c++ dll tutorials using eclipse

Hopefully this thread helps others to develop c++ dlls for trading.

Many times I've wanted to answer questions in the public forex factory forums e.g. Platform Tech. I find it very frustrating that I can't. As a commercial member, I can't post to threads outside the commercial section of forex factory. Anyway, this thread is my attempt to provide some technical help.

Although this thread will mostly be used by experienced programmers, I will try to write my posts in such a way that newbie c++ programmers can cope. You experienced guys may need to skip a few posts to get to the detail you want

IMPORTANT: This thread is for using the eclipse IDE. Please don't ask for or post examples using other IDE's.

There are two important features of my own code. It must:

1. be trading platform agnostic
2. compile on multiple operating systems

Trading platform agnostic
Must be suitable for multiple trading platforms e.g. metatrader, jforex, ninja i.e. called from MQL, Java and C#.

Compile on multiple operating systems
The code must not only run on windows. It must run natively on other operating systems e.g. linux. This rules out the use of visual studio as the ide and any calls to the win32 api etc

After much consideration, I decided that c++ will be the language for the generic 'core' code. That choice was mainly dictated by the need to call the generic code from other languages e.g. MQL, java, c# etc.

Why eclipse?
Pesonally, I am targeting metatrader and JForex. So most of my code will be mql, c++ and java. The open-source eclipse ide has excellent support for both c++ and java languages and it is cross-platform.

Links to software:
In my posts, I'm careful to provide links that will not become stale, preferring to direct you to the latest version generically rather than a specific version. If a generic link does become stale, let me know and I'll post a more up-to-date link here on the first post

Installation (Quick) ... works on 32 & 64 bit Windows XP/Vista/7 etc

 

1. Install 7zip (get it here)
2. Install Java Runtime (get it here)
3. Extract my workspace to your c:\ contains ...
   1. hello-example
   2. hello_make-example ('make file' example)
   3. ExpertSample (MT4 DLL)
   4. boost_header-example
   5. boost_lib_regex-example
   6. quantlib-example
   7. ta-lib-example
   8. (workspace_20111231_1350.7z) Updated 31 Dec 2011

4. Extract my MinGW package to your c:\ contains ...
   1. MinGW (from mingw-get-inst-20111118.exe)
      1. gcc 4.6.1
      2. g++ 4.6.1
      3. MSYS 1.0

   2. boost 1.48.0
   3. quantlib 1.1
   4. talib 0.4.0
   5. (MinGW_20111231_1350_.7z) Updated 31 Dec 2011

5. Extract my eclipse package to your c:\ contains ...
   1. eclipse indigo SR1 CDT 8.0
   2. (eclipse_20111230_1930.7z)

6. Add the following to the end of your path ...
   Inserted Code

   [noparse];C:\MinGW\msys\1.0;C:\MinGW\msys\1.0\bin;c:\mingw\bin[/noparse]

7. Run eclipse.exe (it's inside c:\eclipse)
8. Choose c:\workspace as your workspace

Installation (Detailed)

1. Installation is not really 'installing' (9)
2. Installing the toolchain: MinGW (13)
3. Test MinGW installation (14)
4. MSYS: Minimal SYStem Configuration (32)
5. Install eclipse CDT IDE (15)
6. Test that eclipse is working (16)
7. boost: build the engine (27)
8. boost: build the libraries (28)
9. boost: test the libraries (30)
10. quantlib: building with msys/mingw (34)
11. quantlib: test the library in eclipse (35)
12. ta-lib: building with msys/mingw (37)
13. ta-lib: test in eclipse (38)

MT4 DLL Example

1. Create Project & Source Folder (21)
2. Add Files to Project (22)
3. Project Properties (23)
4. Build the DLL (24)
5. Test the DLL in MT4 (25)

Virtual Machines

1. Protect your computer from your programming (2)
2. A master virtual machine (10)
3. VM Player: Installation (20)
4. Clone your master virtual machine (11)
5. Cloning vm master continued ... (12)

Programming: Language (c++)

1. c++: how to learn (3)
2. Create an exe file (29)

General Notes

1. DLL: what is a dll? (4)
2. Compiling and linking (5)
3. Toolchain: the compiler and more (MinGW) (7)
4. IDE: Integrated Development Environment (Eclipse) (8)
5. MSYS: Minimal SYStem (31)
6. boost: C++ source libraries (26)
7. QuantLib: framework for quantitative finance (33)
8. ta-lib: Technical Analysis Library (36)

I tend to use a virtual machine to isolate my programming activities from my operating system.

There are so many virtual machine platforms to choose from. Which one should you choose?

I prefer vmware as I have a lot of experience with their proucts, free and commercial. vmware player is free and now has the ability to create virtual machines.

vmware player download
vmware player documents

At the time of writing this post, the vmware player documents page has an excellent document called "getting started with vmware player". It details installation of player and a guest operating system into it.

If you need a simpler tutorial, please search google or maybe someone else will make a post here on the thread

Programming in c++ is not for the faint of heart. I am experienced in quite a few programming languages and c++ was definitely the most difficult to learn. There was one website that helped me a lot ...

http://www.cplusplus.com/doc/tutorial/

What I found great about this tutorial is that it starts very simply.

A Dynamic-link library (also written without the hyphen), or DLL, is Microsoft's implementation of the shared library concept in the Microsoft Windows and OS/2 operating systems. These libraries usually have the file extension DLL, OCX (for libraries containing ActiveX controls), or DRV (for legacy system drivers).

further reading ...

The picture demonstrates the compiling and linking process. In short, a compiler creates object files from our sources files. There will usually be an object file created for each translation unit (typically each .cpp file). A linker links the object files to create an executable (exe) file.

I discuss linking as we will need to test our dlls in our ide by creating an exe file. We'll also be doing some unit testing.

Compiling can take a lot of time. You will see later when we compile boost and quantlib how frustrating that can be.

Hi stratman,

Nice thread so far, at least for me as programmer!

Keep it up brother

Because my code is cross-platform, it will be compiled on each operating system it is to run on e.g. windows, linux etc.

The compiler and linker products are often referred to as the toolchain. In windows, a toolchain is installed with visual studio c++ edition. The most common toolchain outside of microsoft is the GNU toolchain.

Any linux programmer will be very familiar with the gnu toolchain as it's used to compile source files, including the kernel. Fortunately, the gnu toolchain has been ported to windows.

If you want a full-blown linux environment running inside windows, you can install cygwin. I prefer using MinGW (Minimalist GNU for Windows).

I really like eclipse. It's big plus is ability to program multiple languages within a single environment. I've used it for python, php, java and c++. It really is quite amazing.

It runs inside the java virtual machine. Because the java virtual machine is available for most operating systems, you get to use the same eclipse IDE in linux, windows, mac etc.

In the next few posts we'll go through the installation of all the software I use.

Installation is not really 'installing'

MinGW and eclipse are just a bunch of files on our c: drive. We can zip their directories and unzip them on another windows pc and eclipse with the toolchain will work on that other PC!

This comes in handy when we compile the boost libraries. You will find downloads of pre-configured MinGW installations e.g. containing boost etc. I like to 'roll my own' just to be sure what I'm getting

I like to keep a single installed virtual machine 'safe' as a master i.e. it has an operating system will all updates plus a few essential 3rd party tools.

Today, this master is a 32 bit version Windows XP with SP3 and all updates. I set the desktop background to red so I don't accidentally forget that this vm (virtual machine) is my master vm.




The essential 3rd party packages are:

7zip (I choose the 32 bit x86 exe)
adobe air, reader, shockwave, flash
java runtime environment
notepad++

Other software was installed via windows update or vmware player itself.

My master vm is in a directory "winxpsp3"




The files in the directory look like this:




Copy and paste the directory that contains your master vm:




Rename the new directory to something more useful:




In vmware player, navigate to and open the newly copied vmx file:




Change the 'display' name of the vm so you don't get confused later:




continued on next post due to attachment limitation in this post

Setup shared folders (note you may need to re-enable this after first restart):




Start the copied virtual machine:




IMPORTANT: select 'moved' even though the machine is a copy!:




Change the background color to signify that this vm is not the master:




Your master is now able to be updated (windows update) and copied again in the future if you stuff the one you copied today. Note that you can never have both machines running simultaneously because they have the same host name, mac address etc.

You could have chosen copy but that usually requires you to verify your operating system installation key with microsoft. After a few times that will be a problem.

The simplest way to get the latest version is by going to the MinGW sourceforge site:

http://sourceforge.net/projects/mingw/files/


The most current install should be listed on that page:




Be sure to install c, c++ compilers and the developer toolkit:




Files will be downloaded from sourceforge into c:\MinGW (takes a few minutes):




The result should be a c:\MinGW folder similar to:




Last step is to add c:\mingw\bin to your 'path'. Do that via computer properties. Note the ';' placed in front of 'c:\mingw\bin':








We'll test the installation in the next post

Open a command prompt:






If MinGW is installed and you added c:\mingw\bin to your path, then executing:

g++ --help

should give you a similar output to the following:

eclipse is an IDE that supports numerous plugins. On the download page, you're confronted with a huge list of eclipse packages for download.




In the above picture, I pointed to the package most suitable to our needs. You could install a different package and then install the cdt plugin later. The 'pointed to' package has the cdt plugin already.


You may feel more comfortable looking through the actual eclipse cdt page?




Clicking through the indicated links gets you to the same place as the top picture:






Download the zip file directly into the root of your vm (virtual machine), right-click and use 7zip to unzip it:




Your c:\eclipse directory should look similar to this:

As long as you installed the java virtual machine as described earlier, you can run eclipse by double-clicking the eclipse.exe file. I normally create a shortcut on the desktop because I open it so often.




You'll need to choose a place for your workspace. I normally get eclipse to make a workspace folder directly off c:. It will become clear later why I make this choice .. hint: we will need to do some work on the command prompt later.




On the welcome screen, click to move to the work bench:




Create a new c++ project:




Keep it simple by trying out the ready made 'Hello World' example. Make sure to choose a name for the project and importantly, choose the MinGW toolchain:




Click the console window tab (bottom of display) to make it visible. Click on the test project (in the explorer to the left). Now click the build button (the hammer):




The project should build fine. Now click the run button to test our project. hello world should be written to the console tab:

There's lot's more to come ... but that's enough for today

What's coming:

 

1. create a MT4 DLL
2. make a static DLL with a MT4 DLL wrapper
3. add the 'CUTE' unit testing framework
4. create and run some unit tests
5. install and run doxygen
6. compile BOOST
7. add svn to eclipse (and the winxp shell)
8. download quantlib using svn
9. compile quantlib inside eclipse
10. link to quantlib
11. compile ta-lib
12. link to ta-lib

and more.

If anyone is following these posts and tried my installation steps, could you confirm whether they work (for you) i.e. have I made something confusing anywhere, have I skipped over something important etc?

Hi Stratman, Happy Holidays and New Year, Congrats on your new thread, It looks very interesting but I am not a programmer, I still like following your work and will stay in touch. Maybe I can learn something.
Again Looks Great, make a pile of pips.

fishman356

Hi,

I had problem when i tried to play VM! It said operation system not found.



I have windows 7 and i chose settings base on it.

This is because you have created a virtual machine (computer) but haven't installed an operating system in it. Think of it as having a computer with a blank hard disk.

It's not enough to choose what operating system the vm will have i.e. you also have to provide the install media of that operating system. I usually have an iso image of a window xp install disk:

en_windows_xp_professional_with_service_pack_3_x86_cd_x14-80428.iso

You can easily get a copy of this file off the internet ... search google for it. You will need a valid xp key to activate it. I have my own key from a msdn subscription.

The install instructions for a vm with an ISO are as follows: