I am having trouble figuring out how to build out a modularized c++ app and getting everything to link up properly. Specifically, I can't get some tests to build because ultimately I get an undefined reference error based on a class method. (I am new to c++ and CMake so I'm probably doing a lot wrong, but I'm learning!) I have gone through other posts and all I can glean is that I'm potentially not linking properly.
Both OrderBook and Strategy build just fine. However, when I go to build StrategyTests and OrderBookTests I get an error:
[ 83%] Linking CXX executable StrategyTests.exe
../../OrderBook/libOrderBook.a(OrderBook.cpp.o): In function `orderbook::OrderBook::notify_strategies(std::shared_ptr<orderbook::Order> const&, bool)':
/cygdrive/d/Dropbox/My Documents/Programming/CLionProjects/TradingSystem/OrderBook/OrderBook.cpp:220: undefined reference to `HYSTRAT::Strategy::onBookUpdate(std::shared_ptr<Events::TOB> const&, std::shared_ptr<Events::OrderBookEvent> const&, bool)'
/cygdrive/d/Dropbox/My Documents/Programming/CLionProjects/TradingSystem/OrderBook/OrderBook.cpp:220:(.text+0x11c4): relocation truncated to fit: R_X86_64_PC32 against undefined symbol `HYSTRAT::Strategy::onBookUpdate(std::shared_ptr<Events::TOB> const&, std::shared_ptr<Events::OrderBookEvent> const&, bool)'
collect2: error: ld returned 1 exit status
I've tried a number of different things including fiddling with CMakeLists and headers, but none seem to work. It's pretty clear I don't know the true meaning of "undefined reference". I suspect this is an easy fix, but I posted the project setup below in case it's not.
Here's my setup:
Clion and Cygwin on Windows 10
Project Tree
TradingSystem
|-CMakeLists.txt
|\OrderBook
|-|-CMakeLists.txt
|-|-OrderBook.h
|-|-OrderBook.cpp
|\Strategy
|-|-CMakeLists.txt
|-|-Strategy.h
|-|-Strategy.cpp
|\Tests
|-|-CMakeLists.txt
|-|\OrderBookTests
|-|-|-CMakeLists.txt
|-|-|\BoostTests
|-|-|-|-CMakeLists.txt
|-|-|-|-OrderBookBoostTests.cpp
|-|\StrategyTests
|-|-|-CMakeLists.txt
|-|-|-StrategyBoostTests.cpp
CMakes
#TradingSystem/CMakeLists.txt
cmake_minimum_required(VERSION 3.10)
project(TradingSystem)
set(CMAKE_CXX_STANDARD 11)
set(SOURCE_FILES main.cpp)
add_executable(TradingSystem ${SOURCE_FILES} ${HEADER_FILES})
include_directories(OrderBook Strategy Events)
add_subdirectory(OrderBook)
add_subdirectory(Strategy)
add_subdirectory(Events)
add_subdirectory(Tests/OrderBookTests)
add_subdirectory(Tests/StrategyTests)
target_link_libraries(TradingSystem OrderBook Strategy)
-
#TradingSystem/OrderBook/CMakeLists.txt
cmake_minimum_required(VERSION 3.10)
project(OrderBook)
include_directories(/cygdrive/c/Program Files/boost/boost_1_66_0)
set(CMAKE_CXX_STANDARD 11)
set(HEADER_FILES OrderBook.h)
set(SOURCE_FILES OrderBook.cpp)
add_library(OrderBook STATIC ${SOURCE_FILES} ${HEADER_FILES})
-
#TradingSystem/Strategy/CMakeLists.txt
cmake_minimum_required(VERSION 3.10)
project(Strategy)
include_directories(/cygdrive/c/Program Files/boost/boost_1_66_0)
set(CMAKE_CXX_STANDARD 11)
set(HEADER_FILES Strategy.h)
set(SOURCE_FILES Strategy.cpp)
add_library(Strategy STATIC ${SOURCE_FILES} ${HEADER_FILES})
-
#TradingSystem/Tests/CMakeLists.txt
project(Tests)
add_subdirectory(OrderBookTests)
add_subdirectory(StrategyTests)
-
#TradingSystem/Tests/OrderBookTests/CMakeLists.txt
project(OrderBookTests)
add_subdirectory(BoostTests)
[EDIT]
#TradingSystem/Tests/OrderBookTests/BoostTests/CMakeLists.txt
add_executable(BoostTests OrderBookBoostTests.cpp)
enable_testing()
include_directories(/cygdrive/c/Program Files/boost_1_66_0)
set(BOOST_ROOT "C:/Program Files/boost_1_66_0/")
set(BOOST_LIBRARYDIR "C:/Program Files/boost_1_66_0/")
find_package(Boost 1.66.0)
find_package(Boost COMPONENTS unit_test_framework REQUIRED)
include_directories(${BOOSTROOT})
link_directories("${BOOSTROOT}")
target_include_directories(OrderBook PRIVATE ${BOOST_INCLUDE_DIRS})
# Original:
# target_link_libraries(BoostTests OrderBook)
# Changed to:
target_link_libraries(BoostTests Orderbook Strategy)
if(NOT Boost_FOUND)
message(FATAL_ERROR "Could not find boost!")
endif()
[EDIT]
#TradingSystem/Tests/StrategyTests/CMakeLists.txt
project(StrategyTests)
add_executable(StrategyTests StrategyBoostTests.cpp)
enable_testing()
include_directories(/cygdrive/c/Program Files/boost_1_66_0)
set(BOOST_ROOT "C:/Program Files/boost_1_66_0/")
set(BOOST_LIBRARYDIR "C:/Program Files/boost_1_66_0/")
find_package(Boost 1.66.0)
find_package(Boost COMPONENTS unit_test_framework REQUIRED)
include_directories(${BOOSTROOT})
link_directories("${BOOSTROOT}")
target_include_directories(Strategy PRIVATE ${BOOST_INCLUDE_DIRS})
# Original:
# target_link_libraries(StrategyTests Strategy OrderBook)
# Change to:
target_link_libraries(StrategyTests Orderbook Strategy)
if(NOT Boost_FOUND)
message(FATAL_ERROR "Could not find boost!")
endif()
The Src Files
#TradingSystem/OrderBook/OrderBook.h
#fndef TRADINGSYSTEM_ORDERBOOK_H
#define TRADINGSYSTEM_ORDERBOOK_H
#include <vector>
using std::vector;
#include "Strategy.h"
#include "Events.h"
namespace orderbook {
/////////////////////
// HIDDEN CODE
/////////////////////
class OrderBook {
private:
vector<HYSTRAT::Strategy> strategies_;
bool notify_strategies(const order_ptr& o, bool add_flag);;
Events::order_book_event_ptr create_order_book_event(const order_ptr& order);;
public:
/////////////////////////////
// CONSTRUTORS; DESTRUCTORS
/////////////////////////////
inline bool subscribe(HYSTRAT::Strategy& s) {
strategies_.push_back(s);
}
#endif //TRADINGSYSTEM_ORDERBOOK_H
-
#TradingSystem/OrderBook/OrderBook.cpp
#include "OrderBook.h"
#include "Events.h"
#include "Strategy.h"
using orderbook::OrderBook;
using HYSTRAT::Strategy;
bool orderbook::OrderBook::notify_strategies(const order_ptr& o, bool add_flag) {
try {
Events::order_book_event_ptr event = create_order_book_event(o);
Events::topOfBook_ptr tob = get_top_of_book();
for (HYSTRAT::Strategy& strategy : strategies_) {
strategy.onBookUpdate(tob, event, add_flag);
}
return true;
} catch (const std::exception& e) {
return false;
}
}
-
#TradingSystem/Strategy/Strategy.h
#ifndef TRADINGSYSTEM_STRATEGY_H
#define TRADINGSYSTEM_STRATEGY_H
#include "Events.h"
namespace HYSTRAT {
class Strategy {
public:
void onBookUpdate(const Events::topOfBook_ptr& tob, const Events::order_book_event_ptr& e, bool event_flag);;
};
}
#endif //TRADINGSYSTEM_STRATEGY_H
-
#TradingSystem/Strategy/Strategy.cpp
#include "OrderBook.h"
#include "Strategy.h"
#include "Events.h"
using namespace HYSTRAT;
void Strategy::onBookUpdate(const Events::topOfBook_ptr &tob, const Events::order_book_event_ptr &e, bool event_flag) {
if (tob->bidP >= tob->offerP) {
quantity_t order_size = std::min(tob->offerQ, tob->bidQ);
order_ptr buy_order(new Order(tob->offerP, order_size, BUY));
order_ptr sell_order(new Order(tob->bidP, order_size, SELL));
send_order(buy_order);
send_order(sell_order);
}
}