使用C#调用VectorBT遇WinError 87错误及VectorBT包归属咨询

环境与问题详情 #

• 运行环境：Visual Studio 2022 + Anaconda3
• 操作场景：通过C#调用Python量化回测包VectorBT
• 触发错误：[WinError 87] The parameter is incorrect: '.\Library\bin'

错误栈信息 #

File "D:\ProgramData\Anaconda3\lib\os.py", line 1111, in add_dll_directory
    cookie = nt._add_dll_directory(path)
  File "D:\ProgramData\Anaconda3\lib\site-packages\llvmlite\binding\ffi.py", line 162, in <module>
    os.add_dll_directory(os.path.join(os.path.normpath(sys.prefix), 'Library', 'bin'))
  File "D:\ProgramData\Anaconda3\lib\site-packages\llvmlite\binding\dylib.py", line 3, in <module>
    from llvmlite.binding import ffi
  File "D:\ProgramData\Anaconda3\lib\site-packages\llvmlite\binding\__init__.py", line 4, in <module>
    from .dylib import *
  File "D:\ProgramData\Anaconda3\lib\site-packages\numba\core\config.py", line 15, in <module>
    import llvmlite.binding as ll
  File "D:\ProgramData\Anaconda3\lib\site-packages\numba\__init__.py", line 19, in <module>
    from numba.core import config
  File "C:\Users\Rex\AppData\Roaming\Python\Python39\site-packages\vectorbt\_typing.py", line 15, in <module>
    from numba.core.registry import CPUDispatcher
  File "C:\Users\Rex\AppData\Roaming\Python\Python39\site-packages\vectorbt\generic\drawdowns.py", line 171, in <module>
    from vectorbt import _typing as tp
  File "C:\Users\Rex\AppData\Roaming\Python\Python39\site-packages\vectorbt\generic\__init__.py", line 8, in <module>
    from vectorbt.generic.drawdowns import Drawdowns
  File "C:\Users\Rex\AppData\Roaming\Python\Python39\site-packages\vectorbt\__init__.py", line 12, in <module>
    from vectorbt.generic import nb, plotting
   at Python.Runtime.PythonException.ThrowLastAsClrException()
   at Python.Runtime.PyModule.Import(String name)
   at PythonnetSampleConsoleApp.VectorBT.VectorBTMethod() in E:\Github\PythonNetSample\src\PythonnetSampleConsole\VectorBT.cs:line 64
   at PythonnetSampleConsoleApp.Program.Main(String[] args) in E:\Github\PythonNetSample\src\PythonnetSampleConsole\Program.cs:line 32

疑问与解决需求 #

1. Anaconda3是否默认包含VectorBT包？
2. 请提供上述错误的解决建议

解决建议 #

关于Anaconda3与VectorBT的关系 #

• Anaconda3默认不包含VectorBT包，需手动安装，可选择以下方式：
  • Conda安装：conda install -c conda-forge vectorbt
  • Pip安装：pip install vectorbt（需确保在Anaconda目标环境中执行）

WinError 87错误的修复步骤 #

该错误由llvmlite加载DLL路径时参数异常导致，常见于Pythonnet跨环境调用场景，可按以下步骤排查：

1. 确认Python环境路径正确性：在C#初始化PythonEngine时，明确指定Anaconda的安装目录为PythonHome，示例代码：

   PythonEngine.PythonHome = @"D:\ProgramData\Anaconda3";
   PythonEngine.Initialize();
   

2. 手动添加DLL目录：
   • 将Anaconda的Library\bin路径（D:\ProgramData\Anaconda3\Library\bin）添加到系统环境变量PATH中，添加后重启Visual Studio。
   • 或在被调用的Python代码开头手动指定路径：

     import os
     os.add_dll_directory("D:\\ProgramData\\Anaconda3\\Library\\bin")
     

3. 重装损坏的依赖包：若路径配置无误，可能是numba或llvmlite包损坏，执行以下命令重装：

   pip uninstall -y numba llvmlite
   pip install numba llvmlite
   

4. 确保Pythonnet版本兼容：安装与Python3.9匹配的Pythonnet稳定版，执行：

   pip install pythonnet --upgrade
   

内容的提问来源于stack exchange，提问作者Rex