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我下载了 QuantLib-SWIG-1.19 for Windows 10 。

我能够构建和安装 python 版本。

但是当它尝试运行 build_ext 时，测试失败了。

SET QL_DIR=C:\Users\admuser\Workspace\QuantLib-1.19
SET INCLUDE=C:\Users\admuser\ThirdParty\boost_1_74_0;%INCLUDE%                             
SET LIB=C:\Users\admuser\ThirdParty\boost_1_74_0;%LIB%
set PATH=%PATH%;C:\Users\admuser\ThirdParty\swigwin\swigwin-4.0.2

cd C:\Users\admuser\Workspace\QuantLib-SWIG-1.19\Python

调用了以下命令

python setup.py build
python setup.py install
python setup.py test

python setup.py 测试 build_ext 失败

running test
running build
running build_py
running build_ext
Traceback (most recent call last):
  File "setup.py", line 237, in <module>
    setup(name             = "QuantLib",
  File "C:\Users\admuser\ThirdParty\WinPython\python-3.8.2.amd64\lib\site-packages\setuptools\__init__.py", line 144, in setup
    return distutils.core.setup(**attrs)
  File "C:\Users\admuser\ThirdParty\WinPython\python-3.8.2.amd64\lib\distutils\core.py", line 148, in setup
    dist.run_commands()
  File "C:\Users\admuser\ThirdParty\WinPython\python-3.8.2.amd64\lib\distutils\dist.py", line 966, in run_commands
    self.run_command(cmd)
  File "C:\Users\admuser\ThirdParty\WinPython\python-3.8.2.amd64\lib\distutils\dist.py", line 985, in run_command
    cmd_obj.run()
  File "setup.py", line 61, in run
    module = __import__('QuantLibTestSuite', globals(), locals(), [''])
  File "test\QuantLibTestSuite.py", line 22, in <module>
    from date import DateTest
  File "test\date.py", line 18, in <module>
    import QuantLib as ql
  File "build\lib.win-amd64-3.8\QuantLib\__init__.py", line 21, in <module>
    from .QuantLib import *
  File "build\lib.win-amd64-3.8\QuantLib\QuantLib.py", line 13, in <module>
    from . import _QuantLib
ImportError: DLL load failed while importing _QuantLib: The parameter is incorrect.

setup.py build 创建了一个带有临时目录和 lib 目录的文件夹：

    QuantLib-SWIG-1.19\Python\build\lib.win-amd64-3.8\QuantLib
    which contains
        __init__.py
        _QuantLib.cp38-win_amd64.pyd
        QuantLib.py

setup.py install 添加：

QuantLib-SWIG-1.19\Python\QuantLib.egg-info
QuantLib-SWIG-1.19\Python\build\lib.win-amd64-3.8\QuantLib\__pycache__
python-3.8.2.amd64\Lib\site-packages\QuantLib-1.19-py3.8-win-amd64.egg

python-3.8.2.amd64\Lib\site-packages\QuantLib-1.19-py3.8-win-amd64.egg\QuantLib 
which contains:
        __pycache__ folder
        __init__.py
        _QuantLib.cp38-win_amd64.pyd
        _QuantLib.py
        QuantLib.py

所以我尝试导入 QuantLib：

我打开了一个管理命令提示符窗口，它可以工作：

C:\WINDOWS\system32>python
Python 3.8.2 (tags/v3.8.2:7b3ab59, Feb 25 2020, 23:03:10) [MSC v.1916 64 bit (AMD64)] on win32
Type "help", "copyright", "credits" or "license" for more information.
>>> import QuantLib as ql
>>> QuantLib.__file__
'C:\\Users\\admuser\\ThirdParty\\WinPython\\python-3.8.2.amd64\\lib\\site-packages\\quantlib-1.19-py3.8-win-amd64.egg\\QuantLib\\__init__.py'
>>>

但后来我 cd C:\Users\admuser\Workspace\QuantLib-SWIG-1.19\Python

（我需要在那里 cd 才能运行 python setup.py）

C:\Users\admuser\Workspace\QuantLib-SWIG-1.19\Python>python
Python 3.8.2 (tags/v3.8.2:7b3ab59, Feb 25 2020, 23:03:10) [MSC v.1916 64 bit (AMD64)] on win32
Type "help", "copyright", "credits" or "license" for more information.
>>>import QuantLib as ql
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "C:\Users\admuser\Workspace\QuantLib-SWIG-1.19\Python\QuantLib\__init__.py", line 21, in <module>
    from .QuantLib import *
  File "C:\Users\admuser\Workspace\QuantLib-SWIG-1.19\Python\QuantLib\QuantLib.py", line 13, in <module>
    from . import _QuantLib
ImportError: cannot import name '_QuantLib' from partially initialized module 'QuantLib' (most likely due to a circular import) (C:\Users\admuser\Workspace\QuantLib-SWIG-1.19\Python\QuantLib\__init__.py)
>>>
´´´
4

1 回答 1

1

在我上面的描述中，如果您不在 QuantLib-SWIG-1.19\Python 目录中，则可以从命令行 python 提示符导入 Quantlib。

这是因为 python 会查找具有引导文件 _QuantLib.py 的站点包文件夹。

如果您在 QuantLib-SWIG-1.19\Python 目录中，它会在 QuantLib-SWIG-1.19\Python\QuantLib 目录中查找，该目录没有 _QuantLib.py 或相关的 _QuantLib.cp38-win_amd64.pyd 文件。

为了让它工作，我们直接加载了 _QuantLib 模块：

来自 QuantLib.py

# Import the low-level C/C++ module
if __package__ or "." in __name__:
    from . import _QuantLib
else:
    import _QuantLib

上面的语句'来自 . 导入 _QuantLib' 找不到 _QuantLib

所以我们尝试直接加载它：

# Import the low-level C/C++ module
if __package__ or "." in __name__:
    import importlib.util
    import sys
    _quantLib_spec=importlib.util.find_spec("_QuantLib")
    if _quantLib_spec is None:
        print("cannot find _QuantLib (bootstrap) module")
        print(sys.path)
    else:
        _QuantLib=importlib.util.module_from_spec(_quantLib_spec)
        _quantLib_spec.loader.exec_module(_QuantLib)
        sys.modules[_QuantLib] = _QuantLib
else:
    import _QuantLib

我可能应该检测这是否是 QuantLib 模块的站点包版本，然后调用 'from . 导入_QuantLib'

我们需要设置 PYTHONPATH（如果我们不使用 site_packages 版本）：

set PYTHONPATH=C:\\admuser\\OneDrive\\ThirdParty\\WinPython\\python-3.8.2.amd64\\lib\\site-packages\\quantlib-1.19-py3.8-win-amd64.egg\\QuantLib

C:\Users\admuser\Workspace\QuantLib-SWIG-1.19\Python>python
Python 3.8.2 (tags/v3.8.2:7b3ab59, Feb 25 2020, 23:03:10) [MSC v.1916 64 bit (AMD64)] on win32
Type "help", "copyright", "credits" or "license" for more information.
>>>
>>> import QuantLib
>>> exit()

C:\Users\admuser\Workspace\QuantLib-SWIG-1.19\Python>python examples\swap.py
0.0443
NPV         = 19066.26
Fair spread = -0.4174 %
Fair rate   =  4.4300 %
NPV         = 19066.26
Fair spread = -0.4174 %
Fair rate   =  4.4300 %
NPV         = 40533.04
Fair spread = -0.9241 %
Fair rate   =  4.9520 %
NPV         = 37144.28
Fair spread = -0.8469 %
Fair rate   =  4.8724 %
NPV         = 26604.08
Fair spread = -0.5825 %
Fair rate   =  4.6000 %
NPV         = 46439.43
Fair spread = -1.0588 %
Fair rate   =  5.0907 %
NPV         = 26604.08
Fair spread = -0.5825 %
Fair rate   =  4.6000 %
NPV         = 43050.66
Fair spread = -0.9815 %
Fair rate   =  5.0111 %

C:\Users\admuser\Workspace\QuantLib-SWIG-1.19\Python>
于 2020-09-04T13:33:07.003 回答