Module 'cvxpy.settings' has no attribute 'SCIPY'

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

Closed cmj123 closed 2 years ago

cmj123 commented 2 years ago

Describe the bug When I run from pypfopt import EfficientFrontier, I get the error message - Module 'cvxpy.settings' has no attribute 'SCIPY'

robertmartin8 commented 2 years ago

Hi, can you provide more info about your environment?

Have you installed all the dependencies?

Are you able to import cvxpy on its own?

cmj123 commented 2 years ago

The problem was with the dependency installation on the Bloomberg BQuant platform. It couldn't install dependency ecos 2.0.7.post1

phschiele commented 2 years ago

@cmj123 Can you verify if this has been resolved with the latest releases of cvxpy and ecos?

robertmartin8 commented 2 years ago

Closing due to inactivity. With any luck it was just a temporary BQuant idiosyncrasy!