Just a minor thing, I had a bit of a problem with my install and thought it might be useful to others if it was mentioned in the docs (which are excellent by the way).
Here is what I did. I'm using (Windows 10, Python 3.8.2). I had installed cvxpy first as per the link to the docs that I posted above.
Create and activate a new virtual environment:
>python -m venv ppo
>ppo\Scripts\activate.bat
Check installed Python packages:
>pip list
Package Version
---------- -------
pip 19.2.3
setuptools 41.2.0
WARNING: You are using pip version 19.2.3, however version 20.1.1 is available.
You should consider upgrading via the 'python -m pip install --upgrade pip' command.
Upgrade pip (see warning) then install PyPortfolioOpt:
>python -m pip install --upgrade pip
>pip install PyPortfolioOpt
At this point I got an error:
RuntimeError: Running cythonize failed!
Namespace(blas64=False, extraverbose=False, float32=False, gpu=False, int32=False, scs=False)
Cythonizing sources
----------------------------------------
ERROR: Command errored out with exit status 1: python setup.py egg_info Check the logs for full command output.
I just needed to install the Cython package first:
>pip install Cython
>pip install PyPortfolioOpt
Just a minor thing, I had a bit of a problem with my install and thought it might be useful to others if it was mentioned in the docs (which are excellent by the way).
Here is what I did. I'm using (Windows 10, Python 3.8.2). I had installed
cvxpyfirst as per the link to the docs that I posted above.Create and activate a new virtual environment:
Check installed Python packages:
Upgrade pip (see warning) then install PyPortfolioOpt:
At this point I got an error:
I just needed to install the Cython package first: