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Faile to import cython option pricing model, please rebuild with cython in cmd.

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.pyx拷贝到目录/site-packages/vnpy_optionmaster/pricing下面就可以解决了。