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

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//////////////////////////////////////////////////////////foxfunc.cpp
8 a- k  A8 x  W1 ?: g
9 E0 X2 _; s7 P) u. h; J" B//FoxFunc.cpp : Defines the entry point for the DLL application.
  E0 O4 [- @4 \& R* c8 E; |8 h! k/ _//
#include<string.h>
6 ^/ I5 \4 Y0 @, z/ j#include<stdio.h>
  }4 a% T* _: h  w* p) N* n) r+ a" p#include<io.h>
#include<math.h>
#include<iostream>
# l# @) k8 k: ]2 V4 M$ v* J#include"stdafx.h"
2 q8 M, C5 n$ @; d- i2 M% G  }#include"FoxFunc.h"
- L, m* J. n) X( o. H# @& ]# C/ c  zusingnamespace std;
BOOLAPIENTRY DllMain( HANDLE hModule,
DWORDul_reason_for_call,
LPVOIDlpReserved
)
+ I$ Q4 a" A  Q+ Q" M: M{
switch(ul_reason_for_call)
! t/ b0 V! W* M{
caseDLL_PROCESS_ATTACH:
. m) T# O- G1 j/ D9 ?1 p1 u. z+ u0 i7 HcaseDLL_THREAD_ATTACH:
4 a3 u) ^0 H0 c# X6 o) ~caseDLL_THREAD_DETACH:
caseDLL_PROCESS_DETACH:
break;
. v" F. v/ P4 ]- k* D' \}
  }: k, }: g; L9 jreturnTRUE;
0 i( M7 O- M& ^4 T& E* D}
//计算收盘价的均价,一个常数参数,表示计算周期
//调用方法:
* A7 D% ]5 k. t0 W. O" {( D//"FOXFUNC@MYMACLOSE"(5)
" K. V6 X- [' T7 C* f/ g/ H" l) u6 x/*
. h1 i- x) t5 _4 }//extern "C" double __cdecl ppow10(double ctemp,doublelength); - - - > wrong, extern "C" is to declare pow10coming from a .dll or .lib
/ G, e) P4 B6 ~' e/ R- z9 J//extern "C" double ppow10(double ctemp,double length); - - -> both are the same
; O3 Q/ x$ v! W& F4 Z4 D*/
$ U" s7 ?) W$ E8 o  c4 b6 {* aextern"C" double __cdecl ppow10(double ,double );
  U. Q3 t$ c- a9 g, x: A+ X' `8 f//double ppow10(double ,double );
' ~; m; g. |! S4 D* v! m//call pow10() by __cdecl
/ o1 J4 M% q! Y. d$ X9 W  F//!!!!!!!! use "C" for Microsoft visual C++ compiler
$ ]3 h4 h, R/ \/ r( A4 ^, U: W//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
//!!!!!!!! use "C" for Microsoft visual C++ compiler
5 n; e: J0 C9 x* D# Y7 p& `/ Q//!!!!!!!! use "C" for Microsoft visual C++ compiler
__declspec(dllexport)int WINAPI MYMACLOSE(CALCINFO* pData)
{
if( // pData->m_pfParam1 && //参数1有效
( A4 z2 x! H: U& C, h/ w//pData->m_nParam1Start<0 && //参数1为常数
//pData->m_pfParam2==NULL ) //仅有一个参数
, O' ]/ B2 v' Q; N1 J0 }2 N6 d//pData->m_pfParam1 && pData->m_pfParam2 &&pData->m_pfParam3 && pData->m_pfParam4
) q# Q; c/ k9 K0 p& A  l! a' t/ t0 m9 k//&& pData->m_pfParam5 && pData->m_pfParam6 &&pData->m_nParam1Start>=0 &&
//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
; z; i5 p' f+ j9 r" l) }$ X  P- I&&pData->m_pCalcParam[2].m_nParamStart>=0)
  f% I5 P$ [6 `% `' P9 a{
floatfParam = *pData->m_pfParam4; //pointer ,pData->m_pCalcParam[3].m_nParamStart >= 0
intnPeriod = (int)fParam; //参数1
) i( B# g% L) F4 |6 s) H4 w8 U//const float* cpParam = pData->m_pfParam2; // cpParam = pointer to
  r3 l7 Z5 i3 \) f  mconstfloat* cpParam2 =pData->m_pCalcParam[1].m_pfParam; // cpParam =pointer to
constfloat* cpParam3 =pData->m_pCalcParam[2].m_pfParam; // cpParam =pointer to
5 v: y2 L6 E, n0 J3 Z' S' J+ m; Econstfloat* 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
$ Z$ j  y8 c/ ~. w, ]//pData->m_pCalcParam[5].m_fParam); //value
8 K$ z1 Y( U) I* e: l& f3 U3 E. ?. E" w' x//const float* pValue1 = pData->m_pCalcParam[0].m_pfParam;
//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;
//const float* pValue5 = pData->m_pCalcParam[4].m_pfParam;
( G. y; f+ p$ X3 zif(nPeriod>0)
{
9 T' y/ A# [1 mfloatfTotal;
inti, j;
intndata = pData->m_nNumData;
1 I7 h4 d% Q4 g' D; m6 B//float yy[5000][1];
, a# ]) f& Z* X: U1 \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
, L2 w, u5 K8 M1 V{
fTotal= 0.0f;
doublelngth=5.0;
doublectemp=4.0;
//float yy1[5000][1];
for( j = 0; j < nPeriod; j++ ) //累加
{
- i/ [  ^% h* h5 LfTotal= pData->m_pData.m_fClose; // @@@@@@@ vc++ 2010 cl.exe 使pData->m_pData[i-j].m_fClose错误
% O# S  J  B2 l7 M8 ?}
) ?+ {* v# d0 F' V+ `//pData->m_pResultBuf = fTotal*1.03; //平均
1 N! |) z/ O9 E+ M- mfTotal= 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
( t: H; c. w. D% U# KpData->m_pResultBuf=(float) ppow10( (double) pData->m_pResultBuf,lngth); // float &- - - > overload a float value, (float) = overload
}
# J" o; R# V. K4 b& o+ VreturnnPeriod-1;
}
5 V' @- z) a+ F. j}
return-1;
}
1 q) d4 ~6 R4 c8 \- {3 [* C1 R. N- 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
+ o( s# z' G: X( _3 m//调用方法:
/ Z* m/ F0 |" l+ s' {+ C//"FOXFUNC@MYMAVAR"(CLOSE-OPEN,5)
1 b+ ~+ v- ^5 @0 S  `6 L. a__declspec(dllexport)int WINAPI MYMAVAR(CALCINFO* pData)
{
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 q7 ^1 p( G' z& k! Fconstfloat* pValue = pData->m_pfParam1; //参数1
intnFirst = pData->m_nParam1Start; //有效值起始位
" X* u9 d6 w  cfloatfParam = *pData->m_pfParam2; //参数2
# {% p0 \7 ^; p/ Q7 O. X* zintnPeriod = (int)fParam;
if(nFirst >= 0 && nPeriod > 0 )
{
4 L% J# ~! T# HfloatfTotal;
2 n% x3 D& l' s6 binti, j;
/ Y8 w: i- d4 o# A8 E3 ]6 Tfor( i = nFirst+nPeriod-1; i < pData->m_nNumData; i++ )
8 G. `! R  l1 w" q{
fTotal= 0.0f;
for( j=0; j < nPeriod; j++ ) //累加
4 l6 l( G& h$ i* }5 C6 ZfTotal+= pValue[i-j];
pData->m_pResultBuf= fTotal/nPeriod;//平均
- k, @4 z$ K. d6 ?, H5 _/ [0 x}
6 O7 d5 q4 R1 qreturnnFirst+nPeriod-1;
) l# B; ^* {0 D0 g: A}
. l/ E6 W: e) r# m. \' H* J/ O1 P}
return-1;
% V) v: z3 A0 q* w}
. l! l! C/ p! g- {//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
/*
2 g4 S, O* a' G2 X  [调用方法:
( E5 C3 h$ Q6 F% y0 S  N& IMA1:=MA(CLOSE,3);
. |8 V9 J5 w4 K" JMA2:=MA(CLOSE,6);
+ w+ B4 r9 J5 ]; |* t0 |, WMA3:=MA(CLOSE,12);
4 O) ]8 V0 v/ @. _6 `4 g5 P0 ]3 aMA4:=MA(CLOSE,24);
MYBBI:"FOXFUNC@MYBBI"(MA1, MA2, MA3, MA4, 4);
*/
2 h; K/ N. B% ]1 m2 t2 B3 P__declspec(dllexport)int WINAPI MYBBI(CALCINFO* pData)
{
if( pData->m_pCalcParam[0].m_nParamStart >= 0 &&
1 d& O% \/ C! y8 H% P9 m  EpData->m_pCalcParam[1].m_nParamStart>= 0 &&
7 v2 |! M) G* i4 c" N# ?pData->m_pCalcParam[2].m_nParamStart>= 0 &&
& j3 {, H/ ?. R+ ?) {" z; SpData->m_pCalcParam[3].m_nParamStart>= 0 ) //4个序列都含有效数值
{
+ ~( J  ]$ g0 H7 l; m" }2 S5 [//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
3 u) J' r& C& F//若不知，则
/*
7 C& q& }+ Y$ |! M  e% y5 EintnFirst = pData->m_pCalcParam[0].m_nParamStart;
if( nFirst < pData->m_pCalcParam[1].m_nParamStart )
. j( B. }! {4 a6 o; BnFirst= pData->m_pCalcParam[1].m_nParamStart;
if( nFirst < pData->m_pCalcParam[2].m_nParamStart )
" j2 n9 r4 W# \$ ~) unFirst= pData->m_pCalcParam[2].m_nParamStart;
* f8 n0 w2 ?, @if( nFirst < pData->m_pCalcParam[3].m_nParamStart )
6 i# i' d2 d% K3 S) g+ T% S+ inFirst= pData->m_pCalcParam[3].m_nParamStart;
*/
constfloat* pValue1 = pData->m_pCalcParam[0].m_pfParam;
constfloat* pValue2 = pData->m_pCalcParam[1].m_pfParam;
& ~- T; I8 W& B9 P3 G' o0 p% E/ \constfloat* pValue3 = pData->m_pCalcParam[2].m_pfParam;
constfloat* pValue4 = pData->m_pCalcParam[3].m_pfParam;
constfloat* pValue5 = pData->m_pCalcParam[4].m_pfParam;
- f, J8 R9 k" {; Q1 @9 E; lconstfloat* 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;
2 C) G. p# C: D  ]//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
; P3 i0 ^# T7 L- D+ S# l$ jintnNum = (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++ )
, [8 D  S* }$ i8 m4 @{
, `- ?5 d/ ]1 |% u# W* v$ q% JpData->m_pResultBuf=
//(pValue1 + pValue2 + pValue3 )/nNum;
(pValue1+ pValue2 + pValue3 + pValue4+pValue5 + pValue6)/nNum;
% [7 o; a* D% t0 D, d+ B- ~}
% x6 u* E) R2 E& T: R. u4 i" P# {returnnFirst;
% k6 ~/ }& l  t( u  ~& t- K! Z}
* P# b% h% K: A( creturn-1;
( B+ f. i! g7 X5 B( I}
! W0 c7 |" I! ?( {5 b9 ]# W1 o


//////////////////////////////////////////////////////////////pow10.asm
4 e" }5 M. a* s( ~4 A9 y5 J8 w;*******************************************************
;* *
;* Delphi Run Library *
;* *
;* Copyright (c) 1996,98 Inprise Corporation *
;*--------------------------------------------------------------------------
3 G' z3 Q( }% R4 d4 @' e& V% Z;* To compile "tasm32 /ml pow10.asm" *
7 r+ V- K/ O# a+ K;*--------------------------------------------------------------------------
) R: u, ?; L; L, w;*******************************************************
  J3 E4 b5 _; E! G$ |& }.386
$ U1 }4 M" I4 x) K; ^" m! s& D;.MODEL flat,c (error must be in segement block must have segment
; B4 f" H2 C: Y1 v;!!!!!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
# }0 G" J+ E1 ^4 ~, F  ];'CODE'..._TEXT ENDS and must use 'public _ppow10 and '_ppow10 proc'
# U  r6 |# e$ K- k) r: x8 ]) B' m2 S.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
" Q4 a" |/ V$ {4 y7 ^  a( U# `;includeE:\Vsource\masm32\INCLUDE\windows.inc
;includeE:\Vsource\masm32\INCLUDE\user32.inc
+ C0 \8 \* f2 D: t4 I+ F& l;includeE:\Vsource\masm32\INCLUDE\kernel32.inc
PUBLICppow10
.CODE
; v" r  I  E! @5 z. o;DllEntryproc hInstance:HINSTANCE, reason:DWORD, reserved1:DWORD
;.if reason==DLL_PROCESS_ATTACH
;invoke MessageBox,NULL,addr LoadMsg,addr AppName,MB_OK
2 Y; H" }  a* k4 e( a# E;.elseif reason==DLL_PROCESS_DETACH
4 s1 k) D7 u7 I0 a;invoke MessageBox,NULL,addr UnloadMsg,addr AppName,MB_OK
1 V1 U/ ~! {" \( ];.elseif reason==DLL_THREAD_ATTACH
;invoke MessageBox,NULL,addr ThreadCreated,addr AppName,MB_OK
. f; |' \( g' \$ k9 G6 T;.else ; DLL_THREAD_DETACH
;invoke MessageBox,NULL,addr ThreadDestroyed,addr AppName,MB_OK
8 F" f" ~. Q0 X2 O8 g6 J) q;.endif
  _) b7 _% i% |, ~2 z: |: v, K;mov eax,TRUE
;ret
6 J" F5 j( @( g% d2 m; M) ]8 k% |;DllEntryEndp
;FUNCTION _Ppow10( double val, double pow: ) : Extended;
2 s, t$ ?0 m2 Z7 r# F+ d5 u, A;_TEXTSEGMENT WORD PUBLIC 'CODE'
% v3 z. U) E. K;ppow10 PROC,aVal:PTR REAL8, bVal:PTR REAL8
;ppow10 PROC,aVal:* Qword, bVal:Qword
- x9 L4 w! {# k0 t0 r" R) gppow10PROC near
$ v' R7 |8 v3 V, Y7 {XUEQU 8 ; for eip & ebp
XDEQU 0 ; for edi, esi, ebx, ecx, edx
0 X0 K# c5 E$ A1 t) Z1 @fp_powerEQU QWORD PTR [ebp+XU+8]
. r6 w. C5 \) t3 mfp_valEQU QWORD PTR [ebp+XU]
& T- i& M* [3 |. W7 kvalEQU QWORD PTR [eBP-XD-8] ; USE STACK
powerEQU QWORD PTR [eBP-XD-16] ; USE STACK
pow10EQU QWORD PTR [eBP-XD-24] ; USE STACK
$ d# C5 x; g; g, V$ P' |FPower10:
pushebp
. D% C4 L( \- E9 imovebp,esp
;push edi
;push esi
$ j8 S& T9 n- I" g" T;push eax
& b: H& ^/ b4 V  u;push edx
subesp,24
FINIT
; D8 C! Z/ `1 U3 Tfldz
fstval
fstpower
" ^- E* m% X4 a; y3 L7 ]# Ufstppow10
                 MOV    EAX,8                 MOV    EDX,8; fldpi
% {; M; z* x5 Q$ A5 p              fld      fp_val   ;st(0)=val; fld aVal;st(0)=val
fstval
;fld Arg2 ;st(0)=power
  l& r+ c+ D9 ];fstp power
# v; L! d3 Q8 \; I' x1 u;fld val ;st(0)=val
; n8 Y5 ~/ q$ g( a! H7 ]. J  l% o;fmul val ;st(0)=val*val
( Q, s0 x- v: W/ [1 Z;fmul val ;st(0)=val*va*val
;fadd st,st(0)
;fmul qword ptr [ebp+16] ;st(0)=power
% Z8 R: V" H2 J8 O) N4 P/ k;fadd st,st(0)
;fwait
addesp,24
- n) o. U3 p: ]" U) l- V3 _$ B% P;pop edx
;pop eax
- E0 d, N) M  P* x* D. b' ^- V;pop esi
;pop edi
movesp,ebp
& S/ h; ^% A/ e0 A6 Z4 h5 `popebp
" Q- E) l# u& Y( Y# [7 P;leave ; @@@@@@ important don't use leave in vc++ 2010
* F3 q, }3 n& a% L6 |) YRET;return value = st(0)
" A4 e) [3 y2 t' E7 i- eppow10ENDP
;_TEXTENDS
END
;END DllEntry