"qlib/data/_libs/rolling" can not be import

[Peakara]

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location in : qlib/data/_libs/ expanding, rolling can't import beacause of ".pyx" file.

[Peakara]

1. we can create "setup.py" in the same directory of rolling.pyx and expanding.pyx
2. in this directory, run command: python setup.py build _ext --inplace

############## #用于转换pyx文件# ##############

#命令行运行：python setup.py build_ext --inplace

from setuptools import setup, Extension from Cython.Build import cythonize import numpy

#定义扩展模块 extensions = [ Extension( "expanding", # 模块名 ["expanding.pyx"], # 源文件 include_dirs=[numpy.get_include()], # 添加 NumPy 头文件路径 extra_compile_args=["-O3"], # 编译参数 extra_link_args=["-Wl,-rpath,/usr/local/lib"], # 链接参数 language="c++", # 使用 C++ 编译器 ), Extension( "rolling", # 模块名 ["rolling.pyx"], # 源文件 include_dirs=[numpy.get_include()], # 添加 NumPy 头文件路径 extra_compile_args=["-O3"], # 编译参数 extra_link_args=["-Wl,-rpath,/usr/local/lib"], # 链接参数 language="c++", # 使用 C++ 编译器 ), ]

#配置 setup setup( ext_modules=cythonize( extensions, compiler_directives={"language_level": "3"} # Python 3 语法 ), )

[SunsetWolf]

Hi, @Peakara I saw your issue and tried to reproduce your problem, I created a new python 3.10 virtual environment, pulled the latest code, built it using python setup.py build_ext --inplace and tried to run examples/benchmarks/LightGBM/ workflow_config_lightgbm_Alpha158.yaml and everything seems to work fine, providing more information to help us reproduce the problem. Also, we have recently made some upgrades from setup.py to pyproject.toml and created a Makefile, you can try pull the latest code and installing it using make install or make dev.