Untitled
unknown
plain_text
a month ago
6.4 kB
2
Indexable
(poc) PS D:\hpc-backtest-poc> python .\backtest.py
Reading pickle files...
PCR DF shape: (362154, 3), columns: Index(['Date', 'Time', 'PCR'], dtype='object')
Expiry DF shape: (264, 2), columns: Index(['Expiries', 'Status'], dtype='object')
Options DF shape: (131383, 14), columns: Index(['Date', 'Time', 'Open', 'High', 'Low', 'Close', 'Volume', 'OI',
'OptionType', 'StrikePrice', 'ExpiryDate', 'Ticker', 'Delta',
'Close_Index'],
dtype='object')
Selected expiry for test: 2020-01-02
Filtered option data shape: (0, 14)
Merged shape: (0, 15)
Launching GPU kernel for single-expiry demonstration...
D:\hpc-backtest-poc\poc\Lib\site-packages\numba\cuda\dispatcher.py:536: NumbaPerformanceWarning: Grid size 1 will likely result in GPU under-utilization due to low occupancy.
warn(NumbaPerformanceWarning(msg))
Traceback (most recent call last):
File "D:\hpc-backtest-poc\poc\Lib\site-packages\numba\cuda\cudadrv\nvvm.py", line 139, in __new__
inst.driver = open_cudalib('nvvm')
^^^^^^^^^^^^^^^^^^^^
File "D:\hpc-backtest-poc\poc\Lib\site-packages\numba\cuda\cudadrv\libs.py", line 65, in open_cudalib
return ctypes.CDLL(path)
^^^^^^^^^^^^^^^^^
File "C:\Python311\Lib\ctypes\__init__.py", line 376, in __init__
self._handle = _dlopen(self._name, mode)
^^^^^^^^^^^^^^^^^^^^^^^^^
FileNotFoundError: Could not find module 'nvvm.dll' (or one of its dependencies). Try using the full path with constructor syntax.
During handling of the above exception, another exception occurred:
Traceback (most recent call last):
File "D:\hpc-backtest-poc\backtest.py", line 232, in <module>
main()
File "D:\hpc-backtest-poc\backtest.py", line 198, in main
backtest_single_expiry_kernel[blocks, threads_per_block](
File "D:\hpc-backtest-poc\poc\Lib\site-packages\numba\cuda\dispatcher.py", line 539, in __call__
return self.dispatcher.call(args, self.griddim, self.blockdim,
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "D:\hpc-backtest-poc\poc\Lib\site-packages\numba\cuda\dispatcher.py", line 681, in call
kernel = _dispatcher.Dispatcher._cuda_call(self, *args)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "D:\hpc-backtest-poc\poc\Lib\site-packages\numba\cuda\dispatcher.py", line 689, in _compile_for_args
return self.compile(tuple(argtypes))
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "D:\hpc-backtest-poc\poc\Lib\site-packages\numba\cuda\dispatcher.py", line 932, in compile
kernel = _Kernel(self.py_func, argtypes, **self.targetoptions)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "D:\hpc-backtest-poc\poc\Lib\site-packages\numba\core\compiler_lock.py", line 35, in _acquire_compile_lock
return func(*args, **kwargs)
^^^^^^^^^^^^^^^^^^^^^
File "D:\hpc-backtest-poc\poc\Lib\site-packages\numba\cuda\dispatcher.py", line 83, in __init__
cres = compile_cuda(self.py_func, types.void, self.argtypes,
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "D:\hpc-backtest-poc\poc\Lib\site-packages\numba\core\compiler_lock.py", line 35, in _acquire_compile_lock
return func(*args, **kwargs)
^^^^^^^^^^^^^^^^^^^^^
File "D:\hpc-backtest-poc\poc\Lib\site-packages\numba\cuda\compiler.py", line 196, in compile_cuda
cres = compiler.compile_extra(typingctx=typingctx,
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "D:\hpc-backtest-poc\poc\Lib\site-packages\numba\core\compiler.py", line 739, in compile_extra
return pipeline.compile_extra(func)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "D:\hpc-backtest-poc\poc\Lib\site-packages\numba\core\compiler.py", line 439, in compile_extra
return self._compile_bytecode()
^^^^^^^^^^^^^^^^^^^^^^^^
File "D:\hpc-backtest-poc\poc\Lib\site-packages\numba\core\compiler.py", line 505, in _compile_bytecode
return self._compile_core()
^^^^^^^^^^^^^^^^^^^^
File "D:\hpc-backtest-poc\poc\Lib\site-packages\numba\core\compiler.py", line 481, in _compile_core
raise e
File "D:\hpc-backtest-poc\poc\Lib\site-packages\numba\core\compiler.py", line 473, in _compile_core
pm.run(self.state)
File "D:\hpc-backtest-poc\poc\Lib\site-packages\numba\core\compiler_machinery.py", line 363, in run
raise e
File "D:\hpc-backtest-poc\poc\Lib\site-packages\numba\core\compiler_machinery.py", line 356, in run
self._runPass(idx, pass_inst, state)
File "D:\hpc-backtest-poc\poc\Lib\site-packages\numba\core\compiler_lock.py", line 35, in _acquire_compile_lock
return func(*args, **kwargs)
^^^^^^^^^^^^^^^^^^^^^
File "D:\hpc-backtest-poc\poc\Lib\site-packages\numba\core\compiler_machinery.py", line 311, in _runPass
mutated |= check(pss.run_pass, internal_state)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "D:\hpc-backtest-poc\poc\Lib\site-packages\numba\core\compiler_machinery.py", line 272, in check
mangled = func(compiler_state)
^^^^^^^^^^^^^^^^^^^^
File "D:\hpc-backtest-poc\poc\Lib\site-packages\numba\core\typed_passes.py", line 466, in run_pass
lower = self.lowering_class(targetctx, library, fndesc, interp,
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "D:\hpc-backtest-poc\poc\Lib\site-packages\numba\core\lowering.py", line 40, in __init__
self.module = self.library.create_ir_module(self.fndesc.unique_name)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "D:\hpc-backtest-poc\poc\Lib\site-packages\numba\core\codegen.py", line 574, in create_ir_module
ir_module = self._codegen._create_empty_module(name)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "D:\hpc-backtest-poc\poc\Lib\site-packages\numba\cuda\codegen.py", line 365, in _create_empty_module
ir_module.data_layout = nvvm.NVVM().data_layout
^^^^^^^^^^^
File "D:\hpc-backtest-poc\poc\Lib\site-packages\numba\cuda\cudadrv\nvvm.py", line 144, in __new__
raise NvvmSupportError(errmsg % e)
numba.cuda.cudadrv.error.NvvmSupportError: libNVVM cannot be found. Do `conda install cudatoolkit`:
Could not find module 'nvvm.dll' (or one of its dependencies). Try using the full path with constructor syntax.Editor is loading...
Leave a Comment