raise an exception to prevent zombie processes

1 files changed, 5 insertions, 6 deletions

diff --git a/pyisda/optim.pyx b/pyisda/optim.pyx
index 0004996..38867be 100644
--- a/pyisda/optim.pyx
+++ b/pyisda/optim.pyx
@@ -1,7 +1,7 @@
 from libc.stdlib cimport abort
 from libc.stdlib cimport free, malloc
 from libc.stdio cimport fprintf, stderr
-from libc.math cimport exp, sqrt
+from libc.math cimport exp, sqrt, NAN
 from .cdsone cimport JpmcdsStringToStubMethod, TStubMethod
 from .curve cimport (TCurve, YieldCurve, JpmcdsFreeTCurve, JpmcdsNewTCurve,
                     CONTINUOUS)
@@ -107,7 +107,7 @@ def init_context(YieldCurve yc not None, trade_date, value_date, start_date,
 
 
 @cython.cdivision(True)
-cdef api double pv(double Z, void* ctx) nogil:
+cdef api double pv(double Z, void* ctx) nogil except NAN:
     cdef:
         my_ctx* params_ext = <my_ctx*>ctx
         cds_bootstrap_ctx* params = &params_ext.params
@@ -130,8 +130,8 @@ cdef api double pv(double Z, void* ctx) nogil:
                            1e-10,  # xacc */
                            1e-10,  # facc */
                            &h) != 0:
-        fprintf(stderr, "Failed to find hazard rate for: %f\n", S)
-        abort()
+        with gil:
+            raise ValueError(f"Failed to find hazard rate for: {S}")
     params.cdsCurve.fArray[0].fRate = h
     if JpmcdsFeeLegPV(params.fl, params.cdsCurve.fBaseDate, params.stepinDate,
                       params.cashSettleDate,
@@ -182,8 +182,7 @@ def expected_pv(double[:] tilt, double[:] w, double S0, object ctx):
                                1e-10,  # xacc */
                                1e-10,  # facc */
                                &h) != 0:
-            fprintf(stderr, "Failed to find hazard rate for: %f\n", S)
-            abort()
+            raise ValueError(f"Failed to find hazard rate for: {S}")
         params.cdsCurve.fArray[0].fRate = h
         if JpmcdsFeeLegPV(params.fl, params.cdsCurve.fBaseDate, params.stepinDate,
                           params.cashSettleDate,