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本人在Ubuntu 18.04 x64操作系统上将vnpy更新到2.10版本,所需的依赖已全部安装,cython是通过源码编译安装的,并且确认工作正常。vnpy升级过程中没有任何问题,在启动时,terminal有“Faile to import cython option pricing model, please rebuild with cython in cmd.”的报错。程序能正常启动运行,请教各位大神:该报错是什么问题导致的?该如何解决?万分感谢~

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cython定价模型需要自己下载vn.py源代码,对vnpy/app/option_master/pricing下的cython代码重新编译即可

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用Python的交易员 wrote:

cython定价模型需要自己下载vn.py源代码,对vnpy/app/option_master/pricing下的cython代码重新编译即可

已解决,感谢~

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用Python的交易员 wrote:

cython定价模型需要自己下载vn.py源代码,对vnpy/app/option_master/pricing下的cython代码重新编译即可
怎么编译的

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可参考https://www.vnpy.com/forum/topic/6186-faile-to-import-cython-option-pricing-model-please-rebuild-with-cython-in-cmd?page=1#pid21947

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xiaohe wrote:

可参考https://www.vnpy.com/forum/topic/6186-faile-to-import-cython-option-pricing-model-please-rebuild-with-cython-in-cmd?page=1#pid21947
building 'binomial_tree_cython' extension
creating build/temp.macosx-10.9-x86_64-3.7
gcc -Wno-unused-result -Wsign-compare -Wunreachable-code -DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes -I/Users/baishaojie/.conda/envs/vnpy-master/include -arch x86_64 -I/Users/baishaojie/.conda/envs/vnpy-master/include -arch x86_64 -I/Users/baishaojie/.conda/envs/vnpy-master/lib/python3.7/site-packages/numpy/core/include -I/Users/baishaojie/.conda/envs/vnpy-master/include/python3.7m -c binomial_tree_cython.c -o build/temp.macosx-10.9-x86_64-3.7/binomial_tree_cython.o
In file included from binomial_tree_cython.c:633:
In file included from /Users/baishaojie/.conda/envs/vnpy-master/lib/python3.7/site-packages/numpy/core/include/numpy/arrayobject.h:4:
In file included from /Users/baishaojie/.conda/envs/vnpy-master/lib/python3.7/site-packages/numpy/core/include/numpy/ndarrayobject.h:12:
In file included from /Users/baishaojie/.conda/envs/vnpy-master/lib/python3.7/site-packages/numpy/core/include/numpy/ndarraytypes.h:1969:
/Users/baishaojie/.conda/envs/vnpy-master/lib/python3.7/site-packages/numpy/core/include/numpy/npy_1_7_deprecated_api.h:17:2: warning: "Using deprecated NumPy API, disable it with " "#define NPY_NO_DEPRECATED_API NPY_1_7_API_VERSION" [-W#warnings]

warning "Using deprecated NumPy API, disable it with " \

我在 vnpy/app/option_master/pricing/cython_model/binomial_tree_cython 目录下运行了 python setup.py build_ext --inplace 出现的警告,控制台还是有Faile to import cython option pricing model, please rebuild with cython in cmd. 的警告是为什么呢大佬?

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xiaohe wrote:

可参考https://www.vnpy.com/forum/topic/6186-faile-to-import-cython-option-pricing-model-please-rebuild-with-cython-in-cmd?page=1#pid21947
我重新在那三个目录下运行了 python setup.py build_ext --inplace 显示running 中,但是我重新调试启动面板还是出现 terminal有“Faile to import cython option pricing model, please rebuild with cython in cmd.”的报错

(vnpy-master) baishaojie@macdeiMac-Pro binomial_tree_cython % python setup.py build_ext --inplace
running build_ext
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宇纳 wrote:

xiaohe wrote:

可参考https://www.vnpy.com/forum/topic/6186-faile-to-import-cython-option-pricing-model-please-rebuild-with-cython-in-cmd?page=1#pid21947
building 'binomial_tree_cython' extension
creating build/temp.macosx-10.9-x86_64-3.7
gcc -Wno-unused-result -Wsign-compare -Wunreachable-code -DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes -I/Users/baishaojie/.conda/envs/vnpy-master/include -arch x86_64 -I/Users/baishaojie/.conda/envs/vnpy-master/include -arch x86_64 -I/Users/baishaojie/.conda/envs/vnpy-master/lib/python3.7/site-packages/numpy/core/include -I/Users/baishaojie/.conda/envs/vnpy-master/include/python3.7m -c binomial_tree_cython.c -o build/temp.macosx-10.9-x86_64-3.7/binomial_tree_cython.o
In file included from binomial_tree_cython.c:633:
In file included from /Users/baishaojie/.conda/envs/vnpy-master/lib/python3.7/site-packages/numpy/core/include/numpy/arrayobject.h:4:
In file included from /Users/baishaojie/.conda/envs/vnpy-master/lib/python3.7/site-packages/numpy/core/include/numpy/ndarrayobject.h:12:
In file included from /Users/baishaojie/.conda/envs/vnpy-master/lib/python3.7/site-packages/numpy/core/include/numpy/ndarraytypes.h:1969:
/Users/baishaojie/.conda/envs/vnpy-master/lib/python3.7/site-packages/numpy/core/include/numpy/npy_1_7_deprecated_api.h:17:2: warning: "Using deprecated NumPy API, disable it with " "#define NPY_NO_DEPRECATED_API NPY_1_7_API_VERSION" [-W#warnings]

warning "Using deprecated NumPy API, disable it with " \

我在 vnpy/app/option_master/pricing/cython_model/binomial_tree_cython 目录下运行了 python setup.py build_ext --inplace 出现的警告,控制台还是有Faile to import cython option pricing model, please rebuild with cython in cmd. 的警告是为什么呢大佬?

这个是Warning提醒信息,如果是编译失败应该会有Error报错,请找到后贴下

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Ubuntu22.04环境,anaconda包
vnpy_optionmaster项目或者gitee上,下载 cython_model 目录。
下载完成后,进入该目录下的 binomial_tree_cython, black_76_cython, black_scholes_cython 三个目录中。分别运行:
python setup.py build_ext --inplace
复制新生成同目录名一样的.pyx .so文件,共6个文件,到/site-packages/vnpy_optionmaster/pricing/目录下。

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Trader4F wrote:

Ubuntu22.04环境,anaconda包
vnpy_optionmaster项目或者gitee上,下载 cython_model 目录。
下载完成后,进入该目录下的 binomial_tree_cython, black_76_cython, black_scholes_cython 三个目录中。分别运行:
python setup.py build_ext --inplace
复制新生成同目录名一样的.pyx .so文件,共6个文件,到/site-packages/vnpy_optionmaster/pricing/目录下。

感谢,你这个方法,我在mac上也解决了这个问题

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