QuantLib-SWIG 1.19 python 'from . import _QuantLib‘失败

Question

我下载了Windows10下的QuantLib-SWIG-1.19。

我能够构建并安装python版本。

但是，当它尝试运行build_ext时，它无法通过测试。

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

build_ext的python setup.py测试失败

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创建了一个包含临时目录和库目录的文件夹：

    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增加了：

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：

我打开一个管理命令提示符窗口，它可以正常工作：

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'
>>>

但是然后我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)
>>>
´´´

Answer 1

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

这是因为python查看site-packages文件夹，该文件夹包含引导文件_QuantLib.py。

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

在语句“From.Import _QuantLib”上方找不到_QuantLib

因此，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

我可能应该检测一下这是否是QuantLib模块的站点包版本，然后调用‘From.Import _QuantLib’。

我们需要设置PYTHONPATH (如果我们使用的不是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>