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When trying to install PyPortfolioOpt using pip it errors out with the following message,

ERROR: Failed building wheel for cvxpy
ERROR: Could not build wheels for cvxpy which use PEP 517 and cannot be installed directly

However, i do have cvxpy 1.1.3 installed for my Python 3.8. During PyPortfolioOpt installation i see that it is trying to build cvspy wheel with the following condition:

Collecting cvxpy<1.1,>=1.0
  Using cached cvxpy-1.0.31.tar.gz (947 kB)

I don't see a "Requirement already satisfied" message in the case of cvxpy. It always fails in this process and errors out from the installation. Let me know if there is a fix for this.

Cem
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sarvotham
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  • It was easily installed for me using the same `pip install PyPortfolioOpt`. However, the requirements already satified was thrown first and then the cxpy was collected. Upgrade your `setup-tools` `pip` first and then let me know. – Jimit Vaghela Aug 17 '20 at 07:37
  • My setuptools is up to date. Using v49.6.0. Is the cvxpy condition a potential problem? I've also tried installation through poetry and that too has failed for me with an "[Assertion Error]". Any way to resolve this? – sarvotham Aug 20 '20 at 06:34
  • I [author of PyPortfolioOpt] am currently trying to explore allowing cvxpy >=1.1. The problem is that I have a function which requires integer programming, which was changed in 1.1. Have posted a thread in the cvxpy mailing list, will keep you posted. – lagrange103 Aug 27 '20 at 14:13
  • The issues is now resolved on allowing cvxpy>=1.1. Thank you for the update – sarvotham Oct 14 '20 at 15:39

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