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Notes on Py 3.13, update pyproject
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enzbus committed Oct 27, 2024
1 parent d30c18a commit 708c1db
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4 changes: 3 additions & 1 deletion .github/workflows/test.yml
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Expand Up @@ -70,7 +70,7 @@ jobs:
test:

runs-on: ${{ matrix.os }}
continue-on-error: ${{ matrix.python-version == '3.13' }}
# continue-on-error: ${{ matrix.python-version == '3.13' }}

strategy:
matrix: # https://github.com/actions/runner-images
Expand All @@ -81,6 +81,8 @@ jobs:
python-version: '3.8'
- os: macos-latest # aarch64
python-version: '3.9'
- os: windows-latest # SCS missing windows wheels for 3.13, https://github.com/bodono/scs-python/pull/117
python-version: '3.13'

steps:

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7 changes: 7 additions & 0 deletions README.rst
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Expand Up @@ -35,6 +35,13 @@ The documentation of the library is at
*News:*

Python 3.13 is partially supported. `One dependency is missing compiled wheels
<https://github.com/bodono/scs-python/pull/117>`_: Pip installation via source distribution
(local compilation) should work on Mac out of the box and on Linux if you
have BLAS/LAPACK development libraries installed. Conda installation may work
on Windows too. Also, Numpy 2 is currently causing some issues with CVXPY on
Python 3.13, so we're temporarily restricting Numpy to < 2 on Python >= 3.13.

Since end of 2023 we're running daily `example strategies
<https://github.com/cvxgrp/cvxportfolio/tree/master/examples/strategies>`_
using the `development (master) branch
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6 changes: 3 additions & 3 deletions pyproject.toml
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Expand Up @@ -24,9 +24,9 @@ maintainers = [{name = "Enzo Busseti", email = "[email protected]"}]
# from some combination of dependency versions that break Cvxportfolio code.

dependencies = ["pandas",
# July 2024, Numpy 2 causes issues with CVXPY's conic interface on Py 3.12
"numpy; python_version<'3.12'",
"numpy<2.0.0; python_version>='3.12'",
# October 2024, Numpy 2 causes issues with CVXPY on Python 3.13
"numpy; python_version<'3.13'",
"numpy<2.0.0; python_version>='3.13'",
"matplotlib", "requests", "cvxpy",
# "multiprocess", # robustifies usage w/ 3rd party modules, used if installed
"scs" # it's hardcoded as fallback solver if numerical errors
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