QuantLib Python installation on windows machine

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QuantLib Python installation on windows machine

Charles Allderman
Vijay

I think that as the python binary version you are using is probably compiled using MSC v.1900. (visual studio 2015). This has to be the same compiler for your QuantLib installation on windows if using visual studio.

Charles

 
---------- Forwarded message ----------
From: vj <[hidden email]>
To: [hidden email]
Cc: 
Bcc: 
Date: Mon, 3 Jul 2017 17:23:51 -0400
Subject: [Quantlib-users] QuantLib Python installation on windows machine

I am trying to install QuantLib Python in my windows machine using the instructions given in
http://quantlib.org/install/windows-python.shtml.
I did the following:

I downloaded QuantLib-1.10, SWIG and installed boost.

I built the QuantLib-1.10 in my windows 8 machine using Visual Studio 2017 comunity edition. Succefully produced QuantLib-vc141-x64-mt.lib.

Then I did the following in the command window.

cd C:\local\QuantLib-SWIG-1.9\Python
  set QL_DIR=C:\local\QuantLib-1.10
  set INCLUDE=C:\local\boost_1_64_0

and then
python setup.py build

It failed because it was looking for QuantLib-vc140-x64-mt.lib. I changed the name  QuantLib-vc141-x64-mt.lib to QuantLib-vc140-x64-mt.lib. It accepted it and built it.

Then I tried python setup.py test.

It failed giving error messages given below.

What am I doing wrong?
Can someone help me.
Thanks
Vijay

File "build\lib.win-amd64-3.6\QuantLib\QuantLib.py", line 18, in swig_import_h
elper
    return importlib.import_module(mname)
  File "C:\Users\vjkumar\Anaconda3\lib\importlib\__init__.py", line 126, in impo
rt_module
    return _bootstrap._gcd_import(name[level:], package, level)
  File "<frozen importlib._bootstrap>", line 978, in _gcd_import
  File "<frozen importlib._bootstrap>", line 961, in _find_and_load
  File "<frozen importlib._bootstrap>", line 950, in _find_and_load_unlocked
  File "<frozen importlib._bootstrap>", line 648, in _load_unlocked
  File "<frozen importlib._bootstrap>", line 560, in module_from_spec
  File "<frozen importlib._bootstrap_external>", line 922, in create_module
  File "<frozen importlib._bootstrap>", line 205, in _call_with_frames_removed
ImportError: DLL load failed: The specified module could not be found.

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "setup.py", line 252, in <module>
    'build_ext': my_build_ext
  File "C:\Users\vjkumar\Anaconda3\lib\distutils\core.py", line 148, in setup
    dist.run_commands()
  File "C:\Users\vjkumar\Anaconda3\lib\distutils\dist.py", line 955, in run_comm
ands
    self.run_command(cmd)
  File "C:\Users\vjkumar\Anaconda3\lib\distutils\dist.py", line 974, in run_comm
and
    cmd_obj.run()
  File "setup.py", line 58, in run
    module = __import__('QuantLibTestSuite', globals(), locals(), [''])
  File "test\QuantLibTestSuite.py", line 22, in <module>
    from date import DateTest
  File "test\date.py", line 18, in <module>
    import QuantLib
  File "build\lib.win-amd64-3.6\QuantLib\__init__.py", line 21, in <module>
    from .QuantLib import *
  File "build\lib.win-amd64-3.6\QuantLib\QuantLib.py", line 21, in <module>
    _QuantLib = swig_import_helper()
  File "build\lib.win-amd64-3.6\QuantLib\QuantLib.py", line 20, in swig_import_h
elper
    return importlib.import_module('_QuantLib')
  File "C:\Users\vjkumar\Anaconda3\lib\importlib\__init__.py", line 126, in impo
rt_module
    return _bootstrap._gcd_import(name[level:], package, level)
ModuleNotFoundError: No module named '_QuantLib'



---------- Forwarded message ----------
From: Andrew Leach <[hidden email]>
To: [hidden email]
Cc: 
Bcc: 
Date: Tue, 4 Jul 2017 06:14:57 +0200
Subject: [Quantlib-users] Linking Quantlib to my code problem - LNK2001 unresolved external symbol __imp___invalid_parameter
Hi,

I'm relatively new to debugging C++ code, espcially with external libraries so my appologies if this is trvial.

I'm trying to link my code to QuantLib.

The boost (1.64) and QuantLiv (1.10) on Visual Studio 2017 Community on Windows 10 went fine, no errors and built both the Debug and Release versions of QuantLib.

However, when I'm linking my program I'm getting the follwoing errors:

Severity Code Description Project File Line Suppression State
Error LNK1120 5 unresolved externals MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\Release\MTF_Garch.dll 1
Warning LNK4075 ignoring '/EDITANDCONTINUE' due to '/OPT:ICF' specification MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearchbasedmethod.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(conjugategradient.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(armijo.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearch.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(endcriteria.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(constraint.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(leastsquare.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(simplex.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\MTF_Garch.obj 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(errors.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(garch.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(conjugategradient.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(armijo.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearch.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(constraint.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(leastsquare.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(simplex.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearchbasedmethod.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(errors.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(garch.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(endcriteria.obj) 1
Error LNK2001 unresolved external symbol __imp___calloc_dbg MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___free_dbg MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\msvcprtd.lib(locale0_implib.obj) 1
Error LNK2001 unresolved external symbol __imp___malloc_dbg MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\msvcprtd.lib(locale0_implib.obj) 1


NB. The directory structure is the old VS105 directory structure but the project has been correctly migrated to 2017.

Everything that I do to fix this issue doesn't seem to work.

I'm including headers 

#include <ql/quantlib.hpp>
#include <ql/models/volatility/garch.hpp>

in my code.

Any suggestions on how to fix this please?

TIA.


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Re: QuantLib Python installation on windows machine

vj
Charles,
Some background.
I am new for QuantLib as well as compiling complex code with Python compilers, SWIG wrappers etc.
My background is C#, JavaScript, node.js, databases, C in embedded programming and some C++ and very little Python.
I use VS 2015 a lot and python occasionally. Both were installed some time back. For my new Quant Finance analysis project I thought QuantLib will be great.
I installed Anaconda, VS 2017. I followed several different instructions on the web, mainly 
Can you please elaborate for a newbie like me about how to make sure the  python binary version is compiled by VS 2017.
Thanks.
Vijay


Sent from my iPad

On Jul 4, 2017, at 2:31 AM, Charles Allderman <[hidden email]> wrote:

Vijay

I think that as the python binary version you are using is probably compiled using MSC v.1900. (visual studio 2015). This has to be the same compiler for your QuantLib installation on windows if using visual studio.

Charles

 
---------- Forwarded message ----------
From: vj <[hidden email]>
To: [hidden email]
Cc: 
Bcc: 
Date: Mon, 3 Jul 2017 17:23:51 -0400
Subject: [Quantlib-users] QuantLib Python installation on windows machine

I am trying to install QuantLib Python in my windows machine using the instructions given in
http://quantlib.org/install/windows-python.shtml.
I did the following:

I downloaded QuantLib-1.10, SWIG and installed boost.

I built the QuantLib-1.10 in my windows 8 machine using Visual Studio 2017 comunity edition. Succefully produced QuantLib-vc141-x64-mt.lib.

Then I did the following in the command window.

cd C:\local\QuantLib-SWIG-1.9\Python
  set QL_DIR=C:\local\QuantLib-1.10
  set INCLUDE=C:\local\boost_1_64_0

and then
python setup.py build

It failed because it was looking for QuantLib-vc140-x64-mt.lib. I changed the name  QuantLib-vc141-x64-mt.lib to QuantLib-vc140-x64-mt.lib. It accepted it and built it.

Then I tried python setup.py test.

It failed giving error messages given below.

What am I doing wrong?
Can someone help me.
Thanks
Vijay

File "build\lib.win-amd64-3.6\QuantLib\QuantLib.py", line 18, in swig_import_h
elper
    return importlib.import_module(mname)
  File "C:\Users\vjkumar\Anaconda3\lib\importlib\__init__.py", line 126, in impo
rt_module
    return _bootstrap._gcd_import(name[level:], package, level)
  File "<frozen importlib._bootstrap>", line 978, in _gcd_import
  File "<frozen importlib._bootstrap>", line 961, in _find_and_load
  File "<frozen importlib._bootstrap>", line 950, in _find_and_load_unlocked
  File "<frozen importlib._bootstrap>", line 648, in _load_unlocked
  File "<frozen importlib._bootstrap>", line 560, in module_from_spec
  File "<frozen importlib._bootstrap_external>", line 922, in create_module
  File "<frozen importlib._bootstrap>", line 205, in _call_with_frames_removed
ImportError: DLL load failed: The specified module could not be found.

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "setup.py", line 252, in <module>
    'build_ext': my_build_ext
  File "C:\Users\vjkumar\Anaconda3\lib\distutils\core.py", line 148, in setup
    dist.run_commands()
  File "C:\Users\vjkumar\Anaconda3\lib\distutils\dist.py", line 955, in run_comm
ands
    self.run_command(cmd)
  File "C:\Users\vjkumar\Anaconda3\lib\distutils\dist.py", line 974, in run_comm
and
    cmd_obj.run()
  File "setup.py", line 58, in run
    module = __import__('QuantLibTestSuite', globals(), locals(), [''])
  File "test\QuantLibTestSuite.py", line 22, in <module>
    from date import DateTest
  File "test\date.py", line 18, in <module>
    import QuantLib
  File "build\lib.win-amd64-3.6\QuantLib\__init__.py", line 21, in <module>
    from .QuantLib import *
  File "build\lib.win-amd64-3.6\QuantLib\QuantLib.py", line 21, in <module>
    _QuantLib = swig_import_helper()
  File "build\lib.win-amd64-3.6\QuantLib\QuantLib.py", line 20, in swig_import_h
elper
    return importlib.import_module('_QuantLib')
  File "C:\Users\vjkumar\Anaconda3\lib\importlib\__init__.py", line 126, in impo
rt_module
    return _bootstrap._gcd_import(name[level:], package, level)
ModuleNotFoundError: No module named '_QuantLib'



---------- Forwarded message ----------
From: Andrew Leach <[hidden email]>
To: [hidden email]
Cc: 
Bcc: 
Date: Tue, 4 Jul 2017 06:14:57 +0200
Subject: [Quantlib-users] Linking Quantlib to my code problem - LNK2001 unresolved external symbol __imp___invalid_parameter
Hi,

I'm relatively new to debugging C++ code, espcially with external libraries so my appologies if this is trvial.

I'm trying to link my code to QuantLib.

The boost (1.64) and QuantLiv (1.10) on Visual Studio 2017 Community on Windows 10 went fine, no errors and built both the Debug and Release versions of QuantLib.

However, when I'm linking my program I'm getting the follwoing errors:

Severity Code Description Project File Line Suppression State
Error LNK1120 5 unresolved externals MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\Release\MTF_Garch.dll 1
Warning LNK4075 ignoring '/EDITANDCONTINUE' due to '/OPT:ICF' specification MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearchbasedmethod.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(conjugategradient.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(armijo.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearch.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(endcriteria.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(constraint.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(leastsquare.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(simplex.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\MTF_Garch.obj 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(errors.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(garch.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(conjugategradient.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(armijo.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearch.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(constraint.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(leastsquare.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(simplex.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearchbasedmethod.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(errors.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(garch.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(endcriteria.obj) 1
Error LNK2001 unresolved external symbol __imp___calloc_dbg MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___free_dbg MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\msvcprtd.lib(locale0_implib.obj) 1
Error LNK2001 unresolved external symbol __imp___malloc_dbg MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\msvcprtd.lib(locale0_implib.obj) 1


NB. The directory structure is the old VS105 directory structure but the project has been correctly migrated to 2017.

Everything that I do to fix this issue doesn't seem to work.

I'm including headers 

#include <ql/quantlib.hpp>
#include <ql/models/volatility/garch.hpp>

in my code.

Any suggestions on how to fix this please?

TIA.


------------------------------------------------------------------------------
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Re: QuantLib Python installation on windows machine

Charles Allderman
In reply to this post by Charles Allderman
Maybe I was not clear, unless you are compiling Python from source using VS2017 (which I know nothing about), you need to now compile QuantLib with VS2015 (MSC v.1900). Only then can you compile Quantlib-SWIG. Presumably you could point VS2017 to use the compiler, cl.exe (MSC v.1900) but I don't know how to do this.

Bottom line is that the Python executable, QuantLib and Boost all have to be compiled using the same compiler.

On Tue, Jul 4, 2017 at 2:52 PM, Vjmoodle <[hidden email]> wrote:
Charles,
Some background.
I am new for QuantLib as well as compiling complex code with Python compilers, SWIG wrappers etc.
My background is C#, JavaScript, node.js, databases, C in embedded programming and some C++ and very little Python.
I use VS 2015 a lot and python occasionally. Both were installed some time back. For my new Quant Finance analysis project I thought QuantLib will be great.
I installed Anaconda, VS 2017. I followed several different instructions on the web, mainly 
Can you please elaborate for a newbie like me about how to make sure the  python binary version is compiled by VS 2017.
Thanks.
Vijay


Sent from my iPad

On Jul 4, 2017, at 2:31 AM, Charles Allderman <[hidden email]> wrote:

Vijay

I think that as the python binary version you are using is probably compiled using MSC v.1900. (visual studio 2015). This has to be the same compiler for your QuantLib installation on windows if using visual studio.

Charles

 
---------- Forwarded message ----------
From: vj <[hidden email]>
To: [hidden email]
Cc: 
Bcc: 
Date: Mon, 3 Jul 2017 17:23:51 -0400
Subject: [Quantlib-users] QuantLib Python installation on windows machine

I am trying to install QuantLib Python in my windows machine using the instructions given in
http://quantlib.org/install/windows-python.shtml.
I did the following:

I downloaded QuantLib-1.10, SWIG and installed boost.

I built the QuantLib-1.10 in my windows 8 machine using Visual Studio 2017 comunity edition. Succefully produced QuantLib-vc141-x64-mt.lib.

Then I did the following in the command window.

cd C:\local\QuantLib-SWIG-1.9\Python
  set QL_DIR=C:\local\QuantLib-1.10
  set INCLUDE=C:\local\boost_1_64_0

and then
python setup.py build

It failed because it was looking for QuantLib-vc140-x64-mt.lib. I changed the name  QuantLib-vc141-x64-mt.lib to QuantLib-vc140-x64-mt.lib. It accepted it and built it.

Then I tried python setup.py test.

It failed giving error messages given below.

What am I doing wrong?
Can someone help me.
Thanks
Vijay

File "build\lib.win-amd64-3.6\QuantLib\QuantLib.py", line 18, in swig_import_h
elper
    return importlib.import_module(mname)
  File "C:\Users\vjkumar\Anaconda3\lib\importlib\__init__.py", line 126, in impo
rt_module
    return _bootstrap._gcd_import(name[level:], package, level)
  File "<frozen importlib._bootstrap>", line 978, in _gcd_import
  File "<frozen importlib._bootstrap>", line 961, in _find_and_load
  File "<frozen importlib._bootstrap>", line 950, in _find_and_load_unlocked
  File "<frozen importlib._bootstrap>", line 648, in _load_unlocked
  File "<frozen importlib._bootstrap>", line 560, in module_from_spec
  File "<frozen importlib._bootstrap_external>", line 922, in create_module
  File "<frozen importlib._bootstrap>", line 205, in _call_with_frames_removed
ImportError: DLL load failed: The specified module could not be found.

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "setup.py", line 252, in <module>
    'build_ext': my_build_ext
  File "C:\Users\vjkumar\Anaconda3\lib\distutils\core.py", line 148, in setup
    dist.run_commands()
  File "C:\Users\vjkumar\Anaconda3\lib\distutils\dist.py", line 955, in run_comm
ands
    self.run_command(cmd)
  File "C:\Users\vjkumar\Anaconda3\lib\distutils\dist.py", line 974, in run_comm
and
    cmd_obj.run()
  File "setup.py", line 58, in run
    module = __import__('QuantLibTestSuite', globals(), locals(), [''])
  File "test\QuantLibTestSuite.py", line 22, in <module>
    from date import DateTest
  File "test\date.py", line 18, in <module>
    import QuantLib
  File "build\lib.win-amd64-3.6\QuantLib\__init__.py", line 21, in <module>
    from .QuantLib import *
  File "build\lib.win-amd64-3.6\QuantLib\QuantLib.py", line 21, in <module>
    _QuantLib = swig_import_helper()
  File "build\lib.win-amd64-3.6\QuantLib\QuantLib.py", line 20, in swig_import_h
elper
    return importlib.import_module('_QuantLib')
  File "C:\Users\vjkumar\Anaconda3\lib\importlib\__init__.py", line 126, in impo
rt_module
    return _bootstrap._gcd_import(name[level:], package, level)
ModuleNotFoundError: No module named '_QuantLib'



---------- Forwarded message ----------
From: Andrew Leach <[hidden email]>
To: [hidden email]
Cc: 
Bcc: 
Date: Tue, 4 Jul 2017 06:14:57 +0200
Subject: [Quantlib-users] Linking Quantlib to my code problem - LNK2001 unresolved external symbol __imp___invalid_parameter
Hi,

I'm relatively new to debugging C++ code, espcially with external libraries so my appologies if this is trvial.

I'm trying to link my code to QuantLib.

The boost (1.64) and QuantLiv (1.10) on Visual Studio 2017 Community on Windows 10 went fine, no errors and built both the Debug and Release versions of QuantLib.

However, when I'm linking my program I'm getting the follwoing errors:

Severity Code Description Project File Line Suppression State
Error LNK1120 5 unresolved externals MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\Release\MTF_Garch.dll 1
Warning LNK4075 ignoring '/EDITANDCONTINUE' due to '/OPT:ICF' specification MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearchbasedmethod.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(conjugategradient.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(armijo.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearch.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(endcriteria.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(constraint.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(leastsquare.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(simplex.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\MTF_Garch.obj 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(errors.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(garch.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(conjugategradient.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(armijo.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearch.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(constraint.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(leastsquare.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(simplex.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearchbasedmethod.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(errors.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(garch.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(endcriteria.obj) 1
Error LNK2001 unresolved external symbol __imp___calloc_dbg MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___free_dbg MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\msvcprtd.lib(locale0_implib.obj) 1
Error LNK2001 unresolved external symbol __imp___malloc_dbg MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\msvcprtd.lib(locale0_implib.obj) 1


NB. The directory structure is the old VS105 directory structure but the project has been correctly migrated to 2017.

Everything that I do to fix this issue doesn't seem to work.

I'm including headers 

#include <ql/quantlib.hpp>
#include <ql/models/volatility/garch.hpp>

in my code.

Any suggestions on how to fix this please?

TIA.


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Re: QuantLib Python installation on windows machine

Luigi Ballabio
As an alternative, try executing

    pip install QuantLib-Python

and see if pip finds anything. Depending on your architecture and Python version, you might find a precompiled version.

Luigi


On Tue, Jul 4, 2017 at 3:48 PM Charles Allderman <[hidden email]> wrote:
Maybe I was not clear, unless you are compiling Python from source using VS2017 (which I know nothing about), you need to now compile QuantLib with VS2015 (MSC v.1900). Only then can you compile Quantlib-SWIG. Presumably you could point VS2017 to use the compiler, cl.exe (MSC v.1900) but I don't know how to do this.

Bottom line is that the Python executable, QuantLib and Boost all have to be compiled using the same compiler.


On Tue, Jul 4, 2017 at 2:52 PM, Vjmoodle <[hidden email]> wrote:
Charles,
Some background.
I am new for QuantLib as well as compiling complex code with Python compilers, SWIG wrappers etc.
My background is C#, JavaScript, node.js, databases, C in embedded programming and some C++ and very little Python.
I use VS 2015 a lot and python occasionally. Both were installed some time back. For my new Quant Finance analysis project I thought QuantLib will be great.
I installed Anaconda, VS 2017. I followed several different instructions on the web, mainly 
Can you please elaborate for a newbie like me about how to make sure the  python binary version is compiled by VS 2017.
Thanks.
Vijay


Sent from my iPad

On Jul 4, 2017, at 2:31 AM, Charles Allderman <[hidden email]> wrote:

Vijay

I think that as the python binary version you are using is probably compiled using MSC v.1900. (visual studio 2015). This has to be the same compiler for your QuantLib installation on windows if using visual studio.

Charles

 
---------- Forwarded message ----------
From: vj <[hidden email]>
To: [hidden email]
Cc: 
Bcc: 
Date: Mon, 3 Jul 2017 17:23:51 -0400
Subject: [Quantlib-users] QuantLib Python installation on windows machine

I am trying to install QuantLib Python in my windows machine using the instructions given in
http://quantlib.org/install/windows-python.shtml.
I did the following:

I downloaded QuantLib-1.10, SWIG and installed boost.

I built the QuantLib-1.10 in my windows 8 machine using Visual Studio 2017 comunity edition. Succefully produced QuantLib-vc141-x64-mt.lib.

Then I did the following in the command window.

cd C:\local\QuantLib-SWIG-1.9\Python
  set QL_DIR=C:\local\QuantLib-1.10
  set INCLUDE=C:\local\boost_1_64_0

and then
python setup.py build

It failed because it was looking for QuantLib-vc140-x64-mt.lib. I changed the name  QuantLib-vc141-x64-mt.lib to QuantLib-vc140-x64-mt.lib. It accepted it and built it.

Then I tried python setup.py test.

It failed giving error messages given below.

What am I doing wrong?
Can someone help me.
Thanks
Vijay

File "build\lib.win-amd64-3.6\QuantLib\QuantLib.py", line 18, in swig_import_h
elper
    return importlib.import_module(mname)
  File "C:\Users\vjkumar\Anaconda3\lib\importlib\__init__.py", line 126, in impo
rt_module
    return _bootstrap._gcd_import(name[level:], package, level)
  File "<frozen importlib._bootstrap>", line 978, in _gcd_import
  File "<frozen importlib._bootstrap>", line 961, in _find_and_load
  File "<frozen importlib._bootstrap>", line 950, in _find_and_load_unlocked
  File "<frozen importlib._bootstrap>", line 648, in _load_unlocked
  File "<frozen importlib._bootstrap>", line 560, in module_from_spec
  File "<frozen importlib._bootstrap_external>", line 922, in create_module
  File "<frozen importlib._bootstrap>", line 205, in _call_with_frames_removed
ImportError: DLL load failed: The specified module could not be found.

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "setup.py", line 252, in <module>
    'build_ext': my_build_ext
  File "C:\Users\vjkumar\Anaconda3\lib\distutils\core.py", line 148, in setup
    dist.run_commands()
  File "C:\Users\vjkumar\Anaconda3\lib\distutils\dist.py", line 955, in run_comm
ands
    self.run_command(cmd)
  File "C:\Users\vjkumar\Anaconda3\lib\distutils\dist.py", line 974, in run_comm
and
    cmd_obj.run()
  File "setup.py", line 58, in run
    module = __import__('QuantLibTestSuite', globals(), locals(), [''])
  File "test\QuantLibTestSuite.py", line 22, in <module>
    from date import DateTest
  File "test\date.py", line 18, in <module>
    import QuantLib
  File "build\lib.win-amd64-3.6\QuantLib\__init__.py", line 21, in <module>
    from .QuantLib import *
  File "build\lib.win-amd64-3.6\QuantLib\QuantLib.py", line 21, in <module>
    _QuantLib = swig_import_helper()
  File "build\lib.win-amd64-3.6\QuantLib\QuantLib.py", line 20, in swig_import_h
elper
    return importlib.import_module('_QuantLib')
  File "C:\Users\vjkumar\Anaconda3\lib\importlib\__init__.py", line 126, in impo
rt_module
    return _bootstrap._gcd_import(name[level:], package, level)
ModuleNotFoundError: No module named '_QuantLib'



---------- Forwarded message ----------
From: Andrew Leach <[hidden email]>
To: [hidden email]
Cc: 
Bcc: 
Date: Tue, 4 Jul 2017 06:14:57 +0200
Subject: [Quantlib-users] Linking Quantlib to my code problem - LNK2001 unresolved external symbol __imp___invalid_parameter
Hi,

I'm relatively new to debugging C++ code, espcially with external libraries so my appologies if this is trvial.

I'm trying to link my code to QuantLib.

The boost (1.64) and QuantLiv (1.10) on Visual Studio 2017 Community on Windows 10 went fine, no errors and built both the Debug and Release versions of QuantLib.

However, when I'm linking my program I'm getting the follwoing errors:

Severity Code Description Project File Line Suppression State
Error LNK1120 5 unresolved externals MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\Release\MTF_Garch.dll 1
Warning LNK4075 ignoring '/EDITANDCONTINUE' due to '/OPT:ICF' specification MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearchbasedmethod.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(conjugategradient.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(armijo.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearch.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(endcriteria.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(constraint.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(leastsquare.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(simplex.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\MTF_Garch.obj 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(errors.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(garch.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(conjugategradient.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(armijo.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearch.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(constraint.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(leastsquare.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(simplex.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearchbasedmethod.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(errors.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(garch.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(endcriteria.obj) 1
Error LNK2001 unresolved external symbol __imp___calloc_dbg MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___free_dbg MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\msvcprtd.lib(locale0_implib.obj) 1
Error LNK2001 unresolved external symbol __imp___malloc_dbg MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\msvcprtd.lib(locale0_implib.obj) 1


NB. The directory structure is the old VS105 directory structure but the project has been correctly migrated to 2017.

Everything that I do to fix this issue doesn't seem to work.

I'm including headers 

#include <ql/quantlib.hpp>
#include <ql/models/volatility/garch.hpp>

in my code.

Any suggestions on how to fix this please?

TIA.


------------------------------------------------------------------------------
Check out the vibrant tech community on one of the world's most
engaging tech sites, Slashdot.org! http://sdm.link/slashdot
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users


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Re: QuantLib Python installation on windows machine

vj
Hello Luigi,
I followed your recommendation, uninstalled Anaconda, all versions of Python and reinstalled latest Python 3.6.1 and did the
pip install QuantLib-Python.

It found it, did the install!

I did some examples (from the following tutorial )  in the command line window with success.

Can you give me some guidance  or  links of articles about how to use this QuantLib with a Visual Studio web project?
Thanks for the help.
Vijay


On Tue, Jul 4, 2017 at 9:51 AM, Luigi Ballabio <[hidden email]> wrote:
As an alternative, try executing

    pip install QuantLib-Python

and see if pip finds anything. Depending on your architecture and Python version, you might find a precompiled version.

Luigi


On Tue, Jul 4, 2017 at 3:48 PM Charles Allderman <[hidden email]> wrote:
Maybe I was not clear, unless you are compiling Python from source using VS2017 (which I know nothing about), you need to now compile QuantLib with VS2015 (MSC v.1900). Only then can you compile Quantlib-SWIG. Presumably you could point VS2017 to use the compiler, cl.exe (MSC v.1900) but I don't know how to do this.

Bottom line is that the Python executable, QuantLib and Boost all have to be compiled using the same compiler.


On Tue, Jul 4, 2017 at 2:52 PM, Vjmoodle <[hidden email]> wrote:
Charles,
Some background.
I am new for QuantLib as well as compiling complex code with Python compilers, SWIG wrappers etc.
My background is C#, JavaScript, node.js, databases, C in embedded programming and some C++ and very little Python.
I use VS 2015 a lot and python occasionally. Both were installed some time back. For my new Quant Finance analysis project I thought QuantLib will be great.
I installed Anaconda, VS 2017. I followed several different instructions on the web, mainly 
Can you please elaborate for a newbie like me about how to make sure the  python binary version is compiled by VS 2017.
Thanks.
Vijay


Sent from my iPad

On Jul 4, 2017, at 2:31 AM, Charles Allderman <[hidden email]> wrote:

Vijay

I think that as the python binary version you are using is probably compiled using MSC v.1900. (visual studio 2015). This has to be the same compiler for your QuantLib installation on windows if using visual studio.

Charles

 
---------- Forwarded message ----------
From: vj <[hidden email]>
To: [hidden email]
Cc: 
Bcc: 
Date: Mon, 3 Jul 2017 17:23:51 -0400
Subject: [Quantlib-users] QuantLib Python installation on windows machine

I am trying to install QuantLib Python in my windows machine using the instructions given in
http://quantlib.org/install/windows-python.shtml.
I did the following:

I downloaded QuantLib-1.10, SWIG and installed boost.

I built the QuantLib-1.10 in my windows 8 machine using Visual Studio 2017 comunity edition. Succefully produced QuantLib-vc141-x64-mt.lib.

Then I did the following in the command window.

cd C:\local\QuantLib-SWIG-1.9\Python
  set QL_DIR=C:\local\QuantLib-1.10
  set INCLUDE=C:\local\boost_1_64_0

and then
python setup.py build

It failed because it was looking for QuantLib-vc140-x64-mt.lib. I changed the name  QuantLib-vc141-x64-mt.lib to QuantLib-vc140-x64-mt.lib. It accepted it and built it.

Then I tried python setup.py test.

It failed giving error messages given below.

What am I doing wrong?
Can someone help me.
Thanks
Vijay

File "build\lib.win-amd64-3.6\QuantLib\QuantLib.py", line 18, in swig_import_h
elper
    return importlib.import_module(mname)
  File "C:\Users\vjkumar\Anaconda3\lib\importlib\__init__.py", line 126, in impo
rt_module
    return _bootstrap._gcd_import(name[level:], package, level)
  File "<frozen importlib._bootstrap>", line 978, in _gcd_import
  File "<frozen importlib._bootstrap>", line 961, in _find_and_load
  File "<frozen importlib._bootstrap>", line 950, in _find_and_load_unlocked
  File "<frozen importlib._bootstrap>", line 648, in _load_unlocked
  File "<frozen importlib._bootstrap>", line 560, in module_from_spec
  File "<frozen importlib._bootstrap_external>", line 922, in create_module
  File "<frozen importlib._bootstrap>", line 205, in _call_with_frames_removed
ImportError: DLL load failed: The specified module could not be found.

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "setup.py", line 252, in <module>
    'build_ext': my_build_ext
  File "C:\Users\vjkumar\Anaconda3\lib\distutils\core.py", line 148, in setup
    dist.run_commands()
  File "C:\Users\vjkumar\Anaconda3\lib\distutils\dist.py", line 955, in run_comm
ands
    self.run_command(cmd)
  File "C:\Users\vjkumar\Anaconda3\lib\distutils\dist.py", line 974, in run_comm
and
    cmd_obj.run()
  File "setup.py", line 58, in run
    module = __import__('QuantLibTestSuite', globals(), locals(), [''])
  File "test\QuantLibTestSuite.py", line 22, in <module>
    from date import DateTest
  File "test\date.py", line 18, in <module>
    import QuantLib
  File "build\lib.win-amd64-3.6\QuantLib\__init__.py", line 21, in <module>
    from .QuantLib import *
  File "build\lib.win-amd64-3.6\QuantLib\QuantLib.py", line 21, in <module>
    _QuantLib = swig_import_helper()
  File "build\lib.win-amd64-3.6\QuantLib\QuantLib.py", line 20, in swig_import_h
elper
    return importlib.import_module('_QuantLib')
  File "C:\Users\vjkumar\Anaconda3\lib\importlib\__init__.py", line 126, in impo
rt_module
    return _bootstrap._gcd_import(name[level:], package, level)
ModuleNotFoundError: No module named '_QuantLib'



---------- Forwarded message ----------
From: Andrew Leach <[hidden email]>
To: [hidden email]
Cc: 
Bcc: 
Date: Tue, 4 Jul 2017 06:14:57 +0200
Subject: [Quantlib-users] Linking Quantlib to my code problem - LNK2001 unresolved external symbol __imp___invalid_parameter
Hi,

I'm relatively new to debugging C++ code, espcially with external libraries so my appologies if this is trvial.

I'm trying to link my code to QuantLib.

The boost (1.64) and QuantLiv (1.10) on Visual Studio 2017 Community on Windows 10 went fine, no errors and built both the Debug and Release versions of QuantLib.

However, when I'm linking my program I'm getting the follwoing errors:

Severity Code Description Project File Line Suppression State
Error LNK1120 5 unresolved externals MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\Release\MTF_Garch.dll 1
Warning LNK4075 ignoring '/EDITANDCONTINUE' due to '/OPT:ICF' specification MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearchbasedmethod.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(conjugategradient.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(armijo.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearch.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(endcriteria.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(constraint.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(leastsquare.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(simplex.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\MTF_Garch.obj 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(errors.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(garch.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(conjugategradient.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(armijo.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearch.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(constraint.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(leastsquare.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(simplex.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearchbasedmethod.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(errors.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(garch.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(endcriteria.obj) 1
Error LNK2001 unresolved external symbol __imp___calloc_dbg MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___free_dbg MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\msvcprtd.lib(locale0_implib.obj) 1
Error LNK2001 unresolved external symbol __imp___malloc_dbg MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\msvcprtd.lib(locale0_implib.obj) 1


NB. The directory structure is the old VS105 directory structure but the project has been correctly migrated to 2017.

Everything that I do to fix this issue doesn't seem to work.

I'm including headers 

#include <ql/quantlib.hpp>
#include <ql/models/volatility/garch.hpp>

in my code.

Any suggestions on how to fix this please?

TIA.


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Re: QuantLib Python installation on windows machine

allem@163.com
hello, 
about quantilib, is there any help documents? 
from where to get quote price , or market info to this quatlib? i know it long time, but don't know how to use it? 

kevin


 
Date: 2017-07-05 05:39
Subject: Re: [Quantlib-users] QuantLib Python installation on windows machine
Hello Luigi,
I followed your recommendation, uninstalled Anaconda, all versions of Python and reinstalled latest Python 3.6.1 and did the
pip install QuantLib-Python.

It found it, did the install!

I did some examples (from the following tutorial )  in the command line window with success.

Can you give me some guidance  or  links of articles about how to use this QuantLib with a Visual Studio web project?
Thanks for the help.
Vijay


On Tue, Jul 4, 2017 at 9:51 AM, Luigi Ballabio <[hidden email]> wrote:
As an alternative, try executing

    pip install QuantLib-Python

and see if pip finds anything. Depending on your architecture and Python version, you might find a precompiled version.

Luigi


On Tue, Jul 4, 2017 at 3:48 PM Charles Allderman <[hidden email]> wrote:
Maybe I was not clear, unless you are compiling Python from source using VS2017 (which I know nothing about), you need to now compile QuantLib with VS2015 (MSC v.1900). Only then can you compile Quantlib-SWIG. Presumably you could point VS2017 to use the compiler, cl.exe (MSC v.1900) but I don't know how to do this.

Bottom line is that the Python executable, QuantLib and Boost all have to be compiled using the same compiler.


On Tue, Jul 4, 2017 at 2:52 PM, Vjmoodle <[hidden email]> wrote:
Charles,
Some background.
I am new for QuantLib as well as compiling complex code with Python compilers, SWIG wrappers etc.
My background is C#, JavaScript, node.js, databases, C in embedded programming and some C++ and very little Python.
I use VS 2015 a lot and python occasionally. Both were installed some time back. For my new Quant Finance analysis project I thought QuantLib will be great.
I installed Anaconda, VS 2017. I followed several different instructions on the web, mainly 
Can you please elaborate for a newbie like me about how to make sure the  python binary version is compiled by VS 2017.
Thanks.
Vijay


Sent from my iPad

On Jul 4, 2017, at 2:31 AM, Charles Allderman <[hidden email]> wrote:

Vijay

I think that as the python binary version you are using is probably compiled using MSC v.1900. (visual studio 2015). This has to be the same compiler for your QuantLib installation on windows if using visual studio.

Charles

 
---------- Forwarded message ----------
From: vj <[hidden email]>
To: [hidden email]
Cc: 
Bcc: 
Date: Mon, 3 Jul 2017 17:23:51 -0400
Subject: [Quantlib-users] QuantLib Python installation on windows machine

I am trying to install QuantLib Python in my windows machine using the instructions given in
http://quantlib.org/install/windows-python.shtml.
I did the following:

I downloaded QuantLib-1.10, SWIG and installed boost.

I built the QuantLib-1.10 in my windows 8 machine using Visual Studio 2017 comunity edition. Succefully produced QuantLib-vc141-x64-mt.lib.

Then I did the following in the command window.

cd C:\local\QuantLib-SWIG-1.9\Python
  set QL_DIR=C:\local\QuantLib-1.10
  set INCLUDE=C:\local\boost_1_64_0

and then
python setup.py build

It failed because it was looking for QuantLib-vc140-x64-mt.lib. I changed the name  QuantLib-vc141-x64-mt.lib to QuantLib-vc140-x64-mt.lib. It accepted it and built it.

Then I tried python setup.py test.

It failed giving error messages given below.

What am I doing wrong?
Can someone help me.
Thanks
Vijay

File "build\lib.win-amd64-3.6\QuantLib\QuantLib.py", line 18, in swig_import_h
elper
    return importlib.import_module(mname)
  File "C:\Users\vjkumar\Anaconda3\lib\importlib\__init__.py", line 126, in impo
rt_module
    return _bootstrap._gcd_import(name[level:], package, level)
  File "<frozen importlib._bootstrap>", line 978, in _gcd_import
  File "<frozen importlib._bootstrap>", line 961, in _find_and_load
  File "<frozen importlib._bootstrap>", line 950, in _find_and_load_unlocked
  File "<frozen importlib._bootstrap>", line 648, in _load_unlocked
  File "<frozen importlib._bootstrap>", line 560, in module_from_spec
  File "<frozen importlib._bootstrap_external>", line 922, in create_module
  File "<frozen importlib._bootstrap>", line 205, in _call_with_frames_removed
ImportError: DLL load failed: The specified module could not be found.

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "setup.py", line 252, in <module>
    'build_ext': my_build_ext
  File "C:\Users\vjkumar\Anaconda3\lib\distutils\core.py", line 148, in setup
    dist.run_commands()
  File "C:\Users\vjkumar\Anaconda3\lib\distutils\dist.py", line 955, in run_comm
ands
    self.run_command(cmd)
  File "C:\Users\vjkumar\Anaconda3\lib\distutils\dist.py", line 974, in run_comm
and
    cmd_obj.run()
  File "setup.py", line 58, in run
    module = __import__('QuantLibTestSuite', globals(), locals(), [''])
  File "test\QuantLibTestSuite.py", line 22, in <module>
    from date import DateTest
  File "test\date.py", line 18, in <module>
    import QuantLib
  File "build\lib.win-amd64-3.6\QuantLib\__init__.py", line 21, in <module>
    from .QuantLib import *
  File "build\lib.win-amd64-3.6\QuantLib\QuantLib.py", line 21, in <module>
    _QuantLib = swig_import_helper()
  File "build\lib.win-amd64-3.6\QuantLib\QuantLib.py", line 20, in swig_import_h
elper
    return importlib.import_module('_QuantLib')
  File "C:\Users\vjkumar\Anaconda3\lib\importlib\__init__.py", line 126, in impo
rt_module
    return _bootstrap._gcd_import(name[level:], package, level)
ModuleNotFoundError: No module named '_QuantLib'



---------- Forwarded message ----------
From: Andrew Leach <[hidden email]>
To: [hidden email]
Cc: 
Bcc: 
Date: Tue, 4 Jul 2017 06:14:57 +0200
Subject: [Quantlib-users] Linking Quantlib to my code problem - LNK2001 unresolved external symbol __imp___invalid_parameter
Hi,

I'm relatively new to debugging C++ code, espcially with external libraries so my appologies if this is trvial.

I'm trying to link my code to QuantLib.

The boost (1.64) and QuantLiv (1.10) on Visual Studio 2017 Community on Windows 10 went fine, no errors and built both the Debug and Release versions of QuantLib.

However, when I'm linking my program I'm getting the follwoing errors:

Severity Code Description Project File Line Suppression State
Error LNK1120 5 unresolved externals MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\Release\MTF_Garch.dll 1
Warning LNK4075 ignoring '/EDITANDCONTINUE' due to '/OPT:ICF' specification MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearchbasedmethod.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(conjugategradient.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(armijo.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearch.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(endcriteria.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(constraint.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(leastsquare.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(simplex.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\MTF_Garch.obj 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(errors.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(garch.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(conjugategradient.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(armijo.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearch.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(constraint.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(leastsquare.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(simplex.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearchbasedmethod.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(errors.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(garch.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(endcriteria.obj) 1
Error LNK2001 unresolved external symbol __imp___calloc_dbg MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___free_dbg MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\msvcprtd.lib(locale0_implib.obj) 1
Error LNK2001 unresolved external symbol __imp___malloc_dbg MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\msvcprtd.lib(locale0_implib.obj) 1


NB. The directory structure is the old VS105 directory structure but the project has been correctly migrated to 2017.

Everything that I do to fix this issue doesn't seem to work.

I'm including headers 

#include <ql/quantlib.hpp>
#include <ql/models/volatility/garch.hpp>

in my code.

Any suggestions on how to fix this please?

TIA.


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答复: QuantLib Python installation on windows machine

cheng li

Hi Kevin,

 

QuantLib currently doesn’t bundle with a data source. QL is mostly an analytic library who will only ingest market data inputted by the users and doesn’t care about where those data comes from.

 

Regards,

Cheng

 

发件人: [hidden email] [mailto:[hidden email]]
发送时间: 201775 11:17
收件人: vj <[hidden email]>; Luigi Ballabio <[hidden email]>
抄送: Charles Allderman <[hidden email]>; QuantLib users <[hidden email]>
主题: Re: [Quantlib-users] QuantLib Python installation on windows machine

 

hello, 

about quantilib, is there any help documents? 

from where to get quote price , or market info to this quatlib? i know it long time, but don't know how to use it? 

 

kevin

 

 

Date: 2017-07-05 05:39

Subject: Re: [Quantlib-users] QuantLib Python installation on windows machine

Hello Luigi,

I followed your recommendation, uninstalled Anaconda, all versions of Python and reinstalled latest Python 3.6.1 and did the

pip install QuantLib-Python.

 

It found it, did the install!

 

I did some examples (from the following tutorial )  in the command line window with success.

 

Can you give me some guidance  or  links of articles about how to use this QuantLib with a Visual Studio web project?

Thanks for the help.

Vijay

 

 

On Tue, Jul 4, 2017 at 9:51 AM, Luigi Ballabio <[hidden email]> wrote:

As an alternative, try executing

 

    pip install QuantLib-Python

 

and see if pip finds anything. Depending on your architecture and Python version, you might find a precompiled version.

 

Luigi

 

 

On Tue, Jul 4, 2017 at 3:48 PM Charles Allderman <[hidden email]> wrote:

Maybe I was not clear, unless you are compiling Python from source using VS2017 (which I know nothing about), you need to now compile QuantLib with VS2015 (MSC v.1900). Only then can you compile Quantlib-SWIG. Presumably you could point VS2017 to use the compiler, cl.exe (MSC v.1900) but I don't know how to do this.

 

Bottom line is that the Python executable, QuantLib and Boost all have to be compiled using the same compiler.

 

 

On Tue, Jul 4, 2017 at 2:52 PM, Vjmoodle <[hidden email]> wrote:

Charles,

Some background.

I am new for QuantLib as well as compiling complex code with Python compilers, SWIG wrappers etc.

My background is C#, JavaScript, node.js, databases, C in embedded programming and some C++ and very little Python.

I use VS 2015 a lot and python occasionally. Both were installed some time back. For my new Quant Finance analysis project I thought QuantLib will be great.

I installed Anaconda, VS 2017. I followed several different instructions on the web, mainly 

Can you please elaborate for a newbie like me about how to make sure the  python binary version is compiled by VS 2017.

Thanks.

Vijay

 

 

Sent from my iPad


On Jul 4, 2017, at 2:31 AM, Charles Allderman <[hidden email]> wrote:

Vijay

 

I think that as the python binary version you are using is probably compiled using MSC v.1900. (visual studio 2015). This has to be the same compiler for your QuantLib installation on windows if using visual studio.

 

Charles

 

 

---------- Forwarded message ----------
From: vj <[hidden email]>
To: [hidden email]
Cc: 
Bcc: 
Date: Mon, 3 Jul 2017 17:23:51 -0400
Subject: [Quantlib-users] QuantLib Python installation on windows machine

I am trying to install QuantLib Python in my windows machine using the instructions given in
http://quantlib.org/install/windows-python.shtml.
I did the following:

I downloaded QuantLib-1.10, SWIG and installed boost.

I built the QuantLib-1.10 in my windows 8 machine using Visual Studio 2017 comunity edition. Succefully produced QuantLib-vc141-x64-mt.lib.

Then I did the following in the command window.

cd C:\local\QuantLib-SWIG-1.9\Python
  set QL_DIR=C:\local\QuantLib-1.10
  set INCLUDE=C:\local\boost_1_64_0

and then
python setup.py build

It failed because it was looking for QuantLib-vc140-x64-mt.lib. I changed the name  QuantLib-vc141-x64-mt.lib to QuantLib-vc140-x64-mt.lib. It accepted it and built it.

Then I tried python setup.py test.

It failed giving error messages given below.

What am I doing wrong?
Can someone help me.
Thanks
Vijay

File "build\lib.win-amd64-3.6\QuantLib\QuantLib.py", line 18, in swig_import_h
elper
    return importlib.import_module(mname)
  File "C:\Users\vjkumar\Anaconda3\lib\importlib\__init__.py", line 126, in impo
rt_module
    return _bootstrap._gcd_import(name[level:], package, level)
  File "<frozen importlib._bootstrap>", line 978, in _gcd_import
  File "<frozen importlib._bootstrap>", line 961, in _find_and_load
  File "<frozen importlib._bootstrap>", line 950, in _find_and_load_unlocked
  File "<frozen importlib._bootstrap>", line 648, in _load_unlocked
  File "<frozen importlib._bootstrap>", line 560, in module_from_spec
  File "<frozen importlib._bootstrap_external>", line 922, in create_module
  File "<frozen importlib._bootstrap>", line 205, in _call_with_frames_removed
ImportError: DLL load failed: The specified module could not be found.

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "setup.py", line 252, in <module>
    'build_ext': my_build_ext
  File "C:\Users\vjkumar\Anaconda3\lib\distutils\core.py", line 148, in setup
    dist.run_commands()
  File "C:\Users\vjkumar\Anaconda3\lib\distutils\dist.py", line 955, in run_comm
ands
    self.run_command(cmd)
  File "C:\Users\vjkumar\Anaconda3\lib\distutils\dist.py", line 974, in run_comm
and
    cmd_obj.run()
  File "setup.py", line 58, in run
    module = __import__('QuantLibTestSuite', globals(), locals(), [''])
  File "test\QuantLibTestSuite.py", line 22, in <module>
    from date import DateTest
  File "test\date.py", line 18, in <module>
    import QuantLib
  File "build\lib.win-amd64-3.6\QuantLib\__init__.py", line 21, in <module>
    from .QuantLib import *
  File "build\lib.win-amd64-3.6\QuantLib\QuantLib.py", line 21, in <module>
    _QuantLib = swig_import_helper()
  File "build\lib.win-amd64-3.6\QuantLib\QuantLib.py", line 20, in swig_import_h
elper
    return importlib.import_module('_QuantLib')
  File "C:\Users\vjkumar\Anaconda3\lib\importlib\__init__.py", line 126, in impo
rt_module
    return _bootstrap._gcd_import(name[level:], package, level)
ModuleNotFoundError: No module named '_QuantLib'



---------- Forwarded message ----------
From: Andrew Leach <[hidden email]>
To: [hidden email]
Cc: 
Bcc: 
Date: Tue, 4 Jul 2017 06:14:57 +0200
Subject: [Quantlib-users] Linking Quantlib to my code problem - LNK2001 unresolved external symbol __imp___invalid_parameter

Hi,

 

I'm relatively new to debugging C++ code, espcially with external libraries so my appologies if this is trvial.

 

I'm trying to link my code to QuantLib.

 

The boost (1.64) and QuantLiv (1.10) on Visual Studio 2017 Community on Windows 10 went fine, no errors and built both the Debug and Release versions of QuantLib.

 

However, when I'm linking my program I'm getting the follwoing errors:

 

Severity Code Description Project File Line Suppression State

Error LNK1120 5 unresolved externals MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\Release\MTF_Garch.dll 1

Warning LNK4075 ignoring '/EDITANDCONTINUE' due to '/OPT:ICF' specification MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1

Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearchbasedmethod.obj) 1

Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(conjugategradient.obj) 1

Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(armijo.obj) 1

Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearch.obj) 1

Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(endcriteria.obj) 1

Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(constraint.obj) 1

Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(leastsquare.obj) 1

Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(simplex.obj) 1

Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\MTF_Garch.obj 1

Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1

Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(errors.obj) 1

Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(garch.obj) 1

Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(conjugategradient.obj) 1

Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(armijo.obj) 1

Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearch.obj) 1

Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(constraint.obj) 1

Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(leastsquare.obj) 1

Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(simplex.obj) 1

Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearchbasedmethod.obj) 1

Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1

Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(errors.obj) 1

Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(garch.obj) 1

Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(endcriteria.obj) 1

Error LNK2001 unresolved external symbol __imp___calloc_dbg MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1

Error LNK2001 unresolved external symbol __imp___free_dbg MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\msvcprtd.lib(locale0_implib.obj) 1

Error LNK2001 unresolved external symbol __imp___malloc_dbg MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\msvcprtd.lib(locale0_implib.obj) 1

 

 

NB. The directory structure is the old VS105 directory structure but the project has been correctly migrated to 2017.

 

Everything that I do to fix this issue doesn't seem to work.

 

I'm including headers 

 

#include <ql/quantlib.hpp>

#include <ql/models/volatility/garch.hpp>

 

in my code.

 

Any suggestions on how to fix this please?

 

TIA.

 


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Re: QuantLib Python installation on windows machine

Luigi Ballabio
In reply to this post by vj
I'm afraid I'm not sure what you mean by "Visual Studio web project"...


On Tue, Jul 4, 2017 at 11:39 PM vj <[hidden email]> wrote:
Hello Luigi,
I followed your recommendation, uninstalled Anaconda, all versions of Python and reinstalled latest Python 3.6.1 and did the
pip install QuantLib-Python.

It found it, did the install!

I did some examples (from the following tutorial )  in the command line window with success.

Can you give me some guidance  or  links of articles about how to use this QuantLib with a Visual Studio web project?
Thanks for the help.
Vijay


On Tue, Jul 4, 2017 at 9:51 AM, Luigi Ballabio <[hidden email]> wrote:
As an alternative, try executing

    pip install QuantLib-Python

and see if pip finds anything. Depending on your architecture and Python version, you might find a precompiled version.

Luigi


On Tue, Jul 4, 2017 at 3:48 PM Charles Allderman <[hidden email]> wrote:
Maybe I was not clear, unless you are compiling Python from source using VS2017 (which I know nothing about), you need to now compile QuantLib with VS2015 (MSC v.1900). Only then can you compile Quantlib-SWIG. Presumably you could point VS2017 to use the compiler, cl.exe (MSC v.1900) but I don't know how to do this.

Bottom line is that the Python executable, QuantLib and Boost all have to be compiled using the same compiler.


On Tue, Jul 4, 2017 at 2:52 PM, Vjmoodle <[hidden email]> wrote:
Charles,
Some background.
I am new for QuantLib as well as compiling complex code with Python compilers, SWIG wrappers etc.
My background is C#, JavaScript, node.js, databases, C in embedded programming and some C++ and very little Python.
I use VS 2015 a lot and python occasionally. Both were installed some time back. For my new Quant Finance analysis project I thought QuantLib will be great.
I installed Anaconda, VS 2017. I followed several different instructions on the web, mainly 
Can you please elaborate for a newbie like me about how to make sure the  python binary version is compiled by VS 2017.
Thanks.
Vijay


Sent from my iPad

On Jul 4, 2017, at 2:31 AM, Charles Allderman <[hidden email]> wrote:

Vijay

I think that as the python binary version you are using is probably compiled using MSC v.1900. (visual studio 2015). This has to be the same compiler for your QuantLib installation on windows if using visual studio.

Charles

 
---------- Forwarded message ----------
From: vj <[hidden email]>
To: [hidden email]
Cc: 
Bcc: 
Date: Mon, 3 Jul 2017 17:23:51 -0400
Subject: [Quantlib-users] QuantLib Python installation on windows machine

I am trying to install QuantLib Python in my windows machine using the instructions given in
http://quantlib.org/install/windows-python.shtml.
I did the following:

I downloaded QuantLib-1.10, SWIG and installed boost.

I built the QuantLib-1.10 in my windows 8 machine using Visual Studio 2017 comunity edition. Succefully produced QuantLib-vc141-x64-mt.lib.

Then I did the following in the command window.

cd C:\local\QuantLib-SWIG-1.9\Python
  set QL_DIR=C:\local\QuantLib-1.10
  set INCLUDE=C:\local\boost_1_64_0

and then
python setup.py build

It failed because it was looking for QuantLib-vc140-x64-mt.lib. I changed the name  QuantLib-vc141-x64-mt.lib to QuantLib-vc140-x64-mt.lib. It accepted it and built it.

Then I tried python setup.py test.

It failed giving error messages given below.

What am I doing wrong?
Can someone help me.
Thanks
Vijay

File "build\lib.win-amd64-3.6\QuantLib\QuantLib.py", line 18, in swig_import_h
elper
    return importlib.import_module(mname)
  File "C:\Users\vjkumar\Anaconda3\lib\importlib\__init__.py", line 126, in impo
rt_module
    return _bootstrap._gcd_import(name[level:], package, level)
  File "<frozen importlib._bootstrap>", line 978, in _gcd_import
  File "<frozen importlib._bootstrap>", line 961, in _find_and_load
  File "<frozen importlib._bootstrap>", line 950, in _find_and_load_unlocked
  File "<frozen importlib._bootstrap>", line 648, in _load_unlocked
  File "<frozen importlib._bootstrap>", line 560, in module_from_spec
  File "<frozen importlib._bootstrap_external>", line 922, in create_module
  File "<frozen importlib._bootstrap>", line 205, in _call_with_frames_removed
ImportError: DLL load failed: The specified module could not be found.

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "setup.py", line 252, in <module>
    'build_ext': my_build_ext
  File "C:\Users\vjkumar\Anaconda3\lib\distutils\core.py", line 148, in setup
    dist.run_commands()
  File "C:\Users\vjkumar\Anaconda3\lib\distutils\dist.py", line 955, in run_comm
ands
    self.run_command(cmd)
  File "C:\Users\vjkumar\Anaconda3\lib\distutils\dist.py", line 974, in run_comm
and
    cmd_obj.run()
  File "setup.py", line 58, in run
    module = __import__('QuantLibTestSuite', globals(), locals(), [''])
  File "test\QuantLibTestSuite.py", line 22, in <module>
    from date import DateTest
  File "test\date.py", line 18, in <module>
    import QuantLib
  File "build\lib.win-amd64-3.6\QuantLib\__init__.py", line 21, in <module>
    from .QuantLib import *
  File "build\lib.win-amd64-3.6\QuantLib\QuantLib.py", line 21, in <module>
    _QuantLib = swig_import_helper()
  File "build\lib.win-amd64-3.6\QuantLib\QuantLib.py", line 20, in swig_import_h
elper
    return importlib.import_module('_QuantLib')
  File "C:\Users\vjkumar\Anaconda3\lib\importlib\__init__.py", line 126, in impo
rt_module
    return _bootstrap._gcd_import(name[level:], package, level)
ModuleNotFoundError: No module named '_QuantLib'



---------- Forwarded message ----------
From: Andrew Leach <[hidden email]>
To: [hidden email]
Cc: 
Bcc: 
Date: Tue, 4 Jul 2017 06:14:57 +0200
Subject: [Quantlib-users] Linking Quantlib to my code problem - LNK2001 unresolved external symbol __imp___invalid_parameter
Hi,

I'm relatively new to debugging C++ code, espcially with external libraries so my appologies if this is trvial.

I'm trying to link my code to QuantLib.

The boost (1.64) and QuantLiv (1.10) on Visual Studio 2017 Community on Windows 10 went fine, no errors and built both the Debug and Release versions of QuantLib.

However, when I'm linking my program I'm getting the follwoing errors:

Severity Code Description Project File Line Suppression State
Error LNK1120 5 unresolved externals MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\Release\MTF_Garch.dll 1
Warning LNK4075 ignoring '/EDITANDCONTINUE' due to '/OPT:ICF' specification MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearchbasedmethod.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(conjugategradient.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(armijo.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearch.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(endcriteria.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(constraint.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(leastsquare.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(simplex.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\MTF_Garch.obj 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(errors.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(garch.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(conjugategradient.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(armijo.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearch.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(constraint.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(leastsquare.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(simplex.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearchbasedmethod.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(errors.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(garch.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(endcriteria.obj) 1
Error LNK2001 unresolved external symbol __imp___calloc_dbg MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___free_dbg MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\msvcprtd.lib(locale0_implib.obj) 1
Error LNK2001 unresolved external symbol __imp___malloc_dbg MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\msvcprtd.lib(locale0_implib.obj) 1


NB. The directory structure is the old VS105 directory structure but the project has been correctly migrated to 2017.

Everything that I do to fix this issue doesn't seem to work.

I'm including headers 

#include <ql/quantlib.hpp>
#include <ql/models/volatility/garch.hpp>

in my code.

Any suggestions on how to fix this please?

TIA.


------------------------------------------------------------------------------
Check out the vibrant tech community on one of the world's most
engaging tech sites, Slashdot.org! http://sdm.link/slashdot
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users


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Re: QuantLib Python installation on windows machine

Michael Knox

If you are using Visual Studio, you might consider using QLNet (https://github.com/amaggiulli/QLNet), which is a c# port of QuantLib available on NuGet.  In my experience, it is a pretty straight port.  It might save you some trouble.

 

From: Luigi Ballabio <[hidden email]>
Date: Wednesday, July 5, 2017 at 8:19 AM
To: vj <[hidden email]>
Cc: Charles Allderman <[hidden email]>, QuantLib users <[hidden email]>
Subject: Re: [Quantlib-users] QuantLib Python installation on windows machine

 

I'm afraid I'm not sure what you mean by "Visual Studio web project"...

 

On Tue, Jul 4, 2017 at 11:39 PM vj <[hidden email]> wrote:

Hello Luigi,

I followed your recommendation, uninstalled Anaconda, all versions of Python and reinstalled latest Python 3.6.1 and did the

pip install QuantLib-Python.

 

It found it, did the install!

 

I did some examples (from the following tutorial )  in the command line window with success.

 

Can you give me some guidance  or  links of articles about how to use this QuantLib with a Visual Studio web project?

Thanks for the help.

Vijay

 

 

On Tue, Jul 4, 2017 at 9:51 AM, Luigi Ballabio <[hidden email]> wrote:

As an alternative, try executing

 

    pip install QuantLib-Python

 

and see if pip finds anything. Depending on your architecture and Python version, you might find a precompiled version.

 

Luigi

 

 

On Tue, Jul 4, 2017 at 3:48 PM Charles Allderman <[hidden email]> wrote:

Maybe I was not clear, unless you are compiling Python from source using VS2017 (which I know nothing about), you need to now compile QuantLib with VS2015 (MSC v.1900). Only then can you compile Quantlib-SWIG. Presumably you could point VS2017 to use the compiler, cl.exe (MSC v.1900) but I don't know how to do this.

 

Bottom line is that the Python executable, QuantLib and Boost all have to be compiled using the same compiler.

 

 

On Tue, Jul 4, 2017 at 2:52 PM, Vjmoodle <[hidden email]> wrote:

Charles,

Some background.

I am new for QuantLib as well as compiling complex code with Python compilers, SWIG wrappers etc.

My background is C#, JavaScript, node.js, databases, C in embedded programming and some C++ and very little Python.

I use VS 2015 a lot and python occasionally. Both were installed some time back. For my new Quant Finance analysis project I thought QuantLib will be great.

I installed Anaconda, VS 2017. I followed several different instructions on the web, mainly 

Can you please elaborate for a newbie like me about how to make sure the  python binary version is compiled by VS 2017.

Thanks.

Vijay

 

 

Sent from my iPad


On Jul 4, 2017, at 2:31 AM, Charles Allderman <[hidden email]> wrote:

Vijay

 

I think that as the python binary version you are using is probably compiled using MSC v.1900. (visual studio 2015). This has to be the same compiler for your QuantLib installation on windows if using visual studio.

 

Charles

 

 

---------- Forwarded message ----------
From: vj <[hidden email]>
To: [hidden email]
Cc: 
Bcc: 
Date: Mon, 3 Jul 2017 17:23:51 -0400
Subject: [Quantlib-users] QuantLib Python installation on windows machine

I am trying to install QuantLib Python in my windows machine using the instructions given in
http://quantlib.org/install/windows-python.shtml.
I did the following:

I downloaded QuantLib-1.10, SWIG and installed boost.

I built the QuantLib-1.10 in my windows 8 machine using Visual Studio 2017 comunity edition. Succefully produced QuantLib-vc141-x64-mt.lib.

Then I did the following in the command window.

cd C:\local\QuantLib-SWIG-1.9\Python
  set QL_DIR=C:\local\QuantLib-1.10
  set INCLUDE=C:\local\boost_1_64_0

and then
python setup.py build

It failed because it was looking for QuantLib-vc140-x64-mt.lib. I changed the name  QuantLib-vc141-x64-mt.lib to QuantLib-vc140-x64-mt.lib. It accepted it and built it.

Then I tried python setup.py test.

It failed giving error messages given below.

What am I doing wrong?
Can someone help me.
Thanks
Vijay

File "build\lib.win-amd64-3.6\QuantLib\QuantLib.py", line 18, in swig_import_h
elper
    return importlib.import_module(mname)
  File "C:\Users\vjkumar\Anaconda3\lib\importlib\__init__.py", line 126, in impo
rt_module
    return _bootstrap._gcd_import(name[level:], package, level)
  File "<frozen importlib._bootstrap>", line 978, in _gcd_import
  File "<frozen importlib._bootstrap>", line 961, in _find_and_load
  File "<frozen importlib._bootstrap>", line 950, in _find_and_load_unlocked
  File "<frozen importlib._bootstrap>", line 648, in _load_unlocked
  File "<frozen importlib._bootstrap>", line 560, in module_from_spec
  File "<frozen importlib._bootstrap_external>", line 922, in create_module
  File "<frozen importlib._bootstrap>", line 205, in _call_with_frames_removed
ImportError: DLL load failed: The specified module could not be found.

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "setup.py", line 252, in <module>
    'build_ext': my_build_ext
  File "C:\Users\vjkumar\Anaconda3\lib\distutils\core.py", line 148, in setup
    dist.run_commands()
  File "C:\Users\vjkumar\Anaconda3\lib\distutils\dist.py", line 955, in run_comm
ands
    self.run_command(cmd)
  File "C:\Users\vjkumar\Anaconda3\lib\distutils\dist.py", line 974, in run_comm
and
    cmd_obj.run()
  File "setup.py", line 58, in run
    module = __import__('QuantLibTestSuite', globals(), locals(), [''])
  File "test\QuantLibTestSuite.py", line 22, in <module>
    from date import DateTest
  File "test\date.py", line 18, in <module>
    import QuantLib
  File "build\lib.win-amd64-3.6\QuantLib\__init__.py", line 21, in <module>
    from .QuantLib import *
  File "build\lib.win-amd64-3.6\QuantLib\QuantLib.py", line 21, in <module>
    _QuantLib = swig_import_helper()
  File "build\lib.win-amd64-3.6\QuantLib\QuantLib.py", line 20, in swig_import_h
elper
    return importlib.import_module('_QuantLib')
  File "C:\Users\vjkumar\Anaconda3\lib\importlib\__init__.py", line 126, in impo
rt_module
    return _bootstrap._gcd_import(name[level:], package, level)
ModuleNotFoundError: No module named '_QuantLib'



---------- Forwarded message ----------
From: Andrew Leach <[hidden email]>
To: [hidden email]
Cc: 
Bcc: 
Date: Tue, 4 Jul 2017 06:14:57 +0200
Subject: [Quantlib-users] Linking Quantlib to my code problem - LNK2001 unresolved external symbol __imp___invalid_parameter

Hi,

 

I'm relatively new to debugging C++ code, espcially with external libraries so my appologies if this is trvial.

 

I'm trying to link my code to QuantLib.

 

The boost (1.64) and QuantLiv (1.10) on Visual Studio 2017 Community on Windows 10 went fine, no errors and built both the Debug and Release versions of QuantLib.

 

However, when I'm linking my program I'm getting the follwoing errors:

 

Severity Code Description Project File Line Suppression State

Error LNK1120 5 unresolved externals MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\Release\MTF_Garch.dll 1

Warning LNK4075 ignoring '/EDITANDCONTINUE' due to '/OPT:ICF' specification MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1

Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearchbasedmethod.obj) 1

Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(conjugategradient.obj) 1

Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(armijo.obj) 1

Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearch.obj) 1

Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(endcriteria.obj) 1

Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(constraint.obj) 1

Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(leastsquare.obj) 1

Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(simplex.obj) 1

Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\MTF_Garch.obj 1

Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1

Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(errors.obj) 1

Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(garch.obj) 1

Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(conjugategradient.obj) 1

Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(armijo.obj) 1

Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearch.obj) 1

Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(constraint.obj) 1

Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(leastsquare.obj) 1

Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(simplex.obj) 1

Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearchbasedmethod.obj) 1

Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1

Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(errors.obj) 1

Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(garch.obj) 1

Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(endcriteria.obj) 1

Error LNK2001 unresolved external symbol __imp___calloc_dbg MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1

Error LNK2001 unresolved external symbol __imp___free_dbg MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\msvcprtd.lib(locale0_implib.obj) 1

Error LNK2001 unresolved external symbol __imp___malloc_dbg MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\msvcprtd.lib(locale0_implib.obj) 1

 

 

NB. The directory structure is the old VS105 directory structure but the project has been correctly migrated to 2017.

 

Everything that I do to fix this issue doesn't seem to work.

 

I'm including headers 

 

#include <ql/quantlib.hpp>

#include <ql/models/volatility/garch.hpp>

 

in my code.

 

Any suggestions on how to fix this please?

 

TIA.

 


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Re: QuantLib Python installation on windows machine

vj
In reply to this post by Luigi Ballabio
Hello Luigi,
I appreciate the quick responses which helps a newbie like me.
I figured out the answer for my question.  I am using VS (Visual Studio IDE) to develop a web application.
I installed QuantLib with pip and I am able to access QuantLib from my web app using the VS python tools.
Couple of questions regarding version number:
I installed QuantLib using the command suggested by you
pip install QuantLib-Python which installed the QuantLib.
Will this be the current version of QuantLib or an older version?
How do I find the QuantLib version I installed with pip?
Thanks and regards,
Vijay

Sent from my iPad

On Jul 5, 2017, at 9:19 AM, Luigi Ballabio <[hidden email]> wrote:

I'm afraid I'm not sure what you mean by "Visual Studio web project"...


On Tue, Jul 4, 2017 at 11:39 PM vj <[hidden email]> wrote:
Hello Luigi,
I followed your recommendation, uninstalled Anaconda, all versions of Python and reinstalled latest Python 3.6.1 and did the
pip install QuantLib-Python.

It found it, did the install!

I did some examples (from the following tutorial )  in the command line window with success.

Can you give me some guidance  or  links of articles about how to use this QuantLib with a Visual Studio web project?
Thanks for the help.
Vijay


On Tue, Jul 4, 2017 at 9:51 AM, Luigi Ballabio <[hidden email]> wrote:
As an alternative, try executing

    pip install QuantLib-Python

and see if pip finds anything. Depending on your architecture and Python version, you might find a precompiled version.

Luigi


On Tue, Jul 4, 2017 at 3:48 PM Charles Allderman <[hidden email]> wrote:
Maybe I was not clear, unless you are compiling Python from source using VS2017 (which I know nothing about), you need to now compile QuantLib with VS2015 (MSC v.1900). Only then can you compile Quantlib-SWIG. Presumably you could point VS2017 to use the compiler, cl.exe (MSC v.1900) but I don't know how to do this.

Bottom line is that the Python executable, QuantLib and Boost all have to be compiled using the same compiler.


On Tue, Jul 4, 2017 at 2:52 PM, Vjmoodle <[hidden email]> wrote:
Charles,
Some background.
I am new for QuantLib as well as compiling complex code with Python compilers, SWIG wrappers etc.
My background is C#, JavaScript, node.js, databases, C in embedded programming and some C++ and very little Python.
I use VS 2015 a lot and python occasionally. Both were installed some time back. For my new Quant Finance analysis project I thought QuantLib will be great.
I installed Anaconda, VS 2017. I followed several different instructions on the web, mainly 
Can you please elaborate for a newbie like me about how to make sure the  python binary version is compiled by VS 2017.
Thanks.
Vijay


Sent from my iPad

On Jul 4, 2017, at 2:31 AM, Charles Allderman <[hidden email]> wrote:

Vijay

I think that as the python binary version you are using is probably compiled using MSC v.1900. (visual studio 2015). This has to be the same compiler for your QuantLib installation on windows if using visual studio.

Charles

 
---------- Forwarded message ----------
From: vj <[hidden email]>
To: [hidden email]
Cc: 
Bcc: 
Date: Mon, 3 Jul 2017 17:23:51 -0400
Subject: [Quantlib-users] QuantLib Python installation on windows machine

I am trying to install QuantLib Python in my windows machine using the instructions given in
http://quantlib.org/install/windows-python.shtml.
I did the following:

I downloaded QuantLib-1.10, SWIG and installed boost.

I built the QuantLib-1.10 in my windows 8 machine using Visual Studio 2017 comunity edition. Succefully produced QuantLib-vc141-x64-mt.lib.

Then I did the following in the command window.

cd C:\local\QuantLib-SWIG-1.9\Python
  set QL_DIR=C:\local\QuantLib-1.10
  set INCLUDE=C:\local\boost_1_64_0

and then
python setup.py build

It failed because it was looking for QuantLib-vc140-x64-mt.lib. I changed the name  QuantLib-vc141-x64-mt.lib to QuantLib-vc140-x64-mt.lib. It accepted it and built it.

Then I tried python setup.py test.

It failed giving error messages given below.

What am I doing wrong?
Can someone help me.
Thanks
Vijay

File "build\lib.win-amd64-3.6\QuantLib\QuantLib.py", line 18, in swig_import_h
elper
    return importlib.import_module(mname)
  File "C:\Users\vjkumar\Anaconda3\lib\importlib\__init__.py", line 126, in impo
rt_module
    return _bootstrap._gcd_import(name[level:], package, level)
  File "<frozen importlib._bootstrap>", line 978, in _gcd_import
  File "<frozen importlib._bootstrap>", line 961, in _find_and_load
  File "<frozen importlib._bootstrap>", line 950, in _find_and_load_unlocked
  File "<frozen importlib._bootstrap>", line 648, in _load_unlocked
  File "<frozen importlib._bootstrap>", line 560, in module_from_spec
  File "<frozen importlib._bootstrap_external>", line 922, in create_module
  File "<frozen importlib._bootstrap>", line 205, in _call_with_frames_removed
ImportError: DLL load failed: The specified module could not be found.

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "setup.py", line 252, in <module>
    'build_ext': my_build_ext
  File "C:\Users\vjkumar\Anaconda3\lib\distutils\core.py", line 148, in setup
    dist.run_commands()
  File "C:\Users\vjkumar\Anaconda3\lib\distutils\dist.py", line 955, in run_comm
ands
    self.run_command(cmd)
  File "C:\Users\vjkumar\Anaconda3\lib\distutils\dist.py", line 974, in run_comm
and
    cmd_obj.run()
  File "setup.py", line 58, in run
    module = __import__('QuantLibTestSuite', globals(), locals(), [''])
  File "test\QuantLibTestSuite.py", line 22, in <module>
    from date import DateTest
  File "test\date.py", line 18, in <module>
    import QuantLib
  File "build\lib.win-amd64-3.6\QuantLib\__init__.py", line 21, in <module>
    from .QuantLib import *
  File "build\lib.win-amd64-3.6\QuantLib\QuantLib.py", line 21, in <module>
    _QuantLib = swig_import_helper()
  File "build\lib.win-amd64-3.6\QuantLib\QuantLib.py", line 20, in swig_import_h
elper
    return importlib.import_module('_QuantLib')
  File "C:\Users\vjkumar\Anaconda3\lib\importlib\__init__.py", line 126, in impo
rt_module
    return _bootstrap._gcd_import(name[level:], package, level)
ModuleNotFoundError: No module named '_QuantLib'



---------- Forwarded message ----------
From: Andrew Leach <[hidden email]>
To: [hidden email]
Cc: 
Bcc: 
Date: Tue, 4 Jul 2017 06:14:57 +0200
Subject: [Quantlib-users] Linking Quantlib to my code problem - LNK2001 unresolved external symbol __imp___invalid_parameter
Hi,

I'm relatively new to debugging C++ code, espcially with external libraries so my appologies if this is trvial.

I'm trying to link my code to QuantLib.

The boost (1.64) and QuantLiv (1.10) on Visual Studio 2017 Community on Windows 10 went fine, no errors and built both the Debug and Release versions of QuantLib.

However, when I'm linking my program I'm getting the follwoing errors:

Severity Code Description Project File Line Suppression State
Error LNK1120 5 unresolved externals MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\Release\MTF_Garch.dll 1
Warning LNK4075 ignoring '/EDITANDCONTINUE' due to '/OPT:ICF' specification MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearchbasedmethod.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(conjugategradient.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(armijo.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearch.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(endcriteria.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(constraint.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(leastsquare.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(simplex.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\MTF_Garch.obj 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(errors.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(garch.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(conjugategradient.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(armijo.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearch.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(constraint.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(leastsquare.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(simplex.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearchbasedmethod.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(errors.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(garch.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(endcriteria.obj) 1
Error LNK2001 unresolved external symbol __imp___calloc_dbg MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___free_dbg MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\msvcprtd.lib(locale0_implib.obj) 1
Error LNK2001 unresolved external symbol __imp___malloc_dbg MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\msvcprtd.lib(locale0_implib.obj) 1


NB. The directory structure is the old VS105 directory structure but the project has been correctly migrated to 2017.

Everything that I do to fix this issue doesn't seem to work.

I'm including headers 

#include <ql/quantlib.hpp>
#include <ql/models/volatility/garch.hpp>

in my code.

Any suggestions on how to fix this please?

TIA.


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Re: QuantLib Python installation on windows machine

Luigi Ballabio
You can run 'pip list' to see your installed packages.  'pip help' or 'pip help list' give more details.

Luigi


On Wed, Jul 5, 2017 at 3:38 PM Vjmoodle <[hidden email]> wrote:
Hello Luigi,
I appreciate the quick responses which helps a newbie like me.
I figured out the answer for my question.  I am using VS (Visual Studio IDE) to develop a web application.
I installed QuantLib with pip and I am able to access QuantLib from my web app using the VS python tools.
Couple of questions regarding version number:
I installed QuantLib using the command suggested by you
pip install QuantLib-Python which installed the QuantLib.
Will this be the current version of QuantLib or an older version?
How do I find the QuantLib version I installed with pip?
Thanks and regards,
Vijay

Sent from my iPad

On Jul 5, 2017, at 9:19 AM, Luigi Ballabio <[hidden email]> wrote:

I'm afraid I'm not sure what you mean by "Visual Studio web project"...


On Tue, Jul 4, 2017 at 11:39 PM vj <[hidden email]> wrote:
Hello Luigi,
I followed your recommendation, uninstalled Anaconda, all versions of Python and reinstalled latest Python 3.6.1 and did the
pip install QuantLib-Python.

It found it, did the install!

I did some examples (from the following tutorial )  in the command line window with success.

Can you give me some guidance  or  links of articles about how to use this QuantLib with a Visual Studio web project?
Thanks for the help.
Vijay


On Tue, Jul 4, 2017 at 9:51 AM, Luigi Ballabio <[hidden email]> wrote:
As an alternative, try executing

    pip install QuantLib-Python

and see if pip finds anything. Depending on your architecture and Python version, you might find a precompiled version.

Luigi


On Tue, Jul 4, 2017 at 3:48 PM Charles Allderman <[hidden email]> wrote:
Maybe I was not clear, unless you are compiling Python from source using VS2017 (which I know nothing about), you need to now compile QuantLib with VS2015 (MSC v.1900). Only then can you compile Quantlib-SWIG. Presumably you could point VS2017 to use the compiler, cl.exe (MSC v.1900) but I don't know how to do this.

Bottom line is that the Python executable, QuantLib and Boost all have to be compiled using the same compiler.


On Tue, Jul 4, 2017 at 2:52 PM, Vjmoodle <[hidden email]> wrote:
Charles,
Some background.
I am new for QuantLib as well as compiling complex code with Python compilers, SWIG wrappers etc.
My background is C#, JavaScript, node.js, databases, C in embedded programming and some C++ and very little Python.
I use VS 2015 a lot and python occasionally. Both were installed some time back. For my new Quant Finance analysis project I thought QuantLib will be great.
I installed Anaconda, VS 2017. I followed several different instructions on the web, mainly 
Can you please elaborate for a newbie like me about how to make sure the  python binary version is compiled by VS 2017.
Thanks.
Vijay


Sent from my iPad

On Jul 4, 2017, at 2:31 AM, Charles Allderman <[hidden email]> wrote:

Vijay

I think that as the python binary version you are using is probably compiled using MSC v.1900. (visual studio 2015). This has to be the same compiler for your QuantLib installation on windows if using visual studio.

Charles

 
---------- Forwarded message ----------
From: vj <[hidden email]>
To: [hidden email]
Cc: 
Bcc: 
Date: Mon, 3 Jul 2017 17:23:51 -0400
Subject: [Quantlib-users] QuantLib Python installation on windows machine

I am trying to install QuantLib Python in my windows machine using the instructions given in
http://quantlib.org/install/windows-python.shtml.
I did the following:

I downloaded QuantLib-1.10, SWIG and installed boost.

I built the QuantLib-1.10 in my windows 8 machine using Visual Studio 2017 comunity edition. Succefully produced QuantLib-vc141-x64-mt.lib.

Then I did the following in the command window.

cd C:\local\QuantLib-SWIG-1.9\Python
  set QL_DIR=C:\local\QuantLib-1.10
  set INCLUDE=C:\local\boost_1_64_0

and then
python setup.py build

It failed because it was looking for QuantLib-vc140-x64-mt.lib. I changed the name  QuantLib-vc141-x64-mt.lib to QuantLib-vc140-x64-mt.lib. It accepted it and built it.

Then I tried python setup.py test.

It failed giving error messages given below.

What am I doing wrong?
Can someone help me.
Thanks
Vijay

File "build\lib.win-amd64-3.6\QuantLib\QuantLib.py", line 18, in swig_import_h
elper
    return importlib.import_module(mname)
  File "C:\Users\vjkumar\Anaconda3\lib\importlib\__init__.py", line 126, in impo
rt_module
    return _bootstrap._gcd_import(name[level:], package, level)
  File "<frozen importlib._bootstrap>", line 978, in _gcd_import
  File "<frozen importlib._bootstrap>", line 961, in _find_and_load
  File "<frozen importlib._bootstrap>", line 950, in _find_and_load_unlocked
  File "<frozen importlib._bootstrap>", line 648, in _load_unlocked
  File "<frozen importlib._bootstrap>", line 560, in module_from_spec
  File "<frozen importlib._bootstrap_external>", line 922, in create_module
  File "<frozen importlib._bootstrap>", line 205, in _call_with_frames_removed
ImportError: DLL load failed: The specified module could not be found.

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "setup.py", line 252, in <module>
    'build_ext': my_build_ext
  File "C:\Users\vjkumar\Anaconda3\lib\distutils\core.py", line 148, in setup
    dist.run_commands()
  File "C:\Users\vjkumar\Anaconda3\lib\distutils\dist.py", line 955, in run_comm
ands
    self.run_command(cmd)
  File "C:\Users\vjkumar\Anaconda3\lib\distutils\dist.py", line 974, in run_comm
and
    cmd_obj.run()
  File "setup.py", line 58, in run
    module = __import__('QuantLibTestSuite', globals(), locals(), [''])
  File "test\QuantLibTestSuite.py", line 22, in <module>
    from date import DateTest
  File "test\date.py", line 18, in <module>
    import QuantLib
  File "build\lib.win-amd64-3.6\QuantLib\__init__.py", line 21, in <module>
    from .QuantLib import *
  File "build\lib.win-amd64-3.6\QuantLib\QuantLib.py", line 21, in <module>
    _QuantLib = swig_import_helper()
  File "build\lib.win-amd64-3.6\QuantLib\QuantLib.py", line 20, in swig_import_h
elper
    return importlib.import_module('_QuantLib')
  File "C:\Users\vjkumar\Anaconda3\lib\importlib\__init__.py", line 126, in impo
rt_module
    return _bootstrap._gcd_import(name[level:], package, level)
ModuleNotFoundError: No module named '_QuantLib'



---------- Forwarded message ----------
From: Andrew Leach <[hidden email]>
To: [hidden email]
Cc: 
Bcc: 
Date: Tue, 4 Jul 2017 06:14:57 +0200
Subject: [Quantlib-users] Linking Quantlib to my code problem - LNK2001 unresolved external symbol __imp___invalid_parameter
Hi,

I'm relatively new to debugging C++ code, espcially with external libraries so my appologies if this is trvial.

I'm trying to link my code to QuantLib.

The boost (1.64) and QuantLiv (1.10) on Visual Studio 2017 Community on Windows 10 went fine, no errors and built both the Debug and Release versions of QuantLib.

However, when I'm linking my program I'm getting the follwoing errors:

Severity Code Description Project File Line Suppression State
Error LNK1120 5 unresolved externals MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\Release\MTF_Garch.dll 1
Warning LNK4075 ignoring '/EDITANDCONTINUE' due to '/OPT:ICF' specification MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearchbasedmethod.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(conjugategradient.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(armijo.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearch.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(endcriteria.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(constraint.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(leastsquare.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(simplex.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\MTF_Garch.obj 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(errors.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(garch.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(conjugategradient.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(armijo.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearch.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(constraint.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(leastsquare.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(simplex.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearchbasedmethod.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(errors.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(garch.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(endcriteria.obj) 1
Error LNK2001 unresolved external symbol __imp___calloc_dbg MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___free_dbg MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\msvcprtd.lib(locale0_implib.obj) 1
Error LNK2001 unresolved external symbol __imp___malloc_dbg MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\msvcprtd.lib(locale0_implib.obj) 1


NB. The directory structure is the old VS105 directory structure but the project has been correctly migrated to 2017.

Everything that I do to fix this issue doesn't seem to work.

I'm including headers 

#include <ql/quantlib.hpp>
#include <ql/models/volatility/garch.hpp>

in my code.

Any suggestions on how to fix this please?

TIA.


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Re: QuantLib Python installation on windows machine

vj
I installed successfully using
"pip install QuantLib-Python"
 on my windows machine using Visual Studio 2017.

I also want to run my application in Openshift web hosting services. When I tries the Pip Install in Openshift   it fails.

It comes up with the following error.
Collecting QuantLib-Python
  Could not find a version that satisfies the requirement QuantLib-Python (from versions: )
No matching distribution found for QuantLib-Python.

Openshift uses python version 3.3.2 which I am not able to upgrade.
Any ideas about how I can fix this?
Thanks.
Vijay


On Wed, Jul 5, 2017 at 9:55 AM, Luigi Ballabio <[hidden email]> wrote:
You can run 'pip list' to see your installed packages.  'pip help' or 'pip help list' give more details.

Luigi


On Wed, Jul 5, 2017 at 3:38 PM Vjmoodle <[hidden email]> wrote:
Hello Luigi,
I appreciate the quick responses which helps a newbie like me.
I figured out the answer for my question.  I am using VS (Visual Studio IDE) to develop a web application.
I installed QuantLib with pip and I am able to access QuantLib from my web app using the VS python tools.
Couple of questions regarding version number:
I installed QuantLib using the command suggested by you
pip install QuantLib-Python which installed the QuantLib.
Will this be the current version of QuantLib or an older version?
How do I find the QuantLib version I installed with pip?
Thanks and regards,
Vijay

Sent from my iPad

On Jul 5, 2017, at 9:19 AM, Luigi Ballabio <[hidden email]> wrote:

I'm afraid I'm not sure what you mean by "Visual Studio web project"...


On Tue, Jul 4, 2017 at 11:39 PM vj <[hidden email]> wrote:
Hello Luigi,
I followed your recommendation, uninstalled Anaconda, all versions of Python and reinstalled latest Python 3.6.1 and did the
pip install QuantLib-Python.

It found it, did the install!

I did some examples (from the following tutorial )  in the command line window with success.

Can you give me some guidance  or  links of articles about how to use this QuantLib with a Visual Studio web project?
Thanks for the help.
Vijay


On Tue, Jul 4, 2017 at 9:51 AM, Luigi Ballabio <[hidden email]> wrote:
As an alternative, try executing

    pip install QuantLib-Python

and see if pip finds anything. Depending on your architecture and Python version, you might find a precompiled version.

Luigi


On Tue, Jul 4, 2017 at 3:48 PM Charles Allderman <[hidden email]> wrote:
Maybe I was not clear, unless you are compiling Python from source using VS2017 (which I know nothing about), you need to now compile QuantLib with VS2015 (MSC v.1900). Only then can you compile Quantlib-SWIG. Presumably you could point VS2017 to use the compiler, cl.exe (MSC v.1900) but I don't know how to do this.

Bottom line is that the Python executable, QuantLib and Boost all have to be compiled using the same compiler.


On Tue, Jul 4, 2017 at 2:52 PM, Vjmoodle <[hidden email]> wrote:
Charles,
Some background.
I am new for QuantLib as well as compiling complex code with Python compilers, SWIG wrappers etc.
My background is C#, JavaScript, node.js, databases, C in embedded programming and some C++ and very little Python.
I use VS 2015 a lot and python occasionally. Both were installed some time back. For my new Quant Finance analysis project I thought QuantLib will be great.
I installed Anaconda, VS 2017. I followed several different instructions on the web, mainly 
Can you please elaborate for a newbie like me about how to make sure the  python binary version is compiled by VS 2017.
Thanks.
Vijay


Sent from my iPad

On Jul 4, 2017, at 2:31 AM, Charles Allderman <[hidden email]> wrote:

Vijay

I think that as the python binary version you are using is probably compiled using MSC v.1900. (visual studio 2015). This has to be the same compiler for your QuantLib installation on windows if using visual studio.

Charles

 
---------- Forwarded message ----------
From: vj <[hidden email]>
To: [hidden email]
Cc: 
Bcc: 
Date: Mon, 3 Jul 2017 17:23:51 -0400
Subject: [Quantlib-users] QuantLib Python installation on windows machine

I am trying to install QuantLib Python in my windows machine using the instructions given in
http://quantlib.org/install/windows-python.shtml.
I did the following:

I downloaded QuantLib-1.10, SWIG and installed boost.

I built the QuantLib-1.10 in my windows 8 machine using Visual Studio 2017 comunity edition. Succefully produced QuantLib-vc141-x64-mt.lib.

Then I did the following in the command window.

cd C:\local\QuantLib-SWIG-1.9\Python
  set QL_DIR=C:\local\QuantLib-1.10
  set INCLUDE=C:\local\boost_1_64_0

and then
python setup.py build

It failed because it was looking for QuantLib-vc140-x64-mt.lib. I changed the name  QuantLib-vc141-x64-mt.lib to QuantLib-vc140-x64-mt.lib. It accepted it and built it.

Then I tried python setup.py test.

It failed giving error messages given below.

What am I doing wrong?
Can someone help me.
Thanks
Vijay

File "build\lib.win-amd64-3.6\QuantLib\QuantLib.py", line 18, in swig_import_h
elper
    return importlib.import_module(mname)
  File "C:\Users\vjkumar\Anaconda3\lib\importlib\__init__.py", line 126, in impo
rt_module
    return _bootstrap._gcd_import(name[level:], package, level)
  File "<frozen importlib._bootstrap>", line 978, in _gcd_import
  File "<frozen importlib._bootstrap>", line 961, in _find_and_load
  File "<frozen importlib._bootstrap>", line 950, in _find_and_load_unlocked
  File "<frozen importlib._bootstrap>", line 648, in _load_unlocked
  File "<frozen importlib._bootstrap>", line 560, in module_from_spec
  File "<frozen importlib._bootstrap_external>", line 922, in create_module
  File "<frozen importlib._bootstrap>", line 205, in _call_with_frames_removed
ImportError: DLL load failed: The specified module could not be found.

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "setup.py", line 252, in <module>
    'build_ext': my_build_ext
  File "C:\Users\vjkumar\Anaconda3\lib\distutils\core.py", line 148, in setup
    dist.run_commands()
  File "C:\Users\vjkumar\Anaconda3\lib\distutils\dist.py", line 955, in run_comm
ands
    self.run_command(cmd)
  File "C:\Users\vjkumar\Anaconda3\lib\distutils\dist.py", line 974, in run_comm
and
    cmd_obj.run()
  File "setup.py", line 58, in run
    module = __import__('QuantLibTestSuite', globals(), locals(), [''])
  File "test\QuantLibTestSuite.py", line 22, in <module>
    from date import DateTest
  File "test\date.py", line 18, in <module>
    import QuantLib
  File "build\lib.win-amd64-3.6\QuantLib\__init__.py", line 21, in <module>
    from .QuantLib import *
  File "build\lib.win-amd64-3.6\QuantLib\QuantLib.py", line 21, in <module>
    _QuantLib = swig_import_helper()
  File "build\lib.win-amd64-3.6\QuantLib\QuantLib.py", line 20, in swig_import_h
elper
    return importlib.import_module('_QuantLib')
  File "C:\Users\vjkumar\Anaconda3\lib\importlib\__init__.py", line 126, in impo
rt_module
    return _bootstrap._gcd_import(name[level:], package, level)
ModuleNotFoundError: No module named '_QuantLib'



---------- Forwarded message ----------
From: Andrew Leach <[hidden email]>
To: [hidden email]
Cc: 
Bcc: 
Date: Tue, 4 Jul 2017 06:14:57 +0200
Subject: [Quantlib-users] Linking Quantlib to my code problem - LNK2001 unresolved external symbol __imp___invalid_parameter
Hi,

I'm relatively new to debugging C++ code, espcially with external libraries so my appologies if this is trvial.

I'm trying to link my code to QuantLib.

The boost (1.64) and QuantLiv (1.10) on Visual Studio 2017 Community on Windows 10 went fine, no errors and built both the Debug and Release versions of QuantLib.

However, when I'm linking my program I'm getting the follwoing errors:

Severity Code Description Project File Line Suppression State
Error LNK1120 5 unresolved externals MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\Release\MTF_Garch.dll 1
Warning LNK4075 ignoring '/EDITANDCONTINUE' due to '/OPT:ICF' specification MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearchbasedmethod.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(conjugategradient.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(armijo.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearch.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(endcriteria.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(constraint.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(leastsquare.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(simplex.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\MTF_Garch.obj 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(errors.obj) 1
Error LNK2001 unresolved external symbol __imp___CrtDbgReportW MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(garch.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(conjugategradient.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(armijo.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearch.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(constraint.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(leastsquare.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(simplex.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(linesearchbasedmethod.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(errors.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(garch.obj) 1
Error LNK2001 unresolved external symbol __imp___invalid_parameter MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(endcriteria.obj) 1
Error LNK2001 unresolved external symbol __imp___calloc_dbg MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\QuantLib-vc141-mt-gd.lib(date.obj) 1
Error LNK2001 unresolved external symbol __imp___free_dbg MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\msvcprtd.lib(locale0_implib.obj) 1
Error LNK2001 unresolved external symbol __imp___malloc_dbg MTF_Garch d:\Users\Bob\Documents\Visual Studio 2015\Projects\MTF_Garch\MTF_Garch\msvcprtd.lib(locale0_implib.obj) 1


NB. The directory structure is the old VS105 directory structure but the project has been correctly migrated to 2017.

Everything that I do to fix this issue doesn't seem to work.

I'm including headers 

#include <ql/quantlib.hpp>
#include <ql/models/volatility/garch.hpp>

in my code.

Any suggestions on how to fix this please?

TIA.


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