使用mex C生成MATLAB的股票數據分析接口

#include "mex.h"

#define DWORD long 
#define NUMBER_OF_STRUCTS (sizeof(friends)/sizeof(struct phonebook))
#define NUMBER_OF_FIELDS (sizeof(field_names)/sizeof(*field_names))

void mexFunction(int nlhs,
    mxArray * plhs[] , int nrhs,const mxArray * pahs[])
{
typedef struct {
        DWORD    dt;  //日期: 比如讀出數據為20031110,代表2003年11月10號
        DWORD    k_price;//開盤價*0.01）:讀出的價格乘0.01為實際價格。下同。
        DWORD    h_price;//最高價*0.01
        DWORD    l_price;//最底價*0.01
        DWORD    s_price;//收盤價
        float    s_tolmoney;//(單位:億)
        DWORD bur_tol;//成交量
        DWORD unknown; ///沒有使用
    }ST_K_DATE;
    FILE * f = 0;
    int nfieldidx= 0;
    char * pkdata;
    int lday = 8;
    int dims[2] = {1, lday };
   char msg[128] = "";
   char path[512] = {0};
   int i,r,c ,*val;
   double  *kp,*sp,*hp,*lp,*tm,*vol;
   int lseekpos;    
   mxArray *field_value;   
   const char *field_names[] = {"日期", "開盤價","最高價","最低價","收盤價","成交金額","成交量"};  
   ST_K_DATE * pd = 0;
   r = mxGetM(pahs[0]);
   c = mxGetN(pahs[0]);
   sprintf(msg,"r:%d , c:%d  rn",r,c);
   mexPrintf(msg);
   mxGetString(pahs[0],msg,128);
   sprintf(path,"D:\jcb_hxzq\vipdoc\sh\lday\sh%s.day",msg);
   mexPrintf(path);  
   lday = (int)*mxGetPr(pahs[1]);
   dims[1] = lday;
   pkdata = malloc (sizeof(ST_K_DATE)*lday);
   plhs[0] = mxCreateStructArray(2, dims, NUMBER_OF_FIELDS, field_names);
   plhs[1] = mxCreateDoubleMatrix(1,lday,mxREAL);
   plhs[2] = mxCreateDoubleMatrix(1,lday,mxREAL);
   plhs[3] = mxCreateDoubleMatrix(1,lday,mxREAL);
   plhs[4] = mxCreateDoubleMatrix(1,lday,mxREAL);
   plhs[5] = mxCreateDoubleMatrix(1,lday,mxREAL);
   plhs[6] = mxCreateDoubleMatrix(1,lday,mxREAL);
   f = fopen(path,"r+b");
   lseekpos = sizeof(ST_K_DATE)*lday;
   fseek(f,-lseekpos,SEEK_END);
   fread(pkdata,sizeof(ST_K_DATE),lday,f);
   pd = (ST_K_DATE*)pkdata;
   for (i=0;i<lday;i++){
       nfieldidx = 0;
       msg[0] = 0;
       sprintf(msg,"%d",pd[i].dt);
       mxSetField(plhs[0],i,field_names[nfieldidx++],mxCreateString(msg)); 
       field_value = mxCreateDoubleMatrix(1,1,mxREAL);
       mxGetPr(plhs[nfieldidx])[i] = *mxGetPr(field_value) = pd[i].k_price*0.01f;
       mxSetField(plhs[0],i,field_names[nfieldidx++],field_value);
       field_value = mxCreateDoubleMatrix(1,1,mxREAL);
       mxGetPr(plhs[nfieldidx])[i] = *mxGetPr(field_value) = pd[i].h_price*0.01f;
       mxSetField(plhs[0],i,field_names[nfieldidx++],field_value);
       field_value = mxCreateDoubleMatrix(1,1,mxREAL);
       mxGetPr(plhs[nfieldidx])[i] = *mxGetPr(field_value) = pd[i].l_price*0.01f;
       mxSetField(plhs[0],i,field_names[nfieldidx++],field_value);
       field_value = mxCreateDoubleMatrix(1,1,mxREAL);
       mxGetPr(plhs[nfieldidx])[i] = *mxGetPr(field_value) = pd[i].s_price*0.01f;
       mxSetField(plhs[0],i,field_names[nfieldidx++],field_value);
       field_value = mxCreateDoubleMatrix(1,1,mxREAL);
       mxGetPr(plhs[nfieldidx])[i] = *mxGetPr(field_value) = pd[i].s_tolmoney;
       mxSetField(plhs[0],i,field_names[nfieldidx++],field_value);
       field_value = mxCreateDoubleMatrix(1,1,mxREAL);
       mxGetPr(plhs[nfieldidx])[i] = *mxGetPr(field_value) = pd[i].bur_tol;
       mxSetField(plhs[0],i,field_names[nfieldidx++],field_value);
   }
   fclose(f);
}
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在matlab中輸入  mex welcom.c ; [s,kp,hp,lp,sp,tm,vol] = welcom('600477',10);candle(kp',lp',sp',kp', 'red');

生成圖形如下:

爽。。後面可以開始使用matlab強大的功能分析數據了。