BuildNotes.txt

2017/10/29

ln -s libboost_date_time-gcc63-mt-1_61.so libboost_date_time-gcc-mt-1_61.so
ln -s libboost_regex-gcc63-mt-1_61.so libboost_regex-gcc-mt-1_61.so
ln -s libboost_filesystem-gcc63-mt-1_61.so libboost_filesystem-gcc-mt-1_61.so
ln -s libboost_serialization-gcc63-mt-1_61.so libboost_serialization-gcc-mt-1_61.so
ln -s libboost_system-gcc63-mt-1_61.so libboost_system-gcc-mt-1_61.so
ln -s libboost_thread-gcc63-mt-1_61.so libboost_thread-gcc-mt-1_61.so

2017/10/01

sed -i 's/gcc63-mt-1_61/gcc-mt-1_61/g' ComboTrading/nbproject/configurations.xml
sed -i 's/gcc63-mt-1_61/gcc-mt-1_61/g' ComboTrading/nbproject/Makefile*
sed -i 's/gcc63-mt-1_61/gcc-mt-1_61/g' Weeklies/nbproject/configurations.xml
sed -i 's/gcc63-mt-1_61/gcc-mt-1_61/g' Weeklies/nbproject/Makefile*
sed -i 's/gcc63-mt-1_61/gcc-mt-1_61/g' ArmsIndex/nbproject/Makefile*
sed -i 's/gcc63-mt-1_61/gcc-mt-1_61/g' ArmsIndex/nbproject/configurations.xml
sed -i 's/gcc63-mt-1_61/gcc-mt-1_61/g' IQFeedGetHistory/nbproject/configurations.xml
sed -i 's/gcc63-mt-1_61/gcc-mt-1_61/g' IQFeedGetHistory/nbproject/Makefile*

2017/01/22

us treasury yield curve - probably best no risk interest rates
https://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=yield

2016/09/25

sed -i 's/gcc52-mt-d-1_59/gcc61-mt-1_61/g' nbproject/configurations.xml
sed -i 's/gcc52-mt-d-1_59/gcc61-mt-1_61/g' nbproject/Makefile-Debug.mk

2016/05/15

rpb@z800:~/projects/wxWidgets-3.0.2$ 
mkdir buildNormal
cd buildNormal
../configure --enable-threads --with-gtk=3 --enable-stl  --with-opengl --with-libpng   CXXFLAGS=-Ofast
make clean
make
sudo make install
sudo ldconfig
find . -name setup.h -print
less ./buildNormal/lib/wx/include/gtk3-unicode-3.0/wx/setup.h
sudo cp  ./buildNormal/lib/wx/include/gtk3-unicode-3.0/wx/setup.h /usr/local/include/wx/


  

2015/10/19

how to detect 64 bit:

#if defined(__x86_64__)
#include "ChartDirector64/chartdir.h"
#else
#include "ChartDirector/chartdir.h"
#endif

2015/10/11

szip

wget http://www.hdfgroup.org/ftp/lib-external/szip/2.1/src/szip-2.1.tar.gz
tar zxvf szip-2.1.tar.gz
cd szip-2.1
./configure  --prefix=/usr/local --enable-production
make
sudo make install



2015/10/11

zlib

wget http://zlib.net/zlib-1.2.8.tar.gz
tar zxvf zlib-1.2.8.tar.gz 5
cd zlib-1.2.8

get code at https://github.com/rburkholder/ioapi_mem
add the files # added ioapi_mem.c, ioapi_mem.h

ln -s contrib/minizip/unzip.c unzip.c
ln -s contrib/minizip/unzip.h unzip.h
ln -s contrib/minizip/ioapi.c ioapi.c
ln -s contrib/minizip/ioapi.h ioapi.h

mv Makefile.in Makefile.in.orginal
cat Makefile.in.original | sed "s/zutil.o$/zutil.o ioapi.o ioapi_mem.o unzip.o/" > Makefile.in

./configure --64 --static --prefix=/usr/local --includedir=/usr/local/include/zlib

make
sudo make install
sudo cp ioapi.h /usr/local/include/zlib
sudo cp ioapi_mem.h /usr/local/include/zlib
sudo cp unzip.h /usr/local/include/zlib

2015/10/11

chardir.h 
line 158, 2775: change int to long?

2015/10/11
mkdir build
cd build
../configure --prefix=/usr/local --enable-cxx --enable-threadsafe --enable-debug=all --with-szlib=/usr/local --enable-unsupported --includedir=/usr/local/include/hdf5
../configure --prefix=/usr/local --enable-cxx --enable-threadsafe --enable-production --with-szlib=/usr/local --enable-unsupported --includedir=/usr/local/include/hdf5
make
sudo make install


2015/02/28
apt-get install libwxgtk-media3.0


2015/02/22
Pre-defined C/C++ Compiler Macros:
http://sourceforge.net/p/predef/wiki/Home/

interesting string types:
===
#include <string>
namespace magic {
typedef std::basic_string<TCHAR> string;
}
=====

2015/02/21
Time calcs:
http://stackoverflow.com/questions/4103707/need-a-better-wait-solution/4103842#4103842
http://stackoverflow.com/questions/4184468/sleep-for-milliseconds

HistoryDailyTicks may need to be recoded and put into production.
CalcAboveBelow ditto

note TFTrading/InstrumentInformation is old file, removed


2015/02/15
maybe install with libwxgtk3.0-dev instead of libwxbase3.0-dev  [https://wiki.debian.org/Teams/WxWidgets/Transition2.8to3.0]
ln -s /usr/include/wx-3.0/wx /usr/include/wx
apt-get install libwxbase3.0-dev for /usr/lib/x86_64-linux-gnu/wx/include/base-unicode-3.0/wx/setup.h
ln -s /usr/lib/x86_64-linux-gnu/wx/include/base-unicode-3.0/wx/setup.h /usr/include/wx-3.0/wx/setup.h

fixing:
apt-get remove wx-common wx3.0-headers libwxbase3.0-0 libwxbase3.0-dev
apt-get install libwxgtk3.0-dev
https://wiki.wxwidgets.org/Netbeans'

wx-config --libs


2015/02/15
TFInteractiveBrokers/TWS directory can be removed after merging in Windows code.
The files, for the most part, have been migrated to ./Shared and ./.linux
EPosixClientSocket.cpp & EClientSocketBase.cpp from the base directory can be removed
are instead located in win or linux, depending upon the platform

2015/02/08
for linux:
libcurl4-openssl-dev 

http://www.hdfgroup.uiuc.edu/ftp/pub/outgoing/hdf5/snapshots/v19/hdf5-1.9.213.tar.gz
/configure --prefix=/usr/local --enable-cxx --enable-threadsafe --enable-debug=all --with-szlib=/usr/local --enable-unsupported --includedir=/usr/local/include/hdf5

zlib
http://blog.raymond.burkholder.net/index.php?/archives/598-Build-zlib-v1.2.8-with-Visual-Studio-2012.html


====
root@z800:/usr/src/zlib-1.2.8# diff Makefile.in.old Makefile.in
57c57
< OBJZ = adler32.o crc32.o deflate.o infback.o inffast.o inflate.o inftrees.o trees.o zutil.o
---
> OBJZ = adler32.o crc32.o deflate.o infback.o inffast.o inflate.o inftrees.o ioapi.o ioapi_mem.o trees.o unzip.o zutil.o
61c61
< PIC_OBJZ = adler32.lo crc32.lo deflate.lo infback.lo inffast.lo inflate.lo inftrees.lo trees.lo zutil.lo
---
> PIC_OBJZ = adler32.lo crc32.lo deflate.lo infback.lo inffast.lo inflate.lo inftrees.lo ioapi.o ioapi_mem.lo trees.lo unzip.lo zutil.lo
=====

ln -s contrib/minizip/unzip.c unzip.c
ln -s contrib/minizip/unzip.h unzip.h
ln -s contrib/minizip/ioapi.c ioapi.c
ln -s contrib/minizip/ioapi.h ioapi.h

./configure --64 --static --prefix=/usr/local --includedir=/usr/local/include/zlib
# problem with PIC, so can't do shared:
#./configure --64 --prefix=/usr/local --includedir=/usr/local/include/zlib --sharedlibdir=/usr/local/lib

root@z800:/usr/src/zlib-1.2.8# ls -alt io*
-rw-r--r-- 1 root root 3272 Feb  8 23:23 ioapi_mem.lo
-rw-r--r-- 1 root root 3176 Feb  8 23:22 ioapi_mem.o
-rw-r--r-- 1 rpb  rpb  5284 Feb  8 19:20 ioapi_mem.c
-rw-r--r-- 1 rpb  rpb  2273 Feb  8 19:19 ioapi_mem.h
root@z800:/usr/src/zlib-1.2.8# ls uncompr.
uncompr.c   uncompr.lo  uncompr.o   
root@z800:/usr/src/zlib-1.2.8# find . -name unz*
./contrib/minizip/unzip.c
./contrib/minizip/unzip.h



2014/08/25

C:\Data\Projects\VSC++\TradeFrame\lib\TFInteractiveBrokers\TWS\EClientSocketBase.h
#include <boost/thread/mutex.hpp>
  // addition 2011/09/05
  boost::mutex mutexSend;

C:\Data\Projects\VSC++\TradeFrame\lib\TFInteractiveBrokers\TWS\EClientSocketBaseImpl.h
int EClientSocketBase::bufferedSend(const char* buf, size_t sz)
{
  boost::mutex::scoped_lock lock(mutexSend);

	if( sz <= 0)
		return 0;

	if( !m_outBuffer.empty()) {
		m_outBuffer.insert( m_outBuffer.end(), buf, buf + sz);
		return sendBufferedData();
	}

	int nResult = send(buf, sz);

	if( nResult < (int)sz) {
		int sent = (std::max)( nResult, 0);
		m_outBuffer.insert( m_outBuffer.end(), buf + sent, buf + sz);
	}

	return nResult;
}




2014/08/08
www.naics.com/naicsfiles/SIC_to_NAICS_Cross_Reference.xls
www.naics.com/naicsfiles/NAICS_to_SIC_Cross_Reference.xls
www.naics.com/censusfiles/SIC%20Codes%20List.xls
http://www.census.gov/cgi-bin/sssd/naics/naicsrch?chart=2012

2014/08/03 

=====
Build notes for zlib 1.2.8

http://blog.raymond.burkholder.net/index.php?/archives/598-Build-zlib-v1.2.8-with-Visual-Studio-2012.html

download
http://download.microsoft.com/download/9/0/f/90f019ac-8243-48d3-91cf-81fc4093ecfd/1830_usa_ddk.iso
to obtain ml64.exe which will be installed to after setup.exe:
D:\Data\WINDDK\3790.1830\bin\win64\x86\amd64

edit %zipbase%\zlib-1.2.8\contrib\masmx64\bld_ml64.bat:

%asmbase%\WINDDK\3790.1830\bin\win64\x86\amd64\ml64.exe /Flinffasx64 /c /Zi inffasx64.asm
%asmbase%\WINDDK\3790.1830\bin\win64\x86\amd64\ml64.exe /Flgvmat64   /c /Zi gvmat64.asm

run:
bld_ml64.bat

http://zlib.net/zlib-1.2.8.tar.gz

copy ioapi_mem.c, ioapi_mem.h to zlib-1.2.8

project directory:
D:\Data\Projects\VC++\zlib-1.2.8\contrib\vstudio\vc11
builds to:
D:\Data\Projects\VC++\zlib-1.2.8\contrib\vstudio\vc11\x64\ZlibStatDebug\zlibstat.lib

select:  release,x64
add ioapi_mem.c to zlibstat

=====

2013/12/09
view -> other windows -> property manager

IQFeedGetHistory
removed ;%(AdditionalDependencies)
may need this in some places:  C:\Data\Projects\VSC++\hdf5\compress64\lib
removed from defaults: zlib.lib
removed from defaults: szlib.lib

2013/11/05
szip-2.1
zlib-1.2.7

2013/10/28
http://stackoverflow.com/questions/2629421/how-to-use-boost-in-visual-studio-2010
without zlib:
b2 --layout=versioned toolset=msvc-10.0 variant=debug link=static threading=multi runtime-link=static address-model=64 -j4  --stagedir=stage\x64 stage
with zlib (not sure what this provides):
b2 --layout=versioned toolset=msvc-10.0 variant=debug link=static threading=multi runtime-link=static address-model=64 -j4 -sZLIB_SOURCE="c:\data\projects\vsc++\zlib\zlib-1.2.8" --stagedir=stage\x64 stage
looks like it does something for iostreams, adds a libboost-zlib... file, which may conflict with the pre-existing zlib library

2013/09/22
Installer Software:  http://www.jrsoftware.org/isinfo.php

2012/09/01
Source of unzip files:  https://github.com/nmoinvaz/minizip, but don't use it
This is a new flavour but is incompatible with zlib-1.2.7 used with hdf5
Therefore, have added ioapi.h, ioapi_mem.h, unzip.h to hdf5\compress64\include from contrib/minizip
And added unzip.c, ioapi_mem.c to contrib/minizip with a few 64 bit changes and added into vc10 project
zlib is described at:  http://zlib.net/
Found about ioapi_mem_c at http://www.winimage.com/zLibDll/minizip.html

2012/09/03
curl:  retrieving URLs
http://curl.haxx.se/, http://curl.haxx.se/libcurl/c/libcurl-tutorial.html
use the supplied vc6curl.dsw
CURL_DISABLE_LDAP used when building curl
project properties->librarian->all options->additional options-> remove /machine:i386

2012/08/20
This looks suspiciously like you're not using a recent enough value for WINVER. From memory, Win64 requires 0x502 or later (i.e. Windows Server 2003). 

2012/07/07
See C:\Data\Projects\VSC++\wxWidgets\build.txt for wxWidgets new library build for debug

2011/07/29
wx requires runtime dll, so boost needs to be compiled the same:
b2 --layout=versioned toolset=msvc variant=debug link=static threading=multi runtime-link=shared stage
but I am now building wx as static (manually changed all projects), so can do static now:
b2 --layout=versioned toolset=msvc variant=debug link=static threading=multi runtime-link=static address-model=64  stage
b2 --layout=versioned toolset=msvc variant=debug link=static threading=multi runtime-link=static address-model=64 --stagedir=stage\x64 stage
b2 --layout=versioned toolset=msvc variant=debug link=static threading=multi runtime-link=static address-model=32 --stagedir=stage\x32 stage
b2 --layout=versioned toolset=msvc variant=release link=static threading=multi runtime-link=static address-model=64 -j4  --stagedir=stage\x64 stage
b2 --layout=versioned toolset=msvc variant=release link=static threading=multi runtime-link=static address-model=32 --stagedir=stage\x32 stage

j is number of processors to build with

2011/07/31
copy 
C:\Data\Projects\VSC++\wxWidgets\wxWidgets-2.9.2\include\msvc\wx\setup.h
to 
C:\Data\Projects\VSC++\wxWidgets\wxWidgets-2.9.2\include\wx


#define wxSETUPH_PATH_STR "C:\Data\Projects\VSC++\wxWidgets\wxWidgets-2.9.2\lib\vc_lib\mswd\wx\setup.h"

* take 'u' out of library targets
* unicode 'not set'
* static / debug


2011/04/24
C:\Data\Projects\VSC++\wxWidgets\wxWidgets-2.9.1\lib\vc_lib\mswud\wx/setup.h 
needs to be copied to
C:\Data\Projects\VSC++\wxWidgets\wxWidgets-2.9.1\include\wx

see setup.h for more info on the below include files.

wxWidgets libraries:
$(OutDir)wxmsw29ud_adv.lib
$(OutDir)wxmsw29ud_core.lib
$(OutDir)wxbase29ud.lib
$(OutDir)wxtiffd.lib
$(OutDir)wxjpegd.lib
$(OutDir)wxpngd.lib
$(OutDir)wxzlibd.lib
$(OutDir)wxexpatd.lib
winmm.lib
comctl32.lib
rpcrt4.lib
wsock32.lib
wininet.lib

2011/01/03
db 4.8.30
http://www.oracle.com/technetwork/database/berkeleydb/downloads/index-082944.html

2010/12/29
bjam --layout=versioned toolset=msvc variant=debug link=static threading=multi runtime-link=static stage

2010/10/17
microsoft suggestion and problem reporting:
https://connect.microsoft.com/dashboard/

2010/06/09
IB_USE_STD_STRING when using IB TWS libraries
which is included in IBTWS.h

For building Interactive Brokers without MFC:
https://www.interactivebrokers.com/smf/index.php?topic=83754.0

2010/06/03

X ftp://ftp.hdfgroup.uiuc.edu/pub/outgoing/hdf5/snapshots/v19/
http://www.hdfgroup.uiuc.edu/ftp/pub/outgoing/hdf5/snapshots/v19/

E:\Data\Projects\hdf5\hdf5-1.9.55\hdf5lib\debug\include\H5Include.h:
change to #include "hdf5.h"

2010/04/11
* multi-thread sdi
* set .cpp, set common controls, no unicode
* Form, dialog based, no rebar

MainFrm.cpp
	//UIUpdateToolBar();
	
	//CreateSimpleToolBar();
	//UIAddToolBar(m_hWndToolBar);
	
	//UISetCheck(ID_VIEW_TOOLBAR, 1);
	
append to stdafx.h:

// Non default includes
#include <atlcrack.h>
#include <atlmisc.h>



2009/10/18

*.rc:

replace:
#include "atlres.h"
with:
#include "..\lib\wtl\atlres.h"

replace:
"#include ""atlres.h""\r\n"
with:
"#include ""..\\lib\\wtl\\atlres.h""\r\n"

project include directories:
..\;..\lib;..\lib\wtl


2009/09/07

Requires Boost::Log
http://www.crystalclearsoftware.com/cgi-bin/boost_wiki/wiki.pl?Boost.Logging


Berkeley db header file db.h needs the following line 1132 and prior to the typedef enum for DBTYPE:
#undef DBTYPE
#undef DB_UNKNOWN



comparison function for map
http://www.gamedev.net/community/forums/topic.asp?topic_id=275617


Collection Of stuff:

#pragma warning(disable: 4290)  // to disable throw warnings in header files

============
Vector frees its own internal memory and calls the destructors
of the elements in it.

To sort by a field in the structure, you can use the predicated
form of std::sort, and pass a function or function object as
the third parameter. Here is an example passing a function object:


#include <vector>
#include <algorithm>

struct S {
int field1;
double field2;
};

struct SortByField2 {
bool operator () (const S & lhs , const S & rhs) const {
return lhs.field2 < rhs.field2;
}
};

int main()
{
std::vector<S> v;

// add to vector

std::sort(v.begin(),v.end(),SortByField2());

return 0;
}

-----------------
Notes found in Symbol.cpp:

/*
What is effectively happening, is that myFoo is being "bound" into the newFunc object. 
Think of it as creating a private variable inside newFunc and sticking myFoo in it. 
When newFunc is invoked, it will use myFoo as a parameter. 
http://orionedwards.blogspot.com/2006/09/function-pointers-in-cc-and-boostbind.html
*/


/*
class Button {
  typedef boost::signal<void (int x, int y)> OnClick;

public:
  void doOnClick(const OnClick::slot_type& slot);

private:
  OnClick onClick;
};

void Button::doOnClick( const OnClick::slot_type& slot ) {
  onClick.connect(slot);
}

void printCoordinates(long x, long y) {
  std::cout << "(" << x << ", " << y << ")\n";
}

void f(Button& button) {
  button.doOnClick(&printCoordinates);
}
*/