cd into current directory on Windows (#120)

On linux starting the MATLAB engine will automatically open in the
current working directory. However, Windows has different behavior and
this patch manually changes the engine to the current working directory
to more closely match the behavior on linux.

src/engine.jl

@@ -17,7 +17,7 @@ mutable struct MSession
 
     function MSession(bufsize::Integer = default_output_buffer_size)
         ep = ccall(eng_open[], Ptr{Void}, (Ptr{UInt8},), default_startcmd)
-         if ep == C_NULL
+        if ep == C_NULL
             Base.warn_once("Confirm MATLAB is installed and discoverable.")
             if iswindows()
                 Base.warn_once("Ensure `matlab -regserver` has been run in a Command Prompt as Administrator.")
@@ -26,9 +26,12 @@ mutable struct MSession
             end
             throw(MEngineError("failed to open MATLAB engine session"))
         end
-        # hide the MATLAB command window on Windows
-        iswindows() && ccall(eng_set_visible[], Cint, (Ptr{Void}, Cint), ep, 0)
-
+        if iswindows()
+            # hide the MATLAB command window on Windows and change to current directory
+            ccall(eng_set_visible[], Cint, (Ptr{Void}, Cint), ep, 0)
+            ccall(eng_eval_string[], Cint, (Ptr{Void}, Ptr{UInt8}),
+                ep, "try cd('$(escape_string(pwd()))'); end")
+        end
         buf = Vector{UInt8}(bufsize)
         if bufsize > 0
             bufptr = pointer(buf)