If you had read the main project page, you would have seen that you don't have to compile anything. Binaries are available.
Moreover, I just give some advices to people who have the same kind of problems as I had. If you do not want to use it (it is your right),please, just ignore the post.
PS: the stratum proxy is not a miner, just a stratum proxy
Sorry but I not understand how to use stratum proxy to fix the stick problem in the miner.
Install a JVM on the computer that will run the proxy (it could be one of your rig), download the proxy binaries (a ZIP file) and unzip it in a directory.
In this directory, use the command:
java -jar stratum-proxy.jar -h stratum.nicehash.com:3336 failover1PoolUrl failover2PoolUrl -u yourNicehashBTCAddress failover1User failover2User -p p=1.0;d=0.02 failover1Password failover2Password(you can specify as many failover pools as you want, they will be used in the apparition order)
Then, configure only one pool on your sgminer (cgminer, ccminer or cudaminer) like that stratum+tcp://ipOfHostWithTheProxy:3333, the username and password you want and that's all.
With this configuration, the proxy manages the failover. So no more problem with the (buggy) pool switching functionnality of your miner.
You are welcome on the proxy thread to ask more questions.