Building on x64

[willferreira]

I'm trying to build pyql for WIN32 x64 in the following environment:

• Python 3.6.2 | packaged by conda-forge | (default, Jul 23 2017, 22:58:45) [MSC v.1900 64 bit (AMD64)] on win32
• Boost 1.71.0
• QuantLib-1.16
• MSVC Community 2017 Version 15.9.17

I followed the instructions here

but had to make a few additional tweaks:

1. add the compiler flag /D QL_HIGH_RESOLUTION_DATE when building QuantLib so that QuantLib::Hour etc. were defined
2. add the same compiler flag in setup.py get_define_macros()
3. Put a guard: if sys.platform != 'win32': around the compiler_so code in setup.py pyql_build_ext.build_extensions(), since this code is *nix specific (I think)
4. Install cygwin with the binutils package in order to get nm (a *nix utility for examining binary files). Put the nm location in your PATH or amend generate_symbols.py symbol_generator_from_obj_file() sp that command = [r'<wherever your cygwin install puts nm\nm', '--extern-only', '--defined-only', object_file]
5. Futz around with the lib names etc; see this issue

I could then follow the build, def file, build instructions, and subsequently run python setup.py build_ext --inplace or python setup.py build.

When I tried to run the tests I got a bunch of errors all very similar to this:

======================================================================
ERROR: quantlib.test.test_zero_coupon (unittest.loader._FailedTest)

ImportError: Failed to import test module: quantlib.test.test_zero_coupon
Traceback (most recent call last):
File "C:\Users\wxf\Continuum\anaconda3\envs\gresham_pyql\lib\unittest\loader.py", line 428, in _find_test_path
module = self._get_module_from_name(name)
File "C:\Users\wxf\Continuum\anaconda3\envs\gresham_pyql\lib\unittest\loader.py", line 369, in _get_module_from_name
import(name)
File "d:\dev\pyql\quantlib\test\test_zero_coupon.py", line 3, in
from quantlib.settings import Settings
ImportError: DLL load failed: %1 is not a valid Win32 application.

which seems to suggest some sort of 32bit vs x64 conflict, but I can't work out why. Can anyone help?

This is some output from the build stage which seems to indicate that the 64 bit compiler is being used:

C:\Program Files (x86)\Microsoft Visual Studio\2017\Community\VC\Tools\MSVC\14.16.27023\bin\HostX86\x64\cl.exe /c /nologo /Ox /W3 /GL /DNDEBUG /MT -D_WIN64 -DWIN64 -DNDEBUG -D_WINDOWS -DNOMINMAX -DWINNT -D_WINDLL -D_SCL_SECURE_NO_DEPRECATE -D_CRT_SECURE_NO_DEPRECATE -D_SCL_SECURE_NO_WARNINGS -DQL_HIGH_RESOLUTION_DATE -ID:\lib\QuantLib-1.16 -ID:\lib\boost_1_71_0 -I. -I./cpp_layer -IC:\Users\wxf\Continuum\anaconda3\envs\gresham_pyql\lib\site-packages\numpy\core\include -IC:\Users\wxf\Continuum\anaconda3\envs\gresham_pyql\include -IC:\Users\wxf\Continuum\anaconda3\envs\gresham_pyql\include "-IC:\Program Files (x86)\Microsoft Visual Studio\2017\Community\VC\Tools\MSVC\14.16.27023\ATLMFC\include" "-IC:\Program Files (x86)\Microsoft Visual Studio\2017\Community\VC\Tools\MSVC\14.16.27023\include" "-IC:\Program Files (x86)\Windows Kits\10\include\10.0.17763.0\ucrt" "-IC:\Program Files (x86)\Windows Kits\10\include\10.0.17763.0\shared" "-IC:\Program Files (x86)\Windows Kits\10\include\10.0.17763.0\um" "-IC:\Program Files (x86)\Windows Kits\10\include\10.0.17763.0\winrt" "-IC:\Program Files (x86)\Windows Kits\10\include\10.0.17763.0\cppwinrt" /EHsc /Tpcpp_layer/constraint_support_code.cpp /Fobuild\temp.win-amd64-3.6\Release\cpp_layer/constraint_support_code.obj /GR /FD /Zm250 /EHsc
constraint_support_code.cpp