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convexfi / riskparity.py

Fast and scalable construction of risk parity portfolios
https://mirca.github.io/riskparity.py/
MIT License
287 stars 65 forks source link

windows platform can not install riskparityportfolio #8

Closed xiaofenghan closed 4 years ago

xiaofenghan commented 4 years ago

Problem description

windows platform pip install riskparityportfolio failed, because ERROR: Could not find a version that satisfies the requirement jaxlib (from versions: none) ERROR: No matching distribution found for jaxlib

Expected behavior

can you fixed it ?

Environment:

mirca commented 4 years ago

hey xiaofenghan,

thanks for reporting. will check that issue soon!

On Sun, Jun 7, 2020 at 5:14 PM xiaofenghan notifications@github.com wrote:

Problem description

windows platform pip install riskparityportfolio failed, because ERROR: Could not find a version that satisfies the requirement jaxlib (from versions: none) ERROR: No matching distribution found for jaxlib Expected behavior Environment:

  • platform (Windows):
  • riskparityportfolio version (e.g. 1.1):
  • installation method (e.g. pip, source):

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mirca commented 4 years ago

@xiaofenghan it seems jax doesn't build on Windows, yikes! c.f. https://github.com/google/jax/issues/438

xiaofenghan commented 4 years ago

Thank You !