Hi,
I solved this problem by changing the dir in the Circos.CONF file. The default dir = /tmp (In circos.conf). This is a probelm here, the dir defines the directory of the generated PNG or SVG figures. However, since the default is /tmp, the circos don't know how to store the generated PNG or SVG file. Since there are no directory for these files, the PERL treat them as closed filehandle. Therefore, it can't write the generated file to the dir. Here is my solution: (I changed the dir)
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dir = C:/Cygwin/circos-0.62-1/circos-tutorials-0.62/tutorials/2/33 (# you can set the directory by youself, but should remember that the file is existed, otherwiase it can't work)
file = circos-tutorial.png
now the generated files are wrote to my defined directory.