I have a linux Mint system and am using latest version of miniconda.

I have followed the installation instructions as per the github page for creating an environment for py4fi2nd.

When I issue the terminal command:
conda env create -f py4fi2nd.yml

I get the following issue:

ResolvePackageNotFound:

• libcxxabi=4.0.1
• clangxx_osx-64=4.0.1
• clangxx=4.0.1
• cctools=895
• libgfortran=3.0.1
• llvm=4.0.1
• appnope=0.1.0
• clang_osx-64=4.0.1
• libcxx=4.0.1
• llvm-lto-tapi=4.0.1
• clang=4.0.1
• ld64=274.2
• compiler-rt=4.0.1
  The environment is not created.

Do I need to change the yaml file in some way?

Kind Regards

Mark

I am using Anaconda 4.7.10, and couldn't install the env from yaml

Here is the message

Collecting package metadata (repodata.json): done
Solving environment: failed

ResolvePackageNotFound:

• libgfortran=3.0.1
• cctools=895
• libcxxabi=4.0.1
• appnope=0.1.0
• libffi=3.2.1
• clangxx_osx-64=4.0.1
• glib=2.56.2
• llvm-lto-tapi=4.0.1
• expat=2.2.6
• gettext=0.19.8.1
• ld64=274.2
• clang=4.0.1
• libedit=3.1.20170329
• ncurses=6.1
• dbus=1.13.2
• clang_osx-64=4.0.1
• llvm=4.0.1
• gmp=6.1.2
• libcxx=4.0.1
• clangxx=4.0.1
• mpc=1.1.0
• compiler-rt=4.0.1
• readline=7.0
• ptyprocess=0.6.0

Windows OS
Anaconda installed
Run through Anaconda command line as Administrator

R:\py4fi2nd>conda env create -f py4fi2nd.yml
Collecting package metadata (repodata.json): done
Solving environment: failed

ResolvePackageNotFound:

• dbus=1.13.2
• libcxxabi=4.0.1
• libcxx=4.0.1
• gmp=6.1.2
• gettext=0.19.8.1
• cctools=895
• ncurses=6.1
• clangxx_osx-64=4.0.1
• appnope=0.1.0
• clang_osx-64=4.0.1
• libedit=3.1.20170329
• ld64=274.2
• compiler-rt=4.0.1
• clang=4.0.1
• glib=2.56.2
• llvm=4.0.1
• libgfortran=3.0.1
• readline=7.0
• clangxx=4.0.1
• llvm-lto-tapi=4.0.1
• expat=2.2.6

Now I'm installing from local to remote machine.
The files are correctly copied over to remote machine, and run as ROOT.

The installation works fine. Jupyter notebook is started.

I have two problems.
First, I can't restart the notebook. If I write : jupyter notebook then I only get the suggestion to install with apt install jupyter-core

Referring the the Cell numbers as in the PFF second edition, chapter 9.

Cell 8: ll Spath*
ll is possibly intended to refer to a python module/library, but if so it has not been declared.
$path* fails as a Syntax error at the $.
There are multiple occurrences of this case in the notebook.

Cell 25: Code in the Notebook differs from that in the Book.
Book has: !rm -f $path*
Notebook has: get_ipython().system('rm -f $path*')
However, !rm -f appears to be a linux system command. [Windows: del /f {path/filename}
The path variable intended by $path* has not been successfully declared, due the Cell 8 issue.

Some guidance on how both of these are supposed to work in windows would be appreciated.

Hello. I was hoping to get help on a error that I cannot figure out. The code is as follows:

[1]
import numpy as np
import pandas as pd
import datetime as dt

[2]
from pylab import mpl, plt
plt.style.use('seaborn')
mpl.rcParams['font.family'] = 'serif'
%matplotlib inline

[3]
import sys
sys.path.append(r'C:\Users****\dx-master\dx')
#I was getting an error without 'r' in front of C

[4]
dates = [dt.datetime(2020, 1, 1), dt.datetime(2020, 7, 1),
dt.datetime(2021, 1, 1)]

[5]
(dates[1] - dates[0]).days / 365.
Out:0.4986301369863014

[6]
(dates[2] - dates[1]).days / 365.
Out:0.5041095890410959

[7]
fractions = [0.0, 0.5, 1.0]

#DX Package

#Frame -- Helper Function

#get_year_deltas.py

#Python for Finance, 2nd ed.
#(c) Dr. Yvess J. Hilpisch

import numpy as np

def get_year_deltas(date_list, day_count=365.):
''' Return vector of floats with day deltas in years.
Initial value normalized to zero.

Parameters
==========
date_list : list or array
collection of datetime objects
day_count : float
number of days for a year
(to account for different conventions)

Results
=======
delta_list : array
    year fractions
'''

start = date_list[0]
delta_list = [(date - start).days / day_count
              for date in date_list]
return np.array(delta_list)

[8]
from get_year_deltas import get_year_deltas

ModuleNotFoundError Traceback (most recent call last)
in
----> 1 from get_year_deltas import get_year_deltas

ModuleNotFoundError: No module named 'get_year_deltas'

I cant seem to figure out why the module isnt being found. Any help would be appreciated.

In py4fi2nd.yml, should "websocket-client" be "websocket_client"?

On page 533 the spread is calculated mistakenly. The correct value is 9.6338977478217845e-05.

this book is good and comprehensive for people who want to enter the word of Python for finance but when I read the ch2 for the issue Floating-Point Arithmetic, I don't find the explicit way to address it in the book (yes, the author mentions Decimal module but he does not provide the corresponding fix to the example he describes before) - I don't know if the author intends to want the readers to search for the answer on their own.

so I posted in StackOverflow to look for the answer and those are Q/A

Questions

1. First Example

Expecting:

In[1]: a = 0.35 + 0.1
In[2]: print(a)
0.45

Actual:

In[1]: a = 0.35 + 0.1
In[2]: print(a)
0.44999999999999996

My take to present:

format(a, '.2f')
'0.45'

I thought Decimal could help but it looks like the same

In[1]:import decimal
      from decimal import Decimal

In[2]:Decimal(0.35) + Decimal(0.1)
Decimal('0.4499999999999999833466546306')

2. Second Example

Expecting:

In[1]:b = 0.35
In[2]:b.as_integer_ratio()
(7, 20)

Actual:

In[1]:b = 0.35
In[2]:b.as_integer_ratio()
(3152519739159347, 9007199254740992)

Answers using Decimal and fractions

You are starting with imprecise floats. Start with exact decimals, from string representation:

Decimal("0.35") + Decimal("0.1")
# => Decimal('0.45')

Decimal("0.35").as_integer_ratio()
# => (9, 20)

Or start with exact numbers (e.g. integers):

 Decimal(35) / Decimal(100)
 # => Decimal('0.35')

 from fractions import Fraction
 Fraction(35, 100)
 # => Fraction(7, 20)

i see the issue on working code
ModuleNotFoundError Traceback (most recent call last)
in
1 import numpy as np
2 import pandas as pd
----> 3 from pylab import plt, mpl
4 plt.style.use('seaborn')
5 mpl.rcParams['font.family'] = 'serif'
ModuleNotFoundError: No module named 'pylab'
could you can tell me where can download the module? thank you.

chapter 15, regression section, in the book, it is:
In [28]: data['strat_ols_1'] = data['pos_ols_1'] * data['returns']
In [29]: data['strat_ols_2'] = data['pos_ols_2'] * data['returns']

should we use shift(1) as same as in section "Vectorized Backtesting" (cell 15)?
In [28]: data['strat_ols_1'] = data['pos_ols_1'].shift(1) * data['returns']
In [29]: data['strat_ols_2'] = data['pos_ols_2'].shift(1) * data['returns']

(cell 15 is : In [15]: data['Strategy'] = data['Position'].shift(1) * data['Returns'] )

I have a question related to American Put Option Analysis by using the valuation_mcs_american.py and the code given in Chapter 19 Section 19.3:
For In[95]: for maturity in (dt.datetime(2020, 12, 31), dt.datetime(2021, 12, 31):
When I type this and after finish the whole In[95]: It reported an error of saying: Only size-1 arrays can be converted to Python scalars
However, if I only designate: maturity=dt.datetime(2020, 12, 31), there is no error happening again
I would like to know what could have happened and if there are some further guidelines, please let me know, thanks

I noticed there was a similar conda env create issue for the 1st edition's repo.

conda 4.5.11

conda env create -f py4fi2nd.yml
Using Anaconda API: https://api.anaconda.org
Solving environment: failed

ResolvePackageNotFound:
  - readline=7.0
  - compiler-rt=4.0.1
  - libffi=3.2.1
  - llvm-lto-tapi=4.0.1
  - clang=4.0.1
  - gettext=0.19.8.1
  - dbus=1.13.2
  - mpc=1.1.0
  - ld64=274.2
  - gmp=6.1.2
  - clangxx=4.0.1
  - llvm=4.0.1
  - expat=2.2.6
  - cctools=895
  - libedit=3.1.20170329
  - ptyprocess=0.6.0
  - libcxx=4.0.1
  - libcxxabi=4.0.1
  - clangxx_osx-64=4.0.1
  - glib=2.56.2
  - ncurses=6.1
  - clang_osx-64=4.0.1
  - libgfortran=3.0.1
  - appnope=0.1.0

I've put the Dockerfile and install.sh in an droplet, directory /install/Setup/Docker$
Runs$ sudo docker build -t py4fi:basic .

this goes well, down to Step 5/7, when I get the /bin/sh: 1: /install.sh not found error.

So what's going on? why is Docker looking in bin/sh and not in current directory? It did find /install.sh the moment earlier?

i could use some help with the following error message. i'm on a Windows7 system running anaconda3.

when i run the following command in a conda window to setup the py4fi2nd environment, i get the following:

\py4fi2nd\>conda env create -f py4fi2nd.yml
Collecting package metadata (repodata.json): done
Solving environment: failed

ResolvePackageNotFound:
- ncurses=6.1
- glib-2.56.2
-compiler-rt=4.0.1
... (long list of packages)
-clang_osx-64=4.0.1
-gmp=6.1.2
-readline=7.0

thanks for any suggestions that might help. i'm open to modifying the .yml file if it needs to be customized for Windows, for example- clang_osx-64=4.0.1 is probably for MacOS?

Or, I can import the libraries to the env as needed.

-jw