Boulder-Investment-Technologies/lppls

ERROR in lppls.mp_compute_nested_fits

kylelamb1324 opened this issue · 7 comments

Here is my example code:

data = data_loader.nasdaq_dotcom()

time = [pd.Timestamp.toordinal(dt.strptime(t1, '%Y-%m-%d')) for t1 in data['Date']]

price = np.log(data['Adj Close'].values)

observations = np.array([time, price])

MAX_SEARCHES = 25

lppls_model = lppls.LPPLS(observations=observations)

tc, m, w, a, b, c, c1, c2, O, D = lppls_model.fit(MAX_SEARCHES)

res = lppls_model.mp_compute_nested_fits(
workers=8,
window_size=120,
smallest_window_size=30,
outer_increment=1,
inner_increment=5,
max_searches=25,
filter_conditions_config={} # not implemented in 0.6.x
)

Here is the error, this is the error that continues in a loop:

Traceback (most recent call last):
File "", line 1, in
File "C:\Users\kylee\AppData\Local\Programs\Python\Python39\lib\multiprocessing\spawn.py", line 116, in spawn_main
exitcode = _main(fd, parent_sentinel)
File "C:\Users\kylee\AppData\Local\Programs\Python\Python39\lib\multiprocessing\spawn.py", line 125, in _main
prepare(preparation_data)
File "C:\Users\kylee\AppData\Local\Programs\Python\Python39\lib\multiprocessing\spawn.py", line 236, in prepare
_fixup_main_from_path(data['init_main_from_path'])
File "C:\Users\kylee\AppData\Local\Programs\Python\Python39\lib\multiprocessing\spawn.py", line 287, in _fixup_main_from_path
main_content = runpy.run_path(main_path,
File "C:\Users\kylee\AppData\Local\Programs\Python\Python39\lib\runpy.py", line 268, in run_path
return _run_module_code(code, init_globals, run_name,
File "C:\Users\kylee\AppData\Local\Programs\Python\Python39\lib\runpy.py", line 97, in _run_module_code
_run_code(code, mod_globals, init_globals,
File "C:\Users\kylee\AppData\Local\Programs\Python\Python39\lib\runpy.py", line 87, in _run_code
exec(code, run_globals)
File "C:\Users\kylee\Documents\Stock Science\Portfolio Analysis\main.py", line 392, in
res = lppls_model.mp_compute_nested_fits(
File "C:\Users\kylee\Documents\Stock Science\Portfolio Analysis\venv\lib\site-packages\lppls\lppls.py", line 426, in mp_compute_nested_fits
with Pool(processes=workers) as pool:
File "C:\Users\kylee\AppData\Local\Programs\Python\Python39\lib\multiprocessing\context.py", line 119, in Pool
return Pool(processes, initializer, initargs, maxtasksperchild,
File "C:\Users\kylee\AppData\Local\Programs\Python\Python39\lib\multiprocessing\pool.py", line 212, in init
self._repopulate_pool()
File "C:\Users\kylee\AppData\Local\Programs\Python\Python39\lib\multiprocessing\pool.py", line 303, in _repopulate_pool
return self._repopulate_pool_static(self._ctx, self.Process,
File "C:\Users\kylee\AppData\Local\Programs\Python\Python39\lib\multiprocessing\pool.py", line 326, in _repopulate_pool_static
w.start()
File "C:\Users\kylee\AppData\Local\Programs\Python\Python39\lib\multiprocessing\process.py", line 121, in start
self._popen = self._Popen(self)
File "C:\Users\kylee\AppData\Local\Programs\Python\Python39\lib\multiprocessing\context.py", line 327, in _Popen
return Popen(process_obj)
File "C:\Users\kylee\AppData\Local\Programs\Python\Python39\lib\multiprocessing\popen_spawn_win32.py", line 45, in init
prep_data = spawn.get_preparation_data(process_obj._name)
File "C:\Users\kylee\AppData\Local\Programs\Python\Python39\lib\multiprocessing\spawn.py", line 154, in get_preparation_data
_check_not_importing_main()
File "C:\Users\kylee\AppData\Local\Programs\Python\Python39\lib\multiprocessing\spawn.py", line 134, in _check_not_importing_main
raise RuntimeError('''
RuntimeError:
An attempt has been made to start a new process before the
current process has finished its bootstrapping phase.

    This probably means that you are not using fork to start your
    child processes and you have forgotten to use the proper idiom
    in the main module:

        if __name__ == '__main__':
            freeze_support()
            ...

    The "freeze_support()" line can be omitted if the program
    is not going to be frozen to produce an executable.

Have you ever come across this?

Thanks for any feedback

Hi @kylelamb1324 thanks for reaching out. Are you running on a windows machine?

On Windows the subprocesses will import (i.e. execute) the main module at start. You need to insert an if name == 'main': guard in the main module to avoid creating subprocesses recursively.

See here: https://stackoverflow.com/questions/18204782/runtimeerror-on-windows-trying-python-multiprocessing

Let me know if this solves the issue.

I'm having the same issue. Excuse my ignorance, but were should the "if name == 'main':" be inserted in lppls.py? I've tried a few different spots without success.

@churchec you wouldn't insert it in lppls.py but in the program that is calling lppls. You would do something like the following:

if __name__ == '__main__':
    # compute the confidence indicator
    res = lppls_model.mp_compute_nested_fits(
        workers=8,
        window_size=120, 
        smallest_window_size=30, 
        outer_increment=1, 
        inner_increment=5, 
        max_searches=25,
        # filter_conditions_config={} # not implemented in 0.6.x
    )

Hi, I'm having the same issue. I've tried adding both this code:

import parallelTestModule

if __name__ == '__main__':    
    extractor = parallelTestModule.ParallelExtractor()
    extractor.runInParallel(numProcesses=2, numThreads=4)

and this code:

if __name__ == '__main__':
    print('compute LPPLS conf scores fresh')
    # compute the confidence indicator
    res = lppls_model.mp_compute_nested_fits(
        workers=CPU_CORES,
        window_size=126*3,
        smallest_window_size=21,
        outer_increment=1,
        inner_increment=5,
        max_searches=25,
        # filter_conditions_config={} # not implemented in 0.6.x
    )

into my project but neither seem to fix the issue. What is this issue, and what causes it? Any suggestions on how to fix it?

Hi @AleksLi1,what is the error message you're receiving?

Apologies for not including the error code @Joshwani, I've included it bellow.

compute LPPLS conf scores fresh
  0%|          | 0/4111 [00:00<?, ?it/s]load data from cache
load data from cache
load data from cache
load data from cache
RISK_FREE_RATE = 0.00184%
RISK_FREE_RATE = 0.00184%
RISK_FREE_RATE = 0.00184%
RISK_FREE_RATE = 0.00184%
Benchmark Cumulative Returns: 323.65%
load LPPLS conf scores from cache
Traceback (most recent call last):
  File "<string>", line 1, in <module>
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\multiprocessing\spawn.py", line 116, in spawn_main
    exitcode = _main(fd, parent_sentinel)
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\multiprocessing\spawn.py", line 125, in _main
    prepare(preparation_data)
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\multiprocessing\spawn.py", line 236, in prepare
    _fixup_main_from_path(data['init_main_from_path'])
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\multiprocessing\spawn.py", line 287, in _fixup_main_from_path
    main_content = runpy.run_path(main_path,
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\runpy.py", line 268, in run_path
    return _run_module_code(code, init_globals, run_name,
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\runpy.py", line 97, in _run_module_code
    _run_code(code, mod_globals, init_globals,
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\runpy.py", line 87, in _run_code
    exec(code, run_globals)
  File "C:\Users\Alex\PycharmProjects\avoiding bubles\main.py", line 115, in <module>
    res_df = pd.read_csv(LPPLS_CONF_CSV, index_col='time', parse_dates=True)
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\pandas\util\_decorators.py", line 311, in wrapper
    return func(*args, **kwargs)
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\pandas\io\parsers\readers.py", line 586, in read_csv
    return _read(filepath_or_buffer, kwds)
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\pandas\io\parsers\readers.py", line 482, in _read
    parser = TextFileReader(filepath_or_buffer, **kwds)
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\pandas\io\parsers\readers.py", line 811, in __init__
    self._engine = self._make_engine(self.engine)
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\pandas\io\parsers\readers.py", line 1040, in _make_engine
    return mapping[engine](self.f, **self.options)  # type: ignore[call-arg]
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\pandas\io\parsers\c_parser_wrapper.py", line 51, in __init__
    self._open_handles(src, kwds)
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\pandas\io\parsers\base_parser.py", line 222, in _open_handles
    self.handles = get_handle(
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\pandas\io\common.py", line 702, in get_handle
    handle = open(
FileNotFoundError: [Errno 2] No such file or directory: 'data/confidence.csv'
Benchmark Cumulative Returns: 323.65%
load LPPLS conf scores from cache
Traceback (most recent call last):
  File "<string>", line 1, in <module>
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\multiprocessing\spawn.py", line 116, in spawn_main
    exitcode = _main(fd, parent_sentinel)
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\multiprocessing\spawn.py", line 125, in _main
    prepare(preparation_data)
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\multiprocessing\spawn.py", line 236, in prepare
    _fixup_main_from_path(data['init_main_from_path'])
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\multiprocessing\spawn.py", line 287, in _fixup_main_from_path
    main_content = runpy.run_path(main_path,
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\runpy.py", line 268, in run_path
    return _run_module_code(code, init_globals, run_name,
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\runpy.py", line 97, in _run_module_code
    _run_code(code, mod_globals, init_globals,
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\runpy.py", line 87, in _run_code
    exec(code, run_globals)
  File "C:\Users\Alex\PycharmProjects\avoiding bubles\main.py", line 115, in <module>
    res_df = pd.read_csv(LPPLS_CONF_CSV, index_col='time', parse_dates=True)
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\pandas\util\_decorators.py", line 311, in wrapper
    return func(*args, **kwargs)
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\pandas\io\parsers\readers.py", line 586, in read_csv
    return _read(filepath_or_buffer, kwds)
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\pandas\io\parsers\readers.py", line 482, in _read
    parser = TextFileReader(filepath_or_buffer, **kwds)
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\pandas\io\parsers\readers.py", line 811, in __init__
    self._engine = self._make_engine(self.engine)
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\pandas\io\parsers\readers.py", line 1040, in _make_engine
    return mapping[engine](self.f, **self.options)  # type: ignore[call-arg]
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\pandas\io\parsers\c_parser_wrapper.py", line 51, in __init__
    self._open_handles(src, kwds)
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\pandas\io\parsers\base_parser.py", line 222, in _open_handles
    self.handles = get_handle(
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\pandas\io\common.py", line 702, in get_handle
    handle = open(
FileNotFoundError: [Errno 2] No such file or directory: 'data/confidence.csv'
Traceback (most recent call last):
  File "<string>", line 1, in <module>
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\multiprocessing\spawn.py", line 116, in spawn_main
    exitcode = _main(fd, parent_sentinel)
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\multiprocessing\spawn.py", line 125, in _main
    prepare(preparation_data)
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\multiprocessing\spawn.py", line 236, in prepare
    _fixup_main_from_path(data['init_main_from_path'])
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\multiprocessing\spawn.py", line 287, in _fixup_main_from_path
    main_content = runpy.run_path(main_path,
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\runpy.py", line 268, in run_path
    return _run_module_code(code, init_globals, run_name,
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\runpy.py", line 97, in _run_module_code
    _run_code(code, mod_globals, init_globals,
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\runpy.py", line 87, in _run_code
    exec(code, run_globals)
  File "C:\Users\Alex\PycharmProjects\avoiding bubles\main.py", line 115, in <module>
    res_df = pd.read_csv(LPPLS_CONF_CSV, index_col='time', parse_dates=True)
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\pandas\util\_decorators.py", line 311, in wrapper
    return func(*args, **kwargs)
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\pandas\io\parsers\readers.py", line 586, in read_csv
    return _read(filepath_or_buffer, kwds)
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\pandas\io\parsers\readers.py", line 482, in _read
    parser = TextFileReader(filepath_or_buffer, **kwds)
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\pandas\io\parsers\readers.py", line 811, in __init__
    self._engine = self._make_engine(self.engine)
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\pandas\io\parsers\readers.py", line 1040, in _make_engine
    return mapping[engine](self.f, **self.options)  # type: ignore[call-arg]
Benchmark Cumulative Returns: 323.65%
load LPPLS conf scores from cache
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\pandas\io\parsers\c_parser_wrapper.py", line 51, in __init__
    self._open_handles(src, kwds)
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\pandas\io\parsers\base_parser.py", line 222, in _open_handles
    self.handles = get_handle(
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\pandas\io\common.py", line 702, in get_handle
    handle = open(
FileNotFoundError: [Errno 2] No such file or directory: 'data/confidence.csv'
Benchmark Cumulative Returns: 323.65%
load LPPLS conf scores from cache
Traceback (most recent call last):
  File "<string>", line 1, in <module>
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\multiprocessing\spawn.py", line 116, in spawn_main
    exitcode = _main(fd, parent_sentinel)
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\multiprocessing\spawn.py", line 125, in _main
    prepare(preparation_data)
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\multiprocessing\spawn.py", line 236, in prepare
    _fixup_main_from_path(data['init_main_from_path'])
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\multiprocessing\spawn.py", line 287, in _fixup_main_from_path
    main_content = runpy.run_path(main_path,
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\runpy.py", line 268, in run_path
    return _run_module_code(code, init_globals, run_name,
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\runpy.py", line 97, in _run_module_code
    _run_code(code, mod_globals, init_globals,
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\runpy.py", line 87, in _run_code
    exec(code, run_globals)
  File "C:\Users\Alex\PycharmProjects\avoiding bubles\main.py", line 115, in <module>
    res_df = pd.read_csv(LPPLS_CONF_CSV, index_col='time', parse_dates=True)
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\pandas\util\_decorators.py", line 311, in wrapper
    return func(*args, **kwargs)
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\pandas\io\parsers\readers.py", line 586, in read_csv
    return _read(filepath_or_buffer, kwds)
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\pandas\io\parsers\readers.py", line 482, in _read
    parser = TextFileReader(filepath_or_buffer, **kwds)
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\pandas\io\parsers\readers.py", line 811, in __init__
    self._engine = self._make_engine(self.engine)
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\pandas\io\parsers\readers.py", line 1040, in _make_engine
    return mapping[engine](self.f, **self.options)  # type: ignore[call-arg]
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\pandas\io\parsers\c_parser_wrapper.py", line 51, in __init__
    self._open_handles(src, kwds)
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\pandas\io\parsers\base_parser.py", line 222, in _open_handles
    self.handles = get_handle(
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\pandas\io\common.py", line 702, in get_handle
    handle = open(
FileNotFoundError: [Errno 2] No such file or directory: 'data/confidence.csv'
Traceback (most recent call last):
Traceback (most recent call last):
  File "<string>", line 1, in <module>
  File "<frozen importlib._bootstrap_external>", line 1353, in _path_importer_cache
Traceback (most recent call last):
  File "<string>", line 1, in <module>
Traceback (most recent call last):
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\pkgutil.py", line 417, in get_importer
KeyError: 'C:\\Users\\Alex\\AppData\\Local\\Packages\\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\\LocalCache\\local-packages\\Python39\\site-packages\\numba\\misc'
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\multiprocessing\spawn.py", line 116, in spawn_main
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\multiprocessing\spawn.py", line 116, in spawn_main
    importer = sys.path_importer_cache[path_item]
KeyError: 'c:\\users\\alex\\appdata\\local\\packages\\pythonsoftwarefoundation.python.3.9_qbz5n2kfra8p0\\localcache\\local-packages\\python39\\site-packages'
    exitcode = _main(fd, parent_sentinel)
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\multiprocessing\spawn.py", line 125, in _main

During handling of the above exception, another exception occurred:


During handling of the above exception, another exception occurred:

Traceback (most recent call last):
Traceback (most recent call last):
  File "<string>", line 1, in <module>
  File "<string>", line 1, in <module>
    exitcode = _main(fd, parent_sentinel)
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\multiprocessing\spawn.py", line 125, in _main
    prepare(preparation_data)
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\multiprocessing\spawn.py", line 236, in prepare
    _fixup_main_from_path(data['init_main_from_path'])
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\multiprocessing\spawn.py", line 287, in _fixup_main_from_path
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\multiprocessing\spawn.py", line 116, in spawn_main
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\multiprocessing\spawn.py", line 116, in spawn_main
    prepare(preparation_data)
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\multiprocessing\spawn.py", line 236, in prepare
        main_content = runpy.run_path(main_path,
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\runpy.py", line 268, in run_path
    _fixup_main_from_path(data['init_main_from_path'])
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\multiprocessing\spawn.py", line 287, in _fixup_main_from_path
exitcode = _main(fd, parent_sentinel)
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\multiprocessing\spawn.py", line 125, in _main
    exitcode = _main(fd, parent_sentinel)    
return _run_module_code(code, init_globals, run_name,
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\multiprocessing\spawn.py", line 125, in _main
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\runpy.py", line 97, in _run_module_code
    main_content = runpy.run_path(main_path,
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\runpy.py", line 268, in run_path
    prepare(preparation_data)
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\multiprocessing\spawn.py", line 236, in prepare
            _run_code(code, mod_globals, init_globals,prepare(preparation_data)
return _run_module_code(code, init_globals, run_name,  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\runpy.py", line 87, in _run_code


  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\runpy.py", line 97, in _run_module_code
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\multiprocessing\spawn.py", line 236, in prepare
    _fixup_main_from_path(data['init_main_from_path'])
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\multiprocessing\spawn.py", line 287, in _fixup_main_from_path
    _fixup_main_from_path(data['init_main_from_path'])
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\multiprocessing\spawn.py", line 287, in _fixup_main_from_path
    _run_code(code, mod_globals, init_globals,
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\runpy.py", line 87, in _run_code
    exec(code, run_globals)
  File "C:\Users\Alex\PycharmProjects\avoiding bubles\main.py", line 2, in <module>
    main_content = runpy.run_path(main_path,
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\runpy.py", line 268, in run_path
    main_content = runpy.run_path(main_path,
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\runpy.py", line 268, in run_path
    exec(code, run_globals)
  File "C:\Users\Alex\PycharmProjects\avoiding bubles\main.py", line 2, in <module>
    from matplotlib import pyplot as plt
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\matplotlib\__init__.py", line 107, in <module>
    from matplotlib import pyplot as plt
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\matplotlib\__init__.py", line 107, in <module>
    return _run_module_code(code, init_globals, run_name,
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\runpy.py", line 97, in _run_module_code
    return _run_module_code(code, init_globals, run_name,
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\runpy.py", line 97, in _run_module_code
    _run_code(code, mod_globals, init_globals,
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\runpy.py", line 87, in _run_code
    _run_code(code, mod_globals, init_globals,
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\runpy.py", line 87, in _run_code
    exec(code, run_globals)
  File "C:\Users\Alex\PycharmProjects\avoiding bubles\main.py", line 4, in <module>
    exec(code, run_globals)
  File "C:\Users\Alex\PycharmProjects\avoiding bubles\main.py", line 4, in <module>
    from lppls import lppls
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\lppls\lppls.py", line 3, in <module>
    from lppls import lppls
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\lppls\lppls.py", line 3, in <module>
    from numba import njit
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\numba\__init__.py", line 11, in <module>
    from numba import njit
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\numba\__init__.py", line 19, in <module>
    from numba.core import config
    from numba.misc.init_utils import generate_version_info  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\numba\core\config.py", line 15, in <module>

  File "<frozen importlib._bootstrap>", line 1007, in _find_and_load
    import llvmlite.binding as ll
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\llvmlite\binding\__init__.py", line 4, in <module>
  File "<frozen importlib._bootstrap>", line 982, in _find_and_load_unlocked
    from .dylib import *
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\llvmlite\binding\dylib.py", line 3, in <module>
    from llvmlite.binding import ffi
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\llvmlite\binding\ffi.py", line 175, in <module>
    from pkg_resources import resource_filename
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\site-packages\pkg_resources\__init__.py", line 3243, in <module>
  File "<frozen importlib._bootstrap>", line 925, in _find_spec
  File "<frozen importlib._bootstrap_external>", line 1414, in find_spec
    from . import _api, cbook, docstring, rcsetup
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\matplotlib\cbook\__init__.py", line 28, in <module>
    from . import _api, cbook, docstring, rcsetup
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\matplotlib\rcsetup.py", line 31, in <module>
  File "<frozen importlib._bootstrap_external>", line 1383, in _get_spec
    def _initialize_master_working_set():
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\site-packages\pkg_resources\__init__.py", line 3226, in _call_aside
  File "<frozen importlib._bootstrap_external>", line 1355, in _path_importer_cache
  File "<frozen importlib._bootstrap_external>", line 1331, in _path_hooks
  File "<frozen zipimport>", line 75, in __init__
  File "<frozen importlib._bootstrap_external>", line 142, in _path_stat
    f(*args, **kwargs)
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\site-packages\pkg_resources\__init__.py", line 3268, in _initialize_master_working_set
KeyboardInterrupt
    tuple(
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\site-packages\pkg_resources\__init__.py", line 3269, in <genexpr>
    from cycler import Cycler, cycler as ccycler
  File "<frozen importlib._bootstrap>", line 1007, in _find_and_load
    dist.activate(replace=False)
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\site-packages\pkg_resources\__init__.py", line 2780, in activate
  File "<frozen importlib._bootstrap>", line 982, in _find_and_load_unlocked
    import numpy as np
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\numpy\__init__.py", line 150, in <module>
  File "<frozen importlib._bootstrap>", line 925, in _find_spec
    fixup_namespace_packages(self.location)
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\site-packages\pkg_resources\__init__.py", line 2293, in fixup_namespace_packages
  File "<frozen importlib._bootstrap_external>", line 1414, in find_spec
      File "<frozen importlib._bootstrap_external>", line 1386, in _get_spec
subpath = _handle_ns(package, path_item)
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\site-packages\pkg_resources\__init__.py", line 2188, in _handle_ns
  File "<frozen importlib._bootstrap_external>", line 1541, in find_spec
  File "<frozen importlib._bootstrap_external>", line 91, in _path_join
    importer = get_importer(path_item)
  File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.9_3.9.2800.0_x64__qbz5n2kfra8p0\lib\pkgutil.py", line 421, in get_importer
KeyboardInterrupt
    importer = path_hook(path_item)
  File "<frozen importlib._bootstrap_external>", line 1599, in path_hook_for_FileFinder
  File "<frozen importlib._bootstrap_external>", line 163, in _path_isdir
  File "<frozen importlib._bootstrap_external>", line 148, in _path_is_mode_type
  File "<frozen importlib._bootstrap_external>", line 142, in _path_stat
KeyboardInterrupt
    from . import core
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\numpy\core\__init__.py", line 72, in <module>
    from . import numeric
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\numpy\core\numeric.py", line 24, in <module>
    from . import shape_base
  File "C:\Users\Alex\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\numpy\core\shape_base.py", line 12, in <module>
    from . import fromnumeric as _from_nx
  File "<frozen importlib._bootstrap>", line 1007, in _find_and_load
  File "<frozen importlib._bootstrap>", line 982, in _find_and_load_unlocked
  File "<frozen importlib._bootstrap>", line 925, in _find_spec
  File "<frozen importlib._bootstrap_external>", line 1414, in find_spec
  File "<frozen importlib._bootstrap_external>", line 1386, in _get_spec
  File "<frozen importlib._bootstrap_external>", line 1546, in find_spec
  File "<frozen importlib._bootstrap_external>", line 156, in _path_isfile
  File "<frozen importlib._bootstrap_external>", line 148, in _path_is_mode_type
  File "<frozen importlib._bootstrap_external>", line 142, in _path_stat
KeyboardInterrupt

A specific part of the avoiding bubbles code seems to generate this error:

if __name__ == '__main__':
    print('compute LPPLS conf scores fresh')
    # compute the confidence indicator
    res = lppls_model.mp_compute_nested_fits(
        workers=CPU_CORES,
        window_size=126*3,
        smallest_window_size=21,
        outer_increment=1,
        inner_increment=5,
        max_searches=25,
        # filter_conditions_config={} # not implemented in 0.6.x
    )
    res_df = lppls_model.compute_indicators(res)
    res_df['time'] = [pd.Timestamp.fromordinal(int(t1)) for t1 in res_df['time']]
    res_df.set_index('time', inplace=True)
    res_df.to_csv(LPPLS_CONF_CSV)
else:
    print('load LPPLS conf scores from cache')
    res_df = pd.read_csv(LPPLS_CONF_CSV, index_col='time', parse_dates=True)

Hope this helps.

@AleksLi1, it looks like you're getting a FileNotFoundError. I think this is an issue with the avoiding_bubbles repo. When I was writing that, I wanted to avoid recomputing the lppls-ci values every time I ran the notebook so I cached the initial result in a csv and I look for that csv before kicking off the computations again.

If you want to use another dataset than what was used in the avoiding_bubbles repo, you'll need to recompute all the indicators. Here is an example of how you might run that code on a windows machine.

if __name__ == '__main__':
    print('compute LPPLS conf scores fresh')
    # compute the confidence indicator
    res = lppls_model.mp_compute_nested_fits(
        workers=CPU_CORES,
        window_size=126*3,
        smallest_window_size=21,
        outer_increment=1,
        inner_increment=5,
        max_searches=25,
        # filter_conditions_config={} # not implemented in 0.6.x
    )
    res_df = lppls_model.compute_indicators(res)
    res_df['time'] = [pd.Timestamp.fromordinal(int(t1)) for t1 in res_df['time']]
    res_df.set_index('time', inplace=True)
    res_df.to_csv(LPPLS_CONF_CSV) # <-- output file where you want to cache your lppls-ci vals

Here is some more reading on the if __name__ == '__main__': line and what it does. https://stackoverflow.com/questions/419163/what-does-if-name-main-do