Comments (4)
Hello, it appears there are issues with low-level internet access Python modules. Is the machine you ran this on connected to the internet? You can use Cvxportfolio without internet access (look at the documentation of UserProvidedMarketData) but the tests assume you have a working connection. And no, I don't think there's any missing package there.
Or maybe you have some proxy or firewall configuration that prevents that machine to access the two http addresses (Yahoo Finance and Fred) those tests were targeting ?
from cvxportfolio.
Re: Chinese firewall. That probably explains it, the pd.read_csv
in question targets a http resource (you can see it in the source of Fred
). If you have access to a VPN you may retry...
from cvxportfolio.
Re: Chinese firewall. That probably explains it, the
pd.read_csv
in question targets a http resource (you can see it in the source ofFred
). If you have access to a VPN you may retry...
Thanks for the help! I use VPN and seems I am able to access Yahoo Finance and Fred website, also successfully ping these main page links but still face the same issues. I agree it should be some issues with low-level internet access Python modules or some complicate/strange internet proxy configuration problems...
I tests some local examples successfully, and I have decided to give up trying the online tests. Thanks again for your quick and kindly reply :)
from cvxportfolio.
Thank you! I'm not sure how to help, for reference one of the two lines on which it fails is something like this:
import pandas as pd
pd.read_csv("https://alfred.stlouisfed.org/graph/alfredgraph.csv?id=CES0500000003&vintage_date=2023-07-06")
If you are able to open that same address in your browser then there's probably something wrong with how the VPN is set up, and beyond my area of expertise...
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Related Issues (20)
- Make test suite fail on warnings
- Questions on accounting model (e.g., for short positions) HOT 3
- Robustify online execution of example strategies (when open prices are missing) HOT 1
- Failure on non-numeric (object dtpye) user-provided data difficult to understand HOT 6
- Example request - Margin in a different currency HOT 14
- BUG: packaging failed to include modules moved into submodules (constraints, data)
- Feature request: handle user-defined time-varying universes (and better error checks with temporary `nan`s in user-provided returns) HOT 13
- Data quality issues in `ftse100_daily` example strategy
- EOFError: Ran out of input HOT 4
- Rendering of code blocks in README on github is broken
- Feature request: add `market_data=None` option to `Policy.execute`
- Feature request: Add constraint priority with automatic resolution into soft-constraints HOT 1
- Is it possible to have different costs definition depending on entry or exit HOT 1
- can we load into our custom crypto data into cvxportfolio for backtesting and portfolio construction ? [bounty possible] HOT 1
- Feature Request: Online Data Loading HOT 1
- Ecos needs to added in pyproject "test" optional dependencies HOT 1
- Issue loading data from FRED HOT 9
- Testsuite failing on py 3.9 b/c of dependencies HOT 1
- The result of backtesting 30 years is different from 5 years? HOT 5
- Feature Request: Ignore Tcosts in first period HOT 2
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