HelloWorld.ipynb failing about cvxportfolio HOT 5 CLOSED

@enzobusseti I've made a serious effort at debugging, but I've made little progress. Reading the other open issues, it seems it might simply be a case of incompatible package versions.

Would you be so kind as to supply the list package versions you're using (assuming you're able to run the examples), so that I could get a known good list of dependencies for cvxportfolio?

Here is the list of packages I'm using, which yield the error described in the previous comment.
pip list

Package Version

---

alabaster 0.7.12
anaconda-client 1.7.2
anaconda-navigator 1.9.7
anaconda-project 0.8.3
asn1crypto 0.24.0
astroid 2.2.5
astropy 3.2.1
atomicwrites 1.3.0
attrs 19.1.0
Babel 2.7.0
backcall 0.1.0
backports.functools-lru-cache 1.5
backports.os 0.1.1
backports.shutil-get-terminal-size 1.0.0
backports.tempfile 1.0
backports.weakref 1.0.post1
beautifulsoup4 4.7.1
bitarray 0.9.3
bkcharts 0.2
bleach 3.1.0
bokeh 1.2.0
boto 2.49.0
Bottleneck 1.2.1
certifi 2019.6.16
cffi 1.12.3
chardet 3.0.4
Click 7.0
cloudpickle 1.2.1
clyent 1.2.2
colorama 0.4.1
conda 4.8.2
conda-build 3.18.8
conda-package-handling 1.3.11
conda-verify 3.4.2
contextlib2 0.5.5
cryptography 2.7
cvxportfolio 0.0.10.3
cvxpy 1.0.28
cycler 0.10.0
Cython 0.29.12
cytoolz 0.10.0
dask 2.1.0
decorator 4.4.0
defusedxml 0.6.0
dill 0.3.1.1
distributed 2.1.0
docutils 0.14
ecos 2.0.7.post1
entrypoints 0.3
et-xmlfile 1.0.1
fastcache 1.1.0
filelock 3.0.12
Flask 1.1.1
future 0.18.2
gevent 1.4.0
glob2 0.7
gmpy2 2.0.8
greenlet 0.4.15
h5py 2.9.0
heapdict 1.0.0
html5lib 1.0.1
idna 2.8
imageio 2.5.0
imagesize 1.1.0
importlib-metadata 0.17
inflection 0.3.1
ipykernel 5.1.1
ipython 7.6.1
ipython-genutils 0.2.0
ipywidgets 7.5.0
isort 4.3.21
itsdangerous 1.1.0
jdcal 1.4.1
jedi 0.13.3
jeepney 0.4
Jinja2 2.10.1
joblib 0.13.2
json5 0.8.4
jsonschema 3.0.1
jupyter 1.0.0
jupyter-client 5.3.1
jupyter-console 6.0.0
jupyter-core 4.5.0
jupyterlab 1.0.2
jupyterlab-server 1.0.0
keyring 18.0.0
kiwisolver 1.1.0
lazy-object-proxy 1.4.1
libarchive-c 2.8
lief 0.9.0
llvmlite 0.29.0
locket 0.2.0
lxml 4.3.4
MarkupSafe 1.1.1
matplotlib 3.1.0
mccabe 0.6.1
mistune 0.8.4
mkl-fft 1.0.12
mkl-random 1.0.2
mkl-service 2.0.2
mock 3.0.5
more-itertools 7.0.0
mpmath 1.1.0
msgpack 0.6.1
multipledispatch 0.6.0
multiprocess 0.70.9
navigator-updater 0.2.1
nbconvert 5.5.0
nbformat 4.4.0
networkx 2.3
nltk 3.4.4
nose 1.3.7
notebook 6.0.0
numba 0.44.1
numexpr 2.6.9
numpy 1.16.4
numpydoc 0.9.1
olefile 0.46
openpyxl 2.6.2
osqp 0.6.1
packaging 19.0
pandas 0.24.2
pandas-datareader 0.8.1
pandocfilters 1.4.2
parso 0.5.0
partd 1.0.0
path.py 12.0.1
pathlib2 2.3.4
patsy 0.5.1
pep8 1.7.1
pexpect 4.7.0
pickleshare 0.7.5
Pillow 6.1.0
pip 19.1.1
pkginfo 1.5.0.1
pluggy 0.12.0
ply 3.11
prometheus-client 0.7.1
prompt-toolkit 2.0.9
psutil 5.6.3
ptyprocess 0.6.0
py 1.8.0
pycodestyle 2.5.0
pycosat 0.6.3
pycparser 2.19
pycrypto 2.6.1
pycurl 7.43.0.3
pyflakes 2.1.1
Pygments 2.4.2
pylint 2.3.1
pyodbc 4.0.26
pyOpenSSL 19.0.0
pyparsing 2.4.0
pyrsistent 0.14.11
PySocks 1.7.0
pytest 5.0.1
pytest-arraydiff 0.3
pytest-astropy 0.5.0
pytest-doctestplus 0.3.0
pytest-openfiles 0.3.2
pytest-remotedata 0.3.1
python-dateutil 2.8.0
pytz 2019.1
PyWavelets 1.0.3
PyYAML 5.1.1
pyzmq 18.0.0
QtAwesome 0.5.7
qtconsole 4.5.1
QtPy 1.8.0
Quandl 3.5.0
requests 2.22.0
rope 0.14.0
ruamel-yaml 0.15.46
scikit-image 0.15.0
scikit-learn 0.21.2
scipy 1.4.1
scs 2.1.1.post2
seaborn 0.9.0
SecretStorage 3.1.1
Send2Trash 1.5.0
setuptools 45.2.0
simplegeneric 0.8.1
singledispatch 3.4.0.3
six 1.12.0
snowballstemmer 1.9.0
sortedcollections 1.1.2
sortedcontainers 2.1.0
soupsieve 1.8
Sphinx 2.1.2
sphinxcontrib-applehelp 1.0.1
sphinxcontrib-devhelp 1.0.1
sphinxcontrib-htmlhelp 1.0.2
sphinxcontrib-jsmath 1.0.1
sphinxcontrib-qthelp 1.0.2
sphinxcontrib-serializinghtml 1.1.3
sphinxcontrib-websupport 1.1.2
spyder 3.3.6
spyder-kernels 0.5.1
SQLAlchemy 1.3.5
statsmodels 0.10.0
sympy 1.4
tables 3.5.2
tblib 1.4.0
terminado 0.8.2
testpath 0.4.2
toolz 0.10.0
tornado 6.0.3
tqdm 4.32.1
traitlets 4.3.2
unicodecsv 0.14.1
urllib3 1.24.2
wcwidth 0.1.7
webencodings 0.5.1
Werkzeug 0.15.4
wheel 0.34.2
widgetsnbextension 3.5.0
wrapt 1.11.2
wurlitzer 1.0.2
xlrd 1.2.0
XlsxWriter 1.1.8
xlwt 1.3.0
zict 1.0.0
zipp 0.5.1

from cvxportfolio.

Hi! Thanks for trying cvxportfolio. Unfortunately the examples are currently broken, for a variety of reasons (not least, the data provider we chose has stopped serving data). If you install an early version of cvxportfolio, e.g., 0.0.5, the code in the examples should work, minus some troubles with pandas and cvxpy, which also had non-backward-compatible changes. Otherwise, just wait, I'm in the midst of rewriting some core parts and will provide examples once I'm done.

from cvxportfolio.

Hi @enzobusseti, Do you need any help with rewriting core parts? It would be an opportunity for me to get familiar with the code. I would like to use in a personal project and if I could get my hands dirty with some fixes I'd be glad to make that contribution. I'm also planning to add cVaR as a risk measure, which you may or may not be interested in as a contribution.

In the meantime I do have HelloWorld and another example working locally with a hackish fix to the latest (github) version of cvxportofolio and reverting to some older versions of packages of pandas and cvxpy.

Also, may I suggest in the future modifying setup.py to get a coherent set up of packages? Currently, the relevant part of your setup.py reads

    install_requires=["pandas",
                      "numpy",
                      "matplotlib",
                      "cvxpy>=1.0.6"],

Whenever you get the examples back up and running, may I suggest setting the above packages to specific versions that are known to work, with an "install different packages at your own risk" notice in the readme.

I'd be happy to do that for you if you like.

This would allow future proofing of the installation, and newcomers would no longer bother you with problems coming in as newer packages break compatibility.

from cvxportfolio.

@gobbedy can you please post what versions you ended up settling on? I have been trying to sort this out as well but with no luck. Thanks!

from cvxportfolio.

@zevnicsca I had to make manual fixes to the code, but they are ad-hoc for my particular needs and probably introduce other bugs since I was not concerned about other users. As far as I know, all versions are broken, and support does not seem to be forthcoming.

from cvxportfolio.