python-3.6failed-installationquantlibquantlib-swig

python 3.6: No module named _QuantLib after installation of QuantLib and QuantLib-SWIG

I am trying to install QuantLib and Python QuantLib-SWIG on Mac OSX 10.12.5 Sierra and Python 3.6.1., but get error messages:

ImportError: dlopen(build/lib.macosx-10.7-x86_64-
3.6/QuantLib/_QuantLib.cpython-36m-darwin.so, 2): Symbol not found: __ 
ZN8QuantLib10DateParser14parseFormattedERKSsS2_
Referenced from: build/lib.macosx-10.7-x86_64-
3.6/QuantLib/_QuantLib.cpython-36m-darwin.so
Expected in: flat namespace
in build/lib.macosx-10.7-x86_64-3.6/QuantLib/_QuantLib.cpython-36m-darwin.so

as well as:

ModuleNotFoundError: No module named '_QuantLib'

Luigi gave a very useful suggestion in this thread on the QuantLib users' mailing list, which I implemented and made some progress, but I still cannot finish installation for Python 3.6.

I have been able to successfully build QuantLib for Python 2.

I also tried to build QuantLib with dynamic loading below (i.e. I rm'ed /usr/local/lib/libQuantLib* and then reran the process without '--disable-shared --enable-static' in step #5 below, but that also failed.... :(.)

Anyone have any advice? Thank you in advance.

Error log

~/QuantLib-SWIG-1.10/Python>  /Users/tf/anaconda/bin/python3.6 setup.py 
install 
running install
running build
running build_py
running build_ext
running install_lib
creating /Users/tf/anaconda/lib/python3.6/site-packages/QuantLib
copying build/lib.macosx-10.7-x86_64-3.6/QuantLib/__init__.py -> /Users/tf/anaconda/lib/python3.6/site-packages/QuantLib
copying build/lib.macosx-10.7-x86_64-3.6/QuantLib/_QuantLib.cpython-36m-darwin.so -> /Users/tf/anaconda/lib/python3.6/site-packages/QuantLib
copying build/lib.macosx-10.7-x86_64-3.6/QuantLib/QuantLib.py -> /Users/tf/anaconda/lib/python3.6/site-packages/QuantLib
byte-compiling /Users/tf/anaconda/lib/python3.6/site-packages/QuantLib/__init__.py to __init__.cpython-36.pyc
byte-compiling /Users/tf/anaconda/lib/python3.6/site-packages/QuantLib/QuantLib.py to QuantLib.cpython-36.pyc
running install_egg_info
Writing /Users/tf/anaconda/lib/python3.6/site-packages/QuantLib_Python-1.10-py3.6.egg-info
~/QuantLib-SWIG-1.10/Python> /Users/tf/anaconda/bin/python3.6 setup.py test
running test
running build
running build_py
running build_ext
Traceback (most recent call last):
  File "build/lib.macosx-10.7-x86_64-3.6/QuantLib/QuantLib.py", line 18, in swig_import_helper
    return importlib.import_module(mname)
  File "/Users/tf/anaconda/lib/python3.6/importlib/__init__.py", line 126, in import_module
    return _bootstrap._gcd_import(name[level:], package, level)
  File "<frozen importlib._bootstrap>", line 978, in _gcd_import
  File "<frozen importlib._bootstrap>", line 961, in _find_and_load
  File "<frozen importlib._bootstrap>", line 950, in _find_and_load_unlocked
  File "<frozen importlib._bootstrap>", line 648, in _load_unlocked
  File "<frozen importlib._bootstrap>", line 560, in module_from_spec
  File "<frozen importlib._bootstrap_external>", line 922, in create_module
  File "<frozen importlib._bootstrap>", line 205, in _call_with_frames_removed
ImportError: dlopen(build/lib.macosx-10.7-x86_64-3.6/QuantLib/_QuantLib.cpython-36m-darwin.so, 2): Symbol not found: __ZN8QuantLib10DateParser14parseFormattedERKSsS2_
  Referenced from: build/lib.macosx-10.7-x86_64-3.6/QuantLib/_QuantLib.cpython-36m-darwin.so
  Expected in: flat namespace
 in build/lib.macosx-10.7-x86_64-3.6/QuantLib/_QuantLib.cpython-36m-darwin.so

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "setup.py", line 252, in <module>
    'build_ext': my_build_ext
  File "/Users/tf/anaconda/lib/python3.6/distutils/core.py", line 148, in setup
    dist.run_commands()
  File "/Users/tf/anaconda/lib/python3.6/distutils/dist.py", line 955, in run_commands
    self.run_command(cmd)
  File "/Users/tf/anaconda/lib/python3.6/distutils/dist.py", line 974, in run_command
    cmd_obj.run()
  File "setup.py", line 58, 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
  File "build/lib.macosx-10.7-x86_64-3.6/QuantLib/__init__.py", line 21, in <module>
    from .QuantLib import *
  File "build/lib.macosx-10.7-x86_64-3.6/QuantLib/QuantLib.py", line 21, in <module>
    _QuantLib = swig_import_helper()
  File "build/lib.macosx-10.7-x86_64-3.6/QuantLib/QuantLib.py", line 20, in swig_import_helper
    return importlib.import_module('_QuantLib')
  File "/Users/tf/anaconda/lib/python3.6/importlib/__init__.py", line 126, in import_module
    return _bootstrap._gcd_import(name[level:], package, level)
ModuleNotFoundError: No module named '_QuantLib'

How I am trying to install QuantLib

  1. Install:

    • Xcode 8.3.3
    • Apple’s Command Line Developer Tools, by running on terminal: xcode-select --install
    • brew
    • boost, by running on terminal: brew install boost

  2. Download the tars from sourceforge:

    • QuantLib 1.10
    • QuantLib-SWIG 1.10

  3. Extract the above to home directory: /Users/tf/

  4. Switch to QuantLib-1.10 by running on terminal: cd ~/QuantLib-1.10

  5. Run on terminal: #./configure --with-boost-include=/usr/local/include/ --with-boost-lib=/usr/local/lib/ --prefix=/usr/local/ CXXFLAGS='-O2 -stdlib=libc++ -mmacosx-version-min=10.9' LDFLAGS='-stdlib=libc++ -mmacosx-version-min=10.9' --disable-shared --enable-static

  6. Run on terminal: make && sudo make install

  7. Test C++ installation by running on terminal: cd Examples/BermudanSwaption && g++ -I/usr/local/include/ -I/usr/local/include/boost BermudanSwaption.cpp -o bermudanswaption -L/usr/local/lib/ -lQuantLib

  8. Switch to QuantLib-SWIG-1.10 by running on terminal: cd ~/QuantLib-SWIG-1.10 Run on terminal: ./configure CXXFLAGS='-O2 -stdlib=libc++ -mmacosx-version-min=10.9' LDFLAGS='-stdlib=libc++ -mmacosx-version-min=10.9'

  9. Make the C++ Python version by running on terminal: cd Python && /Users/tf/anaconda/bin/python3.6 setup.py build

  10. Install to anaconda by running on terminal: /Users/tf/anaconda/bin/python3.6 setup.py install

  11. Check by running on terminal: /Users/tf/anaconda/bin/python3.6 setup.py test

Solution

  • How I successfully installed QuantLib-SWIG, with Luigi's help

    1. Install:

      • Xcode 8.3.3
      • Apple’s Command Line Developer Tools, by running on terminal: xcode-select --install
      • brew
      • boost, by running on terminal: brew install boost

    2. Download the tars from sourceforge:

      • QuantLib 1.10
      • QuantLib-SWIG 1.10

    3. Extract the above to home directory: /Users/tf/

    4. Switch to QuantLib-1.10 by running on terminal: cd ~/QuantLib-1.10

    5. Run on terminal: ./configure --with-boost-include=/usr/local/include/ --with-boost-lib=/usr/local/lib/ --prefix=/usr/local/ CXXFLAGS='-O2 -stdlib=libc++ -mmacosx-version-min=10.9' LDFLAGS='-stdlib=libc++ -mmacosx-version-min=10.9' --disable-shared --enable-static

    6. Run on terminal: make && sudo make install

    7. Test C++ installation by running on terminal: cd Examples/BermudanSwaption && g++ -I/usr/local/include/ -I/usr/local/include/boost BermudanSwaption.cpp -o bermudanswaption -L/usr/local/lib/ -lQuantLib

    8. Switch to QuantLib-SWIG-1.10 by running on terminal: cd ~/QuantLib-SWIG-1.10 Run on terminal: ./configure CXXFLAGS='-O2 -stdlib=libc++ -mmacosx-version-min=10.9' LDFLAGS='-stdlib=libc++ -mmacosx-version-min=10.9'

    9. Make the C++ Python version by running on terminal: cd Python && export CXXFLAGS='-O2 -stdlib=libc++ -mmacosx-version-min=10.9' && export LDFLAGS='-stdlib=libc++ -mmacosx-version-min=10.9' && /Users/tf/anaconda/bin/python3.6 setup.py build

    10. Install to anaconda by running on terminal: /Users/tf/anaconda/bin/python3.6 setup.py install

    11. Check by running on terminal: /Users/tf/anaconda/bin/python3.6 setup.py test