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Re: [Quantlib-dev] QuantLib-1.8 | vc14 | AdaptiveRungeKutta testsuite error
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From: Ivan A. C. <iva...@gm...> - 2016-09-07 11:44:39
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I was able to reproduce the test case failure in a standalone repro (crashes in release x64 only), please see attached along with the compiler and linker commands. It fails on: x = 3.15 rk_real(ode3_, y30, 0.0, x) On Sep 6, 2016 1:58 PM, "Ivan A. Cherkasov" <iva...@gm...> wrote: > Hello, Luigi. > > Wasn't able to figure it out so far. I'm building with > configuration:Release and Platform:x64. > On Sep 6, 2016 1:47 PM, <qua...@li...> > wrote: > >> Send QuantLib-dev mailing list submissions to >> qua...@li... >> >> To subscribe or unsubscribe via the World Wide Web, visit >> https://lists.sourceforge.net/lists/listinfo/quantlib-dev >> or, via email, send a message with subject or body 'help' to >> qua...@li... >> >> You can reach the person managing the list at >> qua...@li... >> >> When replying, please edit your Subject line so it is more specific >> than "Re: Contents of QuantLib-dev digest..." >> >> >> Today's Topics: >> >> 1. Re: [Quantlib-users] QuantLib SWIG C# - Calling Conventions >> (cdecl/stdcall) issue (Fabrice Lecuyer) >> 2. Building QuantLib for C# - Is stdcall needed? (Fabrice Lecuyer) >> 3. Potential Bug (Thompson Mark) >> 4. Re: QuantLib-1.8 | vc14 | AdaptiveRungeKutta testsuite error >> (Luigi Ballabio) >> >> >> ---------------------------------------------------------------------- >> >> Message: 1 >> Date: Thu, 11 Aug 2016 18:28:44 +1000 >> From: Fabrice Lecuyer <fab...@gm...> >> Subject: Re: [Quantlib-dev] [Quantlib-users] QuantLib SWIG C# - >> Calling Conventions (cdecl/stdcall) issue >> To: Luigi Ballabio <lui...@gm...> >> Cc: qua...@li..., >> qua...@li... >> Message-ID: >> <CAOEeWn5YK072TgpBFA=8wCV+PS7jN1arDqw1iOeLZXsEUvZqpw@mail. >> gmail.com> >> Content-Type: text/plain; charset="utf-8" >> >> Hi Luigi, >> >> Thanks. I've made a pull request on Github. Note I've kept it as minimal >> as >> possible, I haven't updated the examples as I do not see any use for it >> (plus getting some warnings due to the main functions calling convention >> mismatches), and made the solution build configuration only build >> QuantLib, >> not the examples. >> >> I'd still be interested in discussing with anyone who is developing in C# >> to confirm this is how they circumvented the problem. >> >> Regards, >> Fabrice >> >> On 1 August 2016 at 18:41, Luigi Ballabio <lui...@gm...> >> wrote: >> >> > Hello Fabrice, >> > yes, adding the configurations would be nice, thanks. >> > >> > Luigi >> > >> > >> > On Sat, Jul 2, 2016 at 12:07 PM Fabrice Lecuyer < >> fab...@gm...> >> > wrote: >> > >> >> Hi all, >> >> >> >> >> >> (email already sent as a non member, apologies if it creates a >> duplicate) >> >> >> >> >> >> I?ve been building QuantLib & QuantLib SWIG ?as is? with VS14 for use >> >> with C# and came across an initial error when running in debug, where >> >> visual studio breaks giving a PInvoke stack imbalance error, as >> described >> >> in this old thread: >> >> >> >> https://sourceforge.net/p/quantlib/mailman/quantlib- >> >> users/thread/33276539.post%40talk.nabble.com/#msg28797382 >> >> >> >> I first tried the solution described in this thread (modifying the SWIG >> >> generated file to add calling convention = cdecl) and all seemed ok >> for a >> >> while. >> >> >> >> The next problem appeared when QuantLib C++ was throwing an error, the >> C# >> >> wasn?t catching it and instead crashing with a memory imbalance error. >> >> Again, this is described in the thread below, but this time without a >> >> solution. >> >> >> >> In order to catch the thrown C++ error, I?ve had to revert to the >> >> original SWIG generated C# source file, and instead build QuantLib C++ >> >> using the stdcall calling convention (default in VS14 proj files is >> cdecl). >> >> >> >> Now everything is good, but I just wanted to ask around to other C# >> users >> >> if this is a problem they have had, if they solved it this way that I?m >> >> safe to assume I won?t find another issue of the kind down the line, >> or if >> >> I?m unnecessarily complicating things. >> >> >> >> If this is indeed the best solution, would adding build configurations >> >> for stdcall be considered? Happy to provide the updated vcproj files >> if yes. >> >> >> >> >> >> >> >> Regards, >> >> >> >> Fabrice. >> >> ------------------------------------------------------------ >> >> ------------------ >> >> Attend Shape: An AT&T Tech Expo July 15-16. Meet us at AT&T Park in San >> >> Francisco, CA to explore cutting-edge tech and listen to tech >> luminaries >> >> present their vision of the future. This family event has something for >> >> everyone, including kids. Get more information and register today. >> >> http://sdm.link/attshape____________________________________ >> ___________ >> >> QuantLib-users mailing list >> >> Qua...@li... >> >> https://lists.sourceforge.net/lists/listinfo/quantlib-users >> >> >> > >> -------------- next part -------------- >> An HTML attachment was scrubbed... >> >> ------------------------------ >> >> Message: 2 >> Date: Tue, 23 Aug 2016 22:04:39 +1000 >> From: Fabrice Lecuyer <fab...@gm...> >> Subject: [Quantlib-dev] Building QuantLib for C# - Is stdcall needed? >> To: qua...@li..., >> qua...@li... >> Message-ID: >> <CAO...@ma... >> ail.com> >> Content-Type: text/plain; charset="utf-8" >> >> Hi all, >> >> >> I'm trying to get a confirmation that building and using QuantLib in C# >> requires QuantLib and potentially the Boost libraries built using the >> *stdcall >> *calling convention due to SWIG generated files forcing stdcall and >> various >> spurious issues when mismatching the calling conventions. >> >> Could any user or dev of QuantLib-SWIG for C# confirm they are doing so, >> share if they are circumventing the issue(s) another way, or even mention >> if they are not seeing any issue at all when building QuantLib "normally"? >> >> Any help would be much appreciated. >> >> Regards, >> Fabrice >> -------------- next part -------------- >> An HTML attachment was scrubbed... >> >> ------------------------------ >> >> Message: 3 >> Date: Sun, 28 Aug 2016 11:31:10 +0000 >> From: "Thompson Mark" <ma...@st...> >> Subject: [Quantlib-dev] Potential Bug >> To: "qua...@li..." >> <qua...@li...> >> Message-ID: <D1F...@st...> >> Content-Type: text/plain; charset="utf-8" >> >> Dear Quantlib Maintainers, >> >> I?m an analyst trying to set QuantLib with Anaconda Python up on Mac OSX >> El Capitan 10.11.6. >> >> 0. After some strange ac file errors compiling, and a compile with >> pointer errors under testing, I finally got the lastest version of QuantLib >> to compile with ?brew?. >> 1. brew currently defaults to 1.7 I got brew to compile 1.8 by modifying >> the ruby formula. >> 2. The quantlib test-suite reports all tests passed >> >> >> ? >> A. I downloaded Quantlib-SWIG 1.8 and compiled and installed it. >> B. I got a strange symbol when trying to import the library in python: >> >> ImportError: dlopen(/Users/mark/anaconda/lib/python3.5/site-packages/Quan >> tLib/_QuantLib.cpython-35m-darwin.so, 2): Symbol not found: >> __ZN8QuantLib10DateParser14parseFormattedERKSsS2_ >> Referenced from: /Users/mark/anaconda/lib/pytho >> n3.5/site-packages/QuantLib/_QuantLib.cpython-35m-darwin.so >> Expected in: flat namespace >> in /Users/mark/anaconda/lib/python3.5/site-packages/QuantLib/_Q >> uantLib.cpython-35m-darwin.so >> >> C. I get a similar error in when running the tests included in the Python >> director of QuantLib-SWIG-1.8. >> >> >> D. I read that Removed DateParser::split method (deprecated in version >> 1.6). is this related? >> >> >> I?d be happy to write a detailed OSX guide for 1.8 as the instructions, >> but would need help solving this last issue which I now think has to do >> with this DateParser change. >> >> Any hints or suggestions? >> >> >> >> -------------- next part -------------- >> An HTML attachment was scrubbed... >> >> ------------------------------ >> >> Message: 4 >> Date: Tue, 06 Sep 2016 09:44:55 +0000 >> From: Luigi Ballabio <lui...@gm...> >> Subject: Re: [Quantlib-dev] QuantLib-1.8 | vc14 | AdaptiveRungeKutta >> testsuite error >> To: Peter Caspers <pca...@gm...>, "Cherkasov, Ivan" >> <Iva...@ot...> >> Cc: "qua...@li..." >> <qua...@li...> >> Message-ID: >> <CAJkxnzcdPu-Bxdhokz5mV7-YHjthAuTGojf5VqRu_j4NkBMB0Q@mail. >> gmail.com> >> Content-Type: text/plain; charset="utf-8" >> >> Hello Ivan, >> could you make any check on this? >> >> Thanks, >> Luigi >> >> On Thu, Jul 28, 2016 at 3:17 PM Peter Caspers <pca...@gm...> >> wrote: >> >> > Hi Ivan, this is not OK. Can you first check the following: You seem to >> > run the 64bit executable, but the platform displayed in the test suite >> is >> > Win32. Something seems to have got mixed here. Regards, Peter >> > >> > On 28 Jul 2016, at 06:01, Cherkasov, Ivan <Iva...@ot...> >> > wrote: >> > >> > Hello. >> > >> > I get two failing test cases for AdaptiveRungeKutta in vc14: >> > >> > 1> Testing adaptive Runge Kutta... >> > 1>unknown location : fatal error : in "QuantLib test suite/ode >> > tests/QuantLib::detail::quantlib_test_case(&OdeTest::testAda >> ptiveRungeKutta)": >> > class QuantLib::Error: Stepsize (3.1414) underflow in >> > AdaptiveRungeKutta::rkqs >> > 1> c:\tmp\ql18_vc2015\quantlib-1.8\test-suite\utilities.hpp(74): last >> > checkpoint >> > 1> Testing matrix exponential based on ode... >> > 1>unknown location : fatal error : in "QuantLib test suite/ode >> > tests/QuantLib::detail::quantlib_test_case(&OdeTest::testMat >> rixExponential)": >> > class QuantLib::Error: Too many steps (10000) in AdaptiveRungeKutta >> > >> > Testsuite output is attached. >> > >> > Please advise if this is OK. >> > >> > Thank you. >> > >> > ------------------------------ >> > ?????????? ?????????? ????????????? ?????? ??? ???????? ??? ???????????? >> > ????, ? ???????? ??????????, ? ????? ????????? ???????????????? >> ????????. >> > ????? ?????, ????????, ??????????????? ??? ?????? ????????????? >> ?????????? >> > ?????? ??? ????????? ????? ??????????? ?????????? ?????????. ???? ?? >> > ???????? ?????? ????????? ?? ??????, ??????? ???????? ?? ???? >> ??????????? >> > ????? ????????? ? ??????? ????????? ?? ????? ???????????? ? ????. >> > >> > This e-mail message and any attachment are for the sole use of the >> > intended recipient(s) and may contain confidential and privileged >> > information. 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Otkritie Capital International Limited, >> > authorized and regulated by the Financial Conduct Authority (FCA). >> > >> > <testsuite.txt> >> > ------------------------------------------------------------ >> ------------------ >> > >> > >> > _______________________________________________ >> > QuantLib-dev mailing list >> > Qua...@li... >> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev >> > >> > >> > ------------------------------------------------------------ >> ------------------ >> > _______________________________________________ >> > QuantLib-dev mailing list >> > Qua...@li... >> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev >> > >> -------------- next part -------------- >> An HTML attachment was scrubbed... >> >> ------------------------------ >> >> ------------------------------------------------------------ >> ------------------ >> >> >> ------------------------------ >> >> _______________________________________________ >> QuantLib-dev mailing list >> Qua...@li... >> https://lists.sourceforge.net/lists/listinfo/quantlib-dev >> >> >> End of QuantLib-dev Digest, Vol 123, Issue 1 >> ******************************************** >> > |
