Why both UNICODE and _UNICODE?

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Raymond Chen explains it here: TEXT vs. _TEXT vs. _T, and UNICODE vs. _UNICODE:

The plain versions without the underscore affect the character set the Windows header files treat as default. So if you define UNICODE, then GetWindowText will map to GetWindowTextW instead of GetWindowTextA, for example. Similarly, the TEXT macro will map to L"..." instead of "...".

The versions with the underscore affect the character set the C runtime header files treat as default. So if you define _UNICODE, then _tcslen will map to wcslen instead of strlen, for example. Similarly, the _TEXT macro will map to L"..." instead of "...".

Looking into Windows SDK you will find things like this:

#ifdef _UNICODE
#ifndef UNICODE
#define UNICODE
#endif
#endif

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