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Anaconda for Windows 64-bit Python 3.4 or 2.7 fail to run cython #1704

Open kalefranz opened 7 years ago

kalefranz commented 7 years ago

From @mlisanke on April 1, 2015 5:40

Example cython code appears to compile correctly, but; always fails to load the .pyd as shown below:

%%cython
cimport cython
from libc.math cimport exp, sqrt, pow, log, erf

@cython.cdivision(True)
cdef double std_norm_cdf(double x) nogil:
    return 0.5*(1+erf(x/sqrt(2.0)))

@cython.cdivision(True)
def black_scholes(double s, double k, double t, double v,
                  double rf, double div, double cp):
    """Price an option using the Black-Scholes model.
    s : initial stock price
    k : strike price
    t : expiration time
   v : volatility
   rf : risk-free rate
 div : dividend
  cp : +1/-1 for call/put
  """
cdef double d1, d2, optprice
with nogil:
    d1 = (log(s/k)+(rf-div+0.5*pow(v,2))*t)/(v*sqrt(t))
    d2 = d1 - v*sqrt(t)
    optprice = cp*s*exp(-div*t)*std_norm_cdf(cp*d1) - \
    cp*k*exp(-rf*t)*std_norm_cdf(cp*d2)
      return optprice
---------------------------------------------------------------------------
MemoryError                               Traceback (most recent call last)
<ipython-input-16-4d3d17a3a5b5> in <module>()
----> 1 get_ipython().run_cell_magic('cython', '', 'cimport cython\nfrom        libc.math cimport exp, sqrt, pow, log, erf\n\n@cython.cdivision(True)\ncdef   double std_norm_cdf(double x) nogil:\n    return 0.5*   (1+erf(x/sqrt(2.0)))\n\n@cython.cdivision(True)\ndef black_scholes(double s,   double k, double t, double v,\n                 double rf, double div, double  cp):\n     """Price an option using the Black-Scholes model.\n    \n    s :  initial stock  price\n    k : strike price\n    t : expiration time\n    v : volatility\n    rf : risk-free  rate\n    div : dividend\n    cp : +1/-1 for call/put\n    """\n    cdef double d1, d2,  optprice\n    with nogil:\n        d1 = (log(s/k)+(rf-div+0.5*pow(v,2))*t)/(v*sqrt(t))\n         d2 = d1 - v*sqrt(t)\n        optprice = cp*s*exp(-div*t)*std_norm_cdf(cp*d1) - \\\n             cp*k*exp(-rf*t)*std_norm_cdf(cp*d2)\n    return optprice')

C:\Users\Mike\Anaconda3\lib\site-packages\IPython\core\interactiveshell.py        in run_cell_magic(self, magic_name, line, cell)
   2160             magic_arg_s = self.var_expand(line, stack_depth)
   2161             with self.builtin_trap:
-> 2162                 result = fn(magic_arg_s, cell)
   2163             return result
   2164 

C:\Users\Mike\Anaconda3\lib\site-packages\IPython\extensions\cythonmagic.py in cython(self, line, cell)

C:\Users\Mike\Anaconda3\lib\site-packages\IPython\core\magic.py in  <lambda>(f, *a, **k)
    191     # but it's overkill for just that one bit of state.
    192     def magic_deco(arg):
 --> 193         call = lambda f, *a, **k: f(*a, **k)
    194 
    195         if callable(arg):

C:\Users\Mike\Anaconda3\lib\site-  packages\IPython\extensions\cythonmagic.py in cython(self, line, cell)
    269             self._code_cache[key] = module_name
    270 
 --> 271         module = imp.load_dynamic(module_name, module_path)
    272         self._import_all(module)
    273 

MemoryError: 

%debug 
> c:\users\mike\anaconda3\lib\site-     packages\ipython\extensions\cythonmagic.py(271)cython()
    270 
 --> 271         module = imp.load_dynamic(module_name, module_path)
    272         self._import_all(module)

ipdb> display module_name
display module_name:  '_cython_magic_f60db5be6ea30a0e9aabaffef198b964'
ipdb> display module_path
display module_path:          'C:\\Users\\Mike\\.ipython\\cython\\_cython_magic_f60db5be6ea30a0e9aabaffef198b964.pyd'
The cython_magic_f60db<...>.pyd is found int the correct directory. No other details are given. It does not appear to be a system memory exhaustion.

Thanks for any help. While I've seen several people elude to having similar problems, it appears none have been completely answered.

PS. Ran same cython cell with Anaconda IPython with python 2.7 level... in this case, the same error occurred, but; the following addition error message was produced...

ImportError                               Traceback (most recent call last)
<ipython-input-3-17bfa2bc0438> in <module>()
    ----> 1 get_ipython().run_cell_magic(u'cython', u'', u'cimport cython\nfrom   libc.math cimport exp, sqrt, pow, log, erf\n\n@cython.cdivision(True)\ncdef     double std_norm_cdf(double x) nogil:\n    return 0.5* (1+erf(x/sqrt(2.0)))\n\n@cython.cdivision(True)\ndef black_scholes(double s,  double k, double t, double v,\n                 double rf, double div, double  cp):\n     """Price an option using the Black-Scholes model.\n    \n    s :  initial stock price\n    k : strike price\n    t : expiration time\n    v :  volatility\n    rf : risk-free rate\n    div : dividend\n    cp : +1/-1 for  call/put\n    """\n    cdef double d1, d2, optprice\n    with nogil:\n        d1  = (log(s/k)+(rf-div+0.5*pow(v,2))*t)/(v*sqrt(t))\n        d2 = d1 - v*sqrt(t)\n        optprice = cp*s*exp(-div*t)*std_norm_cdf(cp*d1) - \\\n            cp*k*exp(- rf*t)*std_norm_cdf(cp*d2)\n    return optprice')

C:\Users\Mike\Anaconda\lib\site-packages\IPython\core\interactiveshell.pyc in run_cell_magic(self, magic_name, line, cell)
   2160             magic_arg_s = self.var_expand(line, stack_depth)
   2161             with self.builtin_trap:
-> 2162                 result = fn(magic_arg_s, cell)
   2163             return result
   2164 

C:\Users\Mike\Anaconda\lib\site-packages\IPython\extensions\cythonmagic.py in cython(self, line, cell)

C:\Users\Mike\Anaconda\lib\site-packages\IPython\core\magic.pyc in <lambda>(f, *a, **k)
    191     # but it's overkill for just that one bit of state.
    192     def magic_deco(arg):
  --> 193         call = lambda f, *a, **k: f(*a, **k)
    194 
    195         if callable(arg):

C:\Users\Mike\Anaconda\lib\site-packages\IPython\extensions\cythonmagic.py in cython(self, line, cell)
    269             self._code_cache[key] = module_name
    270 
  --> 271         module = imp.load_dynamic(module_name, module_path)
    272         self._import_all(module)
    273 

ImportError: DLL load failed: A dynamic link library (DLL) initialization routine failed.

the above failure being exactly the same as with python 3.4 except that the error indicates an ImportError and points to a problem with the DLL initialization routine.

I checked the source code for the cython, but found no standard linkage pragma indicating the dll

Copied from original issue: conda/conda#1238

kalefranz commented 7 years ago

From @ccordoba12 on April 1, 2015 16:36

Right now compiling Cython files on Windows 64 is not working very well in Anaconda. See ContinuumIO/anaconda-issues#271