Could not import the lzma module

UserWarning: Could not import the lzma module. Your installed Python is incomplete. 
Attempting to use lzma compression will result in a RuntimeError.
warnings.warn(msg)

def _import_lzma():
    """
    Importing the `lzma` module.
    Warns
    -----
    When the `lzma` module is not available.
    """
    try:
        import lzma
        return lzma
    except ImportError:
        msg = (
            "Could not import the lzma module. "
            "Your installed Python is incomplete. "
            "Attempting to use lzma compression will result in a RuntimeError."
        )
        # warnings.warn(msg)