运行vnpy 3.9.0时,命令行提示如下异常:
Faile to import cython option pricing model, please rebuild with cython in cmd.
进入模型文件夹 /vnpy_optionmaster/vnpy_optionmaster/pricing/cython_model/black_scholes_cython
执行命令:
$ python setup.py build_ext --inplace
生成的.so
和.pyx
拷贝到目录/site-packages/vnpy_optionmaster/pricing
下面就可以解决了。