatfTotal;
inti, j;
intndata = pData->m_nNumData;
8 o9 u# m+ V% m1 n- }: v//float yy[5000][1];
. }' j! Z9 s5 X' Pfor( 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
{
' `1 n/ a" P) v4 J- h3 K; B' M8 ofTotal= 0.0f;
doublelngth=5.0;
doublectemp=4.0;
//float yy1[5000][1];
for( j = 0; j < nPeriod; j++ ) //累加
{
: E& b9 V1 b1 X3 A& T  \+ qfTotal= pData->m_pData.m_fClose; // @@@@@@@ vc++ 2010 cl.exe 使pData->m_pData[i-j].m_fClose错误
}
& y: ^- \+ J# \$ H//pData->m_pResultBuf = fTotal*1.03; //平均
fTotal= cpParam3;
! a* v# Y1 I, YpData->m_pResultBuf= fTotal*1.03; //平均
//ctemp = (double) pData->m_pResultBuf; // double & - - - >overload a float value , double * - - - > overload a pointer todouble
. c* x$ S; ]$ C& \. d3 Q//pData->m_pResultBuf= (float) ppow10(ctemp,lngth); // float &- - - > overload a float value
, W$ k0 h6 Y0 q& J# RpData->m_pResultBuf=(float) ppow10( (double) pData->m_pResultBuf,lngth); // float &- - - > overload a float value, (float) = overload
2 x: p4 c1 K, D4 J}
6 V# c; w3 i. e7 a2 n) q5 z5 OreturnnPeriod-1;
}
$ P7 F3 c2 M( B  b# v}
  P6 H9 C1 ^2 }; A, z" g& p. Freturn-1;
& _0 v& e7 a' C& e) Q. |% S}
( u3 F, r  g; Q) K( Q3 Z! ^+ b& H//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
; ~  E0 W% {& m7 b* _3 p//调用方法:
- S9 t$ ~  D  P0 h. v//"FOXFUNC@MYMAVAR"(CLOSE-OPEN,5)
+ i& k3 Y3 J0 a5 E4 R1 a__declspec(dllexport)int WINAPI MYMAVAR(CALCINFO* pData)
/ E( T3 i3 y" Y; j{
if(pData->m_pfParam1&& pData->m_pfParam2 && //参数1,2有效
pData->m_nParam1Start>=0&& //参数1为序列数
! G8 V' @2 j1 apData->m_pfParam3==NULL)//有2个参数
{
constfloat* pValue = pData->m_pfParam1; //参数1
intnFirst = pData->m_nParam1Start; //有效值起始位
/ Y4 u9 \( Q) |; V: ]( D; @floatfParam = *pData->m_pfParam2; //参数2
1 E3 T) k9 v, J2 {0 yintnPeriod = (int)fParam;
& r9 r2 F. w4 t/ J( Fif(nFirst >= 0 && nPeriod > 0 )
5 }  L$ R& w" ^{
floatfTotal;
5 v& a! O, G& @% r( ]inti, j;
for( i = nFirst+nPeriod-1; i < pData->m_nNumData; i++ )
{
fTotal= 0.0f;
7 N' U1 C0 q. c) A0 o& Q3 Ffor( j=0; j < nPeriod; j++ ) //累加
fTotal+= pValue[i-j];
pData->m_pResultBuf= fTotal/nPeriod;//平均
) w8 J/ R; D4 w8 J3 e}
returnnFirst+nPeriod-1;
; s( d3 V8 V" A$ w% d, i5 t- z}
. A8 O+ T$ u& w: H) A, g}
return-1;
}
' Y' }0 p& k; B& a2 d//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
/*
0 E' Y9 E( M" J3 X调用方法:
  ^$ w5 v# R! m* h8 @& n9 WMA1:=MA(CLOSE,3);
& f. b) {9 o% \MA2:=MA(CLOSE,6);
5 O  h6 `- M2 L- ~6 q7 m, p4 c7 L) vMA3:=MA(CLOSE,12);
MA4:=MA(CLOSE,24);
. J' R8 J5 i  b9 E7 _, lMYBBI:"FOXFUNC@MYBBI"(MA1, MA2, MA3, MA4, 4);
6 H( W' I) X; V8 P( b( U+ S3 M*/
6 }- X( ^2 W% f) V/ \__declspec(dllexport)int WINAPI MYBBI(CALCINFO* pData)
{
if( 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
{
//计算返回的序列的第一个有效值位置
/ t5 g7 L2 o; ~! \+ ?$ Y& GintnFirst = 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;
, v: K/ f3 a4 Y/ ?% O, @  L5 Fif( nFirst < pData->m_pCalcParam[2].m_nParamStart )
nFirst= pData->m_pCalcParam[2].m_nParamStart;
if( nFirst < pData->m_pCalcParam[3].m_nParamStart )
nFirst= pData->m_pCalcParam[3].m_nParamStart;
*/
; }5 U& U9 x, W( oconstfloat* pValue1 = pData->m_pCalcParam[0].m_pfParam;
2 P7 q* _) j% e! U2 |" u! P* F6 gconstfloat* pValue2 = pData->m_pCalcParam[1].m_pfParam;
constfloat* pValue3 = pData->m_pCalcParam[2].m_pfParam;
constfloat* pValue4 = pData->m_pCalcParam[3].m_pfParam;
% S% Q) d) a6 R+ T3 M( Yconstfloat* pValue5 = pData->m_pCalcParam[4].m_pfParam;
3 K1 {4 L( m  I- |+ mconstfloat* pValue6 = pData->m_pCalcParam[5].m_pfParam;
//const float* pValue1 = pData->m_pfParam1;
1 ~8 D3 B* f0 m' K4 c" w6 n//const float* pValue2 = pData->m_pfParam2;
- w/ k  @1 E: B4 ?3 ^' T9 r( }//const float* pValue3 = pData->m_pfParam3;
4 D( \, z/ L0 U: P//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
8 \% e- x! x0 E1 tintnNum = (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=
//(pValue1 + pValue2 + pValue3 )/nNum;
(pValue1+ pValue2 + pValue3 + pValue4+pValue5 + pValue6)/nNum;
" t9 o+ j" A8 _" a" Z/ ^6 f) z3 a}
8 o% i) L: X; o) ^' lreturnnFirst;
}
return-1;
, h4 f3 {- F" q" a# J" g/ \4 |}
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2 ~: j( \/ o; Y# d9 Y+ O

//////////////////////////////////////////////////////////////pow10.asm
, R1 ]$ R! y$ K! H- G+ Z9 i4 Q: D;*******************************************************
;* *
;* Delphi Run Library *
;* *
8 F8 M" S8 a' U- U, [. X;* Copyright (c) 1996,98 Inprise Corporation *
;*--------------------------------------------------------------------------
;* To compile "tasm32 /ml pow10.asm" *
8 r# y$ L! e3 E% K- B/ D;*--------------------------------------------------------------------------
;*******************************************************
  l8 F/ k; G  g) f/ o6 W5 I& t.386
  q  T  r# u* _8 z  n6 w  ^# I;.MODEL flat,c (error must be in segement block must have segment
1 P& t) @4 z. L3 |2 e;!!!!!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
3 v. q- Z8 Q2 B  M3 _6 l6 ?;'CODE'..._TEXT ENDS and must use 'public _ppow10 and '_ppow10 proc'
, W+ E; U' t5 r4 w# U( U4 k+ d.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
% H# p# `3 |) ]9 j6 T; k;includeE:\Vsource\masm32\INCLUDE\windows.inc
" W+ z0 }3 @, j% k$ j- g4 `;includeE:\Vsource\masm32\INCLUDE\user32.inc
;includeE:\Vsource\masm32\INCLUDE\kernel32.inc
' R1 l7 _, P5 {8 X( K) mPUBLICppow10
.CODE
;DllEntryproc hInstance:HINSTANCE, reason:DWORD, reserved1:DWORD
# Z2 E* r+ g( G+ G2 i  k6 P; Y;.if reason==DLL_PROCESS_ATTACH
;invoke MessageBox,NULL,addr LoadMsg,addr AppName,MB_OK
;.elseif reason==DLL_PROCESS_DETACH
  T# i' C" k- \% p" A;invoke MessageBox,NULL,addr UnloadMsg,addr AppName,MB_OK
! W" F8 ^  k( S1 s: D% g;.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
) _2 X* L- h! s: f5 {5 ^! o3 _;.endif
# m) I. C2 r6 L* B+ L. w& z" |;mov eax,TRUE
;ret
;DllEntryEndp
( Z: k: m1 e+ |;FUNCTION _Ppow10( double val, double pow: ) : Extended;
9 P3 A8 N) |8 C" B4 i;_TEXTSEGMENT WORD PUBLIC 'CODE'
8 Z+ z$ L$ c2 t( ?;ppow10 PROC,aVal:PTR REAL8, bVal:PTR REAL8
" N1 X* x$ A+ @  X$ B;ppow10 PROC,aVal:* Qword, bVal:Qword
ppow10PROC near
XUEQU 8 ; for eip & ebp
# j1 p  P  |% d% L; J& zXDEQU 0 ; for edi, esi, ebx, ecx, edx
fp_powerEQU QWORD PTR [ebp+XU+8]
' T. Z1 k+ N' E$ {0 ~fp_valEQU QWORD PTR [ebp+XU]
valEQU QWORD PTR [eBP-XD-8] ; USE STACK
5 j: b3 b! @# x6 g& Y7 ZpowerEQU QWORD PTR [eBP-XD-16] ; USE STACK
# w6 n5 ?% O4 N8 m! l9 c( S/ npow10EQU QWORD PTR [eBP-XD-24] ; USE STACK
FPower10:
pushebp
movebp,esp
- m) p& {; k4 M6 a( N;push edi
;push esi
;push eax
;push edx
' K% n# |/ Q2 H% {subesp,24
FINIT
fldz
fstval
' U* a( n+ t* s, ?fstpower
0 j; [* B$ a0 ]% sfstppow10
                 MOV    EAX,8                 MOV    EDX,8; fldpi
              fld      fp_val   ;st(0)=val; fld aVal;st(0)=val
" H3 G/ L! y9 L! u  u+ L! \fstval
$ t4 O/ ]8 v) R: H/ p, _% c8 n; J" M;fld Arg2 ;st(0)=power
;fstp power
" l) J( ]7 q0 |3 }& O. Z6 D;fld val ;st(0)=val
;fmul val ;st(0)=val*val
;fmul val ;st(0)=val*va*val
5 j( [! E% Y2 n0 I;fadd st,st(0)
: h7 P8 z9 G" C+ M4 p;fmul qword ptr [ebp+16] ;st(0)=power
;fadd st,st(0)
;fwait
addesp,24
;pop edx
: |8 O" S3 m5 G' b1 W. V;pop eax
, P9 O) G& I+ N;pop esi
;pop edi
movesp,ebp
4 i$ }7 K0 i& g% epopebp
;leave ; @@@@@@ important don't use leave in vc++ 2010
RET;return value = st(0)
" N  _; Z7 q. u/ n  w* o  eppow10ENDP
( E. i( |. _8 `+ s. l3 Z;_TEXTENDS
END
- d, g/ V6 p3 z: M6 T( M;END DllEntry