Try using prange

prange can't be resolved, yet it is imported.

kdtree.pyx

@@ -690,6 +690,7 @@ cdef cypclass KDTree:
             I_t n_neighbors = knn_indices.shape[1]
             D_t * _query_points_ptr = <D_t *> query_points.data
             D_t rdist_lower_bound
+            I_t num_threads = omp_get_max_threads()
 
             NeighborsHeaps heaps = NeighborsHeaps(
                 <I_t *> knn_indices.data,
@@ -698,7 +699,7 @@ cdef cypclass KDTree:
                 n_neighbors
             )
 
-        for i in range(n_query):
+        for i in prange(n_query, schedule='static', num_threads=num_threads):
             rdist_lower_bound = self.min_rdist(0, _query_points_ptr + i * n_features)
             self._query_single_depthfirst(0, _query_points_ptr, i, heaps, rdist_lower_bound)