his project is an attempt to combine several technologies into a coherent
trading platform. In particular, the XLL technology is used to control the
Excel and Python is the principal scripting and interoperability tool. For
this reason Cygwin is not suitable because it does not produce native Windows
code and, thus, incompatible with XLL. Microsoft C++ compilers of Visual
Studio 2005 and 2008 are not suitable because these compilers postulate
manifest-assisted DLL loading. Such technology is incompatible with Python. I
was unable to find a way to produce viable C++ binaries using MinGW in
combination with boost::thread and STLport. The example of basic failure of
such combination is placed in the directiory
OTSProjects\tests\ThreadMasterTest\MinGWThreading. This is a shame because
this leaves us without free C++ compiler on Windows OS. Hence, Visual Studio
C++ 7.1 seems to be the only generally accepted option.
The g++ compiler is used for all Linux-based developement.
The Boost.Build and bjam.exe are useful source of default options for various
C++ compilers. Running bjam.exe with -d+2 option denerates a verbose output of
the performed operations. I use such output to costruct native make-file
scripts.
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