Hi,
I am trying to leverage Pytorch's C++ API with the TWS API in a single project. I have an existing project in Visual Studio that uses the TWS API. PyTorch for C++ really only supports a build using Cmake. So, I may be forced to make a new project with Cmake so I can use PyTorch. If that is the case, has anyone successfully built the C++ TWS API in a Cmake project? Because I need both of these APIs, desperately. If so, any tips on how I can go about this? I am a noob at Cmake...
Thanks,
Brendan