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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
4.55k stars 957 forks source link

e.g Could not install on Windows CMD (Have tried poetry but no success either, Help) #586

Open AtkinsonT opened 8 months ago

AtkinsonT commented 8 months ago

Operating system, environment, python version Windows 10 , CMD?, python3.12.2

What you tried pip install pyportfolioopt

Error message

C:\Users\Tomos Atkinson>pip install pyportfolioopt
Collecting pyportfolioopt
  Using cached pyportfolioopt-1.5.5-py3-none-any.whl.metadata (23 kB)
Collecting cvxpy<2.0.0,>=1.1.19 (from pyportfolioopt)
  Using cached cvxpy-1.4.2-cp312-cp312-win_amd64.whl
Requirement already satisfied: numpy<2.0.0,>=1.22.4 in c:\users\tomos atkinson\appdata\local\programs\python\python312\lib\site-packages (from pyportfolioopt) (1.26.4)
Requirement already satisfied: pandas>=0.19 in c:\users\tomos atkinson\appdata\local\programs\python\python312\lib\site-packages (from pyportfolioopt) (2.2.0)
Requirement already satisfied: scipy<2.0,>=1.3 in c:\users\tomos atkinson\appdata\local\programs\python\python312\lib\site-packages (from pyportfolioopt) (1.12.0)
Collecting osqp>=0.6.2 (from cvxpy<2.0.0,>=1.1.19->pyportfolioopt)
  Using cached osqp-0.6.5-cp312-cp312-win_amd64.whl.metadata (1.8 kB)
Requirement already satisfied: ecos>=2 in c:\users\tomos atkinson\appdata\local\programs\python\python312\lib\site-packages (from cvxpy<2.0.0,>=1.1.19->pyportfolioopt) (2.0.13)
Collecting clarabel>=0.5.0 (from cvxpy<2.0.0,>=1.1.19->pyportfolioopt)
  Using cached clarabel-0.7.1-cp37-abi3-win_amd64.whl.metadata (4.7 kB)
Requirement already satisfied: scs>=3.0 in c:\users\tomos atkinson\appdata\local\programs\python\python312\lib\site-packages (from cvxpy<2.0.0,>=1.1.19->pyportfolioopt) (3.2.4.post1)
Collecting pybind11 (from cvxpy<2.0.0,>=1.1.19->pyportfolioopt)
  Using cached pybind11-2.11.1-py3-none-any.whl.metadata (9.5 kB)
Requirement already satisfied: python-dateutil>=2.8.2 in c:\users\tomos atkinson\appdata\local\programs\python\python312\lib\site-packages (from pandas>=0.19->pyportfolioopt) (2.8.2)
Requirement already satisfied: pytz>=2020.1 in c:\users\tomos atkinson\appdata\local\programs\python\python312\lib\site-packages (from pandas>=0.19->pyportfolioopt) (2024.1)
Requirement already satisfied: tzdata>=2022.7 in c:\users\tomos atkinson\appdata\local\programs\python\python312\lib\site-packages (from pandas>=0.19->pyportfolioopt) (2024.1)
Collecting scipy<2.0,>=1.3 (from pyportfolioopt)
  Using cached scipy-1.11.4-cp312-cp312-win_amd64.whl.metadata (60 kB)
Collecting qdldl (from osqp>=0.6.2->cvxpy<2.0.0,>=1.1.19->pyportfolioopt)
  Using cached qdldl-0.1.7.post0.tar.gz (70 kB)
  Installing build dependencies ... done
  Getting requirements to build wheel ... done
  Installing backend dependencies ... done
  Preparing metadata (pyproject.toml) ... done
Requirement already satisfied: six>=1.5 in c:\users\tomos atkinson\appdata\local\programs\python\python312\lib\site-packages (from python-dateutil>=2.8.2->pandas>=0.19->pyportfolioopt) (1.16.0)
Using cached pyportfolioopt-1.5.5-py3-none-any.whl (61 kB)
Using cached clarabel-0.7.1-cp37-abi3-win_amd64.whl (321 kB)
Using cached osqp-0.6.5-cp312-cp312-win_amd64.whl (293 kB)
Using cached scipy-1.11.4-cp312-cp312-win_amd64.whl (43.7 MB)
Using cached pybind11-2.11.1-py3-none-any.whl (227 kB)
Building wheels for collected packages: qdldl
  Building wheel for qdldl (pyproject.toml) ... error
  error: subprocess-exited-with-error

  × Building wheel for qdldl (pyproject.toml) did not run successfully.
  │ exit code: 1
  ╰─> [66 lines of output]
      running bdist_wheel
      running build
      running build_ext
      Traceback (most recent call last):
        File "<frozen runpy>", line 198, in _run_module_as_main
        File "<frozen runpy>", line 88, in _run_code
        File "C:\Users\Tomos Atkinson\AppData\Local\Programs\Python\Python312\Scripts\cmake.exe\__main__.py", line 4, in <module>
      ModuleNotFoundError: No module named 'cmake'
      Traceback (most recent call last):
        File "C:\Users\Tomos Atkinson\AppData\Local\Programs\Python\Python312\Lib\site-packages\pip\_vendor\pyproject_hooks\_in_process\_in_process.py", line 353, in <module>
          main()
        File "C:\Users\Tomos Atkinson\AppData\Local\Programs\Python\Python312\Lib\site-packages\pip\_vendor\pyproject_hooks\_in_process\_in_process.py", line 335, in main
          json_out['return_val'] = hook(**hook_input['kwargs'])
                                   ^^^^^^^^^^^^^^^^^^^^^^^^^^^^
        File "C:\Users\Tomos Atkinson\AppData\Local\Programs\Python\Python312\Lib\site-packages\pip\_vendor\pyproject_hooks\_in_process\_in_process.py", line 251, in build_wheel
          return _build_backend().build_wheel(wheel_directory, config_settings,
                 ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
        File "C:\Users\Tomos Atkinson\AppData\Local\Temp\pip-build-env-c0p1xjlv\overlay\Lib\site-packages\setuptools\build_meta.py", line 410, in build_wheel
          return self._build_with_temp_dir(
                 ^^^^^^^^^^^^^^^^^^^^^^^^^^
        File "C:\Users\Tomos Atkinson\AppData\Local\Temp\pip-build-env-c0p1xjlv\overlay\Lib\site-packages\setuptools\build_meta.py", line 395, in _build_with_temp_dir
          self.run_setup()
        File "C:\Users\Tomos Atkinson\AppData\Local\Temp\pip-build-env-c0p1xjlv\overlay\Lib\site-packages\setuptools\build_meta.py", line 311, in run_setup
          exec(code, locals())
        File "<string>", line 113, in <module>
        File "C:\Users\Tomos Atkinson\AppData\Local\Temp\pip-build-env-c0p1xjlv\overlay\Lib\site-packages\setuptools\__init__.py", line 103, in setup
          return distutils.core.setup(**attrs)
                 ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
        File "C:\Users\Tomos Atkinson\AppData\Local\Temp\pip-build-env-c0p1xjlv\overlay\Lib\site-packages\setuptools\_distutils\core.py", line 185, in setup
          return run_commands(dist)
                 ^^^^^^^^^^^^^^^^^^
        File "C:\Users\Tomos Atkinson\AppData\Local\Temp\pip-build-env-c0p1xjlv\overlay\Lib\site-packages\setuptools\_distutils\core.py", line 201, in run_commands
          dist.run_commands()
        File "C:\Users\Tomos Atkinson\AppData\Local\Temp\pip-build-env-c0p1xjlv\overlay\Lib\site-packages\setuptools\_distutils\dist.py", line 969, in run_commands
          self.run_command(cmd)
        File "C:\Users\Tomos Atkinson\AppData\Local\Temp\pip-build-env-c0p1xjlv\overlay\Lib\site-packages\setuptools\dist.py", line 963, in run_command
          super().run_command(command)
        File "C:\Users\Tomos Atkinson\AppData\Local\Temp\pip-build-env-c0p1xjlv\overlay\Lib\site-packages\setuptools\_distutils\dist.py", line 988, in run_command
          cmd_obj.run()
        File "C:\Users\Tomos Atkinson\AppData\Local\Temp\pip-build-env-c0p1xjlv\normal\Lib\site-packages\wheel\bdist_wheel.py", line 368, in run
          self.run_command("build")
        File "C:\Users\Tomos Atkinson\AppData\Local\Temp\pip-build-env-c0p1xjlv\overlay\Lib\site-packages\setuptools\_distutils\cmd.py", line 318, in run_command
          self.distribution.run_command(command)
        File "C:\Users\Tomos Atkinson\AppData\Local\Temp\pip-build-env-c0p1xjlv\overlay\Lib\site-packages\setuptools\dist.py", line 963, in run_command
          super().run_command(command)
        File "C:\Users\Tomos Atkinson\AppData\Local\Temp\pip-build-env-c0p1xjlv\overlay\Lib\site-packages\setuptools\_distutils\dist.py", line 988, in run_command
          cmd_obj.run()
        File "C:\Users\Tomos Atkinson\AppData\Local\Temp\pip-build-env-c0p1xjlv\overlay\Lib\site-packages\setuptools\_distutils\command\build.py", line 131, in run
          self.run_command(cmd_name)
        File "C:\Users\Tomos Atkinson\AppData\Local\Temp\pip-build-env-c0p1xjlv\overlay\Lib\site-packages\setuptools\_distutils\cmd.py", line 318, in run_command
          self.distribution.run_command(command)
        File "C:\Users\Tomos Atkinson\AppData\Local\Temp\pip-build-env-c0p1xjlv\overlay\Lib\site-packages\setuptools\dist.py", line 963, in run_command
          super().run_command(command)
        File "C:\Users\Tomos Atkinson\AppData\Local\Temp\pip-build-env-c0p1xjlv\overlay\Lib\site-packages\setuptools\_distutils\dist.py", line 988, in run_command
          cmd_obj.run()
        File "C:\Users\Tomos Atkinson\AppData\Local\Temp\pip-build-env-c0p1xjlv\overlay\Lib\site-packages\setuptools\command\build_ext.py", line 89, in run
          _build_ext.run(self)
        File "C:\Users\Tomos Atkinson\AppData\Local\Temp\pip-build-env-c0p1xjlv\overlay\Lib\site-packages\setuptools\_distutils\command\build_ext.py", line 345, in run
          self.build_extensions()
        File "<string>", line 81, in build_extensions
        File "C:\Users\Tomos Atkinson\AppData\Local\Programs\Python\Python312\Lib\subprocess.py", line 466, in check_output
          return run(*popenargs, stdout=PIPE, timeout=timeout, check=True,
                 ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
        File "C:\Users\Tomos Atkinson\AppData\Local\Programs\Python\Python312\Lib\subprocess.py", line 571, in run
          raise CalledProcessError(retcode, process.args,
      subprocess.CalledProcessError: Command '['cmake', '--version']' returned non-zero exit status 1.
      [end of output]

  note: This error originates from a subprocess, and is likely not a problem with pip.
  ERROR: Failed building wheel for qdldl
Failed to build qdldl
ERROR: Could not build wheels for qdldl, which is required to install pyproject.toml-based projects