fix windows linkage problem with dllexport

include/mxnet/base.h

@@ -49,6 +49,19 @@
 #endif
 #endif
 
+/*!
+* \brief define dllexport for Visual Studio
+*/
+#ifdef _MSC_VER
+#ifdef MXNET_EXPORTS
+#define MXNET_API __declspec(dllexport)
+#else
+#define MXNET_API __declspec(dllimport)
+#endif
+#else
+#define MXNET_API
+#endif
+
 /*! \brief namespace of mxnet */
 namespace mxnet {
 /*! \brief mxnet cpu */

include/mxnet/engine.h

@@ -45,7 +45,7 @@ enum class FnProperty {
 /*!
  * \brief Dependency engine that schedules operations.
 */
-class Engine {
+class MXNET_API Engine {
  public:
   /*!
    * \brief OnComplete Callback to the engine,

include/mxnet/storage.h

@@ -14,7 +14,7 @@ namespace mxnet {
 /*!
  * \brief Storage manager across multiple devices.
  */
-class Storage {
+class MXNET_API Storage {
  public:
   /*!
    * \brief Storage handle.