pyql
pyql copied to clipboard
compilation error
GCC 7.2.0 QuantLib-1.10.0 Cython version 0.25.2
Steps to reproduce: setup environment (pathes to QuantLib, modify pyql:setup.py, etc) and run make build
quantlib/settings.cpp: In function ‘PyObject* PyInit_settings()’: quantlib/settings.cpp:1791:37: error: ‘QL_HIGH_RESOLUTION_DATE’ was not declared in this scope __pyx_t_2 = __Pyx_PyBool_FromLong(QL_HIGH_RESOLUTION_DATE); if (unlikely(!__pyx_t_2)) __PYX_ERR(0, 23, __pyx_L1_error) ^ quantlib/settings.cpp:581:36: note: in definition of macro ‘__Pyx_PyBool_FromLong’ #define __Pyx_PyBool_FromLong(b) ((b) ? __Pyx_NewRef(Py_True) : __Pyx_NewRef(Py_False))
Does your install of quantlib have high resolution date? built with --enable-intraday?
I think the answer is NO, because in the config file I have lines:
/* Define this if you want to enable high resolution date class. */
/* #undef QL_HIGH_RESOLUTION_DATE */
Ok, I guess we need to handle this case gracefully. The fix for now is to either use a quantlib compiled with --enable-intraday or use this commit: 5394649b09f08a7f0b7e239782e5b1de8e641f2c which was before it was introduced.