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Fix notebooks and update dependency versions #80

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Merged
rgsl888prabhu merged 15 commits into from
Sep 2, 2025
Merged

Fix notebooks and update dependency versions #80

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54187e6
uncomment pip install
rgsl888prabhu Aug 25, 2025
b404c89
fix other cufolio notebooks
rgsl888prabhu Aug 25, 2025
ea24b3a
bump cuml version
rgsl888prabhu Aug 25, 2025
a89012f
bump cuml version
rgsl888prabhu Aug 25, 2025
251b8bd
fix
rgsl888prabhu Aug 25, 2025
173dd9a
fix dep
rgsl888prabhu Aug 26, 2025
df28597
fix notebook
rgsl888prabhu Aug 26, 2025
65543b1
Update 02_backtesting.ipynb
rgsl888prabhu Aug 28, 2025
08fe8ba
Update 02_backtesting.ipynb
rgsl888prabhu Aug 28, 2025
3bf2fbd
Update 01_optimization_with_cufolio.ipynb
rgsl888prabhu Aug 29, 2025
49c4d41
Update 02_backtesting.ipynb
rgsl888prabhu Aug 29, 2025
3c45a1a
Update 03_advanced_topics.ipynb
rgsl888prabhu Aug 29, 2025
5177367
Update 01_optimization_with_cufolio.ipynb
rgsl888prabhu Aug 29, 2025
aa1bdca
Update 02_backtesting.ipynb
rgsl888prabhu Aug 29, 2025
fcf2492
Update 03_advanced_topics.ipynb
rgsl888prabhu Aug 29, 2025
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4 changes: 2 additions & 2 deletions cuFOLIO_portfolio_optimization/CVaR/01_optimization_with_cufolio.ipynb
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Original file line number Diff line number Diff line change
Expand Up @@ -40,10 +40,10 @@
"# If dependencies are already installed, you can comment out or skip this cell.\n",
"\n",
"# Install cuOpt (if not already installed)\n",
"#!pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12\n",
"#!pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12 \n",
"\n",
"# Install other dependencies (if not already installed)\n",
"#!pip install --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12==25.4.*\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl"
"!pip install --user --pre --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl"
]
},
{
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18 changes: 18 additions & 0 deletions cuFOLIO_portfolio_optimization/CVaR/02_backtesting.ipynb
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Original file line number Diff line number Diff line change
Expand Up @@ -29,6 +29,24 @@
"Before diving into portfolio optimization and backtesting, we need to import the necessary libraries."
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "758fb7e3",
"metadata": {},
"outputs": [],
"source": [
"# Install dependencies\n",
"# This cell only needs to be run once, typically after setting up the environment.\n",
"# If dependencies are already installed, you can comment out or skip this cell.\n",
"\n",
"# Install cuOpt (if not already installed)\n",
"#!pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12 \n",
"\n",
"# Install other dependencies (if not already installed)\n",
"!pip install --user --pre --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl"
]
},
{
"cell_type": "code",
"execution_count": 1,
Expand Down
28 changes: 28 additions & 0 deletions cuFOLIO_portfolio_optimization/CVaR/03_advanced_topics.ipynb
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Original file line number Diff line number Diff line change
Expand Up @@ -23,6 +23,34 @@
" * Using **GPU-accelerated optimization** for high-efficiency computations."
]
},
{
"cell_type": "markdown",
"id": "bfd0e561",
"metadata": {},
"source": [
"#### **Importing Required Libraries & Initial Setup**\n",
"\n",
"Before diving into portfolio optimization, we need to import the necessary libraries and perform initial setup if required."
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "24d01808",
"metadata": {},
"outputs": [],
"source": [
"# Install dependencies\n",
"# This cell only needs to be run once, typically after setting up the environment.\n",
"# If dependencies are already installed, you can comment out or skip this cell.\n",
"\n",
"# Install cuOpt (if not already installed)\n",
"#!pip install --upgrade --user --extra-index-url https://pypi.nvidia.com -q cuopt-cu12 \n",
"\n",
"# Install other dependencies (if not already installed)\n",
"!pip install --pre --user --extra-index-url https://pypi.nvidia.com -q \"numpy>=1.24.4\" \"pandas>=2.2.1\" \"cvxpy>=1.6.5\" \"scipy==1.15.2\" \"scikit-learn==1.6.1\" \"msgpack>=1.1.0\" \"cuml-cu12\" \"seaborn>=0.13.2\" bin/cufolio-25.8-py3-none-any.whl\n"
]
},
{
"cell_type": "code",
"execution_count": 1,
Expand Down