Add a Makfile to build a torch-based strategy and add instructions on how to get libtorch (!6) · Merge requests · fin556_algo_market_micro_fall_2022 / fin556_algo_fall_2022_group_01 / group_01_project

yihongj2 requested to merge sample_torch_strat into main Nov 17, 2022

Figured out how to link pytorch in to StrategyStudio. Basically you have to use cxx11_abi enabled version and link correctly. See makefile and bash script for details.

Did not test running the strategy, but backtester can load dll properly:

Add a Makfile to build a torch-based strategy and add instructions on how to get libtorch

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