Did you actually get this to build? Using Windows with VS2017 and Anaconda with Python 2.7, after building and installing XGBoost get all sorts of errors. Looks like it is looking for MKL, but perhaps I can replace that with OPENBLAS/LAPACK. Code: Building wheels for collected packages: scipy, statsmodels, scandir, bottleneck Running setup.py bdist_wheel for scipy ... error Complete output from command C:\ProgramData\Anaconda2\python.exe -u -c "import setuptools, tokenize;__file__='c:\\users\\admini~1\\appdata\\local\\temp\\2\\pip-build-weu8re\ cipy\\setup.py';f=getattr(tokenize, 'open', open)(__file__);code=f.read().replace('\r\n', '\n');f.close();exec(compile(code, __file__, 'exec'))" bdist_wheel -d c:\users\admini \appdata\local\temp\2\tmpfoikqjpip-wheel- --python-tag cp27: lapack_opt_info: lapack_mkl_info: libraries mkl_rt not found in ['C:\\ProgramData\\Anaconda2\\lib', 'C:\\', 'C:\\ProgramData\\Anaconda2\\libs'] NOT AVAILABLE openblas_lapack_info: libraries openblas not found in ['C:\\ProgramData\\Anaconda2\\lib', 'C:\\', 'C:\\ProgramData\\Anaconda2\\libs'] NOT AVAILABLE atlas_3_10_threads_info: Setting PTATLAS=ATLAS C:\ProgramData\Anaconda2\lib\site-packages\numpy\distutils\system_info.py:1051: UserWarning: Specified path C:\projects\numpy-wheels\windows-wheel-builder\atlas-builds\atlas .11.38-sse2-64\lib is invalid. pre_dirs = system_info.get_paths(self, section, key) <class 'numpy.distutils.system_info.atlas_3_10_threads_info'> NOT AVAILABLE atlas_3_10_info: <class 'numpy.distutils.system_info.atlas_3_10_info'> NOT AVAILABLE atlas_threads_info: Setting PTATLAS=ATLAS <class 'numpy.distutils.system_info.atlas_threads_info'> NOT AVAILABLE atlas_info: <class 'numpy.distutils.system_info.atlas_info'> NOT AVAILABLE C:\ProgramData\Anaconda2\lib\site-packages\numpy\distutils\system_info.py:572: UserWarning: Atlas (http://math-atlas.sourceforge.net/) libraries not found. Directories to search for the libraries can be specified in the numpy/distutils/site.cfg file (section [atlas]) or by setting the ATLAS environment variable. self.calc_info() lapack_info: libraries lapack not found in ['C:\\ProgramData\\Anaconda2\\lib', 'C:\\', 'C:\\ProgramData\\Anaconda2\\libs'] NOT AVAILABLE C:\ProgramData\Anaconda2\lib\site-packages\numpy\distutils\system_info.py:572: UserWarning: Lapack (http://www.netlib.org/lapack/) libraries not found. Directories to search for the libraries can be specified in the numpy/distutils/site.cfg file (section [lapack]) or by setting the LAPACK environment variable. self.calc_info() lapack_src_info: NOT AVAILABLE C:\ProgramData\Anaconda2\lib\site-packages\numpy\distutils\system_info.py:572: UserWarning: Lapack (http://www.netlib.org/lapack/) sources not found. Directories to search for the sources can be specified in the numpy/distutils/site.cfg file (section [lapack_src]) or by setting the LAPACK_SRC environment variable. self.calc_info() NOT AVAILABLE Running from scipy source directory. non-existing path in 'scipy\\integrate': 'quadpack.h' Traceback (most recent call last): File "<string>", line 1, in <module> File "c:\users\admini~1\appdata\local\temp\2\pip-build-weu8re\scipy\setup.py", line 416, in <module> setup_package() File "c:\users\admini~1\appdata\local\temp\2\pip-build-weu8re\scipy\setup.py", line 412, in setup_package setup(**metadata) File "C:\ProgramData\Anaconda2\lib\site-packages\numpy\distutils\core.py", line 135, in setup config = configuration() File "c:\users\admini~1\appdata\local\temp\2\pip-build-weu8re\scipy\setup.py", line 336, in configuration config.add_subpackage('scipy') File "C:\ProgramData\Anaconda2\lib\site-packages\numpy\distutils\misc_util.py", line 1029, in add_subpackage caller_level = 2) File "C:\ProgramData\Anaconda2\lib\site-packages\numpy\distutils\misc_util.py", line 998, in get_subpackage caller_level = caller_level + 1) File "C:\ProgramData\Anaconda2\lib\site-packages\numpy\distutils\misc_util.py", line 935, in _get_configuration_from_setup_py config = setup_module.configuration(*args) File "scipy\setup.py", line 15, in configuration config.add_subpackage('linalg') File "C:\ProgramData\Anaconda2\lib\site-packages\numpy\distutils\misc_util.py", line 1029, in add_subpackage caller_level = 2) File "C:\ProgramData\Anaconda2\lib\site-packages\numpy\distutils\misc_util.py", line 998, in get_subpackage caller_level = caller_level + 1) File "C:\ProgramData\Anaconda2\lib\site-packages\numpy\distutils\misc_util.py", line 935, in _get_configuration_from_setup_py config = setup_module.configuration(*args) File "scipy\linalg\setup.py", line 20, in configuration raise NotFoundError('no lapack/blas resources found') numpy.distutils.system_info.NotFoundError: no lapack/blas resources found ---------------------------------------- Failed building wheel for scipy Running setup.py clean for scipy Complete output from command C:\ProgramData\Anaconda2\python.exe -u -c "import setuptools, tokenize;__file__='c:\\users\\admini~1\\appdata\\local\\temp\\2\\pip-build-weu8re\ cipy\\setup.py';f=getattr(tokenize, 'open', open)(__file__);code=f.read().replace('\r\n', '\n');f.close();exec(compile(code, __file__, 'exec'))" clean --all: `setup.py clean` is not supported, use one of the following instead: - `git clean -xdf` (cleans all files) - `git clean -Xdf` (cleans all versioned files, doesn't touch files that aren't checked into the git repo) Add `--force` to your command to use it anyway if you must (unsupported). ---------------------------------------- Failed cleaning build dir for scipy Running setup.py bdist_wheel for statsmodels ... done Stored in directory: C:\Users\Administrator\AppData\Local\pip\Cache\wheels\23\82\8a\d7f0a956c594584933bdedaacac68f7bc962020943496302a0 Running setup.py bdist_wheel for scandir ... done Stored in directory: C:\Users\Administrator\AppData\Local\pip\Cache\wheels\47\af\a2\eb591a17e9709a17d8b53696f6ad89914a05eaf9c091f36e18 Running setup.py bdist_wheel for bottleneck ... done Stored in directory: C:\Users\Administrator\AppData\Local\pip\Cache\wheels\4d\56\b2\36b69796ed42dbb94d921772e9d9dedeb90e62905b1069f09a Successfully built statsmodels scandir bottleneck Failed to build scipy Installing collected packages: pytz, pyparsing, matplotlib, scipy, seaborn, decorator, setuptools, prompt-toolkit, scandir, pathlib2, ipython-genutils, traitlets, colorama, py ents, ipython, statsmodels, pandas, scikit-learn, category-encoders, requests-file, pandas-datareader, bottleneck, empyrical, pyfolio, imbalanced-learn, alphapy Found existing installation: pytz 2016.10 DEPRECATION: Uninstalling a distutils installed project (pytz) has been deprecated and will be removed in a future version. This is due to the fact that uninstalling a dis tils project will only partially uninstall the project. Uninstalling pytz-2016.10: Successfully uninstalled pytz-2016.10 Found existing installation: pyparsing 2.1.4 Uninstalling pyparsing-2.1.4: Successfully uninstalled pyparsing-2.1.4 Found existing installation: matplotlib 2.0.0 Uninstalling matplotlib-2.0.0: Successfully uninstalled matplotlib-2.0.0 Found existing installation: scipy 0.18.1 Uninstalling scipy-0.18.1: Successfully uninstalled scipy-0.18.1 Running setup.py install for scipy ... error Complete output from command C:\ProgramData\Anaconda2\python.exe -u -c "import setuptools, tokenize;__file__='c:\\users\\admini~1\\appdata\\local\\temp\\2\\pip-build-weu8r \scipy\\setup.py';f=getattr(tokenize, 'open', open)(__file__);code=f.read().replace('\r\n', '\n');f.close();exec(compile(code, __file__, 'exec'))" install --record c:\users\ad ni~1\appdata\local\temp\2\pip-hmqwt8-record\install-record.txt --single-version-externally-managed --compile: Note: if you need reliable uninstall behavior, then install with pip instead of using `setup.py install`: - `pip install .` (from a git repo or downloaded source release) - `pip install scipy` (last SciPy release on PyPI) lapack_opt_info: lapack_mkl_info: libraries mkl_rt not found in ['C:\\ProgramData\\Anaconda2\\lib', 'C:\\', 'C:\\ProgramData\\Anaconda2\\libs'] NOT AVAILABLE openblas_lapack_info: libraries openblas not found in ['C:\\ProgramData\\Anaconda2\\lib', 'C:\\', 'C:\\ProgramData\\Anaconda2\\libs'] NOT AVAILABLE atlas_3_10_threads_info: Setting PTATLAS=ATLAS C:\ProgramData\Anaconda2\lib\site-packages\numpy\distutils\system_info.py:1051: UserWarning: Specified path C:\projects\numpy-wheels\windows-wheel-builder\atlas-builds\atl -3.11.38-sse2-64\lib is invalid. pre_dirs = system_info.get_paths(self, section, key) <class 'numpy.distutils.system_info.atlas_3_10_threads_info'> NOT AVAILABLE atlas_3_10_info: <class 'numpy.distutils.system_info.atlas_3_10_info'> NOT AVAILABLE atlas_threads_info: Setting PTATLAS=ATLAS <class 'numpy.distutils.system_info.atlas_threads_info'> NOT AVAILABLE atlas_info: <class 'numpy.distutils.system_info.atlas_info'> NOT AVAILABLE C:\ProgramData\Anaconda2\lib\site-packages\numpy\distutils\system_info.py:572: UserWarning: Atlas (http://math-atlas.sourceforge.net/) libraries not found. Directories to search for the libraries can be specified in the numpy/distutils/site.cfg file (section [atlas]) or by setting the ATLAS environment variable. self.calc_info() lapack_info: libraries lapack not found in ['C:\\ProgramData\\Anaconda2\\lib', 'C:\\', 'C:\\ProgramData\\Anaconda2\\libs'] NOT AVAILABLE C:\ProgramData\Anaconda2\lib\site-packages\numpy\distutils\system_info.py:572: UserWarning: Lapack (http://www.netlib.org/lapack/) libraries not found. Directories to search for the libraries can be specified in the numpy/distutils/site.cfg file (section [lapack]) or by setting the LAPACK environment variable. self.calc_info() lapack_src_info: NOT AVAILABLE C:\ProgramData\Anaconda2\lib\site-packages\numpy\distutils\system_info.py:572: UserWarning: Lapack (http://www.netlib.org/lapack/) sources not found. Directories to search for the sources can be specified in the numpy/distutils/site.cfg file (section [lapack_src]) or by setting the LAPACK_SRC environment variable. self.calc_info() NOT AVAILABLE Running from scipy source directory. non-existing path in 'scipy\\integrate': 'quadpack.h' Traceback (most recent call last): File "<string>", line 1, in <module> File "c:\users\admini~1\appdata\local\temp\2\pip-build-weu8re\scipy\setup.py", line 416, in <module> setup_package() File "c:\users\admini~1\appdata\local\temp\2\pip-build-weu8re\scipy\setup.py", line 412, in setup_package setup(**metadata) File "C:\ProgramData\Anaconda2\lib\site-packages\numpy\distutils\core.py", line 135, in setup config = configuration() File "c:\users\admini~1\appdata\local\temp\2\pip-build-weu8re\scipy\setup.py", line 336, in configuration config.add_subpackage('scipy') File "C:\ProgramData\Anaconda2\lib\site-packages\numpy\distutils\misc_util.py", line 1029, in add_subpackage caller_level = 2) File "C:\ProgramData\Anaconda2\lib\site-packages\numpy\distutils\misc_util.py", line 998, in get_subpackage caller_level = caller_level + 1) File "C:\ProgramData\Anaconda2\lib\site-packages\numpy\distutils\misc_util.py", line 935, in _get_configuration_from_setup_py config = setup_module.configuration(*args) File "scipy\setup.py", line 15, in configuration config.add_subpackage('linalg') File "C:\ProgramData\Anaconda2\lib\site-packages\numpy\distutils\misc_util.py", line 1029, in add_subpackage caller_level = 2) File "C:\ProgramData\Anaconda2\lib\site-packages\numpy\distutils\misc_util.py", line 998, in get_subpackage caller_level = caller_level + 1) File "C:\ProgramData\Anaconda2\lib\site-packages\numpy\distutils\misc_util.py", line 935, in _get_configuration_from_setup_py config = setup_module.configuration(*args) File "scipy\linalg\setup.py", line 20, in configuration raise NotFoundError('no lapack/blas resources found') numpy.distutils.system_info.NotFoundError: no lapack/blas resources found ---------------------------------------- Rolling back uninstall of scipy Command "C:\ProgramData\Anaconda2\python.exe -u -c "import setuptools, tokenize;__file__='c:\\users\\admini~1\\appdata\\local\\temp\\2\\pip-build-weu8re\\scipy\\setup.py';f=ge ttr(tokenize, 'open', open)(__file__);code=f.read().replace('\r\n', '\n');f.close();exec(compile(code, __file__, 'exec'))" install --record c:\users\admini~1\appdata\local\tem 2\pip-hmqwt8-record\install-record.txt --single-version-externally-managed --compile" failed with error code 1 in c:\users\admini~1\appdata\local\temp\2\pip-build-weu8re\scipy =======
I got around it. Use conda to install numpy and scipy, not pip. So install those "by hand" and their install system will allow the installed scipy and numpy. You will also need setuptools which the system will not install for you. Let's see if this works.
Ok not even their example works: Code: Directory: C:\Users\Administrator\Documents\python\AlphaPy\alphapy\examples\Trading Model Mode LastWriteTime Length Name ---- ------------- ------ ---- d---- 8/19/2017 8:01 PM config -a--- 8/19/2017 8:01 PM 13379 A Trading Model.ipynb PS C:\Users\Administrator\Documents\python\AlphaPy\alphapy\examples\Trading Model> mflow --pdate 2017-01-01 Traceback (most recent call last): File "c:\programdata\anaconda2\lib\runpy.py", line 174, in _run_module_as_main "__main__", fname, loader, pkg_name) File "c:\programdata\anaconda2\lib\runpy.py", line 72, in _run_code exec code in run_globals File "C:\ProgramData\Anaconda2\Scripts\mflow.exe\__main__.py", line 5, in <module> File "c:\programdata\anaconda2\lib\site-packages\alphapy\market_flow.py", line 30, in <module> from alphapy.analysis import Analysis File "c:\programdata\anaconda2\lib\site-packages\alphapy\analysis.py", line 29, in <module> from alphapy.__main__ import main_pipeline File "c:\programdata\anaconda2\lib\site-packages\alphapy\__main__.py", line 32, in <module> from alphapy.estimators import get_estimators File "c:\programdata\anaconda2\lib\site-packages\alphapy\estimators.py", line 54, in <module> import xgboost as xgb File "c:\programdata\anaconda2\lib\site-packages\xgboost-0.6-py2.7.egg\xgboost\__init__.py", line 11, in <module> from .core import DMatrix, Booster File "c:\programdata\anaconda2\lib\site-packages\xgboost-0.6-py2.7.egg\xgboost\core.py", line 115, in <module> _LIB = _load_lib() File "c:\programdata\anaconda2\lib\site-packages\xgboost-0.6-py2.7.egg\xgboost\core.py", line 109, in _load_lib lib = ctypes.cdll.LoadLibrary(lib_path[0]) File "c:\programdata\anaconda2\lib\ctypes\__init__.py", line 440, in LoadLibrary return self._dlltype(name) File "c:\programdata\anaconda2\lib\ctypes\__init__.py", line 362, in __init__ self._handle = _dlopen(self._name, mode) WindowsError: [Error 193] %1 is not a valid Win32 application
Whoops. For Anaconda, it looks like this requires Python 3.5! Missed that. Their Readme and their online docs are out of sync. Code: conda create -n alphapy python=3.5 source activate alphapy conda install -c conda-forge bokeh conda install -c conda-forge ipython conda install -c conda-forge matplotlib conda install -c conda-forge numpy conda install -c conda-forge pandas conda install -c conda-forge pyyaml conda install -c conda-forge scikit-learn conda install -c conda-forge scipy conda install -c conda-forge seaborn conda install -c conda-forge xgboost pip install pandas_datareader pip install imbalanced-learn pip install category_encoders pip install pyfolio
I followed the instructions right above this post. On XGBoost it comes back Code: PS C:\Users\Administrator\Documents\python> conda install -c conda-forge xgboost Fetching package metadata ............. PackageNotFoundError: Packages missing in current channels: - xgboost We have searched for the packages in the following channels: - https://conda.anaconda.org/conda-forge/win-64 - https://conda.anaconda.org/conda-forge/noarch - https://repo.continuum.io/pkgs/free/win-64 - https://repo.continuum.io/pkgs/free/noarch - https://repo.continuum.io/pkgs/r/win-64 - https://repo.continuum.io/pkgs/r/noarch - https://repo.continuum.io/pkgs/pro/win-64 - https://repo.continuum.io/pkgs/pro/noarch - https://repo.continuum.io/pkgs/msys2/win-64 - https://repo.continuum.io/pkgs/msys2/noarch I plowed forward anyway since I built XGBoost from source and installed it. Then tried the Trading Model example again, this time from the virtual python 3.5 environment. Same error. I give up for now.
Hey PTR, Does Alphypy still work? I installed it but couldn't make it work. Examples folder is missing.
Hi swinging tick (awesome nick btw ): Thanks for your message. We took it private around the same time that Quantopian/Pyfolio went under, so the public version is not maintained any more... will probably archive at some point. Regards, PTR