Vanilla Attribute Error

[rafaelcesar7]

Problem description

I have been trying to use your package to make risk parity portfolios with ease. Although, I have been facing some issues running the first tutorial. At first I've tried running it with a local installation, then I've moved to Colab environment. Faced the same issue on both situations.

Example

!pip check
!pip install pybind11
!pip install riskparityportfolio

import riskparityportfolio as rp

b = df_portfolio_prices_parity

optimum_weights = rp.vanilla.design(cov, b)

Behavior

Since it was a simple example provided on the documentation, I thought it would be straight-forward execution, but I'm facing the error below:

AttributeError                            Traceback (most recent call last)
<ipython-input-12-0745d4c9a058> in <module>()
      8 b = df_portfolio_prices_parity
      9 
---> 10 optimum_weights = rp.vanilla.design(cov, b)

AttributeError: module 'riskparityportfolio' has no attribute 'vanilla'

Environment:

• Colab environment: running Ubuntu 18.04.3 LTS
• installation method: pip

[mirca]

Hi @ralphscoz: thanks for reporting this.

Could you try installing the dev version as follows:

$ git clone https://github.com/dppalomar/riskparity.py.git
$ cd riskparity.py
$ python setup.py install

Let me know if the issue still remains.

[DanielPNewman]

Hi @mirca, I installed the dev version as you say above, but still get the error reported here:
AttributeError: module 'riskparityportfolio' has no attribute 'vanilla'

Love the work that you and Daniel Palomar are doing with risk parity by the way, I appreciate it, so thanks!

[mirca]

Hi @DanielPNewman, could you show the version of riskparityportfolio in the output of
$ pip list?
Thanks!

[DanielPNewman]

Hi @mirca, yes it's: riskparityportfolio 0.1.2

[mirca]

@DanielPNewman thanks! I can't seem to be able to reproduce the issue right now, but I will find some time to investigate it soon!

[mirca]

@DanielPNewman @ralphscoz in the meantime

from riskparityportfolio import vanilla

should work!

[mirca]

@DanielPNewman @ralphscoz I was able to reproduce the issue. Thanks again for reporting!
It should be solved via

$ git clone https://github.com/dppalomar/riskparity.py.git
$ cd riskparity.py
$ pip install -e .

Let me know! :)

[rafaelcesar7]

Hey guys! Thank you so much for your help! It actually worked.

[DanielPNewman]

Nice one @mirca, this works for me too now, thanks :)

[mirca]

Thank you for reporting this issue @DanielPNewman @ralphscoz!