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#ifdefis a sad necessity for portable C\C++ programming. This is a list of a few symbols that are often used for writing really portable programs (those that run on Unix\Windows\MacOS\Palm OS etc.). This list is meant as a quick reference, not an in-depth explanation.
_WIN32_WCE- defines Windows CE version (i.e. if defined, this is Windows CE)
_WINDOWS- usually mean compilation for Windows
__CYGWIN__- compiled by gcc under CYGWIN (Unix emulation layer for Windows)
__MINGW32__- compiled by gcc under Mingw32 - Unix portability layer for Windows
_UNICODE- on Windows means that TCHAR is WCHAR (or wchar_t) i.e. 16-bit unicode character. On Windows CE this is the only option.
__BORLANDC__- set if compiled with Borland C compiler
_MSC_VER- defines a version of Microsoft C compiler
__GNUC__- defined when using gcc
NDEBUG- defined if this is a release (i.e. not DEBUG) build
DEBUG- often defined for debug builds (opposite of NDEBUG)
_PALM_OS- compilation for Palm OS