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From: ahmed b. <bou...@gm...> - 2016-09-09 22:15:51
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Hi I want to participate in multi-agant project, can you help me ?Or how can I do it. |
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From: Ivan A. C. <iva...@gm...> - 2016-09-09 15:04:03
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One more observation I wanted to share: with /fp:strict /fp:except compile flags ( https://msdn.microsoft.com/en-us/library/e7s85ffb.aspx) I’m getting build errors. command line: ^C:\TMP\QL18_VC2015_MK3\QUANTLIB-1.8\QL\EXPERIMENTAL\FINITEDIFFERENCES\DYNPROGVPPINTRINSICVALUEENGINE.CPP /c /IC:\BIN\BOOST_1_61_0 /I. /Zi /nologo /W3 /WX- /O2 /Ob2 /Ot /D NDEBUG /D WIN32 /D _LIB /D _SCL_SECURE_NO_DEPRECATE /D _CRT_SECURE_NO_DEPRECATE /D _MBCS /GF /Gm- /EHsc /MD /GS /Gy /fp:strict /fp:except /Zc:wchar_t /Zc:forScope /Zc:inline /GR /Fo".\BUILD\VC140\X64\RELEASE\\" /Fd".\BUILD\VC140\X64\RELEASE\QUANTLIB.PDB" /Gd /TP C:\TMP\QL18_VC2015_MK3\QUANTLIB-1.8\QL\EXPERIMENTAL\FINITEDIFFERENCES\DYNPROGVPPINTRINSICVALUEENGINE.CPP build errors: … 1> dynprogvppintrinsicvalueengine.cpp 1>C:\Program Files (x86)\Microsoft Visual Studio 14.0\VC\include\xcomplex(646): error C2131: expression did not evaluate to a constant (compiling source file ql\experimental\finitedifferences\hestonrndcalculator.cpp) 1> C:\Program Files (x86)\Microsoft Visual Studio 14.0\VC\include\xcomplex(646): note: failure was caused by an undefined arithmetic operation (compiling source file ql\experimental\finitedifferences\hestonrndcalculator.cpp) 1> ql\experimental\finitedifferences\hestonrndcalculator.cpp(110): note: see reference to function template instantiation 'std::complex<double> std::log<double>(const std::complex<double> &)' being compiled … 1>C:\Program Files (x86)\Microsoft Visual Studio 14.0\VC\include\xcomplex(232): error C2131: expression did not evaluate to a constant (compiling source file ql\math\modifiedbessel.cpp) 1> C:\Program Files (x86)\Microsoft Visual Studio 14.0\VC\include\xcomplex(232): note: failure was caused by an undefined arithmetic operation (compiling source file ql\math\modifiedbessel.cpp) 1> C:\Program Files (x86)\Microsoft Visual Studio 14.0\VC\include\xcomplex(253): note: see reference to function template instantiation '_Ty std::_Fabs<double>(const std::complex<double> &,int *)' being compiled 1> with ... and so on. |
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From: Ivan A. C. <iva...@gm...> - 2016-09-09 06:51:13
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Peter, please see the command line for the test suite. For the standalone repro I was experimenting with compiler options, so they certainly may vary from the default ones. On Sep 9, 2016 10:31 AM, <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-1.8 | vc14 | AdaptiveRungeKutta testsuite error > (Peter Caspers) > 2. Re: Fwd: Re: QuantLib-1.8 | vc14 | AdaptiveRungeKutta > testsuite error (Ivan A. Cherkasov) > > > ---------------------------------------------------------------------- > > Message: 1 > Date: Fri, 9 Sep 2016 08:18:22 +0200 > From: Peter Caspers <pca...@gm...> > Subject: Re: [Quantlib-dev] QuantLib-1.8 | vc14 | AdaptiveRungeKutta > testsuite error > To: "Ivan A. Cherkasov" <iva...@gm...> > Cc: QuantLib Mailing Lists <qua...@li...>, > Luigi > Ballabio <lui...@gm...> > Message-ID: > <CACApxN-EV9_XHKRV1xpumMR0knimJ5ZhqRzia820t > 7Mw...@ma...> > Content-Type: text/plain; charset=UTF-8 > > Hi, > > in my project settings I have /Ob2 by default, in your compiler line > below (the one that fails) I don't see this flag at all. Did you > change any of the default project settings? Is there anybody else on > VC14 that can reproduce this problem? The only thing from boost that > is used in your standalone code seems to be boost::function, so I > doubt it has to do with the boost version (but who knows). > > Regards > Peter > > On 9 September 2016 at 08:10, Ivan A. Cherkasov > <iva...@gm...> wrote: > > Hello. > > It failed. Please see the attached files. > > > > Supposedly some other function gets messed up by inline expansion and > that > > was caught accidentally by the RK test case. Or compiler ignores the > > declspec. > > > > On Sep 8, 2016 4:44 PM, "Peter Caspers" <pca...@gm...> wrote: > >> > >> Yes. Ivan, could you try to put > >> > >> __declspec(noinline) > >> > >> > >> before the rkqs and rkck and operator() functions and see if it works > >> then? > >> > >> On 08 Sep 2016, at 14:22, Luigi Ballabio <lui...@gm...> > wrote: > >> > >> Except it's not good if VC14 fails in the default configuration... > >> > >> > >> On Thu, Sep 8, 2016 at 2:19 PM Peter Caspers <pca...@gm...> > >> wrote: > >>> > >>> Hi, > >>> > >>> I don?t see an issue with /Ob2 on VC12. This all looks like a bug in > the > >>> VC14 - code optimization to me, nothing we can (or should) really fix > in the > >>> code? > >>> > >>> Regards > >>> Peter > >>> > >>> On 08 Sep 2016, at 09:19, Ivan A. Cherkasov < > iva...@gm...> > >>> wrote: > >>> > >>> Hello. > >>> > >>> This failed for me (CL.command.1.tlog): > >>> > >>> ^C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP > >>> /c /IC:\BIN\BOOST_1_61_0 /I"C:\TMP\QL18_VC2015\QUANTLIB-1.8" /Zi > /nologo > >>> /W3 /WX- /sdl /O2 /Oi /GL /D NDEBUG /D _CONSOLE /D _UNICODE /D UNICODE > /Gm- > >>> /EHsc /MD /GS /Gy /fp:precise /Zc:wchar_t /Zc:forScope /Zc:inline > >>> /Fo"X64\RELEASE\\" /Fd"X64\RELEASE\VC140.PDB" /Gd /TP > >>> C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP > >>> > >>> This worked for me: > >>> > >>> ^C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP > >>> /c /IC:\BIN\BOOST_1_61_0 /I"C:\TMP\QL18_VC2015\QUANTLIB-1.8" /Zi > /nologo > >>> /W3 /WX- /sdl /O2 /Ob0 /Ot /D NDEBUG /D _CONSOLE /D _UNICODE /D > UNICODE /Gm- > >>> /EHsc /MD /GS /Gy /fp:precise /Zc:wchar_t /Zc:forScope /Zc:inline > >>> /Fo"X64\RELEASE\\" /Fd"X64\RELEASE\VC140.PDB" /Gd /TP > >>> C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP > >>> > >>> I?m using ?Version 14.0.25422.01 Update 3?. > >>> > >>> I rebuilt from scratch using QuantLib-1.8.tar.gz and QuantLib_vc14.sln, > >>> the only thing I changed in the project settings is the C/C++ -> > >>> Optimization -> Inline Function Expansion = Disabled (/Ob0). It > succeeded, > >>> test suite log attached. > >>> > >>> On Sep 7, 2016 10:00 PM, "Peter Caspers" <pca...@gm...> > wrote: > >>>> > >>>> Can you post the full compiler command line (you find that under C++ / > >>>> Command Line), I can not provoke the error no matter what > optimization flags > >>>> I use > >>>> > >>>> /FR".\build\vc120\x64\Release\" /GS /W3 /Gy /Zc:wchar_t /I"..\.." /Zi > >>>> /Gm- /Ox /Ob2 /Fd".\build\vc120\x64\Release\" /fp:fast /D "NDEBUG" /D > >>>> "WIN32" /D "_CONSOLE" /D "_SCL_SECURE_NO_DEPRECATE" /D > >>>> "_CRT_SECURE_NO_DEPRECATE" /D "_MBCS" /fp:except /errorReport:prompt > /GF > >>>> /WX- /Zc:forScope /GR /Gd /MD /Fa".\build\vc120\x64\Release\" /EHsc > /nologo > >>>> /Fo".\build\vc120\x64\Release\" /Ot > >>>> /Fp".\build\vc120\x64\Release\BermudanSwaption.pch? > >>>> > >>>> On 07 Sep 2016, at 19:59, Ivan A. Cherkasov < > iva...@gm...> > >>>> wrote: > >>>> > >>>> Also works with /O2 /Ob0 (w/o inlines) > >>>> > >>>> > >>>> > >>> <testsuite.log> > >>> > >>> > >>> > >>> ------------------------------------------------------------ > ------------------ > >>> _______________________________________________ > >>> QuantLib-dev mailing list > >>> Qua...@li... > >>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev > >> > >> > > > > > > ------------------------------ > > Message: 2 > Date: Fri, 9 Sep 2016 10:30:08 +0400 > From: "Ivan A. Cherkasov" <iva...@gm...> > Subject: Re: [Quantlib-dev] Fwd: Re: QuantLib-1.8 | vc14 | > AdaptiveRungeKutta testsuite error > To: pca...@gm..., lui...@gm... > Cc: qua...@li... > Message-ID: > <CAFex7kqPXiWBnT4bnqt=-yk2e3+_3meK8JzfihdoWwQG+gUmyg@mail. > gmail.com> > Content-Type: text/plain; charset="utf-8" > > 3rd attempt, SF blocks attachments. > > It failed. Supposedly some other function gets messed up by inline > expansion and that was caught accidentally by the RK test case. Or compiler > ignores the declspec. > > > > --- ./ql18_vc2015_mk2/QuantLib-1.8/ql/math/ode/adaptiverungekutta.hpp > 2015-12-21 13:46:03.000000000 +0300 > +++ ./ql18_vc2015_mk3/QuantLib-1.8/ql/math/ode/adaptiverungekutta.hpp > 2016-09-08 19:46:27.359406500 +0300 > @@ -161,7 +161,7 @@ > } > template<class T> > - T AdaptiveRungeKutta<T>::operator()(const OdeFct1d& ode, > + __declspec(noinline) T > AdaptiveRungeKutta<T>::operator()(const OdeFct1d& ode, > const T y1, > const Real x1, > const Real x2) { > @@ -170,7 +170,7 @@ > } > template<class T> > - void AdaptiveRungeKutta<T>::rkqs(std::vector<T>& y, > + __declspec(noinline) void > AdaptiveRungeKutta<T>::rkqs(std::vector<T>& y, > const std::vector<T>& dydx, > Real& x, > const Real htry, > @@ -213,7 +213,7 @@ > } > template <class T> > - void AdaptiveRungeKutta<T>::rkck(const std::vector<T>& y, > + __declspec(noinline) void AdaptiveRungeKutta<T>::rkck(const > std::vector<T>& y, > const std::vector<T>& dydx, > Real x, > const Real h, > > > ^C:\TMP\QL18_VC2015_MK3\QUANTLIB-1.8\TEST-SUITE\QUANTLIBTESTSUITE.CPP > /c /IC:\BIN\BOOST_1_61_0 /I.. /Zi /nologo /W3 /WX- /O2 /Ob2 /Ot /D NDEBUG > /D WIN32 /D _CONSOLE /D _SCL_SECURE_NO_DEPRECATE /D > _CRT_SECURE_NO_DEPRECATE /D _MBCS /GF /Gm- /EHsc /MD /GS /Gy /fp:precise > /Zc:wchar_t /Zc:forScope /Zc:inline /GR /Fo".\BUILD\VC140\X64\RELEASE\\" > /Fd".\BUILD\VC140\X64\RELEASE\VC140.PDB" /Gd /TP > C:\TMP\QL18_VC2015_MK3\QUANTLIB-1.8\TEST-SUITE\QUANTLIBTESTSUITE.CPP > > > > Testing adaptive Runge Kutta... > unknown location : fatal error : in "QuantLib test suite/ode > tests/QuantLib::detail::quantlib_test_case(&OdeTest:: > testAdaptiveRungeKutta)": > class QuantLib::Error: Stepsize (3.1414) underflow in > AdaptiveRungeKutta::rkqs > c:\tmp\ql18_vc2015_mk3\quantlib-1.8\test-suite\utilities.hpp(74): last > checkpoint > Testing matrix exponential based on ode... > unknown location : fatal error : in "QuantLib test suite/ode > tests/QuantLib::detail::quantlib_test_case(&OdeTest:: > testMatrixExponential)": > class QuantLib::Error: Too many steps (10000) in AdaptiveRungeKutta > c:\tmp\ql18_vc2015_mk3\quantlib-1.8\test-suite\utilities.hpp(74): last > checkpoint > Testing matrix exponential of a zero matrix based on ode... > > On Sep 9, 2016 10:15 AM, "Ivan A. Cherkasov" <iva...@gm...> > wrote: > > > ---------- Forwarded message ---------- > > From: "Ivan A. Cherkasov" <iva...@gm...> > > Date: Sep 9, 2016 10:10 AM > > Subject: Re: [Quantlib-dev] QuantLib-1.8 | vc14 | AdaptiveRungeKutta > > testsuite error > > To: "Peter Caspers" <pca...@gm...> > > Cc: <qua...@li...>, "Luigi Ballabio" < > > lui...@gm...> > > > > Hello. > > It failed. Please see the attached files. > > > > Supposedly some other function gets messed up by inline expansion and > that > > was caught accidentally by the RK test case. Or compiler ignores the > > declspec. > > On Sep 8, 2016 4:44 PM, "Peter Caspers" <pca...@gm...> wrote: > > > >> Yes. Ivan, could you try to put > >> > >> __declspec(noinline) > >> > >> > >> before the rkqs and rkck and operator() functions and see if it works > >> then? > >> > >> On 08 Sep 2016, at 14:22, Luigi Ballabio <lui...@gm...> > >> wrote: > >> > >> Except it's not good if VC14 fails in the default configuration... > >> > >> > >> On Thu, Sep 8, 2016 at 2:19 PM Peter Caspers <pca...@gm...> > >> wrote: > >> > >>> Hi, > >>> > >>> I don?t see an issue with /Ob2 on VC12. This all looks like a bug in > the > >>> VC14 - code optimization to me, nothing we can (or should) really fix > in > >>> the code? > >>> > >>> Regards > >>> Peter > >>> > >>> On 08 Sep 2016, at 09:19, Ivan A. Cherkasov < > iva...@gm...> > >>> wrote: > >>> > >>> Hello. > >>> > >>> This failed for me (CL.command.1.tlog): > >>> > >>> ^C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP > >>> /c /IC:\BIN\BOOST_1_61_0 /I"C:\TMP\QL18_VC2015\QUANTLIB-1.8" /Zi > >>> /nologo /W3 /WX- /sdl /O2 /Oi /GL /D NDEBUG /D _CONSOLE /D _UNICODE /D > >>> UNICODE /Gm- /EHsc /MD /GS /Gy /fp:precise /Zc:wchar_t /Zc:forScope > >>> /Zc:inline /Fo"X64\RELEASE\\" /Fd"X64\RELEASE\VC140.PDB" /Gd /TP > >>> C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP > >>> > >>> This worked for me: > >>> > >>> ^C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP > >>> /c /IC:\BIN\BOOST_1_61_0 /I"C:\TMP\QL18_VC2015\QUANTLIB-1.8" /Zi > >>> /nologo /W3 /WX- /sdl /O2 /Ob0 /Ot /D NDEBUG /D _CONSOLE /D _UNICODE /D > >>> UNICODE /Gm- /EHsc /MD /GS /Gy /fp:precise /Zc:wchar_t /Zc:forScope > >>> /Zc:inline /Fo"X64\RELEASE\\" /Fd"X64\RELEASE\VC140.PDB" /Gd /TP > >>> C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP > >>> > >>> I?m using ?Version 14.0.25422.01 Update 3?. > >>> > >>> I rebuilt from scratch using QuantLib-1.8.tar.gz and QuantLib_vc14.sln, > >>> the only thing I changed in the project settings is the C/C++ -> > >>> Optimization -> Inline Function Expansion = Disabled (/Ob0). It > succeeded, > >>> test suite log attached. > >>> On Sep 7, 2016 10:00 PM, "Peter Caspers" <pca...@gm...> > wrote: > >>> > >>>> Can you post the full compiler command line (you find that under C++ / > >>>> Command Line), I can not provoke the error no matter what optimization > >>>> flags I use > >>>> > >>>> /FR".\build\vc120\x64\Release\" /GS /W3 /Gy /Zc:wchar_t /I"..\.." /Zi > >>>> /Gm- /Ox /Ob2 /Fd".\build\vc120\x64\Release\" /fp:fast /D "NDEBUG" /D > >>>> "WIN32" /D "_CONSOLE" /D "_SCL_SECURE_NO_DEPRECATE" /D > >>>> "_CRT_SECURE_NO_DEPRECATE" /D "_MBCS" /fp:except /errorReport:prompt > /GF > >>>> /WX- /Zc:forScope /GR /Gd /MD /Fa".\build\vc120\x64\Release\" /EHsc > >>>> /nologo /Fo".\build\vc120\x64\Release\" /Ot > >>>> /Fp".\build\vc120\x64\Release\BermudanSwaption.pch? > >>>> > >>>> On 07 Sep 2016, at 19:59, Ivan A. Cherkasov < > iva...@gm...> > >>>> wrote: > >>>> > >>>> Also works with /O2 /Ob0 (w/o inlines) > >>>> > >>>> > >>>> <testsuite.log> > >>> > >>> > >>> ------------------------------------------------------------ > >>> ------------------ > >>> _______________________________________________ > >>> 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 13 > ********************************************* > |
|
From: Ivan A. C. <iva...@gm...> - 2016-09-09 06:30:16
|
3rd attempt, SF blocks attachments.
It failed. Supposedly some other function gets messed up by inline
expansion and that was caught accidentally by the RK test case. Or compiler
ignores the declspec.
--- ./ql18_vc2015_mk2/QuantLib-1.8/ql/math/ode/adaptiverungekutta.hpp
2015-12-21 13:46:03.000000000 +0300
+++ ./ql18_vc2015_mk3/QuantLib-1.8/ql/math/ode/adaptiverungekutta.hpp
2016-09-08 19:46:27.359406500 +0300
@@ -161,7 +161,7 @@
}
template<class T>
- T AdaptiveRungeKutta<T>::operator()(const OdeFct1d& ode,
+ __declspec(noinline) T
AdaptiveRungeKutta<T>::operator()(const OdeFct1d& ode,
const T y1,
const Real x1,
const Real x2) {
@@ -170,7 +170,7 @@
}
template<class T>
- void AdaptiveRungeKutta<T>::rkqs(std::vector<T>& y,
+ __declspec(noinline) void
AdaptiveRungeKutta<T>::rkqs(std::vector<T>& y,
const std::vector<T>& dydx,
Real& x,
const Real htry,
@@ -213,7 +213,7 @@
}
template <class T>
- void AdaptiveRungeKutta<T>::rkck(const std::vector<T>& y,
+ __declspec(noinline) void AdaptiveRungeKutta<T>::rkck(const
std::vector<T>& y,
const std::vector<T>& dydx,
Real x,
const Real h,
^C:\TMP\QL18_VC2015_MK3\QUANTLIB-1.8\TEST-SUITE\QUANTLIBTESTSUITE.CPP
/c /IC:\BIN\BOOST_1_61_0 /I.. /Zi /nologo /W3 /WX- /O2 /Ob2 /Ot /D NDEBUG
/D WIN32 /D _CONSOLE /D _SCL_SECURE_NO_DEPRECATE /D
_CRT_SECURE_NO_DEPRECATE /D _MBCS /GF /Gm- /EHsc /MD /GS /Gy /fp:precise
/Zc:wchar_t /Zc:forScope /Zc:inline /GR /Fo".\BUILD\VC140\X64\RELEASE\\"
/Fd".\BUILD\VC140\X64\RELEASE\VC140.PDB" /Gd /TP
C:\TMP\QL18_VC2015_MK3\QUANTLIB-1.8\TEST-SUITE\QUANTLIBTESTSUITE.CPP
Testing adaptive Runge Kutta...
unknown location : fatal error : in "QuantLib test suite/ode
tests/QuantLib::detail::quantlib_test_case(&OdeTest::testAdaptiveRungeKutta)":
class QuantLib::Error: Stepsize (3.1414) underflow in
AdaptiveRungeKutta::rkqs
c:\tmp\ql18_vc2015_mk3\quantlib-1.8\test-suite\utilities.hpp(74): last
checkpoint
Testing matrix exponential based on ode...
unknown location : fatal error : in "QuantLib test suite/ode
tests/QuantLib::detail::quantlib_test_case(&OdeTest::testMatrixExponential)":
class QuantLib::Error: Too many steps (10000) in AdaptiveRungeKutta
c:\tmp\ql18_vc2015_mk3\quantlib-1.8\test-suite\utilities.hpp(74): last
checkpoint
Testing matrix exponential of a zero matrix based on ode...
On Sep 9, 2016 10:15 AM, "Ivan A. Cherkasov" <iva...@gm...>
wrote:
> ---------- Forwarded message ----------
> From: "Ivan A. Cherkasov" <iva...@gm...>
> Date: Sep 9, 2016 10:10 AM
> Subject: Re: [Quantlib-dev] QuantLib-1.8 | vc14 | AdaptiveRungeKutta
> testsuite error
> To: "Peter Caspers" <pca...@gm...>
> Cc: <qua...@li...>, "Luigi Ballabio" <
> lui...@gm...>
>
> Hello.
> It failed. Please see the attached files.
>
> Supposedly some other function gets messed up by inline expansion and that
> was caught accidentally by the RK test case. Or compiler ignores the
> declspec.
> On Sep 8, 2016 4:44 PM, "Peter Caspers" <pca...@gm...> wrote:
>
>> Yes. Ivan, could you try to put
>>
>> __declspec(noinline)
>>
>>
>> before the rkqs and rkck and operator() functions and see if it works
>> then?
>>
>> On 08 Sep 2016, at 14:22, Luigi Ballabio <lui...@gm...>
>> wrote:
>>
>> Except it's not good if VC14 fails in the default configuration...
>>
>>
>> On Thu, Sep 8, 2016 at 2:19 PM Peter Caspers <pca...@gm...>
>> wrote:
>>
>>> Hi,
>>>
>>> I don’t see an issue with /Ob2 on VC12. This all looks like a bug in the
>>> VC14 - code optimization to me, nothing we can (or should) really fix in
>>> the code?
>>>
>>> Regards
>>> Peter
>>>
>>> On 08 Sep 2016, at 09:19, Ivan A. Cherkasov <iva...@gm...>
>>> wrote:
>>>
>>> Hello.
>>>
>>> This failed for me (CL.command.1.tlog):
>>>
>>> ^C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP
>>> /c /IC:\BIN\BOOST_1_61_0 /I"C:\TMP\QL18_VC2015\QUANTLIB-1.8" /Zi
>>> /nologo /W3 /WX- /sdl /O2 /Oi /GL /D NDEBUG /D _CONSOLE /D _UNICODE /D
>>> UNICODE /Gm- /EHsc /MD /GS /Gy /fp:precise /Zc:wchar_t /Zc:forScope
>>> /Zc:inline /Fo"X64\RELEASE\\" /Fd"X64\RELEASE\VC140.PDB" /Gd /TP
>>> C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP
>>>
>>> This worked for me:
>>>
>>> ^C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP
>>> /c /IC:\BIN\BOOST_1_61_0 /I"C:\TMP\QL18_VC2015\QUANTLIB-1.8" /Zi
>>> /nologo /W3 /WX- /sdl /O2 /Ob0 /Ot /D NDEBUG /D _CONSOLE /D _UNICODE /D
>>> UNICODE /Gm- /EHsc /MD /GS /Gy /fp:precise /Zc:wchar_t /Zc:forScope
>>> /Zc:inline /Fo"X64\RELEASE\\" /Fd"X64\RELEASE\VC140.PDB" /Gd /TP
>>> C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP
>>>
>>> I’m using “Version 14.0.25422.01 Update 3”.
>>>
>>> I rebuilt from scratch using QuantLib-1.8.tar.gz and QuantLib_vc14.sln,
>>> the only thing I changed in the project settings is the C/C++ ->
>>> Optimization -> Inline Function Expansion = Disabled (/Ob0). It succeeded,
>>> test suite log attached.
>>> On Sep 7, 2016 10:00 PM, "Peter Caspers" <pca...@gm...> wrote:
>>>
>>>> Can you post the full compiler command line (you find that under C++ /
>>>> Command Line), I can not provoke the error no matter what optimization
>>>> flags I use
>>>>
>>>> /FR".\build\vc120\x64\Release\" /GS /W3 /Gy /Zc:wchar_t /I"..\.." /Zi
>>>> /Gm- /Ox /Ob2 /Fd".\build\vc120\x64\Release\" /fp:fast /D "NDEBUG" /D
>>>> "WIN32" /D "_CONSOLE" /D "_SCL_SECURE_NO_DEPRECATE" /D
>>>> "_CRT_SECURE_NO_DEPRECATE" /D "_MBCS" /fp:except /errorReport:prompt /GF
>>>> /WX- /Zc:forScope /GR /Gd /MD /Fa".\build\vc120\x64\Release\" /EHsc
>>>> /nologo /Fo".\build\vc120\x64\Release\" /Ot
>>>> /Fp".\build\vc120\x64\Release\BermudanSwaption.pch”
>>>>
>>>> On 07 Sep 2016, at 19:59, Ivan A. Cherkasov <iva...@gm...>
>>>> wrote:
>>>>
>>>> Also works with /O2 /Ob0 (w/o inlines)
>>>>
>>>>
>>>> <testsuite.log>
>>>
>>>
>>> ------------------------------------------------------------
>>> ------------------
>>> _______________________________________________
>>> QuantLib-dev mailing list
>>> Qua...@li...
>>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>>>
>>
>>
|
|
From: Peter C. <pca...@gm...> - 2016-09-09 06:18:29
|
Hi, in my project settings I have /Ob2 by default, in your compiler line below (the one that fails) I don't see this flag at all. Did you change any of the default project settings? Is there anybody else on VC14 that can reproduce this problem? The only thing from boost that is used in your standalone code seems to be boost::function, so I doubt it has to do with the boost version (but who knows). Regards Peter On 9 September 2016 at 08:10, Ivan A. Cherkasov <iva...@gm...> wrote: > Hello. > It failed. Please see the attached files. > > Supposedly some other function gets messed up by inline expansion and that > was caught accidentally by the RK test case. Or compiler ignores the > declspec. > > On Sep 8, 2016 4:44 PM, "Peter Caspers" <pca...@gm...> wrote: >> >> Yes. Ivan, could you try to put >> >> __declspec(noinline) >> >> >> before the rkqs and rkck and operator() functions and see if it works >> then? >> >> On 08 Sep 2016, at 14:22, Luigi Ballabio <lui...@gm...> wrote: >> >> Except it's not good if VC14 fails in the default configuration... >> >> >> On Thu, Sep 8, 2016 at 2:19 PM Peter Caspers <pca...@gm...> >> wrote: >>> >>> Hi, >>> >>> I don’t see an issue with /Ob2 on VC12. This all looks like a bug in the >>> VC14 - code optimization to me, nothing we can (or should) really fix in the >>> code? >>> >>> Regards >>> Peter >>> >>> On 08 Sep 2016, at 09:19, Ivan A. Cherkasov <iva...@gm...> >>> wrote: >>> >>> Hello. >>> >>> This failed for me (CL.command.1.tlog): >>> >>> ^C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP >>> /c /IC:\BIN\BOOST_1_61_0 /I"C:\TMP\QL18_VC2015\QUANTLIB-1.8" /Zi /nologo >>> /W3 /WX- /sdl /O2 /Oi /GL /D NDEBUG /D _CONSOLE /D _UNICODE /D UNICODE /Gm- >>> /EHsc /MD /GS /Gy /fp:precise /Zc:wchar_t /Zc:forScope /Zc:inline >>> /Fo"X64\RELEASE\\" /Fd"X64\RELEASE\VC140.PDB" /Gd /TP >>> C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP >>> >>> This worked for me: >>> >>> ^C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP >>> /c /IC:\BIN\BOOST_1_61_0 /I"C:\TMP\QL18_VC2015\QUANTLIB-1.8" /Zi /nologo >>> /W3 /WX- /sdl /O2 /Ob0 /Ot /D NDEBUG /D _CONSOLE /D _UNICODE /D UNICODE /Gm- >>> /EHsc /MD /GS /Gy /fp:precise /Zc:wchar_t /Zc:forScope /Zc:inline >>> /Fo"X64\RELEASE\\" /Fd"X64\RELEASE\VC140.PDB" /Gd /TP >>> C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP >>> >>> I’m using “Version 14.0.25422.01 Update 3”. >>> >>> I rebuilt from scratch using QuantLib-1.8.tar.gz and QuantLib_vc14.sln, >>> the only thing I changed in the project settings is the C/C++ -> >>> Optimization -> Inline Function Expansion = Disabled (/Ob0). It succeeded, >>> test suite log attached. >>> >>> On Sep 7, 2016 10:00 PM, "Peter Caspers" <pca...@gm...> wrote: >>>> >>>> Can you post the full compiler command line (you find that under C++ / >>>> Command Line), I can not provoke the error no matter what optimization flags >>>> I use >>>> >>>> /FR".\build\vc120\x64\Release\" /GS /W3 /Gy /Zc:wchar_t /I"..\.." /Zi >>>> /Gm- /Ox /Ob2 /Fd".\build\vc120\x64\Release\" /fp:fast /D "NDEBUG" /D >>>> "WIN32" /D "_CONSOLE" /D "_SCL_SECURE_NO_DEPRECATE" /D >>>> "_CRT_SECURE_NO_DEPRECATE" /D "_MBCS" /fp:except /errorReport:prompt /GF >>>> /WX- /Zc:forScope /GR /Gd /MD /Fa".\build\vc120\x64\Release\" /EHsc /nologo >>>> /Fo".\build\vc120\x64\Release\" /Ot >>>> /Fp".\build\vc120\x64\Release\BermudanSwaption.pch” >>>> >>>> On 07 Sep 2016, at 19:59, Ivan A. Cherkasov <iva...@gm...> >>>> wrote: >>>> >>>> Also works with /O2 /Ob0 (w/o inlines) >>>> >>>> >>>> >>> <testsuite.log> >>> >>> >>> >>> ------------------------------------------------------------------------------ >>> _______________________________________________ >>> QuantLib-dev mailing list >>> Qua...@li... >>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev >> >> > |
|
From: Peter C. <pca...@gm...> - 2016-09-08 12:44:33
|
Yes. Ivan, could you try to put __declspec(noinline) before the rkqs and rkck and operator() functions and see if it works then? > On 08 Sep 2016, at 14:22, Luigi Ballabio <lui...@gm...> wrote: > > Except it's not good if VC14 fails in the default configuration... > > > On Thu, Sep 8, 2016 at 2:19 PM Peter Caspers <pca...@gm... <mailto:pca...@gm...>> wrote: > Hi, > > I don’t see an issue with /Ob2 on VC12. This all looks like a bug in the VC14 - code optimization to me, nothing we can (or should) really fix in the code? > > Regards > Peter > > >> On 08 Sep 2016, at 09:19, Ivan A. Cherkasov <iva...@gm... <mailto:iva...@gm...>> wrote: >> > >> Hello. >> >> This failed for me (CL.command.1.tlog): >> >> ^C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP >> /c /IC:\BIN\BOOST_1_61_0 /I"C:\TMP\QL18_VC2015\QUANTLIB-1.8" /Zi /nologo /W3 /WX- /sdl /O2 /Oi /GL /D NDEBUG /D _CONSOLE /D _UNICODE /D UNICODE /Gm- /EHsc /MD /GS /Gy /fp:precise /Zc:wchar_t /Zc:forScope /Zc:inline /Fo"X64\RELEASE\\" /Fd"X64\RELEASE\VC140.PDB" /Gd /TP C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP >> >> This worked for me: >> >> ^C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP >> /c /IC:\BIN\BOOST_1_61_0 /I"C:\TMP\QL18_VC2015\QUANTLIB-1.8" /Zi /nologo /W3 /WX- /sdl /O2 /Ob0 /Ot /D NDEBUG /D _CONSOLE /D _UNICODE /D UNICODE /Gm- /EHsc /MD /GS /Gy /fp:precise /Zc:wchar_t /Zc:forScope /Zc:inline /Fo"X64\RELEASE\\" /Fd"X64\RELEASE\VC140.PDB" /Gd /TP C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP >> >> I’m using “Version 14.0.25422.01 Update 3”. >> >> I rebuilt from scratch using QuantLib-1.8.tar.gz and QuantLib_vc14.sln, the only thing I changed in the project settings is the C/C++ -> Optimization -> Inline Function Expansion = Disabled (/Ob0). It succeeded, test suite log attached. >> >> On Sep 7, 2016 10:00 PM, "Peter Caspers" <pca...@gm... <mailto:pca...@gm...>> wrote: >> Can you post the full compiler command line (you find that under C++ / Command Line), I can not provoke the error no matter what optimization flags I use >> >> /FR".\build\vc120\x64\Release\" /GS /W3 /Gy /Zc:wchar_t /I"..\.." /Zi /Gm- /Ox /Ob2 /Fd".\build\vc120\x64\Release\" /fp:fast /D "NDEBUG" /D "WIN32" /D "_CONSOLE" /D "_SCL_SECURE_NO_DEPRECATE" /D "_CRT_SECURE_NO_DEPRECATE" /D "_MBCS" /fp:except /errorReport:prompt /GF /WX- /Zc:forScope /GR /Gd /MD /Fa".\build\vc120\x64\Release\" /EHsc /nologo /Fo".\build\vc120\x64\Release\" /Ot /Fp".\build\vc120\x64\Release\BermudanSwaption.pch” >>> On 07 Sep 2016, at 19:59, Ivan A. Cherkasov <iva...@gm... <mailto:iva...@gm...>> wrote: >>> >>> Also works with /O2 /Ob0 (w/o inlines) >>> >>> >> > >> <testsuite.log> > > ------------------------------------------------------------------------------ > _______________________________________________ > QuantLib-dev mailing list > Qua...@li... <mailto:Qua...@li...> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev <https://lists.sourceforge.net/lists/listinfo/quantlib-dev> |
|
From: Luigi B. <lui...@gm...> - 2016-09-08 12:22:52
|
Except it's not good if VC14 fails in the default configuration... On Thu, Sep 8, 2016 at 2:19 PM Peter Caspers <pca...@gm...> wrote: > Hi, > > I don’t see an issue with /Ob2 on VC12. This all looks like a bug in the > VC14 - code optimization to me, nothing we can (or should) really fix in > the code? > > Regards > Peter > > On 08 Sep 2016, at 09:19, Ivan A. Cherkasov <iva...@gm...> > wrote: > > Hello. > > This failed for me (CL.command.1.tlog): > > ^C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP > /c /IC:\BIN\BOOST_1_61_0 /I"C:\TMP\QL18_VC2015\QUANTLIB-1.8" /Zi /nologo > /W3 /WX- /sdl /O2 /Oi /GL /D NDEBUG /D _CONSOLE /D _UNICODE /D UNICODE /Gm- > /EHsc /MD /GS /Gy /fp:precise /Zc:wchar_t /Zc:forScope /Zc:inline > /Fo"X64\RELEASE\\" /Fd"X64\RELEASE\VC140.PDB" /Gd /TP > C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP > > This worked for me: > > ^C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP > /c /IC:\BIN\BOOST_1_61_0 /I"C:\TMP\QL18_VC2015\QUANTLIB-1.8" /Zi /nologo > /W3 /WX- /sdl /O2 /Ob0 /Ot /D NDEBUG /D _CONSOLE /D _UNICODE /D UNICODE > /Gm- /EHsc /MD /GS /Gy /fp:precise /Zc:wchar_t /Zc:forScope /Zc:inline > /Fo"X64\RELEASE\\" /Fd"X64\RELEASE\VC140.PDB" /Gd /TP > C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP > > I’m using “Version 14.0.25422.01 Update 3”. > > I rebuilt from scratch using QuantLib-1.8.tar.gz and QuantLib_vc14.sln, > the only thing I changed in the project settings is the C/C++ -> > Optimization -> Inline Function Expansion = Disabled (/Ob0). It succeeded, > test suite log attached. > On Sep 7, 2016 10:00 PM, "Peter Caspers" <pca...@gm...> wrote: > >> Can you post the full compiler command line (you find that under C++ / >> Command Line), I can not provoke the error no matter what optimization >> flags I use >> >> /FR".\build\vc120\x64\Release\" /GS /W3 /Gy /Zc:wchar_t /I"..\.." /Zi >> /Gm- /Ox /Ob2 /Fd".\build\vc120\x64\Release\" /fp:fast /D "NDEBUG" /D >> "WIN32" /D "_CONSOLE" /D "_SCL_SECURE_NO_DEPRECATE" /D >> "_CRT_SECURE_NO_DEPRECATE" /D "_MBCS" /fp:except /errorReport:prompt /GF >> /WX- /Zc:forScope /GR /Gd /MD /Fa".\build\vc120\x64\Release\" /EHsc /nologo >> /Fo".\build\vc120\x64\Release\" /Ot >> /Fp".\build\vc120\x64\Release\BermudanSwaption.pch” >> >> On 07 Sep 2016, at 19:59, Ivan A. Cherkasov <iva...@gm...> >> wrote: >> >> Also works with /O2 /Ob0 (w/o inlines) >> >> >> <testsuite.log> > > > > ------------------------------------------------------------------------------ > _______________________________________________ > QuantLib-dev mailing list > Qua...@li... > https://lists.sourceforge.net/lists/listinfo/quantlib-dev > |
|
From: Peter C. <pca...@gm...> - 2016-09-08 12:16:50
|
Hi, I don’t see an issue with /Ob2 on VC12. This all looks like a bug in the VC14 - code optimization to me, nothing we can (or should) really fix in the code? Regards Peter > On 08 Sep 2016, at 09:19, Ivan A. Cherkasov <iva...@gm...> wrote: > > Hello. > > This failed for me (CL.command.1.tlog): > > ^C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP > /c /IC:\BIN\BOOST_1_61_0 /I"C:\TMP\QL18_VC2015\QUANTLIB-1.8" /Zi /nologo /W3 /WX- /sdl /O2 /Oi /GL /D NDEBUG /D _CONSOLE /D _UNICODE /D UNICODE /Gm- /EHsc /MD /GS /Gy /fp:precise /Zc:wchar_t /Zc:forScope /Zc:inline /Fo"X64\RELEASE\\" /Fd"X64\RELEASE\VC140.PDB" /Gd /TP C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP > > This worked for me: > > ^C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP > /c /IC:\BIN\BOOST_1_61_0 /I"C:\TMP\QL18_VC2015\QUANTLIB-1.8" /Zi /nologo /W3 /WX- /sdl /O2 /Ob0 /Ot /D NDEBUG /D _CONSOLE /D _UNICODE /D UNICODE /Gm- /EHsc /MD /GS /Gy /fp:precise /Zc:wchar_t /Zc:forScope /Zc:inline /Fo"X64\RELEASE\\" /Fd"X64\RELEASE\VC140.PDB" /Gd /TP C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP > > I’m using “Version 14.0.25422.01 Update 3”. > > I rebuilt from scratch using QuantLib-1.8.tar.gz and QuantLib_vc14.sln, the only thing I changed in the project settings is the C/C++ -> Optimization -> Inline Function Expansion = Disabled (/Ob0). It succeeded, test suite log attached. > > On Sep 7, 2016 10:00 PM, "Peter Caspers" <pca...@gm... <mailto:pca...@gm...>> wrote: > Can you post the full compiler command line (you find that under C++ / Command Line), I can not provoke the error no matter what optimization flags I use > > /FR".\build\vc120\x64\Release\" /GS /W3 /Gy /Zc:wchar_t /I"..\.." /Zi /Gm- /Ox /Ob2 /Fd".\build\vc120\x64\Release\" /fp:fast /D "NDEBUG" /D "WIN32" /D "_CONSOLE" /D "_SCL_SECURE_NO_DEPRECATE" /D "_CRT_SECURE_NO_DEPRECATE" /D "_MBCS" /fp:except /errorReport:prompt /GF /WX- /Zc:forScope /GR /Gd /MD /Fa".\build\vc120\x64\Release\" /EHsc /nologo /Fo".\build\vc120\x64\Release\" /Ot /Fp".\build\vc120\x64\Release\BermudanSwaption.pch” >> On 07 Sep 2016, at 19:59, Ivan A. Cherkasov <iva...@gm... <mailto:iva...@gm...>> wrote: >> >> Also works with /O2 /Ob0 (w/o inlines) >> >> > > <testsuite.log> |
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From: Ivan A. C. <iva...@gm...> - 2016-09-08 07:19:15
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Hello. This failed for me (CL.command.1.tlog): ^C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP /c /IC:\BIN\BOOST_1_61_0 /I"C:\TMP\QL18_VC2015\QUANTLIB-1.8" /Zi /nologo /W3 /WX- /sdl /O2 /Oi /GL /D NDEBUG /D _CONSOLE /D _UNICODE /D UNICODE /Gm- /EHsc /MD /GS /Gy /fp:precise /Zc:wchar_t /Zc:forScope /Zc:inline /Fo"X64\RELEASE\\" /Fd"X64\RELEASE\VC140.PDB" /Gd /TP C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP This worked for me: ^C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP /c /IC:\BIN\BOOST_1_61_0 /I"C:\TMP\QL18_VC2015\QUANTLIB-1.8" /Zi /nologo /W3 /WX- /sdl /O2 /Ob0 /Ot /D NDEBUG /D _CONSOLE /D _UNICODE /D UNICODE /Gm- /EHsc /MD /GS /Gy /fp:precise /Zc:wchar_t /Zc:forScope /Zc:inline /Fo"X64\RELEASE\\" /Fd"X64\RELEASE\VC140.PDB" /Gd /TP C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP I’m using “Version 14.0.25422.01 Update 3”. I rebuilt from scratch using QuantLib-1.8.tar.gz and QuantLib_vc14.sln, the only thing I changed in the project settings is the C/C++ -> Optimization -> Inline Function Expansion = Disabled (/Ob0). It succeeded, test suite log attached. On Sep 7, 2016 10:00 PM, "Peter Caspers" <pca...@gm...> wrote: > Can you post the full compiler command line (you find that under C++ / > Command Line), I can not provoke the error no matter what optimization > flags I use > > /FR".\build\vc120\x64\Release\" /GS /W3 /Gy /Zc:wchar_t /I"..\.." /Zi > /Gm- /Ox /Ob2 /Fd".\build\vc120\x64\Release\" /fp:fast /D "NDEBUG" /D > "WIN32" /D "_CONSOLE" /D "_SCL_SECURE_NO_DEPRECATE" /D > "_CRT_SECURE_NO_DEPRECATE" /D "_MBCS" /fp:except /errorReport:prompt /GF > /WX- /Zc:forScope /GR /Gd /MD /Fa".\build\vc120\x64\Release\" /EHsc > /nologo /Fo".\build\vc120\x64\Release\" /Ot /Fp".\build\vc120\x64\Release\ > BermudanSwaption.pch” > > On 07 Sep 2016, at 19:59, Ivan A. Cherkasov <iva...@gm...> > wrote: > > Also works with /O2 /Ob0 (w/o inlines) > > > |
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From: Peter C. <pca...@gm...> - 2016-09-07 18:00:51
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Can you post the full compiler command line (you find that under C++ / Command Line), I can not provoke the error no matter what optimization flags I use /FR".\build\vc120\x64\Release\" /GS /W3 /Gy /Zc:wchar_t /I"..\.." /Zi /Gm- /Ox /Ob2 /Fd".\build\vc120\x64\Release\" /fp:fast /D "NDEBUG" /D "WIN32" /D "_CONSOLE" /D "_SCL_SECURE_NO_DEPRECATE" /D "_CRT_SECURE_NO_DEPRECATE" /D "_MBCS" /fp:except /errorReport:prompt /GF /WX- /Zc:forScope /GR /Gd /MD /Fa".\build\vc120\x64\Release\" /EHsc /nologo /Fo".\build\vc120\x64\Release\" /Ot /Fp".\build\vc120\x64\Release\BermudanSwaption.pch” > On 07 Sep 2016, at 19:59, Ivan A. Cherkasov <iva...@gm...> wrote: > > Also works with /O2 /Ob0 (w/o inlines) > > |
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From: Ivan A. C. <iva...@gm...> - 2016-09-07 17:59:31
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Also works with /O2 /Ob0 (w/o inlines) On Sep 7, 2016 9:47 PM, "Ivan A. Cherkasov" <iva...@gm...> wrote: > I rebuilt with /Od option (optimization disabled) and the repro ran > successfully. > On Sep 7, 2016 7:23 PM, "Ivan A. Cherkasov" <iva...@gm...> > wrote: > >> Looks like this: >> >> … >> x = 3.14 >> rk_real(ode3_, y30, 0.0, x) >> y3 = 0.00159265, -0.999999, >> x = 3.15 >> rk_real(ode3_, y30, 0.0, x) >> Stepsize (3.1414) underflow in AdaptiveRungeKutta::rkqs >> x = 3.16 >> rk_real(ode3_, y30, 0.0, x) >> Stepsize (3.1414) underflow in AdaptiveRungeKutta::rkqs >> … >> >> On Sep 7, 2016 6:35 PM, "Peter Caspers" <pca...@gm...> wrote: >> >>> ok, can you catch std::exception and send what() then, maybe that gives >>> a hint. >>> Peter >>> >>> On 07 Sep 2016, at 16:30, Ivan A. Cherkasov <iva...@gm...> >>> wrote: >>> >>> Yes, release x64 version crashes with the "program stopped working" >>> dialog. Maybe, because of the QL_FAIL (repro doesn't catch anything). >>> >>> I used boost 1.61.0 if that matters. >>> On Sep 7, 2016 5:42 PM, "Peter Caspers" <pca...@gm...> wrote: >>> >>>> Hi, >>>> >>>> I can not reproduce this (I am using vc12 though), with your code and >>>> x=3.15 I get >>>> >>>> y3=-0.00840725 exact3=-0.00840725 >>>> >>>> What do you mean by this example code “crashes”? Do you get a wrong >>>> result or is it “really” crashing? >>>> >>>> Regards >>>> Peter >>>> >>>> On 07 Sep 2016, at 13:44, Ivan A. Cherkasov <iva...@gm...> >>>> wrote: >>>> >>>> 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: >>>>>> <CAOEeWn4RdrQsQchOTO44xQsrz2XhyNwf_YttUetafQexdqBVWA@mail. >>>>>> gmail.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/li >>>>>> b/python3.5/site-packages/QuantLib/_QuantLib.cpython-35m-darwin.so >>>>>> <http://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 >>>>>> <http://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 >>>>>> <http://quantlib.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. Any unauthorized review, use, disclosure or >>>>>> distribution is >>>>>> > prohibited. If you are not the intended recipient, please contact >>>>>> the >>>>>> > sender by reply and destroy all copies of the original message and >>>>>> any >>>>>> > attachments thereto. >>>>>> > Unless specifically stated otherwise, this communication is for >>>>>> > information purposes only and may not be considered as advice, is >>>>>> not an >>>>>> > offer or solicitation with respect to any transaction or an >>>>>> advertisement, >>>>>> > and does not form a fiduciary relationship. For details of the >>>>>> > disseminating legal entity and terms relating to risks, other >>>>>> conditions, >>>>>> > and your reliance on information contained herein, see >>>>>> > http://www.capital.otkritie.com/en/disclaimer/. If you cannot >>>>>> access the >>>>>> > link, please notify the sender by reply message and you will be >>>>>> sent the >>>>>> > full contents of this notice. 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 >>>>>> ******************************************** >>>>>> >>>>> <repro_rk.cpp><CL.command.1.tlog><link.command.1.tlog>------ >>>> ------------------------------------------------------------ >>>> ------------ >>>> _______________________________________________ >>>> QuantLib-dev mailing list >>>> Qua...@li... >>>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev >>>> >>>> >>>> >>> |
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From: Ivan A. C. <iva...@gm...> - 2016-09-07 17:47:42
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I rebuilt with /Od option (optimization disabled) and the repro ran successfully. On Sep 7, 2016 7:23 PM, "Ivan A. Cherkasov" <iva...@gm...> wrote: > Looks like this: > > … > x = 3.14 > rk_real(ode3_, y30, 0.0, x) > y3 = 0.00159265, -0.999999, > x = 3.15 > rk_real(ode3_, y30, 0.0, x) > Stepsize (3.1414) underflow in AdaptiveRungeKutta::rkqs > x = 3.16 > rk_real(ode3_, y30, 0.0, x) > Stepsize (3.1414) underflow in AdaptiveRungeKutta::rkqs > … > > On Sep 7, 2016 6:35 PM, "Peter Caspers" <pca...@gm...> wrote: > >> ok, can you catch std::exception and send what() then, maybe that gives a >> hint. >> Peter >> >> On 07 Sep 2016, at 16:30, Ivan A. Cherkasov <iva...@gm...> >> wrote: >> >> Yes, release x64 version crashes with the "program stopped working" >> dialog. Maybe, because of the QL_FAIL (repro doesn't catch anything). >> >> I used boost 1.61.0 if that matters. >> On Sep 7, 2016 5:42 PM, "Peter Caspers" <pca...@gm...> wrote: >> >>> Hi, >>> >>> I can not reproduce this (I am using vc12 though), with your code and >>> x=3.15 I get >>> >>> y3=-0.00840725 exact3=-0.00840725 >>> >>> What do you mean by this example code “crashes”? Do you get a wrong >>> result or is it “really” crashing? >>> >>> Regards >>> Peter >>> >>> On 07 Sep 2016, at 13:44, Ivan A. Cherkasov <iva...@gm...> >>> wrote: >>> >>> 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: >>>>> <CAOEeWn4RdrQsQchOTO44xQsrz2XhyNwf_YttUetafQexdqBVWA@mail. >>>>> gmail.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/li >>>>> b/python3.5/site-packages/QuantLib/_QuantLib.cpython-35m-darwin.so >>>>> <http://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 >>>>> <http://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 <http://quantlib.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. Any unauthorized review, use, disclosure or >>>>> distribution is >>>>> > prohibited. If you are not the intended recipient, please contact the >>>>> > sender by reply and destroy all copies of the original message and >>>>> any >>>>> > attachments thereto. >>>>> > Unless specifically stated otherwise, this communication is for >>>>> > information purposes only and may not be considered as advice, is >>>>> not an >>>>> > offer or solicitation with respect to any transaction or an >>>>> advertisement, >>>>> > and does not form a fiduciary relationship. For details of the >>>>> > disseminating legal entity and terms relating to risks, other >>>>> conditions, >>>>> > and your reliance on information contained herein, see >>>>> > http://www.capital.otkritie.com/en/disclaimer/. If you cannot >>>>> access the >>>>> > link, please notify the sender by reply message and you will be sent >>>>> the >>>>> > full contents of this notice. 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 >>>>> ******************************************** >>>>> >>>> <repro_rk.cpp><CL.command.1.tlog><link.command.1.tlog>------ >>> ------------------------------------------------------------------------ >>> _______________________________________________ >>> QuantLib-dev mailing list >>> Qua...@li... >>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev >>> >>> >>> >> |
|
From: Ivan A. C. <iva...@gm...> - 2016-09-07 15:24:07
|
Looks like this: … x = 3.14 rk_real(ode3_, y30, 0.0, x) y3 = 0.00159265, -0.999999, x = 3.15 rk_real(ode3_, y30, 0.0, x) Stepsize (3.1414) underflow in AdaptiveRungeKutta::rkqs x = 3.16 rk_real(ode3_, y30, 0.0, x) Stepsize (3.1414) underflow in AdaptiveRungeKutta::rkqs … On Sep 7, 2016 6:35 PM, "Peter Caspers" <pca...@gm...> wrote: > ok, can you catch std::exception and send what() then, maybe that gives a > hint. > Peter > > On 07 Sep 2016, at 16:30, Ivan A. Cherkasov <iva...@gm...> > wrote: > > Yes, release x64 version crashes with the "program stopped working" > dialog. Maybe, because of the QL_FAIL (repro doesn't catch anything). > > I used boost 1.61.0 if that matters. > On Sep 7, 2016 5:42 PM, "Peter Caspers" <pca...@gm...> wrote: > >> Hi, >> >> I can not reproduce this (I am using vc12 though), with your code and >> x=3.15 I get >> >> y3=-0.00840725 exact3=-0.00840725 >> >> What do you mean by this example code “crashes”? Do you get a wrong >> result or is it “really” crashing? >> >> Regards >> Peter >> >> On 07 Sep 2016, at 13:44, Ivan A. Cherkasov <iva...@gm...> >> wrote: >> >> 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: >>>> <CAOEeWn4RdrQsQchOTO44xQsrz2XhyNwf_YttUetafQexdqBVWA@mail. >>>> gmail.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/li >>>> b/python3.5/site-packages/QuantLib/_QuantLib.cpython-35m-darwin.so >>>> <http://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 >>>> <http://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 <http://quantlib.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. Any unauthorized review, use, disclosure or distribution >>>> is >>>> > prohibited. If you are not the intended recipient, please contact the >>>> > sender by reply and destroy all copies of the original message and any >>>> > attachments thereto. >>>> > Unless specifically stated otherwise, this communication is for >>>> > information purposes only and may not be considered as advice, is not >>>> an >>>> > offer or solicitation with respect to any transaction or an >>>> advertisement, >>>> > and does not form a fiduciary relationship. For details of the >>>> > disseminating legal entity and terms relating to risks, other >>>> conditions, >>>> > and your reliance on information contained herein, see >>>> > http://www.capital.otkritie.com/en/disclaimer/. If you cannot access >>>> the >>>> > link, please notify the sender by reply message and you will be sent >>>> the >>>> > full contents of this notice. 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 >>>> ******************************************** >>>> >>> <repro_rk.cpp><CL.command.1.tlog><link.command.1.tlog>------ >> ------------------------------------------------------------------------ >> _______________________________________________ >> QuantLib-dev mailing list >> Qua...@li... >> https://lists.sourceforge.net/lists/listinfo/quantlib-dev >> >> >> > |
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From: Peter C. <pca...@gm...> - 2016-09-07 14:35:17
|
ok, can you catch std::exception and send what() then, maybe that gives a hint. Peter > On 07 Sep 2016, at 16:30, Ivan A. Cherkasov <iva...@gm...> wrote: > > Yes, release x64 version crashes with the "program stopped working" dialog. Maybe, because of the QL_FAIL (repro doesn't catch anything). > > I used boost 1.61.0 if that matters. > > On Sep 7, 2016 5:42 PM, "Peter Caspers" <pca...@gm... <mailto:pca...@gm...>> wrote: > Hi, > > I can not reproduce this (I am using vc12 though), with your code and x=3.15 I get > > y3=-0.00840725 exact3=-0.00840725 > > What do you mean by this example code “crashes”? Do you get a wrong result or is it “really” crashing? > > Regards > Peter > >> On 07 Sep 2016, at 13:44, Ivan A. Cherkasov <iva...@gm... <mailto:iva...@gm...>> wrote: >> >> 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... <mailto: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... <mailto:qua...@li...>> wrote: >> Send QuantLib-dev mailing list submissions to >> qua...@li... <mailto:qua...@li...> >> >> To subscribe or unsubscribe via the World Wide Web, visit >> https://lists.sourceforge.net/lists/listinfo/quantlib-dev <https://lists.sourceforge.net/lists/listinfo/quantlib-dev> >> or, via email, send a message with subject or body 'help' to >> qua...@li... <mailto:qua...@li...> >> >> You can reach the person managing the list at >> qua...@li... <mailto: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... <mailto:fab...@gm...>> >> Subject: Re: [Quantlib-dev] [Quantlib-users] QuantLib SWIG C# - >> Calling Conventions (cdecl/stdcall) issue >> To: Luigi Ballabio <lui...@gm... <mailto:lui...@gm...>> >> Cc: qua...@li... <mailto:qua...@li...>, >> qua...@li... <mailto:qua...@li...> >> Message-ID: >> <CAO...@ma... <mailto:8wCV%2BP...@ma...>> >> 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... <mailto: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... <mailto: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- <https://sourceforge.net/p/quantlib/mailman/quantlib-> >> >> users/thread/33276539.post%40talk.nabble.com/#msg28797382 <http://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_______________________________________________ <http://sdm.link/attshape_______________________________________________> >> >> QuantLib-users mailing list >> >> Qua...@li... <mailto:Qua...@li...> >> >> https://lists.sourceforge.net/lists/listinfo/quantlib-users <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... <mailto:fab...@gm...>> >> Subject: [Quantlib-dev] Building QuantLib for C# - Is stdcall needed? >> To: qua...@li... <mailto:qua...@li...>, >> qua...@li... <mailto:qua...@li...> >> Message-ID: >> <CAO...@ma... <mailto:CAO...@ma...>> >> 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... <mailto:ma...@st...>> >> Subject: [Quantlib-dev] Potential Bug >> To: "qua...@li... <mailto:qua...@li...>" >> <qua...@li... <mailto:qua...@li...>> >> Message-ID: <D1F...@st... <mailto: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/QuantLib/_QuantLib.cpython-35m-darwin.so <http://quantlib.cpython-35m-darwin.so/>, 2): Symbol not found: __ZN8QuantLib10DateParser14parseFormattedERKSsS2_ >> Referenced from: /Users/mark/anaconda/lib/python3.5/site-packages/QuantLib/_QuantLib.cpython-35m-darwin.so <http://quantlib.cpython-35m-darwin.so/> >> Expected in: flat namespace >> in /Users/mark/anaconda/lib/python3.5/site-packages/QuantLib/_QuantLib.cpython-35m-darwin.so <http://quantlib.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... <mailto:lui...@gm...>> >> Subject: Re: [Quantlib-dev] QuantLib-1.8 | vc14 | AdaptiveRungeKutta >> testsuite error >> To: Peter Caspers <pca...@gm... <mailto:pca...@gm...>>, "Cherkasov, Ivan" >> <Iva...@ot... <mailto:Iva...@ot...>> >> Cc: "qua...@li... <mailto:qua...@li...>" >> <qua...@li... <mailto:qua...@li...>> >> Message-ID: >> <CAJ...@ma... <mailto:CAJ...@ma...>> >> 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... <mailto: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... <mailto: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::testAdaptiveRungeKutta)": >> > 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::testMatrixExponential)": >> > 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. Any unauthorized review, use, disclosure or distribution is >> > prohibited. If you are not the intended recipient, please contact the >> > sender by reply and destroy all copies of the original message and any >> > attachments thereto. >> > Unless specifically stated otherwise, this communication is for >> > information purposes only and may not be considered as advice, is not an >> > offer or solicitation with respect to any transaction or an advertisement, >> > and does not form a fiduciary relationship. For details of the >> > disseminating legal entity and terms relating to risks, other conditions, >> > and your reliance on information contained herein, see >> > http://www.capital.otkritie.com/en/disclaimer/ <http://www.capital.otkritie.com/en/disclaimer/>. If you cannot access the >> > link, please notify the sender by reply message and you will be sent the >> > full contents of this notice. Otkritie Capital International Limited, >> > authorized and regulated by the Financial Conduct Authority (FCA). >> > >> > <testsuite.txt> >> > ------------------------------------------------------------------------------ >> > >> > >> > _______________________________________________ >> > QuantLib-dev mailing list >> > Qua...@li... <mailto:Qua...@li...> >> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev <https://lists.sourceforge.net/lists/listinfo/quantlib-dev> >> > >> > >> > ------------------------------------------------------------------------------ >> > _______________________________________________ >> > QuantLib-dev mailing list >> > Qua...@li... <mailto:Qua...@li...> >> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev <https://lists.sourceforge.net/lists/listinfo/quantlib-dev> >> > >> -------------- next part -------------- >> An HTML attachment was scrubbed... >> >> ------------------------------ >> >> ------------------------------------------------------------------------------ >> >> >> ------------------------------ >> >> _______________________________________________ >> QuantLib-dev mailing list >> Qua...@li... <mailto:Qua...@li...> >> https://lists.sourceforge.net/lists/listinfo/quantlib-dev <https://lists.sourceforge.net/lists/listinfo/quantlib-dev> >> >> >> End of QuantLib-dev Digest, Vol 123, Issue 1 >> ******************************************** >> <repro_rk.cpp><CL.command.1.tlog><link.command.1.tlog>------------------------------------------------------------------------------ >> _______________________________________________ >> QuantLib-dev mailing list >> Qua...@li... <mailto:Qua...@li...> >> https://lists.sourceforge.net/lists/listinfo/quantlib-dev <https://lists.sourceforge.net/lists/listinfo/quantlib-dev> |
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From: Ivan A. C. <iva...@gm...> - 2016-09-07 14:30:54
|
Yes, release x64 version crashes with the "program stopped working" dialog. Maybe, because of the QL_FAIL (repro doesn't catch anything). I used boost 1.61.0 if that matters. On Sep 7, 2016 5:42 PM, "Peter Caspers" <pca...@gm...> wrote: > Hi, > > I can not reproduce this (I am using vc12 though), with your code and > x=3.15 I get > > y3=-0.00840725 exact3=-0.00840725 > > What do you mean by this example code “crashes”? Do you get a wrong result > or is it “really” crashing? > > Regards > Peter > > On 07 Sep 2016, at 13:44, Ivan A. Cherkasov <iva...@gm...> > wrote: > > 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: >>> <CAOEeWn4RdrQsQchOTO44xQsrz2XhyNwf_YttUetafQexdqBVWA@mail. >>> gmail.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/li >>> b/python3.5/site-packages/QuantLib/_QuantLib.cpython-35m-darwin.so >>> <http://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 >>> <http://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 <http://quantlib.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. Any unauthorized review, use, disclosure or distribution >>> is >>> > prohibited. If you are not the intended recipient, please contact the >>> > sender by reply and destroy all copies of the original message and any >>> > attachments thereto. >>> > Unless specifically stated otherwise, this communication is for >>> > information purposes only and may not be considered as advice, is not >>> an >>> > offer or solicitation with respect to any transaction or an >>> advertisement, >>> > and does not form a fiduciary relationship. For details of the >>> > disseminating legal entity and terms relating to risks, other >>> conditions, >>> > and your reliance on information contained herein, see >>> > http://www.capital.otkritie.com/en/disclaimer/. If you cannot access >>> the >>> > link, please notify the sender by reply message and you will be sent >>> the >>> > full contents of this notice. 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 >>> ******************************************** >>> >> <repro_rk.cpp><CL.command.1.tlog><link.command.1.tlog>---- > -------------------------------------------------------------------------- > _______________________________________________ > QuantLib-dev mailing list > Qua...@li... > https://lists.sourceforge.net/lists/listinfo/quantlib-dev > > > |
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From: Peter C. <pca...@gm...> - 2016-09-07 13:42:27
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Hi, I can not reproduce this (I am using vc12 though), with your code and x=3.15 I get y3=-0.00840725 exact3=-0.00840725 What do you mean by this example code “crashes”? Do you get a wrong result or is it “really” crashing? Regards Peter > On 07 Sep 2016, at 13:44, Ivan A. Cherkasov <iva...@gm...> wrote: > > 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... <mailto: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... <mailto:qua...@li...>> wrote: > Send QuantLib-dev mailing list submissions to > qua...@li... <mailto:qua...@li...> > > To subscribe or unsubscribe via the World Wide Web, visit > https://lists.sourceforge.net/lists/listinfo/quantlib-dev <https://lists.sourceforge.net/lists/listinfo/quantlib-dev> > or, via email, send a message with subject or body 'help' to > qua...@li... <mailto:qua...@li...> > > You can reach the person managing the list at > qua...@li... <mailto: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... <mailto:fab...@gm...>> > Subject: Re: [Quantlib-dev] [Quantlib-users] QuantLib SWIG C# - > Calling Conventions (cdecl/stdcall) issue > To: Luigi Ballabio <lui...@gm... <mailto:lui...@gm...>> > Cc: qua...@li... <mailto:qua...@li...>, > qua...@li... <mailto:qua...@li...> > Message-ID: > <CAO...@ma... <mailto:8wCV%2BP...@ma...>> > 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... <mailto: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... <mailto: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- <https://sourceforge.net/p/quantlib/mailman/quantlib-> > >> users/thread/33276539.post%40talk.nabble.com/#msg28797382 <http://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_______________________________________________ <http://sdm.link/attshape_______________________________________________> > >> QuantLib-users mailing list > >> Qua...@li... <mailto:Qua...@li...> > >> https://lists.sourceforge.net/lists/listinfo/quantlib-users <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... <mailto:fab...@gm...>> > Subject: [Quantlib-dev] Building QuantLib for C# - Is stdcall needed? > To: qua...@li... <mailto:qua...@li...>, > qua...@li... <mailto:qua...@li...> > Message-ID: > <CAO...@ma... <mailto:CAO...@ma...>> > 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... <mailto:ma...@st...>> > Subject: [Quantlib-dev] Potential Bug > To: "qua...@li... <mailto:qua...@li...>" > <qua...@li... <mailto:qua...@li...>> > Message-ID: <D1F...@st... <mailto: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/QuantLib/_QuantLib.cpython-35m-darwin.so <http://quantlib.cpython-35m-darwin.so/>, 2): Symbol not found: __ZN8QuantLib10DateParser14parseFormattedERKSsS2_ > Referenced from: /Users/mark/anaconda/lib/python3.5/site-packages/QuantLib/_QuantLib.cpython-35m-darwin.so <http://quantlib.cpython-35m-darwin.so/> > Expected in: flat namespace > in /Users/mark/anaconda/lib/python3.5/site-packages/QuantLib/_QuantLib.cpython-35m-darwin.so <http://quantlib.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... <mailto:lui...@gm...>> > Subject: Re: [Quantlib-dev] QuantLib-1.8 | vc14 | AdaptiveRungeKutta > testsuite error > To: Peter Caspers <pca...@gm... <mailto:pca...@gm...>>, "Cherkasov, Ivan" > <Iva...@ot... <mailto:Iva...@ot...>> > Cc: "qua...@li... <mailto:qua...@li...>" > <qua...@li... <mailto:qua...@li...>> > Message-ID: > <CAJ...@ma... <mailto:CAJ...@ma...>> > 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... <mailto: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... <mailto: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::testAdaptiveRungeKutta)": > > 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::testMatrixExponential)": > > 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. Any unauthorized review, use, disclosure or distribution is > > prohibited. If you are not the intended recipient, please contact the > > sender by reply and destroy all copies of the original message and any > > attachments thereto. > > Unless specifically stated otherwise, this communication is for > > information purposes only and may not be considered as advice, is not an > > offer or solicitation with respect to any transaction or an advertisement, > > and does not form a fiduciary relationship. For details of the > > disseminating legal entity and terms relating to risks, other conditions, > > and your reliance on information contained herein, see > > http://www.capital.otkritie.com/en/disclaimer/ <http://www.capital.otkritie.com/en/disclaimer/>. If you cannot access the > > link, please notify the sender by reply message and you will be sent the > > full contents of this notice. Otkritie Capital International Limited, > > authorized and regulated by the Financial Conduct Authority (FCA). > > > > <testsuite.txt> > > ------------------------------------------------------------------------------ > > > > > > _______________________________________________ > > QuantLib-dev mailing list > > Qua...@li... <mailto:Qua...@li...> > > https://lists.sourceforge.net/lists/listinfo/quantlib-dev <https://lists.sourceforge.net/lists/listinfo/quantlib-dev> > > > > > > ------------------------------------------------------------------------------ > > _______________________________________________ > > QuantLib-dev mailing list > > Qua...@li... <mailto:Qua...@li...> > > https://lists.sourceforge.net/lists/listinfo/quantlib-dev <https://lists.sourceforge.net/lists/listinfo/quantlib-dev> > > > -------------- next part -------------- > An HTML attachment was scrubbed... > > ------------------------------ > > ------------------------------------------------------------------------------ > > > ------------------------------ > > _______________________________________________ > QuantLib-dev mailing list > Qua...@li... <mailto:Qua...@li...> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev <https://lists.sourceforge.net/lists/listinfo/quantlib-dev> > > > End of QuantLib-dev Digest, Vol 123, Issue 1 > ******************************************** > <repro_rk.cpp><CL.command.1.tlog><link.command.1.tlog>------------------------------------------------------------------------------ > _______________________________________________ > QuantLib-dev mailing list > Qua...@li... <mailto:Qua...@li...> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev <https://lists.sourceforge.net/lists/listinfo/quantlib-dev> |
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From: Ivan A. C. <iva...@gm...> - 2016-09-07 11:44:39
|
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. Any unauthorized review, use, disclosure or distribution is >> > prohibited. If you are not the intended recipient, please contact the >> > sender by reply and destroy all copies of the original message and any >> > attachments thereto. >> > Unless specifically stated otherwise, this communication is for >> > information purposes only and may not be considered as advice, is not an >> > offer or solicitation with respect to any transaction or an >> advertisement, >> > and does not form a fiduciary relationship. For details of the >> > disseminating legal entity and terms relating to risks, other >> conditions, >> > and your reliance on information contained herein, see >> > http://www.capital.otkritie.com/en/disclaimer/. If you cannot access >> the >> > link, please notify the sender by reply message and you will be sent the >> > full contents of this notice. 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 >> ******************************************** >> > |
|
From: Ivan A. C. <iva...@gm...> - 2016-09-07 05:42:30
|
And here is what I've got for Debug (static runtime) x64: Running 646 test cases... marketmodel.cpp(3630): fatal error: in "QuantLib test suite/Market-model tests/QuantLib::detail::quantlib_test_case(&MarketModelTest::testPathwiseVegas)": caps Pathwise vega test fails : 1 Tests completed in 11 h 22 m 27 s *** 1 failure is detected in the test module "Master Test Suite" 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. Any unauthorized review, use, disclosure or distribution is >> > prohibited. If you are not the intended recipient, please contact the >> > sender by reply and destroy all copies of the original message and any >> > attachments thereto. >> > Unless specifically stated otherwise, this communication is for >> > information purposes only and may not be considered as advice, is not an >> > offer or solicitation with respect to any transaction or an >> advertisement, >> > and does not form a fiduciary relationship. For details of the >> > disseminating legal entity and terms relating to risks, other >> conditions, >> > and your reliance on information contained herein, see >> > http://www.capital.otkritie.com/en/disclaimer/. If you cannot access >> the >> > link, please notify the sender by reply message and you will be sent the >> > full contents of this notice. 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 >> ******************************************** >> > |
|
From: Luigi B. <lui...@gm...> - 2016-09-06 10:00:02
|
Hello,
I'm not sure about DateParser; the linker complains about a function
which was not removed. It might just be a coincidence.
May you check that the location of `libQuantLib.so` (that you build and
installed with brew) is in your `LD_LIBRARY_PATH` environment variable?
Luigi
On Mon, Aug 29, 2016 at 11:04 AM Thompson Mark <ma...@st...>
wrote:
> 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/QuantLib/_
> QuantLib.cpython-35m-darwin.so, 2): Symbol not found:
> __ZN8QuantLib10DateParser14parseFormattedERKSsS2_
> Referenced from:
> /Users/mark/anaconda/lib/python3.5/site-packages/QuantLib/_
> QuantLib.cpython-35m-darwin.so
> Expected in: flat namespace
> in /Users/mark/anaconda/lib/python3.5/site-packages/QuantLib/_
> QuantLib.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?
>
>
>
>
> ------------------------------------------------------------------------------
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>
|
|
From: Ivan A. C. <iva...@gm...> - 2016-09-06 09:58:34
|
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: > <CAOEeWn4RdrQsQchOTO44xQsrz2XhyNwf_YttUetafQexdqBVWA@mail. > gmail.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/ > QuantLib/_QuantLib.cpython-35m-darwin.so, 2): Symbol not found: __ > ZN8QuantLib10DateParser14parseFormattedERKSsS2_ > Referenced from: /Users/mark/anaconda/lib/python3.5/site-packages/ > QuantLib/_QuantLib.cpython-35m-darwin.so > Expected in: flat namespace > in /Users/mark/anaconda/lib/python3.5/site-packages/QuantLib/_ > QuantLib.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:: > testAdaptiveRungeKutta)": > > 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:: > testMatrixExponential)": > > 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. Any unauthorized review, use, disclosure or distribution is > > prohibited. If you are not the intended recipient, please contact the > > sender by reply and destroy all copies of the original message and any > > attachments thereto. > > Unless specifically stated otherwise, this communication is for > > information purposes only and may not be considered as advice, is not an > > offer or solicitation with respect to any transaction or an > advertisement, > > and does not form a fiduciary relationship. For details of the > > disseminating legal entity and terms relating to risks, other conditions, > > and your reliance on information contained herein, see > > http://www.capital.otkritie.com/en/disclaimer/. If you cannot access the > > link, please notify the sender by reply message and you will be sent the > > full contents of this notice. 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 > ******************************************** > |
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From: Luigi B. <lui...@gm...> - 2016-09-06 09:45:15
|
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::testAdaptiveRungeKutta)":
> 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::testMatrixExponential)":
> class QuantLib::Error: Too many steps (10000) in AdaptiveRungeKutta
>
> Testsuite output is attached.
>
> Please advise if this is OK.
>
> Thank you.
>
> ------------------------------
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> этого сообщения и удалить сообщение со всеми приложениями к нему.
>
> This e-mail message and any attachment are for the sole use of the
> intended recipient(s) and may contain confidential and privileged
> information. Any unauthorized review, use, disclosure or distribution is
> prohibited. If you are not the intended recipient, please contact the
> sender by reply and destroy all copies of the original message and any
> attachments thereto.
> Unless specifically stated otherwise, this communication is for
> information purposes only and may not be considered as advice, is not an
> offer or solicitation with respect to any transaction or an advertisement,
> and does not form a fiduciary relationship. For details of the
> disseminating legal entity and terms relating to risks, other conditions,
> and your reliance on information contained herein, see
> http://www.capital.otkritie.com/en/disclaimer/. If you cannot access the
> link, please notify the sender by reply message and you will be sent the
> full contents of this notice. 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
>
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|
From: Thompson M. <ma...@st...> - 2016-08-28 11:44:04
|
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/QuantLib/_QuantLib.cpython-35m-darwin.so, 2): Symbol not found: __ZN8QuantLib10DateParser14parseFormattedERKSsS2_ Referenced from: /Users/mark/anaconda/lib/python3.5/site-packages/QuantLib/_QuantLib.cpython-35m-darwin.so Expected in: flat namespace in /Users/mark/anaconda/lib/python3.5/site-packages/QuantLib/_QuantLib.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? |
|
From: Fabrice L. <fab...@gm...> - 2016-08-23 12:04:46
|
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 |
|
From: Fabrice L. <fab...@gm...> - 2016-08-11 08:28:51
|
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 >> > |
|
From: Luigi B. <lui...@gm...> - 2016-08-01 08:41:41
|
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
>
|
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