bashtage/arch

INSTALLATION : numba

Zl0gix opened this issue · 5 comments

Zl0gix commented

Hello, I am trying to use numba in a project exploiting arch and currently my main problem is that arch gets installed via wheel eventhough I specified **ARCH_NO_BINARY=1** and used **pip install arch --no-binary arch**. I've also tried **pip install arch --install-option="--no-binary"** but even if the verbose isn't the same, the result is. I get an arch wheel and numba doesn't know how to interpret the unitroot tests running.

Am I doing something wrong ? Do you have an idea of what could be the problem ?
Thanks in advance

Zl0gix

bashtage commented

I don't understand the issue. Numba isn't used in the unit root testing. If you are seeing an error, please post the traceback.

Zl0gix commented

I may have misunderstood the "numba" part in arch installation process then.

When using the ADF class in a numba decorated function I get this error :

TypingError: Failed in nopython mode pipeline (step: nopython frontend)
Untyped global name 'ADF': Cannot determine Numba type of <class 'arch.utility.array.AbstractDocStringInheritor'>

File "pairTrading\selection\v1.py", line 327:
def pair_score_4_calculations(sPrice_1, sPrice_2):
    <source elided>
    
    adf = ADF(ratio)
    ^

Is it a problem due to arch installation or am I missing the point ?

bashtage commented

You can't use these inside a numba function as they use Python.

bashtage commented

There is also no point as they are all array based and vectorized so that there are no performance gains to numba.

Zl0gix commented

Ok, sorry for bothering you with this and thank you very much for your responses !