Made cvxopt optional (#289)

robertmartin8 · Feb 18, 2021 · 627dc62 · 627dc62
1 parent 50645a8
commit 627dc62
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Showing 3 changed files with 8 additions and 17 deletions.
diff --git a/poetry.lock b/poetry.lock
diff --git a/pypfopt/discrete_allocation.py b/pypfopt/discrete_allocation.py
@@ -320,7 +320,7 @@ def lp_portfolio(self, reinvest=False, verbose=False, solver="GLPK_MI"):
 
         opt = cp.Problem(cp.Minimize(objective), constraints)
 
-        if solver not in cp.installed_solvers():
+        if solver is not None and solver not in cp.installed_solvers():
             raise NameError("Solver {} is not installed. ".format(solver))
         opt.solve(solver=solver)
 

diff --git a/pyproject.toml b/pyproject.toml
@@ -36,10 +36,10 @@ python = "^3.6.1"
 numpy = "^1.12"
 scipy = "^1.3"
 pandas = ">=0.19"
-cvxopt = "^1.2, !=1.2.5.post1"
 cvxpy = "^1.1.10"
-scikit-learn = {version="^0.24.1", optional= true }
-matplotlib = { version = "^3.2.0", optional = true }
+cvxopt = {version="^1.2, !=1.2.5.post1", optional=true }
+scikit-learn = {version = "^0.24.1", optional=true }
+matplotlib = { version = "^3.2.0", optional=true }
 
 [tool.poetry.dev-dependencies]
 pytest = "^4.6"
@@ -51,7 +51,7 @@ jedi = "0.17.2"
 pytest-cov = "^2.11.1"
 
 [tool.poetry.extras]
-optionals = ["scikit-learn", "matplotlib"]
+optionals = ["scikit-learn", "matplotlib", "cvxopt"]
 
 [build-system]
 requires = ["poetry>=0.12"]