Pybind11 / Quantlib / macos, ошибка сегментации во время выполнения - PullRequest
0 голосов
/ 21 июня 2020

Это мой первый вопрос, поэтому прошу прощения за длинный пост. (Я также новичок в C ++)

Я пытаюсь импортировать Quantlib в python с помощью pybind11. Модуль успешно собран, и его можно успешно импортировать в python3. Однако я получаю segmentation fault 11, когда пытаюсь запустить его. Я решил, что проблема возникает, когда я пытаюсь создать указатель на «DiscountingBondEngine». Ниже упрощенный фрагмент кода:

#include <ql/pricingengines/bond/discountingbondengine.hpp>
#include <iostream>
#include <iomanip>
using namespace QuantLib;
int bond(int tmp) {
    DiscountingBondEngine *p = new DiscountingBondEngine;
    delete p;
    return 0;
}
/***************
  Pybind extension
****************/
#include <pybind11/pybind11.h>
namespace py = pybind11;

PYBIND11_MODULE(qlBond, m) {
    m.def("bond", &bond, R"pbdoc(
           ql bonds.
    )pbdoc");

#ifdef VERSION_INFO
    m.attr("__version__") = VERSION_INFO;
#else
    m.attr("__version__") = "dev";
#endif
}

Я использую Ma c OSX: 10.13.6, Python 3.7. Я пробовал как дистрибутив Anaconda, так и дистрибутив brew python. Ниже файла setup.py

from setuptools import setup, Extension
from setuptools.command.build_ext import build_ext
import sys
import setuptools
import os

__version__ = '0.0.1'

libraries = ['QuantLib']
library_dirs = ['/usr/local/lib']

class get_pybind_include(object):
    """Helper class to determine the pybind11 include path

    The purpose of this class is to postpone importing pybind11
    until it is actually installed, so that the ``get_include()``
    method can be invoked. """

    def __str__(self):
        import pybind11
        return pybind11.get_include()


ext_modules = [
    Extension(
        'qlBond',
        # Sort input source files to ensure bit-for-bit reproducible builds
        # (https://github.com/pybind/python_example/pull/53)
        sorted(['BondsP.cpp']),
        library_dirs=library_dirs,
        libraries=libraries,
        
        include_dirs=[
            # Path to pybind11 headers
            get_pybind_include(),
            'usr/local/include',
            'usr/local/include/boost',
        ],
        language='c++'
    ),
]


# cf http://bugs.python.org/issue26689
def has_flag(compiler, flagname):
    """Return a boolean indicating whether a flag name is supported on
    the specified compiler.
    """
    import tempfile
    import os
    with tempfile.NamedTemporaryFile('w', suffix='.cpp', delete=False) as f:
        f.write('int main (int argc, char **argv) { return 0; }')
        fname = f.name
    try:
        compiler.compile([fname], extra_postargs=[flagname])
    except setuptools.distutils.errors.CompileError:
        return False
    finally:
        try:
            os.remove(fname)
        except OSError:
            pass
    return True


def cpp_flag(compiler):
    """Return the -std=c++[11/14/17] compiler flag.

    The newer version is prefered over c++11 (when it is available).
    """
    flags = ['-std=c++17', '-std=c++14', '-std=c++11']

    for flag in flags:
        if has_flag(compiler, flag):
            return flag

    raise RuntimeError('Unsupported compiler -- at least C++11 support '
                       'is needed!')


class BuildExt(build_ext):
    """A custom build extension for adding compiler-specific options."""
    c_opts = {
        'msvc': ['/EHsc'],
        'unix': [],
    }
    l_opts = {
        'msvc': [],
        'unix': [],
    }

    if sys.platform == 'darwin':
        darwin_opts = ['-stdlib=libc++', '-mmacosx-version-min=10.9']
        c_opts['unix'] += darwin_opts
        l_opts['unix'] += darwin_opts

    def build_extensions(self):
        ct = self.compiler.compiler_type
        opts = self.c_opts.get(ct, [])
        link_opts = self.l_opts.get(ct, [])
        if ct == 'unix':
            opts.append(cpp_flag(self.compiler))
            if has_flag(self.compiler, '-fvisibility=hidden'):
                opts.append('-fvisibility=hidden')

        for ext in self.extensions:
            ext.define_macros = [('VERSION_INFO', '"{}"'.format(self.distribution.get_version()))]
            ext.extra_compile_args = opts
            ext.extra_link_args = link_opts
        build_ext.build_extensions(self)


setup(
    name='qlBond',
    version=__version__,
    author='dp',
    author_email='',
    url='',
    description='',
    long_description='',
    ext_modules=ext_modules,
    setup_requires=['pybind11>=2.5.0'],
    cmdclass={'build_ext': BuildExt},
    zip_safe=False,
)

Я использую

pip install (Success);
import qlBond (Sucess);
qlBond.bond(2) (failed!)
Segmentation fault: 11

Под файлом заголовка Discountbondengine.hpp

#ifndef quantlib_discounting_bond_engine_hpp
#define quantlib_discounting_bond_engine_hpp

#include <ql/instruments/bond.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/handle.hpp>

namespace QuantLib {

    class DiscountingBondEngine : public Bond::engine {
      public:
        DiscountingBondEngine(
              const Handle<YieldTermStructure>& discountCurve =
                                                Handle<YieldTermStructure>(),
              boost::optional<bool> includeSettlementDateFlows = boost::none);
        void calculate() const;
        Handle<YieldTermStructure> discountCurve() const {
            return discountCurve_;
        }
      private:
        Handle<YieldTermStructure> discountCurve_;
        boost::optional<bool> includeSettlementDateFlows_;
    };

}
#endif
...