A memo when installing the Python library PyPortfolioOpt (Investment Portfolio Optimization) to eliminate the error.
With PyPortfolioOpt, you can calculate the investment ratio of each asset (domestic stocks, domestic bonds, foreign stocks, foreign bonds, etc.) with Tsumita NISA, iDeCo, etc. using mathematical optimization.
Error when trying to install the library with pip.
$ pip install PyPorttfolioOpt
Error message.
ERROR: Failed building wheel for scs
Running setup.py clean for scs
Failed to build cvxpy ecos scs
ERROR: Could not build wheels for cvxpy which use PEP 517 and cannot be installed directly
Install cvxpy (Mathematical Optimization Library). I got an error when I tried to install with pip, so I checked and installed with conda.
conda install -c conda-forge cvxpy