This seems to work as intended, adding a unprotected cimport openmp does make the no-OpenMP build fail. Now the question is "is it worth it"?

From this build log

building 'sklearn._isotonic' extension
clang -Wno-unused-result -Wsign-compare -Wunreachable-code -DNDEBUG -fwrapv -O2 -Wall -fPIC -O2 -isystem /usr/local/miniconda/envs/testvenv/include -arch x86_64 -I/usr/local/miniconda/envs/testvenv/include -fPIC -O2 -isystem /usr/local/miniconda/envs/testvenv/include -arch x86_64 -DNPY_NO_DEPRECATED_API=NPY_1_7_API_VERSION -I/usr/local/miniconda/envs/testvenv/lib/python3.9/site-packages/numpy/core/include -I/usr/local/miniconda/envs/testvenv/include/python3.9 -c sklearn/_isotonic.c -o build/temp.macosx-10.9-x86_64-cpython-39/sklearn/_isotonic.o -g0 -O2
sklearn/_isotonic.c:783:10: fatal error: 'omp.h' file not found
#include <omp.h>
         ^~~~~~~

In the log you can also see the omp.h that are inside the conda env and deleted:

+ find /usr/local/miniconda/envs/testvenv -name omp.h -delete -print
/usr/local/miniconda/envs/testvenv/include/omp.h
/usr/local/miniconda/envs/testvenv/lib/clang/14.0.6/include/omp.h

I merged main to avoid the circle ci failure

Now the question is "is it worth it"?

I assume that this is more the spirit of what we tried to do in this specific CI.
@jeremiedbb WDYT?

Let me summarize because it took me a while to understand exactely what was not failing and why we want it to fail.

• When we have a call to some openmp functions, e.g. omp.omp_get_num_threads, it can fail during compilation if there's no openmp installed or if the compiler is not properly set up to be linked against openmp. Unless such calls are protected as explained in the doc. The no openmp job on macos on the CI makes sure of that. We can see the no openmp warning in log installation logs and it would fail if we had unprotected openmp calls.

• When we just import openmp, cimport openmp, then it will only fail if there's no openmp installed. This is because it just becomes #include <omp.h> but we're not actually trying to access any openmp symbol. This situation is cuurently not triggered by the no openmp job because conda installs openmp no matter what you do.

So I'm fine with just deleting the openmp header in the CI to make sure we don't have unprotected imports or calls.