How to compile Quantlib-Python for Raspberry Pi 4B arm32 and arm64

Raspberry Pi has default gcc-8 and Python 3.7 for its 32 bit / 64 bit buster image. And compiling QuantLib-Python on this machine could have out of memeory error. Cross compiling on docker might have different python version which is not compatible. The trick to compile on Raspberry Pi is to setup swap say 2G and 4G Ram and turn off debug -g flag when compiling as Python package.

Shell script for building arm32 version   Select all

# install necessary packages for building sudo apt update sudo apt install -y build-essential wget libbz2-dev libboost-test1.67.0 libboost-test-dev # Get QuantLib-1.22 and build static library cd ${HOME} wget https://github.com/lballabio/QuantLib/releases/download/QuantLib-v1.22/QuantLib-1.22.tar.gz tar xzf QuantLib-1.22.tar.gz cd QuantLib-1.22/ ./configure --prefix=/usr --disable-shared CXXFLAGS=-O3 make -j 4 && make install sudo ldconfig # Setup and enable swap and check it for at least 2GB. sudo dphys-swapfile setup sudo dphys-swapfile swapon free -mh sudo apt install -y python3 python3-pip python-dev libgomp1 # Get QuantLib-SWIG-1.22 and compile it cd ${HOME} wget --no-check-certificate https://github.com/lballabio/QuantLib-SWIG/releases/download/QuantLib-SWIG-v1.22/QuantLib-SWIG-${quantlib_swig_version}.tar.gz tar xfz QuantLib-SWIG-1.22.tar.gz cd QuantLib-SWIG-1.22/ ./configure CXXFLAGS="-O2 --param ggc-min-expand=1 --param ggc-min-heapsize=32768 -Wno-deprecated-declarations -Wno-misleading-indentation" PYTHON=/usr/bin/python3 # manual compile it and remove the -g flag cd Python/ mkdir -p build/temp.linux-armv7l-3.7/QuantLib export CXX="echo gcc"; python3 setup.py bdist_wheel g++ -fwrapv -O2 -Wall -fstack-protector-strong -Wformat -Werror=format-security -Wdate-time -D_FORTIFY_SOURCE=2 -fPIC -DNDEBUG -I/usr/include/python3.7m -I/usr/include -c QuantLib/quantlib_wrap.cpp -o build/temp.linux-armv7l-3.7/QuantLib/quantlib_wrap.o -Wno-unused --param ggc-min-expand=1 --param ggc-min-heapsize=32768 -Wno-deprecated-declarations -Wno-misleading-indentation mkdir -p build/lib.linux-armv7l-3.7/QuantLib/ g++ -shared -Wl,-z,relro -fstack-protector-strong -Wformat -Werror=format-security -Wdate-time -D_FORTIFY_SOURCE=2 build/temp.linux-armv7l-3.7/QuantLib/quantlib_wrap.o -lQuantLib -o build/lib.linux-armv7l-3.7/QuantLib/_QuantLib.cpython-37m-arm-linux-gnueabihf.so # create wheel file python3 setup.py bdist_wheel # Upgrade PIP and install the wheel file /usr/bin/python3 -m pip install --upgrade pip pip3 install dist/QuantLib-1.22-cp37-cp37m-linux_armv7l.whl # Or alternatively install as site-package sudo python3 setup.py install # Test examples after installation pip3 install pandas python3 examples/bonds.py . . . .

Compiling for Rapberry Pi arm64 is very similar but has to add -fPIC flag for the QuantLib when building static library

Shell script for building arm64 version   Select all

# install necessary packages for building sudo apt update sudo apt install -y build-essential wget libbz2-dev sudo apt install -y libboost-test1.67.0 libboost-test-dev cd ${HOME} wget https://github.com/lballabio/QuantLib/releases/download/1.22/QuantLib-1.22.tar.gz tar xzf QuantLib-1.22.tar.gz cd QuantLib-1.22/ # enable -fPIC flag for building static library ./configure --prefix=/usr --disable-shared CXXFLAGS="-O3 -fPIC" make -j 4 && make install sudo ldconfig # If Raspbeery Pi has 8GB Ram, no need to setup and enable swap sudo apt install -y python3 python3-pip python-dev libgomp1 # Get QuantLib-SWIG-1.22 and compile it cd {HOME} wget https://github.com/lballabio/QuantLib-SWIG/releases/download/QuantLib-SWIG-v1.22/QuantLib-SWIG-1.22.tar.gz tar xzf QuantLib-SWIG-1.22.tar.gz cd QuantLib-SWIG-1.22/ cd Python/ ./configure CXXFLAGS="--param ggc-min-expand=1 --param ggc-min-heapsize=32768 -fPIC -Wno-deprecated-declarations -Wno-misleading-indentation" PYTHON=/usr/bin/python3 # manual compile it and remove the -g flag cd Python/ mkdir -p build/temp.linux-aarch64-3.7/QuantLib/ g++ -fwrapv -O2 -Wall -fstack-protector-strong -Wformat -Werror=format-security -Wdate-time -D_FORTIFY_SOURCE=2 -fPIC -I/usr/include/python3.7m -I/usr/include -c QuantLib/quantlib_wrap.cpp -o build/temp.linux-aarch64-3.7/QuantLib/quantlib_wrap.o -Wno-unused --param ggc-min-expand=1 --param ggc-min-heapsize=32768 -fno-strict-aliasing -Wno-unused -Wno-uninitialized -Wno-sign-compare -Wno-write-strings -Wno-deprecated-declarations -Wno-misleading-indentation mkdir -p build/lib.linux-aarch64-3.7/QuantLib/ g++ -shared -Wl,-z,relro -fstack-protector-strong -Wformat -Werror=format-security -Wdate-time -D_FORTIFY_SOURCE=2 build/temp.linux-aarch64-3.7/QuantLib/quantlib_wrap.o -lQuantLib -o build/lib.linux-aarch64-3.7/QuantLib/_QuantLib.cpython-37m-aarch64-linux-gnu.so # create wheel file python3 setup.py bdist_wheel # Upgrade PIP and install the wheel file /usr/bin/python3 -m pip install --upgrade pip pip3 install dist/QuantLib-1.22-cp37-cp37m-linux_aarch64.whl # Or alternatively install as site-package sudo python3 setup.py install # Test examples after installation pip3 install pandas python3 examples/bonds.py

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