add howto for wheels

Author: Eric Ehlers

readme.python_wheel.windows.txt

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+
+1. Introduction
+================
+
+This document provides a HOWTO for building and using a python wheel for OREAnalytics.
+
+1.1 Other documentation
+
+This document is fairly terse.  Refer to the resources below for more extensive information on the build and on the SWIG wrappers.
+
+ore\userguide.pdf
+ore-swig\README
+ore-swig\README.md
+ore-swig\OREAnalytics-SWIG\README
+
+1.2 Prerequisites
+
+- python - This HOWTO will require you to have the following tools up to date:
+
+python -m ensurepip
+pip install build
+
+- boost and swig: You need to either install the binaries,
+  or install the source code and build yourself
+
+- ore and oreswig: You need to install the source code.
+  Instructions for building with cmake are provided below.
+
+1.3 Environment variables
+
+For purposes of this HOWTO, set the following environment variables to the paths where the above items live on your machine, e.g:
+
+SET DEMO_BOOST_ROOT=C:\ORE\repos\boost\boost_1_81_0
+SET DEMO_BOOST_LIB=C:\ORE\repos\boost\boost_1_81_0\lib\x64\lib
+SET DEMO_SWIG_DIR=C:\ORE\repos\swigwin-4.1.1
+SET DEMO_ORE_DIR=C:\ORE\repos\ore
+SET DEMO_ORE_SWIG_DIR=C:\ORE\repos\oreswig
+
+2. Build ORE
+============
+
+2.1 Generate the project files
+
+cd %DEMO_ORE_DIR%
+mkdir build
+cd %DEMO_ORE_DIR%\build
+set BOOST_INCLUDEDIR=%DEMO_BOOST_ROOT%
+set BOOST_LIBRARYDIR=%DEMO_BOOST_LIB%
+"C:\Program Files\CMake\bin\cmake.exe" -DMSVC_LINK_DYNAMIC_RUNTIME=OFF -DBoost_NO_WARN_NEW_VERSIONS=1 -DORE_USE_ZLIB=OFF -Wno-dev -G "Visual Studio 17 2022" -A x64 ..
+-> %DEMO_ORE_DIR%\build\ORE.sln
+
+2.2 Build
+
+cd %DEMO_ORE_DIR%\build
+"C:\Program Files\CMake\bin\cmake.exe" --build . --config Release
+-> %DEMO_ORE_DIR%\build\OREAnalytics\orea\Release\OREAnalytics-x64-mt.lib
+
+3. Build ORE-SWIG
+=================
+
+3.1 Build ORE-SWIG (wrapper and wheel)
+
+cd %DEMO_ORE_SWIG_DIR%\OREAnalytics-SWIG\Python
+set BOOST_ROOT=%DEMO_BOOST_ROOT%
+set BOOST_LIB=%DEMO_BOOST_LIB%
+set ORE_DIR=%DEMO_ORE_DIR%
+set PATH=%PATH%;%DEMO_SWIG_DIR%
+set ORE_STATIC_RUNTIME=1
+python setup.py wrap
+python setup.py build
+python -m build --wheel
+
+3.2 Use the wrapper
+
+cd %DEMO_ORE_SWIG_DIR%\OREAnalytics-SWIG\Python\Examples
+set PYTHONPATH=%DEMO_ORE_SWIG_DIR%\OREAnalytics-SWIG\Python\build\lib.win-amd64-cpython-310
+python commodityforward.py
+
+3.3 Use the wheel
+
+cd %DEMO_ORE_SWIG_DIR%\OREAnalytics-SWIG\Python\Examples
+python -m venv env1
+.\env1\Scripts\activate.bat
+pip install %DEMO_ORE_SWIG_DIR%\OREAnalytics-SWIG\Python\dist\osre-1.8.3.2-cp310-cp310-win_amd64.whl
+python commodityforward.py
+deactivate
+rmdir /s /q env1
+