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請專家協助：使用 JSL 和 Python 在 JMP 中接收即時庫存數據

我正在進行一個使用 JMP 軟體接收即時股票市場數據的項目，需要您的指導。 JMP 支援其腳本語言（JSL）和嵌入式 Python 執行，我希望利用這一點。我的目標是從 32 位元 DLL（ 庫存Drv.dll ）中捕獲特定股票資料欄位並將它們儲存在 JMP 資料表中。我已經開發了一個解決方案，但我非常感謝您的審核和建議，以確保其強大且有效率。

Background

我在我:\DZH\HighLive\HighLive.EXE安裝了股票資料用戶端，它提供了一個 32 位元 DLL（ 我:\DZH\HailiLive\StockDrv.dll ）。該 DLL 透過 Windows 訊息傳遞即時股票數據。資料採用RCV_REPORT_STRUCTExV3格式構建，透過工作模式為RCV_WORK_SENDMSG （值 4）的自訂訊息（ WM_APP + 1 ）發送。相關頭檔（ 股票驅動器 ）定義了DLL的接口，包括庫存初始化和股票退出等關鍵函數以及資料結構。

我只需要以下欄位：

Market: Stock market identifier (e.g., 'HS' for Shanghai).
Code: Stock code (e.g., "600050").
Name: Stock name.
Time: Transaction time.
LastClose: Previous closing price.
Open: Opening price.
High: Highest price.
Low: Lowest price.
NewPrice: Latest price.
Volume: Transaction volume.
Amount: Transaction amount.
BuyPrice1 to BuyPrice5: Five levels of bid prices.
BuyVolume1 to BuyVolume5: Five levels of bid volumes.
SellPrice1 to SellPrice5: Five levels of ask prices.
SellVolume1 to SellVolume5: Five levels of ask volumes.

自動化和腳本視窗回覆：請求專家協助：使用 JSL 和 Python 在 JMP 中接收即時庫存數據

資料包裝在接收資料結構中，其中m_pReportV3指向RCV_REPORT_STRUCTExV3記錄數組。 JSL 可以使用窺視載入 DLL 並解析二進位數據，而 Python 可以透過ctypes處理 Windows 訊息循環。

Challenge

JSL 本身無法建立 Windows 訊息循環，因此我整合了 Python 來管理它。 DLL 使用視窗句柄和訊息 ID 進行初始化，然後將資料傳送到該視窗。我需要在 JSL 中解析這些資料並用指定的欄位填充 JMP 表。

My Proposed Solution

下面是我的實作。它使用 JSL 定義表和解析數據，使用 Python 處理訊息循環。我已添加評論來解釋每個步驟。您能否審查一下並提出改進建議？

// StockReceiver.jsl

// Create a JMP data table with required columns
dt = New Table("Stock Data",
    New Column("Market", Character, Width(4)),        // Market identifier (e.g., 'HS')
    New Column("Code", Character, Width(10)),         // Stock code
    New Column("Name", Character, Width(32)),         // Stock name
    New Column("Time", Numeric, Format("yyyy-mm-dd hh:mm:ss")), // Transaction time
    New Column("LastClose", Numeric, Format("Fixed Dec", 12, 2)), // Previous close
    New Column("Open", Numeric, Format("Fixed Dec", 12, 2)),      // Opening price
    New Column("High", Numeric, Format("Fixed Dec", 12, 2)),      // Highest price
    New Column("Low", Numeric, Format("Fixed Dec", 12, 2)),       // Lowest price
    New Column("NewPrice", Numeric, Format("Fixed Dec", 12, 2)),  // Latest price
    New Column("Volume", Numeric, Format("Fixed Dec", 12, 2)),    // Volume
    New Column("Amount", Numeric, Format("Fixed Dec", 12, 2)),    // Amount
    New Column("BuyPrice1", Numeric, Format("Fixed Dec", 12, 3)), // Bid price 1
    New Column("BuyVolume1", Numeric, Format("Fixed Dec", 12, 2)),// Bid volume 1
    New Column("SellPrice1", Numeric, Format("Fixed Dec", 12, 3)),// Ask price 1
    New Column("SellVolume1", Numeric, Format("Fixed Dec", 12, 2)),// Ask volume 1
    New Column("BuyPrice2", Numeric, Format("Fixed Dec", 12, 3)), // Bid price 2
    New Column("BuyVolume2", Numeric, Format("Fixed Dec", 12, 2)),// Bid volume 2
    New Column("SellPrice2", Numeric, Format("Fixed Dec", 12, 3)),// Ask price 2
    New Column("SellVolume2", Numeric, Format("Fixed Dec", 12, 2)),// Ask volume 2
    New Column("BuyPrice3", Numeric, Format("Fixed Dec", 12, 3)), // Bid price 3
    New Column("BuyVolume3", Numeric, Format("Fixed Dec", 12, 2)),// Bid volume 3
    New Column("SellPrice3", Numeric, Format("Fixed Dec", 12, 3)),// Ask price 3
    New Column("SellVolume3", Numeric, Format("Fixed Dec", 12, 2)),// Ask volume 3
    New Column("BuyPrice4", Numeric, Format("Fixed Dec", 12, 3)), // Bid price 4
    New Column("BuyVolume4", Numeric, Format("Fixed Dec", 12, 2)),// Bid volume 4
    New Column("SellPrice4", Numeric, Format("Fixed Dec", 12, 3)),// Ask price 4
    New Column("SellVolume4", Numeric, Format("Fixed Dec", 12, 2)),// Ask volume 4
    New Column("BuyPrice5", Numeric, Format("Fixed Dec", 12, 3)), // Bid price 5
    New Column("BuyVolume5", Numeric, Format("Fixed Dec", 12, 2)),// Bid volume 5
    New Column("SellPrice5", Numeric, Format("Fixed Dec", 12, 3)),// Ask price 5
    New Column("SellVolume5", Numeric, Format("Fixed Dec", 12, 2)) // Ask volume 5
);

// Global variables for managing the receiver
global:hwnd = 0;     // Window handle
global:dll = 0;      // DLL object
global:running = 1;  // Flag to control the message loop

// Function to parse RCV_DATA and extract RCV_REPORT_STRUCTExV3 fields
ParseStockData = Function({lParam},
    // Check the data type (RCV_REPORT = 0x3f001234)
    dataType = Peek(lParam, 0, "int");
    If(dataType == 1061153620, // RCV_REPORT
        // Get number of records and pointer to report data
        packetNum = Peek(lParam, 4, "int");          // m_nPacketNum
        reportPtr = Peek(lParam, 276, "int");        // m_pReportV3 offset
        
        // Process each record
        For(i = 0, i < packetNum, i++,
            baseOffset = reportPtr + i * Peek(reportPtr, 0, "short"); // Offset based on m_cbSize
            
            // Extract fields from RCV_REPORT_STRUCTExV3
            time = Peek(baseOffset, 2, "int");       // m_time (time_t)
            market = Peek(baseOffset, 6, "short");   // m_wMarket
            code = Peek(baseOffset, 8, "char[10]");  // m_szLabel
            name = Peek(baseOffset, 18, "char[32]"); // m_szName
            lastClose = Peek(baseOffset, 50, "float"); // m_fLastClose
            open = Peek(baseOffset, 54, "float");    // m_fOpen
            high = Peek(baseOffset, 58, "float");    // m_fHigh
            low = Peek(baseOffset, 62, "float");     // m_fLow
            newPrice = Peek(baseOffset, 66, "float"); // m_fNewPrice
            volume = Peek(baseOffset, 70, "float");  // m_fVolume
            amount = Peek(baseOffset, 74, "float");  // m_fAmount
            buyPrice1 = Peek(baseOffset, 78, "float");  // m_fBuyPrice[0]
            buyPrice2 = Peek(baseOffset, 82, "float");  // m_fBuyPrice[1]
            buyPrice3 = Peek(baseOffset, 86, "float");  // m_fBuyPrice[2]
            buyPrice4 = Peek(baseOffset, 126, "float"); // m_fBuyPrice4
            buyPrice5 = Peek(baseOffset, 134, "float"); // m_fBuyPrice5
            buyVolume1 = Peek(baseOffset, 90, "float");  // m_fBuyVolume[0]
            buyVolume2 = Peek(baseOffset, 94, "float");  // m_fBuyVolume[1]
            buyVolume3 = Peek(baseOffset, 98, "float");  // m_fBuyVolume[2]
            buyVolume4 = Peek(baseOffset, 130, "float"); // m_fBuyVolume4
            buyVolume5 = Peek(baseOffset, 138, "float"); // m_fBuyVolume5
            sellPrice1 = Peek(baseOffset, 102, "float"); // m_fSellPrice[0]
            sellPrice2 = Peek(baseOffset, 106, "float"); // m_fSellPrice[1]
            sellPrice3 = Peek(baseOffset, 110, "float"); // m_fSellPrice[2]
            sellPrice4 = Peek(baseOffset, 142, "float"); // m_fSellPrice4
            sellPrice5 = Peek(baseOffset, 150, "float"); // m_fSellPrice5
            sellVolume1 = Peek(baseOffset, 114, "float"); // m_fSellVolume[0]
            sellVolume2 = Peek(baseOffset, 118, "float"); // m_fSellVolume[1]
            sellVolume3 = Peek(baseOffset, 122, "float"); // m_fSellVolume[2]
            sellVolume4 = Peek(baseOffset, 146, "float"); // m_fSellVolume4
            sellVolume5 = Peek(baseOffset, 154, "float"); // m_fSellVolume5
            
            // Convert time_t to readable format (milliseconds for JMP)
            timeStr = Format(DateTime(time * 1000), "yyyy-mm-dd hh:mm:ss");
            
            // Add row to table
            dt << Add Rows(1);
            row = N Rows(dt);
            :Market[row] = Char(market);     // Convert market code to string
            :Code[row] = code;
            :Name[row] = name;
            :Time[row] = timeStr;
            :LastClose[row] = lastClose;
            :Open[row] = open;
            :High[row] = high;
            :Low[row] = low;
            :NewPrice[row] = newPrice;
            :Volume[row] = volume;
            :Amount[row] = amount;
            :BuyPrice1[row] = buyPrice1;
            :BuyPrice2[row] = buyPrice2;
            :BuyPrice3[row] = buyPrice3;
            :BuyPrice4[row] = buyPrice4;
            :BuyPrice5[row] = buyPrice5;
            :BuyVolume1[row] = buyVolume1;
            :BuyVolume2[row] = buyVolume2;
            :BuyVolume3[row] = buyVolume3;
            :BuyVolume4[row] = buyVolume4;
            :BuyVolume5[row] = buyVolume5;
            :SellPrice1[row] = sellPrice1;
            :SellPrice2[row] = sellPrice2;
            :SellPrice3[row] = sellPrice3;
            :SellPrice4[row] = sellPrice4;
            :SellPrice5[row] = sellPrice5;
            :SellVolume1[row] = sellVolume1;
            :SellVolume2[row] = sellVolume2;
            :SellVolume3[row] = sellVolume3;
            :SellVolume4[row] = sellVolume4;
            :SellVolume5[row] = sellVolume5;
        );
        Return(1); // Message processed
    ,
        Return(0); // Unknown data type, not processed
    );
);

// Load the DLL
dll = Load DLL("I:\DZH\HailiLive\StockDrv.dll");
If(Is Empty(dll),
    Throw("Failed to load StockDrv.dll");
);
global:dll = dll;

// Run Python code to handle Windows message loop
Run Python(
    "
    import ctypes
    from ctypes import wintypes
    import jmp

    # Constants for message handling
    WM_APP = 0x8000
    My_Msg_StkData = WM_APP + 1
    RCV_REPORT = 0x3f001234

    # Windows API type definitions
    HWND = wintypes.HWND
    UINT = wintypes.UINT
    WPARAM = wintypes.WPARAM
    LPARAM = wintypes.LPARAM
    WNDPROC = ctypes.WINFUNCTYPE(ctypes.c_long, HWND, UINT, WPARAM, LPARAM)

    # Load user32.dll for Windows API calls
    user32 = ctypes.WinDLL('user32')

    # Define WNDCLASSEX structure for window registration
    class WNDCLASSEX(ctypes.Structure):
        _fields_ = [
            ('cbSize', UINT),
            ('style', UINT),
            ('lpfnWndProc', WNDPROC),
            ('cbClsExtra', ctypes.c_int),
            ('cbWndExtra', ctypes.c_int),
            ('hInstance', wintypes.HINSTANCE),
            ('hIcon', wintypes.HICON),
            ('hCursor', wintypes.HCURSOR),
            ('hbrBackground', wintypes.HBRUSH),
            ('lpszMenuName', wintypes.LPCWSTR),
            ('lpszClassName', wintypes.LPCWSTR),
            ('hIconSm', wintypes.HICON)
        ]

    # Window procedure to handle messages
    @WNDPROC
    def WndProc(hWnd, msg, wParam, lParam):
        if msg == My_Msg_StkData and wParam == RCV_REPORT:
            # Call JSL to process the data
            result = jmp.run_jsl('ParseStockData(' + str(lParam) + ');')
            return result
        return user32.DefWindowProcW(hWnd, msg, wParam, lParam)

    # Get global variables from JSL
    hInstance = ctypes.windll.kernel32.GetModuleHandleW(None)  # Current module handle
    dll = jmp.get_global('dll')                                # DLL object
    running = jmp.get_global('running')                        # Loop control flag

    # Register window class
    wcex = WNDCLASSEX()
    wcex.cbSize = ctypes.sizeof(WNDCLASSEX)
    wcex.style = 0x3  # CS_HREDRAW | CS_VREDRAW
    wcex.lpfnWndProc = WNDPROC(WndProc)
    wcex.cbClsExtra = 0
    wcex.cbWndExtra = 0
    wcex.hInstance = hInstance
    wcex.hIcon = 0
    wcex.hCursor = 0
    wcex.hbrBackground = 0
    wcex.lpszMenuName = None
    wcex.lpszClassName = 'StockDataWindow'
    wcex.hIconSm = 0
    if not user32.RegisterClassExW(ctypes.byref(wcex)):
        raise Exception('Failed to register window class')

    # Create window
    hWnd = user32.CreateWindowExW(
        0, 'StockDataWindow', 'Stock Receiver', 0,
        0, 0, 100, 100, 0, 0, hInstance, None
    )
    if not hWnd:
        raise Exception('Failed to create window')
    jmp.set_global('hwnd', hWnd)  # Store window handle in JSL

    # Initialize the DLL
    stock_init = dll.Stock_Init
    stock_init.argtypes = [HWND, UINT, ctypes.c_int]
    stock_init.restype = ctypes.c_int
    result = stock_init(hWnd, My_Msg_StkData, 4)  # 4 = RCV_WORK_SENDMSG
    if result != 1:
        raise Exception('Stock_Init failed: ' + str(result))

    # Message loop
    msg = ctypes.wintypes.MSG()
    while running[0]:
        if user32.GetMessageW(ctypes.byref(msg), 0, 0, 0) > 0:
            user32.TranslateMessage(ctypes.byref(msg))
            user32.DispatchMessageW(ctypes.byref(msg))
        else:
            break

    # Cleanup
    stock_quit = dll.Stock_Quit
    stock_quit.argtypes = [HWND]
    stock_quit.restype = ctypes.c_int
    stock_quit(hWnd)
    user32.DestroyWindow(hWnd)
    user32.UnregisterClassW('StockDataWindow', hInstance)
    print('Stock data receiver stopped')
    ",
    "Stock data receiver started"  // Output when Python starts
);

// Function to stop the receiver
StopReceiver = Function({},
    global:running = 0;  // Signal Python to exit loop
    If(global:hwnd != 0,
        Call DLL("Stock_Quit", dll, global:hwnd);  // Cleanup DLL
        global:hwnd = 0;
    );
    Write("Stock data receiver stopped.\!n");
);

// Display startup message
Write("Stock data receiver initialized. Run StopReceiver() to stop.\!n");

關鍵細節

• DLL函數：
  • Stock_Init（HWND hWnd，UINT Msg，int nWorkMode） ：初始化 DLL，成功時回傳 1。
  • Stock_Quit(HWND hWnd) ：停止訊息傳送，成功時傳回 1。
• 資料結構偏移：
  • 接收訊息： m_pReportV3在位元組 276 處（在m_wDataType 、 m_nPacketNum 、 m_文件 、 磁碟管理之後）。
  • RCV_REPORT_STRUCTExV3 ：與#pragma pack(1)對齊的字段，例如m_時間為 2、 m_fBuyPrice5為 134、 m_fSellVolume5為 154。
• 執行：
  • JSL 載入 DLL 並定義表。
  • Python 建立一個窗口，初始化 DLL，並執行訊息循環。
  • 訊息觸發解析股票數據來填入表。

您的問題

1. 使用窺視的二進位解析對於偏移量是否正確？我假設由於#pragma pack(1)而沒有填充。
2. 訊息循環是否可以針對高頻資料進行最佳化？
3. 我是否應該添加緩衝來減少表更新（例如每 100 行）？

我將非常感激您對潛在問題、效能增強或替代方法的回饋。先感謝您的專業知識！

此致敬意，謝謝專家！

回覆：請求專家協助：使用 JSL 和 Python 在 JMP 中接收即時庫存數據

當然我讓grok3根據兩段C++程式碼以及相關介面規格把這些內容合成過來了。

這是否可行。我誠心需要專家的幫助。

回覆：請求專家協助：使用 JSL 和 Python 在 JMP 中接收即時庫存數據

看起來是一個複雜的問題。
最後採用了grok3 feed方案：
使用原始 C 程式碼與 MinGW Installer 建立一個 32 位元 EXE 來監聽 32 位元 DLL 以接收資料。
這樣就無需安裝 C++Builder XE7。
數據仍使用 64 位元 JMP 處理。

謝謝專家！