tdx-plugin/single/dllmain.cpp at master · ezquant/tdx-plugin · GitHub

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// dllmain.cpp : 定义 DLL 应用程序的入口点。
#include "pch.h"
#include "OutStruct.h"
#include "Plugin.h"


#define PLUGIN_EXPORTS
#define INIT -1
#pragma warning(disable:4996)


BOOL APIENTRY DllMain(HMODULE hModule,
	DWORD  ul_reason_for_call,
	LPVOID lpReserved
)
{
	switch (ul_reason_for_call)
	{
	case DLL_PROCESS_ATTACH:
	case DLL_THREAD_ATTACH:
	case DLL_THREAD_DETACH:
	case DLL_PROCESS_DETACH:
		break;
	}
	return TRUE;
}


PDATAIOFUNC	 g_pFuncCallBack;

//获取回调函数
void RegisterDataInterface(PDATAIOFUNC pfn)
{
	g_pFuncCallBack = pfn;
}

//注册插件信息
void GetCopyRightInfo(LPPLUGIN info)
{
	//填写基本信息
	strcpy(info->Name, "日线突破");
	strcpy(info->Dy, "广州");
	strcpy(info->Author, "keeyu");
	strcpy(info->Period, "短线");
	strcpy(info->Descript, "日线突破次级别3买");
	strcpy(info->OtherInfo, "自定义参数待完善");
	//填写参数信息
	info->ParamNum = 2;
	strcpy(info->ParamInfo[0].acParaName, "n日新高");
	info->ParamInfo[0].nMax = 1;
	info->ParamInfo[0].nMax = 1000;
	info->ParamInfo[0].nDefault = 10;
	strcpy(info->ParamInfo[1].acParaName, "待完善2");
	info->ParamInfo[1].nMax = 1;
	info->ParamInfo[1].nMax = 1000;
	info->ParamInfo[1].nDefault = 10;
}

const	BYTE	g_nAvoidMask[] = { 0xF8, 0xF8, 0xF8, 0xF8 };	// 无效数据标志(系统定义)

WORD   AfxRightData(LPHISDAT pData, WORD nMaxData)	//获取有效数据位置
{
	for (WORD nIndex = 0; nIndex < nMaxData && !memcmp(&pData[nIndex].Close, g_nAvoidMask, 4); nIndex++)return nIndex;
}

int findUltra(LPHISDAT in, int times, int left, int index, int len)
{
	//允许调整三日
	//0 1 2 3 4 5
	if (times > 3 || index <= left)return INIT;
	int start = index - len > left ? index - len : left;
	for (int i = start; i < index; i++)
	{
		if (in[i].High > in[index].High)return findUltra(in, times + 1, left, index - 1, len);
	}
	return index;
}


int FindUltra(LPHISDAT in, int left, int right, int len)
{
	return findUltra(in, 0, 0, right, len);
}

float CalcMa(LPHISDAT in, int left, int right, int len)
{
	float value = 0, times = 0;
	int start = right - len > left ? right - len : left;
	for (int i = start; i < right; i++)
	{
		value += in[i].Close;
		times++;
	}
	return value / times;
}

bool CheckLow(LPHISDAT in, int flag, int right)
{
	//直接跳上跳空阴线
	for (int i = flag; i < right; i++)
	{
		if (in[i].Low < in[flag].Open)return false;
	}
	return true;
}

bool CheckDayLevel(LPHISDAT pHisDat, int readnum, int Value[4])
{
	bool nRet = false;
	int left = AfxRightData(pHisDat, readnum);
	int flag = FindUltra(pHisDat, left, readnum, Value[0]);
	if (flag != INIT)
	{
		//ma5过滤 //回调最低点过滤
		if (pHisDat[flag].Close >= CalcMa(pHisDat, 0, flag, 5) * 1.02 && (CheckLow(pHisDat, flag, readnum)))nRet = true;
		//至少拉出10日平均区间一半


	}

	delete[]pHisDat; pHisDat = NULL;
	return nRet;
}


bool CheckBreakthrough(LPHISDAT in, int len, int right)
{
	int start = right - len < 0 ? 0 : right - len;
	for (int i = start; i < right; i++)
	{
		if (in[i].Close > in[right].Close)return false;
	}
	return true;
}


BOOL InputInfoThenCalc1(char* Code, short nSetCode, int Value[4], short DataType, short nDataNum, BYTE nTQ, unsigned long unused) //按最近数据计算
{
	NTime tmpTime = { 0 };
	LPHISDAT pHisDat = new HISDAT[nDataNum];  //数据缓冲区
	long readnum = g_pFuncCallBack(Code, nSetCode, PER_DAY, pHisDat, nDataNum, tmpTime, tmpTime, nTQ, 0);  //利用回调函数申请数据，返回得到的数据个数
	return CheckDayLevel(pHisDat, readnum, Value);
}

BOOL InputInfoThenCalc2(char* Code, short nSetCode, int Value[4], short DataType, NTime time1, NTime time2, BYTE nTQ, unsigned long unused)  //选取区段
{
	//窥视数据个数
	long datanum = g_pFuncCallBack(Code, nSetCode, DataType, NULL, -1, time1, time2, nTQ, 0);
	LPHISDAT pHisDat = new HISDAT[datanum];
	long readnum = g_pFuncCallBack(Code, nSetCode, DataType, pHisDat, datanum, time1, time2, nTQ, 0);
	return CheckDayLevel(pHisDat, readnum, Value);
}