build fails about tf-quant-finance

[matejr]

Hi @LutzWeischerFujitsu ,

Thank you for reporting this. I can't reproduce this on my system, but it seems that this problem is maybe related to the wheel pip package. Could you please verify that you have the wheel pip package? Potentially, you could install it with pip3 install wheel (or pip install wheel or python3 -m pip install wheel).

[LutzWeischerFujitsu]

[jw@cn06 tf-quant-finance]$ pip3 install wheel
Defaulting to user installation because normal site-packages is not writeable
Requirement already satisfied: wheel in /home/jw/.local/lib/python3.9/site-packages (0.36.2)
WARNING: You are using pip version 20.1.1; however, version 21.0.1 is available.
You should consider upgrading via the '/usr/bin/python3 -m pip install --upgrade pip' command.
[jw@cn06 tf-quant-finance]$ ./bazel-bin/build_pip_pkg artifacts
++ uname -s
++ tr A-Z a-z

• PLATFORM=linux
• PIP_FILE_PREFIX=bazel-bin/build_pip_pkg.runfiles/tf_quant_finance/
• main artifacts
• SETUP_FLAGS=--universal
• [[ ! -z artifacts ]]
• [[ artifacts == \m\a\k\e ]]
• [[ artifacts == --\n\i\g\h\t\l\y ]]
• DEST=artifacts
• shift
• [[ ! -z '' ]]
• [[ -z artifacts ]]
• mkdir -p artifacts
  ++ readlink -f artifacts
• DEST=/data/jw/tf-quant-finance/artifacts
• echo '=== destination directory: /data/jw/tf-quant-finance/artifacts'
  === destination directory: /data/jw/tf-quant-finance/artifacts
  ++ mktemp -d -t tmp.XXXXXXXXXX
• TMPDIR=/tmp/tmp.OD3PMd3SrZ
  ++ date
• echo Wed Mar 10 13:22:07 CET 2021 : '=== Using tmpdir: /tmp/tmp.OD3PMd3SrZ'
  Wed Mar 10 13:22:07 CET 2021 : === Using tmpdir: /tmp/tmp.OD3PMd3SrZ
• echo '=== Copy TF Quant Finance files'
  === Copy TF Quant Finance files
• cp bazel-bin/build_pip_pkg.runfiles/tf_quant_finance/setup.py /tmp/tmp.OD3PMd3SrZ
• cp bazel-bin/build_pip_pkg.runfiles/tf_quant_finance/MANIFEST.in /tmp/tmp.OD3PMd3SrZ
• cp bazel-bin/build_pip_pkg.runfiles/tf_quant_finance/LICENSE /tmp/tmp.OD3PMd3SrZ
• cp bazel-bin/build_pip_pkg.runfiles/tf_quant_finance/README.md /tmp/tmp.OD3PMd3SrZ
• rsync -avm -L '--exclude=*_test.py' bazel-bin/build_pip_pkg.runfiles/tf_quant_finance/tf_quant_finance /tmp/tmp.OD3PMd3SrZ
  building file list ... done
  tf_quant_finance/
  tf_quant_finance/init.py
  tf_quant_finance/black_scholes/
  tf_quant_finance/black_scholes/init.py
  tf_quant_finance/black_scholes/brownian_bridge.py
  tf_quant_finance/black_scholes/crr_binomial_tree.py
  tf_quant_finance/black_scholes/implied_vol_approximation.py
  tf_quant_finance/black_scholes/implied_vol_lib.py
  tf_quant_finance/black_scholes/implied_vol_newton_root.py
  tf_quant_finance/black_scholes/implied_vol_utils.py
  tf_quant_finance/black_scholes/vanilla_prices.py
  tf_quant_finance/black_scholes/approximations/
  tf_quant_finance/black_scholes/approximations/init.py
  tf_quant_finance/black_scholes/approximations/american_option.py
  tf_quant_finance/datetime/
  tf_quant_finance/datetime/init.py
  tf_quant_finance/datetime/bounded_holiday_calendar.py
  tf_quant_finance/datetime/constants.py
  tf_quant_finance/datetime/date_tensor.py
  tf_quant_finance/datetime/date_utils.py
  tf_quant_finance/datetime/daycounts.py
  tf_quant_finance/datetime/holiday_calendar.py
  tf_quant_finance/datetime/holiday_calendar_factory.py
  tf_quant_finance/datetime/holiday_utils.py
  tf_quant_finance/datetime/periods.py
  tf_quant_finance/datetime/schedules.py
  tf_quant_finance/datetime/tensor_wrapper.py
  tf_quant_finance/datetime/unbounded_holiday_calendar.py
  tf_quant_finance/experimental/
  tf_quant_finance/experimental/init.py
  tf_quant_finance/experimental/io.py
  tf_quant_finance/experimental/finite_difference/
  tf_quant_finance/experimental/finite_difference/init.py
  tf_quant_finance/experimental/finite_difference/methods.py
  tf_quant_finance/experimental/instruments/
  tf_quant_finance/experimental/instruments/init.py
  tf_quant_finance/experimental/instruments/bond.py
  tf_quant_finance/experimental/instruments/cap_floor.py
  tf_quant_finance/experimental/instruments/cashflow_stream.py
  tf_quant_finance/experimental/instruments/cms_swap.py
  tf_quant_finance/experimental/instruments/eurodollar_futures.py
  tf_quant_finance/experimental/instruments/floating_rate_note.py
  tf_quant_finance/experimental/instruments/forward_rate_agreement.py
  tf_quant_finance/experimental/instruments/interest_rate_swap.py
  tf_quant_finance/experimental/instruments/overnight_index_linked_futures.py
  tf_quant_finance/experimental/instruments/rate_curve.py
  tf_quant_finance/experimental/instruments/rates_common.py
  tf_quant_finance/experimental/instruments/swaption.py
  tf_quant_finance/experimental/local_stochastic_volatility/
  tf_quant_finance/experimental/local_stochastic_volatility/init.py
  tf_quant_finance/experimental/local_stochastic_volatility/local_stochastic_volatility_model.py
  tf_quant_finance/experimental/local_stochastic_volatility/lsv_variance_model.py
  tf_quant_finance/experimental/local_volatility/
  tf_quant_finance/experimental/local_volatility/init.py
  tf_quant_finance/experimental/local_volatility/local_volatility_model.py
  tf_quant_finance/experimental/lsm_algorithm/
  tf_quant_finance/experimental/lsm_algorithm/init.py
  tf_quant_finance/experimental/lsm_algorithm/lsm.py
  tf_quant_finance/experimental/lsm_algorithm/lsm_v2.py
  tf_quant_finance/experimental/lsm_algorithm/payoff.py
  tf_quant_finance/experimental/pricing_platform/
  tf_quant_finance/experimental/pricing_platform/init.py
  tf_quant_finance/experimental/pricing_platform/framework/
  tf_quant_finance/experimental/pricing_platform/framework/init.py
  tf_quant_finance/experimental/pricing_platform/framework/utils.py
  tf_quant_finance/experimental/pricing_platform/framework/core/
  tf_quant_finance/experimental/pricing_platform/framework/core/init.py
  tf_quant_finance/experimental/pricing_platform/framework/core/business_days.py
  tf_quant_finance/experimental/pricing_platform/framework/core/currencies.py
  tf_quant_finance/experimental/pricing_platform/framework/core/curve_types.py
  tf_quant_finance/experimental/pricing_platform/framework/core/daycount_conventions.py
  tf_quant_finance/experimental/pricing_platform/framework/core/implied_volatility_type.py
  tf_quant_finance/experimental/pricing_platform/framework/core/instrument.py
  tf_quant_finance/experimental/pricing_platform/framework/core/interpolation_method.py
  tf_quant_finance/experimental/pricing_platform/framework/core/models.py
  tf_quant_finance/experimental/pricing_platform/framework/core/processed_market_data.py
  tf_quant_finance/experimental/pricing_platform/framework/core/rate_indices.py
  tf_quant_finance/experimental/pricing_platform/framework/core/types.py
  tf_quant_finance/experimental/pricing_platform/framework/equity_instruments/
  tf_quant_finance/experimental/pricing_platform/framework/equity_instruments/init.py
  tf_quant_finance/experimental/pricing_platform/framework/equity_instruments/utils.py
  tf_quant_finance/experimental/pricing_platform/framework/equity_instruments/american_option/
  tf_quant_finance/experimental/pricing_platform/framework/equity_instruments/american_option/init.py
  tf_quant_finance/experimental/pricing_platform/framework/equity_instruments/american_option/american_option_impl.py
  tf_quant_finance/experimental/pricing_platform/framework/equity_instruments/american_option/proto_utils.py
  tf_quant_finance/experimental/pricing_platform/framework/equity_instruments/american_option/utils.py
  tf_quant_finance/experimental/pricing_platform/framework/market_data/
  tf_quant_finance/experimental/pricing_platform/framework/market_data/init.py
  tf_quant_finance/experimental/pricing_platform/framework/market_data/market_data_config.py
  tf_quant_finance/experimental/pricing_platform/framework/market_data/market_data_impl.py
  tf_quant_finance/experimental/pricing_platform/framework/market_data/rate_curve.py
  tf_quant_finance/experimental/pricing_platform/framework/market_data/utils.py
  tf_quant_finance/experimental/pricing_platform/framework/market_data/volatility_surface.py
  tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/
  tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/init.py
  tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/cashflow_streams.py
  tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/coupon_specs.py
  tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/utils.py
  tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/forward_rate_agreement/
  tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/forward_rate_agreement/init.py
  tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/forward_rate_agreement/forward_rate_agreement_impl.py
  tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/forward_rate_agreement/proto_utils.py
  tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/interest_rate_swap/
  tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/interest_rate_swap/init.py
  tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/interest_rate_swap/interest_rate_swap_impl.py
  tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/interest_rate_swap/proto_utils.py
  tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/swaption/
  tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/swaption/init.py
  tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/swaption/proto_utils.py
  tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/swaption/swaption_impl.py
  tf_quant_finance/experimental/pricing_platform/instrument_protos/
  tf_quant_finance/experimental/pricing_platform/instrument_protos/init.py
  tf_quant_finance/experimental/pricing_platform/instrument_protos/all_instruments_pb2.py
  tf_quant_finance/experimental/pricing_platform/instrument_protos/american_equity_option_pb2.py
  tf_quant_finance/experimental/pricing_platform/instrument_protos/business_days_pb2.py
  tf_quant_finance/experimental/pricing_platform/instrument_protos/currencies_pb2.py
  tf_quant_finance/experimental/pricing_platform/instrument_protos/date_pb2.py
  tf_quant_finance/experimental/pricing_platform/instrument_protos/daycount_conventions_pb2.py
  tf_quant_finance/experimental/pricing_platform/instrument_protos/decimal_pb2.py
  tf_quant_finance/experimental/pricing_platform/instrument_protos/forward_rate_agreement_pb2.py
  tf_quant_finance/experimental/pricing_platform/instrument_protos/interest_rate_swap_pb2.py
  tf_quant_finance/experimental/pricing_platform/instrument_protos/metadata_pb2.py
  tf_quant_finance/experimental/pricing_platform/instrument_protos/period_pb2.py
  tf_quant_finance/experimental/pricing_platform/instrument_protos/rate_indices_pb2.py
  tf_quant_finance/experimental/pricing_platform/instrument_protos/swaption_pb2.py
  tf_quant_finance/math/
  tf_quant_finance/math/init.py
  tf_quant_finance/math/custom_loops.py
  tf_quant_finance/math/diff_ops.py
  tf_quant_finance/math/gradient.py
  tf_quant_finance/math/jacobian.py
  tf_quant_finance/math/pad.py
  tf_quant_finance/math/piecewise.py
  tf_quant_finance/math/segment_ops.py
  tf_quant_finance/math/integration/
  tf_quant_finance/math/integration/init.py
  tf_quant_finance/math/integration/integrate.py
  tf_quant_finance/math/integration/simpson.py
  tf_quant_finance/math/interpolation/
  tf_quant_finance/math/interpolation/init.py
  tf_quant_finance/math/interpolation/utils.py
  tf_quant_finance/math/interpolation/cubic/
  tf_quant_finance/math/interpolation/cubic/init.py
  tf_quant_finance/math/interpolation/cubic/cubic_interpolation.py
  tf_quant_finance/math/interpolation/interpolation_2d/
  tf_quant_finance/math/interpolation/interpolation_2d/init.py
  tf_quant_finance/math/interpolation/interpolation_2d/interpolation_2d.py
  tf_quant_finance/math/interpolation/linear/
  tf_quant_finance/math/interpolation/linear/init.py
  tf_quant_finance/math/interpolation/linear/linear_interpolation.py
  tf_quant_finance/math/optimizer/
  tf_quant_finance/math/optimizer/init.py
  tf_quant_finance/math/optimizer/conjugate_gradient.py
  tf_quant_finance/math/pde/
  tf_quant_finance/math/pde/init.py
  tf_quant_finance/math/pde/boundary_conditions.py
  tf_quant_finance/math/pde/fd_solvers.py
  tf_quant_finance/math/pde/grids.py
  tf_quant_finance/math/pde/steppers/
  tf_quant_finance/math/pde/steppers/init.py
  tf_quant_finance/math/pde/steppers/composite_stepper.py
  tf_quant_finance/math/pde/steppers/crank_nicolson.py
  tf_quant_finance/math/pde/steppers/douglas_adi.py
  tf_quant_finance/math/pde/steppers/explicit.py
  tf_quant_finance/math/pde/steppers/extrapolation.py
  tf_quant_finance/math/pde/steppers/implicit.py
  tf_quant_finance/math/pde/steppers/multidim_parabolic_equation_stepper.py
  tf_quant_finance/math/pde/steppers/oscillation_damped_crank_nicolson.py
  tf_quant_finance/math/pde/steppers/parabolic_equation_stepper.py
  tf_quant_finance/math/pde/steppers/weighted_implicit_explicit.py
  tf_quant_finance/math/random_ops/
  tf_quant_finance/math/random_ops/init.py
  tf_quant_finance/math/random_ops/multivariate_normal.py
  tf_quant_finance/math/random_ops/stateless.py
  tf_quant_finance/math/random_ops/uniform.py
  tf_quant_finance/math/random_ops/halton/
  tf_quant_finance/math/random_ops/halton/init.py
  tf_quant_finance/math/random_ops/halton/halton_impl.py
  tf_quant_finance/math/random_ops/sobol/
  tf_quant_finance/math/random_ops/sobol/init.py
  tf_quant_finance/math/random_ops/sobol/sobol_impl.py
  tf_quant_finance/math/root_search/
  tf_quant_finance/math/root_search/init.py
  tf_quant_finance/math/root_search/brent.py
  tf_quant_finance/math/root_search/newton.py
  tf_quant_finance/math/root_search/utils.py
  tf_quant_finance/models/
  tf_quant_finance/models/init.py
  tf_quant_finance/models/euler_sampling.py
  tf_quant_finance/models/generic_ito_process.py
  tf_quant_finance/models/ito_process.py
  tf_quant_finance/models/joined_ito_process.py
  tf_quant_finance/models/milstein_sampling.py
  tf_quant_finance/models/utils.py
  tf_quant_finance/models/geometric_brownian_motion/
  tf_quant_finance/models/geometric_brownian_motion/init.py
  tf_quant_finance/models/geometric_brownian_motion/multivariate_geometric_brownian_motion.py
  tf_quant_finance/models/geometric_brownian_motion/univariate_geometric_brownian_motion.py
  tf_quant_finance/models/heston/
  tf_quant_finance/models/heston/init.py
  tf_quant_finance/models/heston/heston_model.py
  tf_quant_finance/models/heston/approximations/
  tf_quant_finance/models/heston/approximations/init.py
  tf_quant_finance/models/heston/approximations/european_option.py
  tf_quant_finance/models/hjm/
  tf_quant_finance/models/hjm/init.py
  tf_quant_finance/models/hjm/cap_floor.py
  tf_quant_finance/models/hjm/quasi_gaussian_hjm.py
  tf_quant_finance/models/hjm/swaption_pricing.py
  tf_quant_finance/models/hjm/swaption_util.py
  tf_quant_finance/models/hjm/zero_coupon_bond_option.py
  tf_quant_finance/models/hjm/zero_coupon_bond_option_util.py
  tf_quant_finance/models/hull_white/
  tf_quant_finance/models/hull_white/init.py
  tf_quant_finance/models/hull_white/calibration.py
  tf_quant_finance/models/hull_white/cap_floor.py
  tf_quant_finance/models/hull_white/one_factor.py
  tf_quant_finance/models/hull_white/swaption.py
  tf_quant_finance/models/hull_white/vector_hull_white.py
  tf_quant_finance/models/hull_white/zero_coupon_bond_option.py
  tf_quant_finance/models/sabr/
  tf_quant_finance/models/sabr/init.py
  tf_quant_finance/models/sabr/sabr_model.py
  tf_quant_finance/rates/
  tf_quant_finance/rates/init.py
  tf_quant_finance/rates/cashflows.py
  tf_quant_finance/rates/forwards.py
  tf_quant_finance/rates/swap_curve_bootstrap.py
  tf_quant_finance/rates/swap_curve_common.py
  tf_quant_finance/rates/swap_curve_fit.py
  tf_quant_finance/rates/analytics/
  tf_quant_finance/rates/analytics/init.py
  tf_quant_finance/rates/analytics/cashflows.py
  tf_quant_finance/rates/analytics/forwards.py
  tf_quant_finance/rates/analytics/swap.py
  tf_quant_finance/rates/constant_fwd/
  tf_quant_finance/rates/constant_fwd/init.py
  tf_quant_finance/rates/constant_fwd/constant_fwd_interpolation.py
  tf_quant_finance/rates/hagan_west/
  tf_quant_finance/rates/hagan_west/init.py
  tf_quant_finance/rates/hagan_west/bond_curve.py
  tf_quant_finance/rates/hagan_west/monotone_convex.py
  tf_quant_finance/utils/
  tf_quant_finance/utils/init.py
  tf_quant_finance/utils/tf_functions.py

sent 1,990,664 bytes received 3,939 bytes 1,329,735.33 bytes/sec
total size is 1,974,560 speedup is 0.99

• rsync -avm -L '--exclude=*_test.py' bazel-bin/build_pip_pkg.runfiles/tf_quant_finance/third_party /tmp/tmp.OD3PMd3SrZ/tf_quant_finance
  building file list ... done
  third_party/
  third_party/sobol_data/
  third_party/sobol_data/LICENSE
  third_party/sobol_data/new-joe-kuo-6.21201

sent 1,890,131 bytes received 60 bytes 3,780,382.00 bytes/sec
total size is 1,889,431 speedup is 1.00

• pushd /tmp/tmp.OD3PMd3SrZ
  /tmp/tmp.OD3PMd3SrZ /data/jw/tf-quant-finance
  ++ date
• echo Wed Mar 10 13:22:08 CET 2021 : '=== Building wheel'
  Wed Mar 10 13:22:08 CET 2021 : === Building wheel
• python3 setup.py bdist_wheel --universal
  usage: setup.py [global_opts] cmd1 [cmd1_opts] [cmd2 [cmd2_opts] ...]
  or: setup.py --help [cmd1 cmd2 ...]
  or: setup.py --help-commands
  or: setup.py cmd --help

error: invalid command 'bdist_wheel'
[jw@cn06 tf-quant-finance]$

[cyrilchim]

Could you please update if this is still an issue?

[LutzWeischerFujitsu]

Re-tested, looks OK now. Thanks!