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robertmartin8 / PyPortfolioOpt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
https://pyportfolioopt.readthedocs.io/
MIT License
4.38k stars 940 forks source link

Hi everyone, i have the next error when i tried to install PyPortfolioOpt (Im new in Python, sorry) #370

Closed eandresquintero closed 2 years ago

eandresquintero commented 3 years ago 
(base) C:\Users\Dtodito>pip install PyPortfolioOpt
Requirement already satisfied: PyPortfolioOpt in c:\users\dtodito\anaconda3\lib\site-packages (1.4.2)
Requirement already satisfied: pandas>=0.19 in c:\users\dtodito\anaconda3\lib\site-packages (from PyPortfolioOpt) (1.3.2)
Requirement already satisfied: scipy<2.0,>=1.3 in c:\users\dtodito\anaconda3\lib\site-packages (from PyPortfolioOpt) (1.6.2)
Requirement already satisfied: numpy<2.0,>=1.12 in c:\users\dtodito\anaconda3\lib\site-packages (from PyPortfolioOpt) (1.20.3)
Collecting cvxpy<2.0.0,>=1.1.10
  Using cached cvxpy-1.1.15-cp38-cp38-win_amd64.whl (847 kB)
Collecting scs>=1.1.6
  Using cached scs-2.1.4.tar.gz (6.6 MB)
  Installing build dependencies ... done
  Getting requirements to build wheel ... done
    Preparing wheel metadata ... done
Collecting osqp>=0.4.1
  Using cached osqp-0.6.2.post0-cp38-cp38-win_amd64.whl (162 kB)
Collecting ecos>=2
  Using cached ecos-2.0.7.post1.tar.gz (126 kB)
Collecting qdldl
  Using cached qdldl-0.1.5.post0-cp38-cp38-win_amd64.whl (74 kB)
Requirement already satisfied: python-dateutil>=2.7.3 in c:\users\dtodito\anaconda3\lib\site-packages (from pandas>=0.19->PyPortfolioOpt) (2.8.2)
Requirement already satisfied: pytz>=2017.3 in c:\users\dtodito\anaconda3\lib\site-packages (from pandas>=0.19->PyPortfolioOpt) (2021.1)
Requirement already satisfied: six>=1.5 in c:\users\dtodito\anaconda3\lib\site-packages (from python-dateutil>=2.7.3->pandas>=0.19->PyPortfolioOpt) (1.16.0)
Building wheels for collected packages: ecos, scs
  Building wheel for ecos (setup.py) ... error
  ERROR: Command errored out with exit status 1:
   command: 'C:\Users\Dtodito\anaconda3\python.exe' -u -c 'import sys, setuptools, tokenize; sys.argv[0] = '"'"'C:\\Users\\Dtodito\\AppData\\Local\\Temp\\pip-install-up2wxaox\\ecos_5d26432790ca49fab356dbbe31ac5804\\setup.py'"'"'; __file__='"'"'C:\\Users\\Dtodito\\AppData\\Local\\Temp\\pip-install-up2wxaox\\ecos_5d26432790ca49fab356dbbe31ac5804\\setup.py'"'"';f=getattr(tokenize, '"'"'open'"'"', open)(__file__);code=f.read().replace('"'"'\r\n'"'"', '"'"'\n'"'"');f.close();exec(compile(code, __file__, '"'"'exec'"'"'))' bdist_wheel -d 'C:\Users\Dtodito\AppData\Local\Temp\pip-wheel-ogqumn4n'
       cwd: C:\Users\Dtodito\AppData\Local\Temp\pip-install-up2wxaox\ecos_5d26432790ca49fab356dbbe31ac5804\
  Complete output (12 lines):
  running bdist_wheel
  running build
  running build_py
  creating build
  creating build\lib.win-amd64-3.8
  creating build\lib.win-amd64-3.8\ecos
  copying src\ecos\ecos.py -> build\lib.win-amd64-3.8\ecos
  copying src\ecos\version.py -> build\lib.win-amd64-3.8\ecos
  copying src\ecos\__init__.py -> build\lib.win-amd64-3.8\ecos
  running build_ext
  building '_ecos' extension
  error: Microsoft Visual C++ 14.0 or greater is required. Get it with "Microsoft C++ Build Tools": https://visualstudio.microsoft.com/visual-cpp-build-tools/
  ----------------------------------------
  ERROR: Failed building wheel for ecos
  Running setup.py clean for ecos
  Building wheel for scs (PEP 517) ... error
  ERROR: Command errored out with exit status 1:
   command: 'C:\Users\Dtodito\anaconda3\python.exe' 'C:\Users\Dtodito\anaconda3\lib\site-packages\pip\_vendor\pep517\_in_process.py' build_wheel 'C:\Users\Dtodito\AppData\Local\Temp\tmpr_ymjijt'
       cwd: C:\Users\Dtodito\AppData\Local\Temp\pip-install-up2wxaox\scs_81e0cc8861404365b453a6976e969975
  Complete output (82 lines):
  Namespace(blas64=False, extraverbose=False, float32=False, gpu=False, gpu_atrans=True, int32=False, scs=False)
  running bdist_wheel
  running build
  running build_py
  creating build
  creating build\lib.win-amd64-3.8
  creating build\lib.win-amd64-3.8\scs
  copying src\__init__.py -> build\lib.win-amd64-3.8\scs
  running build_ext
  blas_mkl_info:
    NOT AVAILABLE
  blis_info:
    NOT AVAILABLE
  openblas_info:
      library_dirs = ['C:\\projects\\numpy-wheels\\numpy\\build\\openblas']
      libraries = ['openblas']
      language = f77
      define_macros = [('HAVE_CBLAS', None)]
  blas_opt_info:
      library_dirs = ['C:\\projects\\numpy-wheels\\numpy\\build\\openblas']
      libraries = ['openblas']
      language = f77
      define_macros = [('HAVE_CBLAS', None)]
  lapack_mkl_info:
    NOT AVAILABLE
  openblas_lapack_info:
      library_dirs = ['C:\\projects\\numpy-wheels\\numpy\\build\\openblas']
      libraries = ['openblas']
      language = f77
      define_macros = [('HAVE_CBLAS', None)]
  lapack_opt_info:
      library_dirs = ['C:\\projects\\numpy-wheels\\numpy\\build\\openblas']
      libraries = ['openblas']
      language = f77
      define_macros = [('HAVE_CBLAS', None)]
  Could not locate executable g77
  Could not locate executable f77
  Could not locate executable ifort
  Could not locate executable ifl
  Could not locate executable f90
  Could not locate executable DF
  Could not locate executable efl
  Could not locate executable gfortran
  Could not locate executable f95
  Could not locate executable g95
  Could not locate executable efort
  Could not locate executable efc
  Could not locate executable flang
  don't know how to compile Fortran code on platform 'nt'
  C:\Users\Dtodito\AppData\Local\Temp\pip-build-env-vrar_igk\overlay\Lib\site-packages\numpy\distutils\system_info.py:690: UserWarning:
      Optimized (vendor) Blas libraries are not found.
      Falls back to netlib Blas library which has worse performance.
      A better performance should be easily gained by switching
      Blas library.
    self.calc_info()
  C:\Users\Dtodito\AppData\Local\Temp\pip-build-env-vrar_igk\overlay\Lib\site-packages\numpy\distutils\system_info.py:690: UserWarning:
      Blas (http://www.netlib.org/blas/) libraries not found.
      Directories to search for the libraries can be specified in the
      numpy/distutils/site.cfg file (section [blas]) or by setting
      the BLAS environment variable.
    self.calc_info()
  C:\Users\Dtodito\AppData\Local\Temp\pip-build-env-vrar_igk\overlay\Lib\site-packages\numpy\distutils\system_info.py:690: UserWarning:
      Blas (http://www.netlib.org/blas/) sources not found.
      Directories to search for the sources can be specified in the
      numpy/distutils/site.cfg file (section [blas_src]) or by setting
      the BLAS_SRC environment variable.
    self.calc_info()
  C:\Users\Dtodito\AppData\Local\Temp\pip-build-env-vrar_igk\overlay\Lib\site-packages\numpy\distutils\system_info.py:1712: UserWarning:
      Lapack (http://www.netlib.org/lapack/) libraries not found.
      Directories to search for the libraries can be specified in the
      numpy/distutils/site.cfg file (section [lapack]) or by setting
      the LAPACK environment variable.
    if getattr(self, '_calc_info_{}'.format(lapack))():
  C:\Users\Dtodito\AppData\Local\Temp\pip-build-env-vrar_igk\overlay\Lib\site-packages\numpy\distutils\system_info.py:1712: UserWarning:
      Lapack (http://www.netlib.org/lapack/) sources not found.
      Directories to search for the sources can be specified in the
      numpy/distutils/site.cfg file (section [lapack_src]) or by setting
      the LAPACK_SRC environment variable.
    if getattr(self, '_calc_info_{}'.format(lapack))():
  {}
  {}
  error: Microsoft Visual C++ 14.0 or greater is required. Get it with "Microsoft C++ Build Tools": https://visualstudio.microsoft.com/visual-cpp-build-tools/
  ----------------------------------------
  ERROR: Failed building wheel for scs
Failed to build ecos scs
ERROR: Could not build wheels for scs which use PEP 517 and cannot be installed directly

(base) C:\Users\Dtodito>
anarchy89 commented 2 years ago

did you install visual cpp build tools from microsoft?

robertmartin8 commented 2 years ago

Have a go with these installation instructions and feel free to reopen if you're still stuck