Merge pull request #2 from ycharts/chore/update-scs

Pin scs requirement to last stable version

Author: jpintor52

docs/conf.py

@@ -58,7 +58,7 @@
 # The short X.Y version.
 version = "1.5"
 # The full version, including alpha/beta/rc tags.
-release = "1.5.5"
+release = "1.5.6"
 
 # The language for content autogenerated by Sphinx. Refer to documentation
 # for a list of supported languages.

poetry.lock

@@ -14,7 +14,7 @@
 from .hierarchical_portfolio import HRPOpt
 from .risk_models import CovarianceShrinkage
 
-__version__ = "1.5.5"
+__version__ = "1.5.6"
 
 __all__ = [
     "market_implied_prior_returns",

pypfopt/__init__.py

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "pyportfolioopt"
-version = "1.5.5"
+version = "1.5.6"
 description = "Financial portfolio optimization in python"
 license = "MIT"
 authors = ["Robert Andrew Martin <[email protected]>"]
@@ -38,6 +38,7 @@ cvxpy = "^1.1.19"
 numpy = "^1.22.4"
 matplotlib = { version="^3.2.0", optional=true }
 scikit-learn = { version="^0.24.1", optional=true }
+scs = '>=3.2.7'  # Required to prevent `No module named 'distutils.msvccompiler'` error
 
 [tool.poetry.dev-dependencies]
 pytest = "^7.1.2"

pyproject.toml

@@ -3,4 +3,5 @@ matplotlib>=3.2.0
 numpy>=1.0.0
 pandas>=0.19
 scikit-learn>=0.24.1
-scipy>=1.3.0
+scipy>=1.3.0
+scs>=3.2.7  # Required to prevent `No module named 'distutils.msvccompiler'` error

requirements.txt

@@ -10,7 +10,7 @@
 if __name__ == "__main__":
     setuptools.setup(
         name="pyportfolioopt",
-        version="1.5.5",
+        version="1.5.6",
         description="Financial portfolio optimization in python",
         long_description=desc,
         long_description_content_type="text/markdown",
@@ -44,6 +44,7 @@
             "pandas",
             "scikit-learn",
             "scipy",
+            "scs>=3.2.7"
         ],
         setup_requires=["pytest-runner"],
         tests_require=["pytest"],