Unable to install cvxpy/glpk/cvxopt

heywood1214 · April 17, 2022, 8:52pm

Hi, I was trying to use pyportfolioopt in my web application. I understand that it might require cvxpy or cvxopt in the requirements.txt. However, I was having trouble downloading them when I tried to push the app to StreamlitCloud. If I didn’t include those packages, I would get an error notification saying “GLPK Solver” was not installed. It would be really helpful if someone could advise, thank you very much in advance!

Franky1 · April 18, 2022, 9:29am

What is the error message during deployment?

Unfortunately, you provide too few information to give any advice.
Please provide a link to your github repo.

heywood1214 · April 18, 2022, 3:16pm

Hi Franky1,

please see the below link and error messages.

github.com

heywood1214/Demo-Site/blob/main/requirements.txt

matplotlib==3.5.0
numpy==1.21.4
pandas==1.3.4
pandas-datareader==0.10.0
pillow==8.4.0
seaborn==0.11.2
streamlit==1.2.0
datetime==4.3
scikit-learn==1.0.2
plotly==5.6.0
cvxpy
pyportfolioopt==1.5.2
glpk

github.com

heywood1214/Demo-Site/blob/main/apps/portfolio_opt.py

import streamlit as st
from pandas_datareader import data as web
import pandas as pd
import numpy as np
from datetime import datetime
from datetime import date
import matplotlib.pyplot as plt


def app():
    st.set_option('deprecation.showPyplotGlobalUse', False)
    st.header("This is a Portfolio Optimization Web Application")
    st.subheader("You could select any stocks leveraging the Russell 2000 indexes and create your portfolio")

    st.image("https://upload.wikimedia.org/wikipedia/commons/2/2d/Minimum_variance_flontier_of_MPT.svg")
    st.subheader("Theory implemented: Efficient Frontier from Financial Economics ")
    st.write("This web application maximizes the expected return while minimizing the portfolio volatility/variance & standard deviation")

    stock_options = st.multiselect("Select stocks from the Russell 2000 Index",['AAN',	'AAON',	'AAT',	'AAWW',	'ABCB',	'ABG',	'ABM',	'ABR',	'ABTX',	'ABUS',	'AC',	'ACA',	'ACAD',	'ACBI',	'ACCD',	'ACCO',	'ACEL',	'ACET',	'ACIW',	'ACLS',	'ACRE',	'ACRS',	'ACTG',	'ADC',	'ADN',	'ADNT',	'ADTN',	'ADUS',	'ADV',	'ADVM',	'AEIS',	'AEL',	'AEO',	'AERI',	'AEVA',	'AFCG',	'AFIB',	'AFMD',	'AGEN',	'AGIO',	'AGLE',	'AGM',	'AGS',	'AGTI',	'AGX',	'AGYS',	'AHCO',	'AHH',	'AHT',	'AIMC',	'AIN',	'AIR',	'AIT',	'AIV',	'AJRD',	'AJX',	'AKBA',	'AKR',	'AKRO',	'AKTS',	'AKUS',	'AKYA',	'ALBO',	'ALDX',	'ALE',	'ALEC',	'ALEX',	'ALG',	'ALGS',	'ALGT',	'ALHC',	'ALKS',	'ALKT',	'ALLK',	'ALLO',	'ALPN',	'ALRM',	'ALRS',	'ALT',	'ALTA',	'ALTG',	'ALTO',	'ALTR',	'ALVR',	'ALX',	'ALXO',	'AMAL',	'AMBA',	'AMBC',	'AMC',	'AMCX',	'AMEH',	'AMK',	'AMKR',	'AMN',	'AMNB',	'AMOT',	'AMPE',	'AMPH',	'AMRC',	'AMRK',	'AMRS',	'AMRX',	'AMSC',	'AMSF',	'AMSWA',	'AMTB',	'AMTI',	'AMTX',	'AMWD',	'AMWL',	'ANAB',	'ANAT',	'ANDE',	'ANF',	'ANGN',	'ANGO',	'ANIK',	'ANIP',	'ANNX',	'AOSL',	'AOUT',	'APAM',	'APEI',	'APG',	'APLE',	'APLS',	'APLT',	'APOG',	'APPF',	'APPH',	'APPN',	'APPS',	'APR',	'APTS',	'APYX',	'AQB',	'AQUA',	'AR',	'ARAY',	'ARCB',	'ARCH',	'ARCT',	'ARDX',	'ARGO',	'ARI',	'ARKO',	'ARLO',	'ARNA',	'ARNC',	'AROC',	'AROW',	'ARQT',	'ARR',	'ARRY',	'ARTNA',	'ARVN',	'ARWR',	'ASAN',	'ASB',	'ASGN',	'ASIX',	'ASLE',	'ASO',	'ASPN',	'ASTE',	'ASXC',	'ATCX',	'ATEC',	'ATEN',	'ATER',	'ATEX',	'ATGE',	'ATHA',	'ATHX',	'ATI',	'ATKR',	'ATLC',	'ATNI',	'ATNX',	'ATOM',	'ATOS',	'ATRA',	'ATRC',	'ATRI',	'ATRO',	'ATRS',	'ATSG',	'AUB',	'AUD',	'AVA',	'AVAH',	'AVAV',	'AVD',	'AVID',	'AVIR',	'AVNS',	'AVNT',	'AVNW',	'AVO',	'AVRO',	'AVXL',	'AVYA',	'AWH',	'AWR',	'AX',	'AXDX',	'AXGN',	'AXL',	'AXNX',	'AXSM',	'AXTI',	'AZZ',	'B',	'BALY',	'BANC',	'BAND',	'BANF',	'BANR',	'BATRA',	'BATRK',	'BBBY',	'BBCP',	'BBIO',	'BBSI',	'BCAB',	'BCC',	'BCEL',	'BCO',	'BCOR',	'BCOV',	'BCPC',	'BCRX',	'BDC',	'BDN',	'BDSI',	'BDSX',	'BDTX',	'BE',	'BEAM',	'BECN',	'BEEM',	'BFC',	'BFLY',	'BFS',	'BFST',	'BGCP',	'BGFV',	'BGS',	'BH',	'BHB',	'BHE',	'BHLB',	'BHR',	'BHVN',	'BIG',	'BIGC',	'BIPC',	'BJ',	'BJRI',	'BKD',	'BKE',	'BKH',	'BKU',	'BL',	'BLBD',	'BLFS',	'BLI',	'BLKB',	'BLMN',	'BLNK',	'BLUE',	'BLX',	'BMEA',	'BMI',	'BMRC',	'BMTC',	'BNED',	'BNFT',	'BNGO',	'BNL',	'BOLT',	'BOMN',	'BOOM',	'BOOT',	'BOX',	'BPMC',	'BRBR',	'BRBS',	'BRC',	'BRKL',	'BRMK',	'BRP',	'BRSP',	'BRT',	'BRY',	'BSET',	'BSIG',	'BSRR',	'BTAI',	'BTRS',	'BTU',	'BTX',	'BUSE',	'BV',	'BVH',	'BVS',	'BW',	'BWB',	'BXC',	'BXMT',	'BY',	'BYRN',	'BYSI',	'BZH',	'CAC',	'CADE',	'CAI',	'CAKE',	'CAL',	'CALM',	'CALX',	'CAMP',	'CAR',	'CARA',	'CARE',	'CARG',	'CARS',	'CASA',	'CASH',	'CASS',	'CATC',	'CATO',	'CATY',	'CBAY',	'CBB',	'CBNK',	'CBRL',	'CBT',	'CBTX',	'CBU',	'CBZ',	'CCB',	'CCBG',	'CCCC',	'CCF',	'CCMP',	'CCNE',	'CCO',	'CCOI',	'CCRN',	'CCS',	'CCXI',	'CDAK',	'CDE',	'CDEV',	'CDLX',	'CDMO',	'CDNA',	'CDXC',	'CDXS',	'CDZI',	'CECE',	'CEIX',	'CELC',	'CELH',	'CENT',	'CENTA',	'CENX',	'CERE',	'CERS',	'CEVA',	'CFB',	'CFFN',	'CGEM',	'CHCO',	'CHCT',	'CHEF',	'CHK',	'CHRS',	'CHS',	'CHUY',	'CHX',	'CIA',	'CIM',	'CIO',	'CIR',	'CIT',	'CIVB',	'CIX',	'CLAR',	'CLBK',	'CLDR',	'CLDT',	'CLDX',	'CLFD',	'CLNE',	'CLNN',	'CLPR',	'CLPT',	'CLSK',	'CLVS',	'CLW',	'CMBM',	'CMC',	'CMCO',	'CMO',	'CMP',	'CMPR',	'CMRE',	'CMRX',	'CMTL',	'CNBKA',	'CNDT',	'CNK',	'CNMD',	'CNNE',	'CNO',	'CNOB',	'CNR',	'CNS',	'CNSL',	'CNST',	'CNTY',	'CNX',	'CNXN',	'COGT',	'COHU',	'COKE',	'COLB',	'COLL',	'CONN',	'COOP',	'CORE',	'CORT',	'COUR',	'COWN',	'CPE',	'CPF',	'CPK',	'CPLG',	'CPRX',	'CPS',	'CPSI',	'CRAI',	'CRC',	'CRDF',	'CRIS',	'CRK',	'CRMD',	'CRMT',	'CRNC',	'CRNX',	'CROX',	'CRS',	'CRSR',	'CRTX',	'CRVL',	'CSGS',	'CSII',	'CSLT',	'CSOD',	'CSPR',	'CSR',	'CSSE',	'CSTE',	'CSTL',	'CSTM',	'CSTR',	'CSV',	'CSWI',	'CTBI',	'CTLP',	'CTMX',	'CTO',	'CTOS',	'CTRE',	'CTRN',	'CTS',	'CTSO',	'CTT',	'CTXR',	'CUBI',	'CUE',	'CURI',	'CURO',	'CUTR',	'CVA',	'CVBF',	'CVCO',	'CVET',	'CVGI',	'CVGW',	'CVI',	'CVLG',	'CVLT',	'CVM',	'CWEN',	'CWH',	'CWK',	'CWST',	'CWT',	'CXP',	'CXW',	'CYH',	'CYRX',	'CYTK',	'CZNC',	'DAKT',	'DAN',	'DBD',	'DBI',	'DBRG',	'DCO',	'DCOM',	'DCPH',	'DDD',	'DDS',	'DEA',	'DEN',	'DENN',	'DFIN',	'DGICA',	'DGII',	'DHC',	'DHIL',	'DHT',	'DIN',	'DIOD',	'DJCO',	'DK',	'DLTH',	'DLX',	'DM',	'DMRC',	'DMS',	'DMTK',

This file has been truncated. show original

The error messages comes

heywood1214 · April 18, 2022, 3:18pm

And this one as well

Franky1 · April 18, 2022, 3:28pm

Yes, because this very new feature discrete2mixedint is not yet in the pypi repo package.

Try to use a previous version of cvxopt.
See my pull request on github.

However, pandas datareader fails quite often to read data from yahoo finance.
Maybe use yfinance instead or add some error handling or use a more stable API to fetch data from.

heywood1214 · April 18, 2022, 3:47pm

Thank you so much Franky1, you are a lifesaver!

system · April 18, 2023, 3:48pm

This topic was automatically closed 365 days after the last reply. New replies are no longer allowed.

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Unable to install cvxpy/glpk/cvxopt

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