Downgrading cvxpy and pyportfolioopt to fix Windows dependencies

This commit is contained in:
Artem Veremey
2021-04-19 17:05:23 -07:00
parent 5313b6ed22
commit 6d09f68cbf
4 changed files with 78 additions and 34 deletions

83
poetry.lock generated
View File

@@ -379,9 +379,17 @@ category = "main"
optional = false
python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*"
[[package]]
name = "cvxopt"
version = "1.2.6"
description = "Convex optimization package"
category = "main"
optional = false
python-versions = "*"
[[package]]
name = "cvxpy"
version = "1.1.12"
version = "1.1.7"
description = "A domain-specific language for modeling convex optimization problems in Python."
category = "main"
optional = false
@@ -1978,20 +1986,21 @@ python-versions = ">=2.6, !=3.0.*, !=3.1.*, !=3.2.*"
[[package]]
name = "pyportfolioopt"
version = "1.4.1"
description = "Financial portfolio optimization in python"
version = "1.3.1"
description = "Financial portfolio optimisation in python"
category = "main"
optional = false
python-versions = ">=3.6.1,<4.0.0"
python-versions = ">=3.6,<4.0"
[package.dependencies]
cvxpy = ">=1.1.10,<2.0.0"
cvxopt = ">=1.2,<1.2.5.post1 || >1.2.5.post1,<2.0"
cvxpy = ">=1.0,<2.0"
numpy = ">=1.12,<2.0"
pandas = ">=0.19"
scipy = ">=1.3,<2.0"
[package.extras]
optionals = ["cvxopt (>=1.2,!=1.2.5.post1,<2.0)", "scikit-learn (>=0.24.1,<0.25.0)", "matplotlib (>=3.2.0,<4.0.0)"]
optionals = ["scikit-learn (>=0.19,<0.20)", "matplotlib (>=3.2.0,<4.0.0)"]
[[package]]
name = "pyrsistent"
@@ -2935,7 +2944,7 @@ prediction = ["fbprophet", "tensorflow", "pmdarima", "transformers", "flair", "t
[metadata]
lock-version = "1.1"
python-versions = "^3.6.8"
content-hash = "bc7a1735d2e1abb9e5773bfafaeb58d8b53babffb2e0f37f04cb751a218782d4"
content-hash = "9899ba8a681b20ba61231b3d8340043ef65912edc44db6cc12bc0343e853cdeb"
[metadata.files]
absl-py = [
@@ -3161,19 +3170,51 @@ cssselect = [
{file = "cssselect-1.1.0-py2.py3-none-any.whl", hash = "sha256:f612ee47b749c877ebae5bb77035d8f4202c6ad0f0fc1271b3c18ad6c4468ecf"},
{file = "cssselect-1.1.0.tar.gz", hash = "sha256:f95f8dedd925fd8f54edb3d2dfb44c190d9d18512377d3c1e2388d16126879bc"},
]
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{file = "cvxopt-1.2.6-cp36-cp36m-win_amd64.whl", hash = "sha256:7cd9f1c8404ed507257550f485b3394b1a38087da4ff70032dca964a73e138f3"},
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{file = "cvxopt-1.2.6-cp37-cp37m-manylinux1_x86_64.whl", hash = "sha256:368caf7d2130670e6e48af0d611ae41713a98d7643f7d64a6aeabefad50e76c4"},
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{file = "cvxopt-1.2.6-cp37-cp37m-win_amd64.whl", hash = "sha256:f343ddd406caec05408d007e313022a073a7466c0356ac96e20256d0b542916b"},
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{file = "cvxopt-1.2.6-cp38-cp38-manylinux1_x86_64.whl", hash = "sha256:c420cf196c8d2733022f29e77ace46871b82f2f2a25edcb585a20c0c76bec02d"},
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{file = "cvxopt-1.2.6-cp39-cp39-macosx_10_9_x86_64.whl", hash = "sha256:edae9dafec8f52594ae6312b9ff811ad10d0504ca935e09aa66a309e6d7c2397"},
{file = "cvxopt-1.2.6-cp39-cp39-manylinux1_x86_64.whl", hash = "sha256:2bac183859127ebc473b9bc66be17c0dbc8a3c8bd0939d460cfe6d141bc545db"},
{file = "cvxopt-1.2.6-cp39-cp39-win32.whl", hash = "sha256:3eb14814b7b79f765e107c50b0961e71d47a36a760ccf3f1fde2ca65d75a9f11"},
{file = "cvxopt-1.2.6-cp39-cp39-win_amd64.whl", hash = "sha256:6e05d9f541368950bfb7b0ab1f648087397a60728fd4699fe29e90462931ac39"},
{file = "cvxopt-1.2.6.tar.gz", hash = "sha256:a4c433706fd0ad9d47e7f222773a7f7601766fb8e74b633524b3c3fce29aa73e"},
]
cvxpy = [
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{file = "cvxpy-1.1.12-cp37-cp37m-macosx_10_9_x86_64.whl", hash = "sha256:90b09a7361b9c614166fa673e1fe9321317df6939135330e1621b9a0bf10e3a8"},
{file = "cvxpy-1.1.12-cp37-cp37m-win_amd64.whl", hash = "sha256:084e5292f2a13133a1cd28d68f5af1df33a5119b0f1aec7cecf834eea3e2d11d"},
{file = "cvxpy-1.1.12-cp38-cp38-macosx_10_9_x86_64.whl", hash = "sha256:575f6e1c70274008961edff97a7494701faed20b40fbd49327010c0e7d186256"},
{file = "cvxpy-1.1.12-cp38-cp38-win_amd64.whl", hash = "sha256:76d04444cb50ad2840bbc72a625ac246b5eeeeb580ee20c71bec057822667738"},
{file = "cvxpy-1.1.12-cp39-cp39-macosx_10_9_x86_64.whl", hash = "sha256:2de5e0e75316839bc71b5df2c2db0131cee7ef06dac566c6c44dc852c091502b"},
{file = "cvxpy-1.1.12-cp39-cp39-win_amd64.whl", hash = "sha256:9fa4d033ab31855aea090e4b358017b36880390a7d0e6e97ecc5226c77eab489"},
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{file = "cvxpy-1.1.12.tar.gz", hash = "sha256:b499ebfae4fc645e9523621573ffcb1c5b6854a1b5c0ce1d66a8a9a458605807"},
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{file = "cvxpy-1.1.7-py3.5-win-amd64.egg", hash = "sha256:2bbd7377aa56352923889a83feb1c4ec2f68c862c556b96e7f0471fa63123a86"},
{file = "cvxpy-1.1.7-py3.6-win-amd64.egg", hash = "sha256:4247938236794c3c5c34cf26b11869dc15404cfe951b1f4080e9d510fcf81182"},
{file = "cvxpy-1.1.7-py3.7-win-amd64.egg", hash = "sha256:ae67a06616bf19bf0ee02732b2d7a47fe4a265cbcd56fb500107eba712281440"},
{file = "cvxpy-1.1.7-py3.8-win-amd64.egg", hash = "sha256:6b2d01c12c9544d17439238ac51eb568e31bc99717f53429b7c4099cd5e46730"},
{file = "cvxpy-1.1.7-py3.9-win-amd64.egg", hash = "sha256:f1c839762efe3b2c4a1fb1030cc8addefd4154c1a83ccd29b4b81313714e0747"},
{file = "cvxpy-1.1.7.tar.gz", hash = "sha256:330eb76e8369c360b68d9231c6eb350848e373b5952134f9bfebaed1a4c4211f"},
]
cycler = [
{file = "cycler-0.10.0-py2.py3-none-any.whl", hash = "sha256:1d8a5ae1ff6c5cf9b93e8811e581232ad8920aeec647c37316ceac982b08cb2d"},
@@ -4227,8 +4268,8 @@ pyparsing = [
{file = "pyparsing-2.4.7.tar.gz", hash = "sha256:c203ec8783bf771a155b207279b9bccb8dea02d8f0c9e5f8ead507bc3246ecc1"},
]
pyportfolioopt = [
{file = "PyPortfolioOpt-1.4.1-py3-none-any.whl", hash = "sha256:73f0b4ac2a5d879879a7a91af038b4d7ff82e9998fb2cad7c249302294e8c09e"},
{file = "PyPortfolioOpt-1.4.1.tar.gz", hash = "sha256:e6c8e983db92cd13caf41d87fb4dcd945d37053f28b75dd19b5be699b6b1d19e"},
{file = "PyPortfolioOpt-1.3.1-py3-none-any.whl", hash = "sha256:81b9e85c170c84e478a1b1cfc1500198edf4bf7e62b1cc256376bf68f9a7b585"},
{file = "PyPortfolioOpt-1.3.1.tar.gz", hash = "sha256:d947aaa97bc52b5a5205675bb8df9752dee01f2b4d00c1f27692613f80dc8e8b"},
]
pyrsistent = [
{file = "pyrsistent-0.14.11.tar.gz", hash = "sha256:3ca82748918eb65e2d89f222b702277099aca77e34843c5eb9d52451173970e2"},

View File

@@ -54,9 +54,10 @@ detecta = "^0.0.5"
tradingview-ta = "^3.2.3"
finvizfinance = "^0.9.3"
Pillow = "^8.2.0"
pyportfolioopt = "^1.4.1"
statsmodels = "^0.12.2"
tabulate = "^0.8.9"
cvxpy = "1.1.7"
pyportfolioopt = "1.3.1"
[tool.poetry.dev-dependencies]
pytest = "^6.2.2"

View File

@@ -27,7 +27,8 @@ colorama==0.4.4; (python_version >= "2.7" and python_full_version < "3.0.0") or
convertdate==2.3.2; python_version >= "3.5"
cryptography==3.4.7; python_version >= "3.6"
cssselect==1.1.0; python_version >= "2.7" and python_full_version < "3.0.0" or python_full_version >= "3.4.0"
cvxpy==1.1.12; python_full_version >= "3.6.1" and python_full_version < "4.0.0" and python_version >= "3.5"
cvxopt==1.2.6; python_version >= "3.6" and python_version < "4.0"
cvxpy==1.1.7; python_version >= "3.5"
cycler==0.10.0; python_version >= "3.6"
cython==0.29.17; python_version >= "3.6" and python_full_version < "3.0.0" and sys_platform == "darwin" or python_full_version >= "3.3.0" and python_version >= "3.6" and sys_platform == "darwin"
dataclasses==0.8; python_version >= "3.6" and python_version < "3.7" and python_full_version >= "3.6.2"
@@ -36,7 +37,7 @@ decorator==4.4.2; python_full_version >= "3.6.1" and python_version >= "3.6" and
defusedxml==0.7.1; python_version >= "3.6" and python_full_version < "3.0.0" or python_full_version >= "3.5.0" and python_version >= "3.6"
deprecated==1.2.12; python_version >= "3.6" and python_full_version < "3.0.0" or python_full_version >= "3.4.0" and python_version >= "3.6"
detecta==0.0.5; python_version >= "3.6"
ecos==2.0.7.post1; python_full_version >= "3.6.1" and python_full_version < "4.0.0" and python_version >= "3.5"
ecos==2.0.7.post1; python_version >= "3.6" and python_version < "4.0"
entrypoints==0.3; python_version >= "3.6"
ephem==3.7.7.1; python_version >= "2.7" and python_version < "4"
fbprophet==0.6
@@ -107,7 +108,7 @@ notebook==6.3.0; python_version >= "3.6"
numpy==1.19.5; python_version >= "3.6"
oauthlib==3.1.0; python_version >= "2.7" and python_full_version < "3.0.0" or python_full_version >= "3.4.0"
opt-einsum==3.3.0; python_version >= "3.5"
osqp==0.6.2.post0; python_full_version >= "3.6.1" and python_full_version < "4.0.0" and python_version >= "3.5"
osqp==0.6.2.post0; python_version >= "3.6" and python_version < "4.0"
overrides==3.1.0; python_full_version >= "3.6.1" and python_full_version < "4.0.0" and python_version >= "3.6"
packaging==20.9; python_full_version >= "3.6.0" and python_version >= "3.6" and (python_version >= "3.6" and python_full_version < "3.0.0" or python_full_version >= "3.5.0" and python_version >= "3.6")
pandas-ta==0.2.45b
@@ -142,7 +143,7 @@ pyobjc-core==7.1; python_version >= "3.6" and sys_platform == "darwin"
pyobjc-framework-cocoa==7.1; python_version >= "3.6" and sys_platform == "darwin"
pyotp==2.6.0; python_version >= "3"
pyparsing==2.4.7; python_full_version >= "3.6.0" and python_version >= "3.6" and (python_version >= "3.6" and python_full_version < "3.0.0" or python_full_version >= "3.3.0" and python_version >= "3.6")
pyportfolioopt==1.4.1; python_full_version >= "3.6.1" and python_full_version < "4.0.0"
pyportfolioopt==1.3.1; python_version >= "3.6" and python_version < "4.0"
pyrsistent==0.14.11
pysocks==1.7.1; python_version >= "2.7" and python_full_version < "3.0.0" or python_full_version >= "3.5.0"
pystan==2.19.1.1
@@ -154,7 +155,7 @@ pywin32==300; sys_platform == "win32" and python_version >= "3.6"
pywinpty==0.5.7; os_name == "nt" and python_version >= "3.6"
pyyaml==5.4.1; python_version >= "3.6" and python_full_version < "3.0.0" or python_full_version >= "3.6.0" and python_version >= "3.6"
pyzmq==22.0.3; python_full_version >= "3.6.1" and python_version >= "3.6"
qdldl==0.1.5.post0; python_full_version >= "3.6.1" and python_full_version < "4.0.0" and python_version >= "3.5"
qdldl==0.1.5.post0; python_version >= "3.5"
qtconsole==5.0.3; python_version >= "3.6"
qtpy==1.9.0; python_version >= "3.6"
quandl==3.6.1; python_version >= "3.5"
@@ -169,7 +170,7 @@ sacremoses==0.0.45; python_full_version >= "3.6.0" and python_version >= "3.6"
scikit-learn==0.24.1; python_version >= "3.6"
scipy==1.5.4; python_version >= "3.6"
screeninfo==0.6.7
scs==2.1.3; python_full_version >= "3.6.1" and python_full_version < "4.0.0" and python_version >= "3.5"
scs==2.1.3; python_version >= "3.6" and python_version < "4.0"
seaborn==0.11.1; python_version >= "3.6"
segtok==1.5.10; python_version >= "3.6"
send2trash==1.5.0; python_version >= "3.6"

View File

@@ -21,7 +21,8 @@ colorama==0.4.4; (python_version >= "2.7" and python_full_version < "3.0.0") or
convertdate==2.3.2; python_version >= "3.5"
cryptography==3.4.7; python_version >= "3.6"
cssselect==1.1.0; python_version >= "2.7" and python_full_version < "3.0.0" or python_full_version >= "3.4.0"
cvxpy==1.1.12; python_full_version >= "3.6.1" and python_full_version < "4.0.0" and python_version >= "3.5"
cvxopt==1.2.6; python_version >= "3.6" and python_version < "4.0"
cvxpy==1.1.7; python_version >= "3.5"
cycler==0.10.0; python_version >= "3.6"
cython==0.29.17; python_version >= "3.6" and python_full_version < "3.0.0" and sys_platform == "darwin" or python_full_version >= "3.3.0" and python_version >= "3.6" and sys_platform == "darwin"
dataclasses==0.8; python_version >= "3.6" and python_version < "3.7"
@@ -29,7 +30,7 @@ datetime==4.3; python_version >= "3.5"
decorator==4.4.2; python_full_version >= "3.6.1" and python_version >= "3.6" and (python_version >= "3.6" and python_full_version < "3.0.0" or python_full_version >= "3.2.0" and python_version >= "3.6")
defusedxml==0.7.1; python_version >= "3.6" and python_full_version < "3.0.0" or python_full_version >= "3.5.0" and python_version >= "3.6"
detecta==0.0.5; python_version >= "3.6"
ecos==2.0.7.post1; python_full_version >= "3.6.1" and python_full_version < "4.0.0" and python_version >= "3.5"
ecos==2.0.7.post1; python_version >= "3.6" and python_version < "4.0"
entrypoints==0.3; python_version >= "3.6"
finviz==1.4.1
finvizfinance==0.9.6; python_version >= "3.5"
@@ -76,7 +77,7 @@ nest-asyncio==1.5.1; python_full_version >= "3.6.1" and python_version >= "3.6"
notebook==6.3.0; python_version >= "3.6"
numpy==1.19.5; python_version >= "3.6"
oauthlib==3.1.0; python_version >= "2.7" and python_full_version < "3.0.0" or python_full_version >= "3.4.0"
osqp==0.6.2.post0; python_full_version >= "3.6.1" and python_full_version < "4.0.0" and python_version >= "3.5"
osqp==0.6.2.post0; python_version >= "3.6" and python_version < "4.0"
packaging==20.9; python_version >= "3.6" and python_full_version < "3.0.0" or python_full_version >= "3.5.0" and python_version >= "3.6"
pandas-ta==0.2.45b
pandas==1.1.5; python_full_version >= "3.6.1"
@@ -107,7 +108,7 @@ pyobjc-core==7.1; python_version >= "3.6" and sys_platform == "darwin"
pyobjc-framework-cocoa==7.1; python_version >= "3.6" and sys_platform == "darwin"
pyotp==2.6.0; python_version >= "3"
pyparsing==2.4.7; python_version >= "3.6" and python_full_version < "3.0.0" or python_full_version >= "3.5.0" and python_version >= "3.6"
pyportfolioopt==1.4.1; python_full_version >= "3.6.1" and python_full_version < "4.0.0"
pyportfolioopt==1.3.1; python_version >= "3.6" and python_version < "4.0"
pyrsistent==0.14.11
pysocks==1.7.1; python_version >= "2.7" and python_full_version < "3.0.0" or python_full_version >= "3.5.0"
python-dateutil==2.8.1; python_full_version >= "3.6.1" and python_version >= "3.6" and (python_version >= "3.6" and python_full_version < "3.0.0" or python_full_version >= "3.3.0" and python_version >= "3.6") and (python_version >= "2.7" and python_full_version < "3.0.0" or python_full_version >= "3.3.0")
@@ -118,7 +119,7 @@ pywin32==300; sys_platform == "win32" and python_version >= "3.6"
pywinpty==0.5.7; os_name == "nt" and python_version >= "3.6"
pyyaml==5.4.1; python_version >= "3.6" and python_full_version < "3.0.0" or python_full_version >= "3.6.0" and python_version >= "3.6"
pyzmq==22.0.3; python_full_version >= "3.6.1" and python_version >= "3.6"
qdldl==0.1.5.post0; python_full_version >= "3.6.1" and python_full_version < "4.0.0" and python_version >= "3.5"
qdldl==0.1.5.post0; python_version >= "3.5"
qtconsole==5.0.3; python_version >= "3.6"
qtpy==1.9.0; python_version >= "3.6"
quandl==3.6.1; python_version >= "3.5"
@@ -131,7 +132,7 @@ robin-stocks==2.0.3; python_version >= "3"
scikit-learn==0.24.1; python_version >= "3.6"
scipy==1.5.4; python_version >= "3.6"
screeninfo==0.6.7
scs==2.1.3; python_full_version >= "3.6.1" and python_full_version < "4.0.0" and python_version >= "3.5"
scs==2.1.3; python_version >= "3.6" and python_version < "4.0"
seaborn==0.11.1; python_version >= "3.6"
send2trash==1.5.0; python_version >= "3.6"
six==1.15.0; python_full_version >= "3.6.1" and python_version >= "3.6" and (python_version >= "2.7" and python_full_version < "3.0.0" or python_full_version >= "3.3.0") and (python_version >= "3.6" and python_full_version < "3.0.0" and python_version < "4.0" or python_version >= "3.6" and python_version < "4.0" and python_full_version >= "3.4.0") and (python_version >= "3.6" and python_full_version < "3.0.0" or python_full_version >= "3.3.0" and python_version >= "3.6") and (python_version >= "3.6" and python_full_version < "3.0.0" or python_full_version >= "3.5.0" and python_version >= "3.6")