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num_chains argument fails silently for unsupported algorithms, still creates output files #1057

@WardBrian

Description

@WardBrian

Summary:

When algorithm=fixed_param (either implicitly as is being removed in #1054 or explicitly) and num_chains is set to a value other than 1, multiple files are created but only the first contains any draws.

Reproducible Steps:

Model:

data { 
  int<lower=0> N;
  real<lower=0,upper=1> theta;
} 
generated quantities {
  int theta_rep = 0;
  for (n in 1:N)
    theta_rep += bernoulli_rng(theta);
}

data:

{
"N":300,
"theta": 0.3
}

command:
./bernoulli_datagen sample num_chains=7 algorithm=fixed_param data file=data.json

Current Output:

Files output_#.csv for 1 to 7. File 1 contains draws, remainder contain only the CmdStan header comment with no csv data.

Expected Output:

Either this should produce an error or each file should contain draws

Additional Information:

Related:
stan-dev/cmdstanpy#495

Current Version:

v2.28.1

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