I want my exception messages to contain info about the exception location.
So I would like to have some like thing this.
#define LOCATION __FILE__ \"
You need to expand that macro in two levels:
#define S1(x) #x
#define S2(x) S1(x)
#define LOCATION __FILE__ " : " S2(__LINE__)
You need expand __LINE__ in two levels, before passing it to #x. First of all, using operator # in a function-like macro, it must be followed by a macro parameter but __LINE__ is not a parameter, so compiler complains it's a stray operator. On the other hand, __LINE__ itself is a macro and contains current line number, it should be expanded to the number before using it with #, otherwise, you will get string "__LINE__" instead of a number.
Macro S2(__LINE__) expands __LINE__ to a line number, then we pass the line number to #x.