使用 %%cython 魔法的 Anaconda IPython 笔记本单元在 imp.load_dynamic(module_name, module_path) 处失败并出现内存错误

Question

示例 cython 代码似乎可以正确编译，但是；总是无法加载.pxd，如下所示：

%%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'

cython_magic_f60db<...>.pyd 位于正确的目录中。没有给出其他细节。这似乎不是系统内存耗尽。

感谢您的帮助。虽然我看到有几个人逃避遇到类似的问题，但似乎没有一个人得到完全的回答。

附言。使用 Python 2.7 级别的 Anaconda IPython 运行相同的 cython 单元......在这种情况下，发生了同样的错误，但是；产生了以下附加错误消息...

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.

上述故障与 python 3.4 完全相同，只是错误指示 ImportError 并指出 DLL 初始化例程存在问题。

我检查了 cython 的源代码，但没有发现标准链接编译指示指示 dll 主。

Answer 1

在将问题隔离为在 Anaconda 的 python 包（2.7 和 3.4）中运行 mingw c++ 的已知错误之后。我找到了有关如何为 Python 2.7 安装 Microsoft C++ 的说明（MS 免费提供），并使 cython 能够使用 distutils 包在 Anconda（2.7 测试）中成功加载和运行更新。

请参阅网站链接的“使用 Microsoft Visual C++ Compiler for Python”部分，https://github.com/cython/cython/wiki/CythonExtensionsOnWindows