Install

Currently the only supported setup for Atlas is Windows and requires Visual Studio to build with support for C++23 (i.e. std latest). To get start clone the git repo at https://github.com/ntorm1/Atlas. This is a visual studio solution made up of several sub projects.

Atlas relies on several packages to be linked to the build, the easiest and assumed way is to use vcpkg. The following are used: Eigen, H5CPP, Pybind11. Eigen is the only one required to build the C++ lib.

To build, simply open the Atlas Visual Studio Solution, right click on the Atlas project, and build it. To build the AtlasPy.pyd extension the links to the dll, youll have to adjust the include and lib directories for the AtlasPy VC project. By default the are set to: C:\Python312\include, C:\Python312\libs, and just be chnaged to point to your Python install. I have yet to try it on different python versions but It should be possible as long as it syncs with your pybind11 python version. Note to also adjust the linker input as needed.

Once this is done you should have a Atlas.dll and AtlasPy.pyd files in Atlas/64/Release (or debug). To use Atlas from Python, simply append this path to sys.path and you can now import the code like this:

atlas_path = "C:/Users/natha/OneDrive/Desktop/C++/Atlas/x64/Release"
sys.path.append(atlas_path)

from AtlasPy.core import Hydra, Portfolio, Strategy
from AtlasPy.ast import *