I am suddenly getting error messages, which follow, in the Bayesian section of tearsheet output. If you could help me debug this I would appreciate that very much. The sheet produces reports up to the Bayesian graphs, so I know the ID is working.
Thank you!
I use the following cell code: bt = get_backtest('...my backtest ID')
bt.create_full_tear_sheet(bayesian=True, live_start_date='2015-1-1')
John Jay
collect2: fatal error: cannot find 'ld'
compilation terminated.
00001 #include
00002 #include
00003 #include "theano_mod_helper.h"
00004 #include
00005 #include
00006 #include
00007 #include
00008 #include
00009 //////////////////////
00010 //// Support Code
00011 //////////////////////
00012
00013
00014 namespace {
00015 struct struct_compiled_op_8251ea1b4836b28fc8365dcfb7aefbef {
00016 PyObject* __ERROR;
00017
00018 PyObject* storage_V3;
00019 PyObject* storage_V5;
00020 PyObject* storage_V1;
00021
00022
00023 __struct_compiled_op_8251ea1b4836b28fc8365dcfb7aefbef() {
00024 // This is only somewhat safe because we:
00025 // 1) Are not a virtual class
00026 // 2) Do not use any virtual classes in the members
00027 // 3) Deal with mostly POD and pointers
00028
00029 // If this changes, we would have to revise this, but for
00030 // now I am tired of chasing segfaults because
00031 // initialization code had an error and some pointer has
00032 // a junk value.
00033 memset(this, 0, sizeof(*this));
00034 }
00035 ~struct_compiled_op_8251ea1b4836b28fc8365dcfb7aefbef(void) {
00036 cleanup();
00037 }
00038
00039 int init(PyObject* ERROR, PyObject* storage_V3, PyObject* storage_V5, PyObject* storage_V1) {
00040 Py_XINCREF(storage_V3);
00041 Py_XINCREF(storage_V5);
00042 Py_XINCREF(storage_V1);
00043 this->storage_V3 = storage_V3;
00044 this->storage_V5 = storage_V5;
00045 this->storage_V1 = storage_V1;
00046
00047
00048
00049
00050
00051 this->ERROR = ERROR;
00052 return 0;
00053 }
00054 void cleanup(void) {
00055 __label_1:
00056
00057 double __DUMMY_1;
00058 __label_3:
00059
00060 double __DUMMY_3;
00061 __label_5:
00062
00063 double __DUMMY_5;
00064 __label_8:
00065
00066 double __DUMMY_8;
00067
00068 Py_XDECREF(this->storage_V3);
00069 Py_XDECREF(this->storage_V5);
00070 Py_XDECREF(this->storage_V1);
00071 }
00072 int run(void) {
00073 int __failure = 0;
00074
00075 PyObject* py_V1;
00076
00077 PyArrayObject* V1;
00078
00079 typedef npy_float64 dtype_V1;
00080
00081 PyObject* py_V3;
00082
00083 PyArrayObject* V3;
00084
00085 typedef npy_float64 dtype_V3;
00086
00087 PyObject* py_V5;
00088
00089 PyArrayObject* V5;
00090
00091 typedef npy_int8 dtype_V5;
00092
00093 {
00094
00095 py_V1 = PyList_GET_ITEM(storage_V1, 0);
00096 {Py_XINCREF(py_V1);}
00097
00098 if (py_V1 == Py_None)
00099 {
00100
00101 V1 = NULL;
00102
00103 }
00104 else
00105 {
00106
00107 V1 = NULL;
00108 if (py_V1 == Py_None) {
00109 // We can either fail here or set V1 to NULL and rely on Ops
00110 // using tensors to handle the NULL case, but if they fail to do so
00111 // they'll end up with nasty segfaults, so this is public service.
00112 PyErr_SetString(PyExc_ValueError, "expected an ndarray, not None");
00113 {
00114 __failure = 2;
00115 if (!PyErr_Occurred()) {
00116 PyErr_SetString(PyExc_RuntimeError,
00117 "Unexpected error in an Op's C code. "
00118 "No Python exception was set.");
00119 }
00120 goto __label_2;}
00121 }
00122 if (!PyArray_Check(py_V1)) {
00123 PyErr_SetString(PyExc_ValueError, "expected an ndarray");
00124 {
00125 __failure = 2;
00126 if (!PyErr_Occurred()) {
00127 PyErr_SetString(PyExc_RuntimeError,
00128 "Unexpected error in an Op's C code. "
00129 "No Python exception was set.");
00130 }
00131 goto __label_2;}
00132 }
00133 // We expect NPY_FLOAT64
00134 if (!PyArray_ISALIGNED((PyArrayObject*) py_V1)) {
00135 PyArrayObject * tmp = (PyArrayObject*) py_V1;
00136 PyErr_Format(PyExc_NotImplementedError,
00137 "expected an aligned array of type %ld "
00138 "(NPY_FLOAT64), got non-aligned array of type %ld"
00139 " with %ld dimensions, with 3 last dims "
00140 "%ld, %ld, %ld"
00141 " and 3 last strides %ld %ld, %ld.",
00142 (long int) NPY_FLOAT64,
00143 (long int) PyArray_TYPE((PyArrayObject*) py_V1),
00144 (long int) PyArray_NDIM(tmp),
00145 (long int) PyArray_NDIM(tmp) >= 3 ?
00146 PyArray_DIMS(tmp)[PyArray_NDIM(tmp)-3] : -1,
00147 (long int) PyArray_NDIM(tmp) >= 2 ?
00148 PyArray_DIMS(tmp)[PyArray_NDIM(tmp)-2] : -1,
00149 (long int) PyArray_NDIM(tmp) >= 1 ?
00150 PyArray_DIMS(tmp)[PyArray_NDIM(tmp)-1] : -1,
00151 (long int) PyArray_NDIM(tmp) >= 3 ?
00152 PyArray_STRIDES(tmp)[PyArray_NDIM(tmp)-3] : -1,
00153 (long int) PyArray_NDIM(tmp) >= 2 ?
00154 PyArray_STRIDES(tmp)[PyArray_NDIM(tmp)-2] : -1,
00155 (long int) PyArray_NDIM(tmp) >= 1 ?
00156 PyArray_STRIDES(tmp)[PyArray_NDIM(tmp)-1] : -1
00157 );
00158 {
00159 __failure = 2;
00160 if (!PyErr_Occurred()) {
00161 PyErr_SetString(PyExc_RuntimeError,
00162 "Unexpected error in an Op's C code. "
00163 "No Python exception was set.");
00164 }
00165 goto __label_2;}
00166 }
00167 // This is a TypeError to be consistent with DEBUG_MODE
00168 // Note: DEBUG_MODE also tells the name of the container
00169 if (PyArray_TYPE((PyArrayObject*) py_V1) != NPY_FLOAT64) {
00170 PyErr_Format(PyExc_TypeError,
00171 "expected type_num %d (NPY_FLOAT64) got %d",
00172 NPY_FLOAT64, PyArray_TYPE((PyArrayObject*) py_V1));
00173 {
00174 __failure = 2;
00175 if (!PyErr_Occurred()) {
00176 PyErr_SetString(PyExc_RuntimeError,
00177 "Unexpected error in an Op's C code. "
00178 "No Python exception was set.");
00179 }
00180 goto __label_2;}
00181 }
00182
00183 V1 = (PyArrayObject*)(py_V1);
00184 Py_XINCREF(V1);
00185
00186 }
00187
00188 {
00189
00190 py_V3 = PyList_GET_ITEM(storage_V3, 0);
00191 {Py_XINCREF(py_V3);}
00192
00193 V3 = NULL;
00194 if (py_V3 == Py_None) {
00195 // We can either fail here or set V3 to NULL and rely on Ops
00196 // using tensors to handle the NULL case, but if they fail to do so
00197 // they'll end up with nasty segfaults, so this is public service.
00198 PyErr_SetString(PyExc_ValueError, "expected an ndarray, not None");
00199 {
00200 __failure = 4;
00201 if (!PyErr_Occurred()) {
00202 PyErr_SetString(PyExc_RuntimeError,
00203 "Unexpected error in an Op's C code. "
00204 "No Python exception was set.");
00205 }
00206 goto __label_4;}
00207 }
00208 if (!PyArray_Check(py_V3)) {
00209 PyErr_SetString(PyExc_ValueError, "expected an ndarray");
00210 {
00211 __failure = 4;
00212 if (!PyErr_Occurred()) {
00213 PyErr_SetString(PyExc_RuntimeError,
00214 "Unexpected error in an Op's C code. "
00215 "No Python exception was set.");
00216 }
00217 goto __label_4;}
00218 }
00219 // We expect NPY_FLOAT64
00220 if (!PyArray_ISALIGNED((PyArrayObject*) py_V3)) {
00221 PyArrayObject * tmp = (PyArrayObject*) py_V3;
00222 PyErr_Format(PyExc_NotImplementedError,
00223 "expected an aligned array of type %ld "
00224 "(NPY_FLOAT64), got non-aligned array of type %ld"
00225 " with %ld dimensions, with 3 last dims "
00226 "%ld, %ld, %ld"
00227 " and 3 last strides %ld %ld, %ld.",
00228 (long int) NPY_FLOAT64,
00229 (long int) PyArray_TYPE((PyArrayObject*) py_V3),
00230 (long int) PyArray_NDIM(tmp),
00231 (long int) PyArray_NDIM(tmp) >= 3 ?
00232 PyArray_DIMS(tmp)[PyArray_NDIM(tmp)-3] : -1,
00233 (long int) PyArray_NDIM(tmp) >= 2 ?
00234 PyArray_DIMS(tmp)[PyArray_NDIM(tmp)-2] : -1,
00235 (long int) PyArray_NDIM(tmp) >= 1 ?
00236 PyArray_DIMS(tmp)[PyArray_NDIM(tmp)-1] : -1,
00237 (long int) PyArray_NDIM(tmp) >= 3 ?
00238 PyArray_STRIDES(tmp)[PyArray_NDIM(tmp)-3] : -1,
00239 (long int) PyArray_NDIM(tmp) >= 2 ?
00240 PyArray_STRIDES(tmp)[PyArray_NDIM(tmp)-2] : -1,
00241 (long int) PyArray_NDIM(tmp) >= 1 ?
00242 PyArray_STRIDES(tmp)[PyArray_NDIM(tmp)-1] : -1
00243 );
00244 {
00245 __failure = 4;
00246 if (!PyErr_Occurred()) {
00247 PyErr_SetString(PyExc_RuntimeError,
00248 "Unexpected error in an Op's C code. "
00249 "No Python exception was set.");
00250 }
00251 goto __label_4;}
00252 }
00253 // This is a TypeError to be consistent with DEBUG_MODE
00254 // Note: DEBUG_MODE also tells the name of the container
00255 if (PyArray_TYPE((PyArrayObject*) py_V3) != NPY_FLOAT64) {
00256 PyErr_Format(PyExc_TypeError,
00257 "expected type_num %d (NPY_FLOAT64) got %d",
00258 NPY_FLOAT64, PyArray_TYPE((PyArrayObject*) py_V3));
00259 {
00260 __failure = 4;
00261 if (!PyErr_Occurred()) {
00262 PyErr_SetString(PyExc_RuntimeError,
00263 "Unexpected error in an Op's C code. "
00264 "No Python exception was set.");
00265 }
00266 goto __label_4;}
00267 }
00268
00269 V3 = (PyArrayObject*)(py_V3);
00270 Py_XINCREF(V3);
00271
00272 {
00273
00274 py_V5 = PyList_GET_ITEM(storage_V5, 0);
00275 {Py_XINCREF(py_V5);}
00276
00277 V5 = NULL;
00278 if (py_V5 == Py_None) {
00279 // We can either fail here or set V5 to NULL and rely on Ops
00280 // using tensors to handle the NULL case, but if they fail to do so
00281 // they'll end up with nasty segfaults, so this is public service.
00282 PyErr_SetString(PyExc_ValueError, "expected an ndarray, not None");
00283 {
00284 __failure = 6;
00285 if (!PyErr_Occurred()) {
00286 PyErr_SetString(PyExc_RuntimeError,
00287 "Unexpected error in an Op's C code. "
00288 "No Python exception was set.");
00289 }
00290 goto __label_6;}
00291 }
00292 if (!PyArray_Check(py_V5)) {
00293 PyErr_SetString(PyExc_ValueError, "expected an ndarray");
00294 {
00295 __failure = 6;
00296 if (!PyErr_Occurred()) {
00297 PyErr_SetString(PyExc_RuntimeError,
00298 "Unexpected error in an Op's C code. "
00299 "No Python exception was set.");
00300 }
00301 goto __label_6;}
00302 }
00303 // We expect NPY_INT8
00304 if (!PyArray_ISALIGNED((PyArrayObject*) py_V5)) {
00305 PyArrayObject * tmp = (PyArrayObject*) py_V5;
00306 PyErr_Format(PyExc_NotImplementedError,
00307 "expected an aligned array of type %ld "
00308 "(NPY_INT8), got non-aligned array of type %ld"
00309 " with %ld dimensions, with 3 last dims "
00310 "%ld, %ld, %ld"
00311 " and 3 last strides %ld %ld, %ld.",
00312 (long int) NPY_INT8,
00313 (long int) PyArray_TYPE((PyArrayObject*) py_V5),
00314 (long int) PyArray_NDIM(tmp),
00315 (long int) PyArray_NDIM(tmp) >= 3 ?
00316 PyArray_DIMS(tmp)[PyArray_NDIM(tmp)-3] : -1,
00317 (long int) PyArray_NDIM(tmp) >= 2 ?
00318 PyArray_DIMS(tmp)[PyArray_NDIM(tmp)-2] : -1,
00319 (long int) PyArray_NDIM(tmp) >= 1 ?
00320 PyArray_DIMS(tmp)[PyArray_NDIM(tmp)-1] : -1,
00321 (long int) PyArray_NDIM(tmp) >= 3 ?
00322 PyArray_STRIDES(tmp)[PyArray_NDIM(tmp)-3] : -1,
00323 (long int) PyArray_NDIM(tmp) >= 2 ?
00324 PyArray_STRIDES(tmp)[PyArray_NDIM(tmp)-2] : -1,
00325 (long int) PyArray_NDIM(tmp) >= 1 ?
00326 PyArray_STRIDES(tmp)[PyArray_NDIM(tmp)-1] : -1
00327 );
00328 {
00329 __failure = 6;
00330 if (!PyErr_Occurred()) {
00331 PyErr_SetString(PyExc_RuntimeError,
00332 "Unexpected error in an Op's C code. "
00333 "No Python exception was set.");
00334 }
00335 goto __label_6;}
00336 }
00337 // This is a TypeError to be consistent with DEBUG_MODE
00338 // Note: DEBUG_MODE also tells the name of the container
00339 if (PyArray_TYPE((PyArrayObject*) py_V5) != NPY_INT8) {
00340 PyErr_Format(PyExc_TypeError,
00341 "expected type_num %d (NPY_INT8) got %d",
00342 NPY_INT8, PyArray_TYPE((PyArrayObject*) py_V5));
00343 {
00344 __failure = 6;
00345 if (!PyErr_Occurred()) {
00346 PyErr_SetString(PyExc_RuntimeError,
00347 "Unexpected error in an Op's C code. "
00348 "No Python exception was set.");
00349 }
00350 goto __label_6;}
00351 }
00352
00353 V5 = (PyArrayObject*)(py_V5);
00354 Py_XINCREF(V5);
00355
00356 {
00357 // Op class Elemwise
00358
00359 npy_float64* V3_iter;
00360
00361 npy_int8* V5_iter;
00362
00363
00364
00365 npy_float64* V1_iter;
00366
00367 {
00368 npy_intp dims[0];
00369 //npy_intp* dims = (npy_intp*)malloc(0 * sizeof(npy_intp));
00370
00371 if (!V1) {
00372 V1 = (PyArrayObject*)PyArray_EMPTY(0, dims,
00373 NPY_FLOAT64,
00374 0);
00375 }
00376 else {
00377 PyArray_Dims new_dims;
00378 new_dims.len = 0;
00379 new_dims.ptr = dims;
00380 PyObject* success = PyArray_Resize(V1, &new_dims, 0, NPY_CORDER);
00381 if (!success) {
00382 // If we can't resize the ndarray we have we can allocate a new one.
00383 PyErr_Clear();
00384 Py_XDECREF(V1);
00385 V1 = (PyArrayObject*)PyArray_EMPTY(0, dims, NPY_FLOAT64, 0);
00386 }
00387 }
00388 if (!V1) {
00389 {
00390 __failure = 7;
00391 if (!PyErr_Occurred()) {
00392 PyErr_SetString(PyExc_RuntimeError,
00393 "Unexpected error in an Op's C code. "
00394 "No Python exception was set.");
00395 }
00396 goto __label_7;}
00397 }
00398 }
00399
00400
00401 {
00402
00403 V3_iter = (npy_float64*)(PyArray_DATA(V3));
00404 V5_iter = (npy_int8*)(PyArray_DATA(V5));
00405 V1_iter = (npy_float64*)(PyArray_DATA(V1));
00406
00407 npy_float64& V3_i = *V3_iter;
00408 npy_int8& V5_i = *V5_iter;
00409 npy_float64& V1_i = *V1_iter;
00410
00411 V1_i = V3_i - V5_i;
00412
00413 }
00414 __label_7:
00415
00416 double __DUMMY_7;
00417
00418 }
00419 __label_6:
00420
00421 if (V5) {
00422 Py_XDECREF(V5);
00423 }
00424
00425 {Py_XDECREF(py_V5);}
00426
00427 double __DUMMY_6;
00428
00429 }
00430 __label_4:
00431
00432 if (V3) {
00433 Py_XDECREF(V3);
00434 }
00435
00436 {Py_XDECREF(py_V3);}
00437
00438 double __DUMMY_4;
00439
00440 }
00441 __label_2:
00442
00443 if (!failure) {
00444
00445 {Py_XDECREF(py_V1);}
00446 if (!V1) {
00447 Py_INCREF(Py_None);
00448 py_V1 = Py_None;
00449 }
00450 else if ((void*)py_V1 != (void*)V1) {
00451 py_V1 = (PyObject*)V1;
00452 }
00453
00454 {Py_XINCREF(py_V1);}
00455
00456 if (V1 && !PyArray_ISALIGNED((PyArrayObject*) py_V1)) {
00457 PyErr_Format(PyExc_NotImplementedError,
00458 "c_sync: expected an aligned array, got non-aligned array of type %ld"
00459 " with %ld dimensions, with 3 last dims "
00460 "%ld, %ld, %ld"
00461 " and 3 last strides %ld %ld, %ld.",
00462 (long int) PyArray_TYPE((PyArrayObject*) py_V1),
00463 (long int) PyArray_NDIM(V1),
00464 (long int) PyArray_NDIM(V1) >= 3 ?
00465 PyArray_DIMS(V1)[PyArray_NDIM(V1)-3] : -1,
00466 (long int) PyArray_NDIM(V1) >= 2 ?
00467 PyArray_DIMS(V1)[PyArray_NDIM(V1)-2] : -1,
00468 (long int) PyArray_NDIM(V1) >= 1 ?
00469 PyArray_DIMS(V1)[PyArray_NDIM(V1)-1] : -1,
00470 (long int) PyArray_NDIM(V1) >= 3 ?
00471 PyArray_STRIDES(V1)[PyArray_NDIM(V1)-3] : -1,
00472 (long int) PyArray_NDIM(V1) >= 2 ?
00473 PyArray_STRIDES(V1)[PyArray_NDIM(V1)-2] : -1,
00474 (long int) PyArray_NDIM(V1) >= 1 ?
00475 PyArray_STRIDES(V1)[PyArray_NDIM(V1)-1] : -1
00476 );
00477 {
00478 failure = 2;
00479 if (!PyErr_Occurred()) {
00480 PyErr_SetString(PyExc_RuntimeError,
00481 "Unexpected error in an Op's C code. "
00482 "No Python exception was set.");
00483 }
00484 goto __label_2;}
00485 }
00486
00487 PyObject* old = PyList_GET_ITEM(storage_V1, 0);
00488 {Py_XINCREF(py_V1);}
00489 PyList_SET_ITEM(storage_V1, 0, py_V1);
00490 {Py_XDECREF(old);}
00491 }
00492
00493 if (V1) {
00494 Py_XDECREF(V1);
00495 }
00496
00497 {Py_XDECREF(py_V1);}
00498
00499 double __DUMMY_2;
00500
00501 }
00502
00503
00504 if (failure) {
00505 // When there is a failure, this code puts the exception
00506 // in ERROR.
00507 PyObject* err_type = NULL;
00508 PyObject* err_msg = NULL;
00509 PyObject* err_traceback = NULL;
00510 PyErr_Fetch(&err_type, &err_msg, &err_traceback);
00511 if (!err_type) {err_type = Py_None;Py_INCREF(Py_None);}
00512 if (!err_msg) {err_msg = Py_None; Py_INCREF(Py_None);}
00513 if (!err_traceback) {err_traceback = Py_None; Py_INCREF(Py_None);}
00514 PyObject* old_err_type = PyList_GET_ITEM(ERROR, 0);
00515 PyObject* old_err_msg = PyList_GET_ITEM(ERROR, 1);
00516 PyObject* old_err_traceback = PyList_GET_ITEM(ERROR, 2);
00517 PyList_SET_ITEM(ERROR, 0, err_type);
00518 PyList_SET_ITEM(ERROR, 1, err_msg);
00519 PyList_SET_ITEM(ERROR, 2, err_traceback);
00520 {Py_XDECREF(old_err_type);}
00521 {Py_XDECREF(old_err_msg);}
00522 {Py_XDECREF(old_err_traceback);}
00523 }
00524 // The failure code is returned to index what code block failed.
00525 return __failure;
00526
00527 }
00528 };
00529 }
00530
00531
00532 static int __struct_compiled_op_8251ea1b4836b28fc8365dcfb7aefbef_executor(struct_compiled_op_8251ea1b4836b28fc8365dcfb7aefbef* self) {
00533 return self->run();
00534 }
00535
00536 static void struct_compiled_op_8251ea1b4836b28fc8365dcfb7aefbef_destructor(void* executor, void* self) {
00537 delete ((struct_compiled_op_8251ea1b4836b28fc8365dcfb7aefbef*)self);
00538 }
00539
00540 //////////////////////
00541 //// Functions
00542 //////////////////////
00543 static PyObject * instantiate(PyObject * self, PyObject argtuple) {
00544 assert(PyTuple_Check(argtuple));
00545 if (4 != PyTuple_Size(argtuple)){
00546 PyErr_Format(PyExc_TypeError, "Wrong number of arguments, expected 4, got %i", (int)PyTuple_Size(argtuple));
00547 return NULL;
00548 }
00549 __struct_compiled_op_8251ea1b4836b28fc8365dcfb7aefbef struct_ptr = new struct_compiled_op_8251ea1b4836b28fc8365dcfb7aefbef();
00550 if (struct_ptr->init( PyTuple_GET_ITEM(argtuple, 0),PyTuple_GET_ITEM(argtuple, 1),PyTuple_GET_ITEM(argtuple, 2),PyTuple_GET_ITEM(argtuple, 3) ) != 0) {
00551 delete struct_ptr;
00552 return NULL;
00553 }
00554 PyObject* thunk = PyCObject_FromVoidPtrAndDesc((void*)(&struct_compiled_op_8251ea1b4836b28fc8365dcfb7aefbef_executor), struct_ptr, __struct_compiled_op_8251ea1b4836b28fc8365dcfb7aefbef_destructor);
00555 return thunk; }
00556
00557 //////////////////////
00558 //// Module init
00559 //////////////////////
00560 static PyMethodDef MyMethods[] = {
00561 {"instantiate", instantiate, METH_VARARGS, "undocumented"} ,
00562 {NULL, NULL, 0, NULL}
00563 };
00564 PyMODINIT_FUNC init8251ea1b4836b28fc8365dcfb7aefbef(void){
00565 import_array();
00566 (void) Py_InitModule("8251ea1b4836b28fc8365dcfb7aefbef", MyMethods);
00567 }
00568
Problem occurred during compilation with the command line below:
/usr/bin/g++ -shared -g -O3 -fno-math-errno -Wno-unused-label -Wno-unused-variable -Wno-write-strings -march=core-avx-i -mcx16 -msahf -mno-movbe -maes -mpclmul -mpopcnt -mno-abm -mno-lwp -mno-fma -mno-fma4 -mno-xop -mno-bmi -mno-bmi2 -mno-tbm -mavx -mno-avx2 -msse4.2 -msse4.1 -mno-lzcnt -mno-rtm -mno-hle -mrdrnd -mf16c -mfsgsbase -mno-rdseed -mno-prfchw -mno-adx -mfxsr -mxsave -mxsaveopt --param l1-cache-size=32 --param l1-cache-line-size=64 --param l2-cache-size=25600 -mtune=core-avx-i -D NPY_NO_DEPRECATED_API=NPY_1_7_API_VERSION -m64 -fPIC -I/usr/local/lib/python2.7/dist-packages/numpy/core/include -I/usr/include/python2.7 -I/usr/local/lib/python2.7/dist-packages/theano/gof -fvisibility=hidden -o /home/qexec-restricted/.theano/compiledir_Linux-4.2--generic-x86_64-with-Ubuntu-14.04-trusty-x86_64-2.7.11-64/tmpZbZ4V0/8251ea1b4836b28fc8365dcfb7aefbef.so /home/qexec-restricted/.theano/compiledir_Linux-4.2--generic-x86_64-with-Ubuntu-14.04-trusty-x86_64-2.7.11-64/tmpZbZ4V0/mod.cpp -L/usr/lib -lpython2.7
Exception Traceback (most recent call last)
in ()
1 bt = get_backtest('56c802ee21043c0df860d76a')
----> 2 bt.create_full_tear_sheet(bayesian=True, live_start_date='2015-1-1')
/build/src/qexec_repo/qexec/research/results.py in create_full_tear_sheet(self, benchmark_rets, live_start_date, bayesian, round_trips, hide_positions, cone_std) 992 round_trips=round_trips,
993 hide_positions=hide_positions,
--> 994 cone_std=cone_std
995 )
/usr/local/lib/python2.7/dist-packages/pyfolio/tears.pyc in create_full_tear_sheet(returns, positions, transactions, benchmark_rets, gross_lev, slippage, live_start_date, sector_mappings, bayesian, round_trips, hide_positions, cone_std, set_context) 184 live_start_date=live_start_date,
185 benchmark_rets=benchmark_rets,
--> 186 set_context=set_context)
187
188
/usr/local/lib/python2.7/dist-packages/pyfolio/plotting.pyc in call_w_context(args, **kwargs) 44 if set_context:
45 with context():
---> 46 return func(args, **kwargs)
47 else:
48 return func(*args, **kwargs)
/usr/local/lib/python2.7/dist-packages/pyfolio/tears.pyc in create_bayesian_tear_sheet(returns, benchmark_rets, live_start_date, samples, return_fig, stoch_vol) 744 trace_t, ppc_t = bayesian.run_model('t', df_train,
745 returns_test=df_test,
--> 746 samples=samples, ppc=True)
747 previous_time = timer("T model", previous_time)
748
/usr/local/lib/python2.7/dist-packages/pyfolio/bayesian.pyc in run_model(model, returns_train, returns_test, bmark, samples, ppc) 576 bmark, samples)
577 elif model == 't':
--> 578 model, trace = model_returns_t(returns_train, samples)
579 elif model == 'normal':
580 model, trace = model_returns_normal(returns_train, samples)
/usr/local/lib/python2.7/dist-packages/pyfolio/bayesian.pyc in model_returns_t(data, samples) 165
166 with pm.Model() as model:
--> 167 mu = pm.Normal('mean returns', mu=0, sd=.01, testval=data.mean())
168 sigma = pm.HalfCauchy('volatility', beta=1, testval=data.std())
169 nu = pm.Exponential('nu_minus_two', 1. / 10., testval=3.)
/usr/local/lib/python2.7/dist-packages/pymc3/distributions/distribution.pyc in new(cls, name, *args, **kwargs) 22 data = kwargs.pop('observed', None)
23 dist = cls.dist(*args, **kwargs)
---> 24 return model.Var(name, dist, data)
25 elif name is None:
26 return object.__new__(cls) #for pickle
/usr/local/lib/python2.7/dist-packages/pymc3/model.pyc in Var(self, name, dist, data) 224 if data is None:
225 if getattr(dist, "transform", None) is None:
--> 226 var = FreeRV(name=name, distribution=dist, model=self)
227 self.free_RVs.append(var)
228 else:
/usr/local/lib/python2.7/dist-packages/pymc3/model.pyc in init(self, type, owner, index, name, distribution, model) 436 self.tag.test_value = np.ones(
437 distribution.shape, distribution.dtype) * distribution.default()
--> 438 self.logp_elemwiset = distribution.logp(self)
439 self.model = model
440
/usr/local/lib/python2.7/dist-packages/pymc3/distributions/continuous.pyc in logp(self, value) 171
172 return bound(
--> 173 (-tau * (value - mu) ** 2 + log(tau / pi / 2.)) / 2.,
174 tau > 0,
175 sd > 0
/usr/local/lib/python2.7/dist-packages/theano/tensor/var.pyc in sub(self, other) 151 # and the return value in that case
152 try:
--> 153 return theano.tensor.basic.sub(self, other)
154 except (NotImplementedError, AsTensorError):
155 return NotImplemented
/usr/local/lib/python2.7/dist-packages/theano/gof/op.pyc in call(self, *inputs, **kwargs) 645 # compute output value once with test inputs to validate graph
646 thunk = node.op.make_thunk(node, storage_map, compute_map,
--> 647 no_recycling=[])
648 thunk.inputs = [storage_map[v] for v in node.inputs]
649 thunk.outputs = [storage_map[v] for v in node.outputs]
/usr/local/lib/python2.7/dist-packages/theano/tensor/elemwise.pyc in make_thunk(self, node, storage_map, compute_map, no_recycling) 813
814 return super(Elemwise, node_.op).make_thunk(node_, storage_map,
--> 815 compute_map, no_recycling)
816
817 def perform(self, node, inputs, output_storage):
/usr/local/lib/python2.7/dist-packages/theano/gof/op.pyc in make_thunk(self, node, storage_map, compute_map, no_recycling) 1166 self.update_self_openmp()
1167 return super(OpenMPOp, self).make_thunk(node, storage_map,
-> 1168 compute_map, no_recycling)
1169
1170
/usr/local/lib/python2.7/dist-packages/theano/gof/op.pyc in make_thunk(self, node, storage_map, compute_map, no_recycling) 930 try:
931 return self.make_c_thunk(node, storage_map, compute_map,
--> 932 no_recycling)
933 except (NotImplementedError, utils.MethodNotDefined):
934 logger.debug('Falling back on perform')
/usr/local/lib/python2.7/dist-packages/theano/gof/op.pyc in make_c_thunk(self, node, storage_map, compute_map, no_recycling) 848 logger.debug('Trying CLinker.make_thunk')
849 outputs = cl.make_thunk(input_storage=node_input_storage,
--> 850 output_storage=node_output_storage)
851 fill_storage, node_input_filters, node_output_filters = outputs
852
/usr/local/lib/python2.7/dist-packages/theano/gof/cc.pyc in make_thunk(self, input_storage, output_storage, storage_map, keep_lock) 1205 cthunk, in_storage, out_storage, error_storage = self.__compile__(
1206 input_storage, output_storage, storage_map,
-> 1207 keep_lock=keep_lock)
1208
1209 res = CThunk(cthunk, init_tasks, tasks, errorstorage)
/usr/local/lib/python2.7/dist-packages/theano/gof/cc.pyc in compile(self, input_storage, output_storage, storage_map, keep_lock) 1150 output_storage,
1151 storage_map,
-> 1152 keep_lock=keep_lock)
1153 return (thunk,
1154 [link.Container(input, storage) for input, storage in
/usr/local/lib/python2.7/dist-packages/theano/gof/cc.pyc in cthunk_factory(self, error_storage, in_storage, out_storage, storage_map, keep_lock) 1600 else:
1601 module = get_module_cache().module_from_key(
-> 1602 key=key, lnk=self, keep_lock=keep_lock)
1603
1604 vars = self.inputs + self.outputs + self.orphans
/usr/local/lib/python2.7/dist-packages/theano/gof/cmodule.pyc in module_from_key(self, key, lnk, keep_lock) 1172 try:
1173 location = dlimport_workdir(self.dirname)
-> 1174 module = lnk.compile_cmodule(location)
1175 name = module.__file__
1176 assert name.startswith(location)
/usr/local/lib/python2.7/dist-packages/theano/gof/cc.pyc in compile_cmodule(self, location) 1511 lib_dirs=self.lib_dirs(),
1512 libs=libs,
-> 1513 preargs=preargs)
1514 except Exception as e:
1515 e.args += (str(self.fgraph),)
/usr/local/lib/python2.7/dist-packages/theano/gof/cmodule.pyc in compile_str(module_name, src_code, location, include_dirs, lib_dirs, libs, preargs, py_module, hide_symbols) 2185 # difficult to read.
2186 raise Exception('Compilation failed (return status=%s): %s' %
-> 2187 (status, compile_stderr.replace('\n', '. ')))
2188 elif config.cmodule.compilation_warning and compile_stderr:
2189 # Print errors just below the command line.
Exception: ("Compilation failed (return status=1): collect2: fatal error: cannot find 'ld'. compilation terminated.. ", '[Elemwise{sub,no_inplace}(mean returns, TensorConstant{0})]')