pyvinecopulib > 0.6.5

[Martin-Molinero]

Latest versions seem to be causing runtime explosions, it's not deterministic though, explodes sometimes

Fatal Python error: take_gil: PyMUTEX_LOCK(gil->mutex) failed
Python runtime state: initialized
Current thread 0x00007f082c8d2640 (most recent call first):
  File "<frozen importlib._bootstrap>", line 241 in _call_with_frames_removed
  File "<frozen importlib._bootstrap_external>", line 1233 in create_module
  File "<frozen importlib._bootstrap>", line 573 in module_from_spec
  File "<frozen importlib._bootstrap>", line 676 in _load_unlocked
  File "<frozen importlib._bootstrap>", line 1147 in _find_and_load_unlocked
  File "<frozen importlib._bootstrap>", line 1176 in _find_and_load
  File "/opt/miniconda3/lib/python3.11/site-packages/pyvinecopulib/__init__.py", line 1 in <module>
  File "<frozen importlib._bootstrap>", line 241 in _call_with_frames_removed
  File "<frozen importlib._bootstrap_external>", line 940 in exec_module
  File "<frozen importlib._bootstrap>", line 690 in _load_unlocked
  File "<frozen importlib._bootstrap>", line 1147 in _find_and_load_unlocked
  File "<frozen importlib._bootstrap>", line 1176 in _find_and_load
  File "none", line 2 in <module>
Thread 0x00007f09e0d86640 (most recent call first):
  <no Python frame>

The active test run was aborted. Reason: Test host process crashed : 20241210 20:09:36.942 ERROR:: LocalDiskMapFileProvider.GetMapFileResolver(sgx): The specified directory does not exist: ../../../Data/equity/sgx/map_files
2024-12-10 20:09:37.793993: I tensorflow/core/util/port.cc:153] oneDNN custom operations are on. You may see slightly different numerical results due to floating-point round-off errors from different computation orders. To turn them off, set the environment variable `TF_ENABLE_ONEDNN_OPTS=0`.
2024-12-10 20:09:37.803252: E external/local_xla/xla/stream_executor/cuda/cuda_fft.cc:477] Unable to register cuFFT factory: Attempting to register factory for plugin cuFFT when one has already been registered
WARNING: All log messages before absl::InitializeLog() is called are written to STDERR
E0000 00:00:1733861377.813161   28197 cuda_dnn.cc:8310] Unable to register cuDNN factory: Attempting to register factory for plugin cuDNN when one has already been registered
E0000 00:00:1733861377.816198   28197 cuda_blas.cc:1418] Unable to register cuBLAS factory: Attempting to register factory for plugin cuBLAS when one has already been registered
2024-12-10 20:09:37.826603: I tensorflow/core/platform/cpu_feature_guard.cc:210] This TensorFlow binary is optimized to use available CPU instructions in performance-critical operations.
To enable the following instructions: AVX2 AVX_VNNI FMA, in other operations, rebuild TensorFlow with the appropriate compiler flags.
/opt/miniconda3/lib/python3.11/site-packages/keras/src/layers/core/dense.py:87: UserWarning: Do not pass an `input_shape`/`input_dim` argument to a layer. When using Sequential models, prefer using an `Input(shape)` object as the first layer in the model instead.
  super().__init__(activity_regularizer=activity_regularizer, **kwargs)
I0000 00:00:1733861379.559346   28197 gpu_device.cc:2022] Created device /job:localhost/replica:0/task:0/device:GPU:0 with 13512 MB memory:  -> device: 0, name: NVIDIA GeForce RTX 4090 Laptop GPU, pci bus id: 0000:01:00.0, compute capability: 8.9

How to reproduce:

• docker image quantconnect/lean:foundation
• git clone https://github.com/QuantConnect/Lean.git && cd Lean && dotnet build /p:Configuration=Release /v:quiet /p:WarningLevel=1 QuantConnect.Lean.sln
• pip install pyvinecopulib==0.6.8
• dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.ShapTest|KerasTest|PyvinecopulibTest" -> might need to run a couple of times for it to fail

Related QuantConnect/Lean#8455