`empyrical` python package referenced in Task_1 `requirements.txt` is not compatible with Python 3.12

[ryanpd423]

When trying to run the pip install command for the requirements.txt in the Task 1 repo I got an error regarding incompatibility between empyrical and Python 3.12. I believe it has something to do with with the SafeConfigParser call on line 412 in its versioneer.py file and support for that being removed from Python 3.12 - this is kind of my guess, not sure though I'm not a Python dev.

As a workaround I had to comment out empyrical from the requirements.txt file (in the Task 1 repo).

@stellawang196 (Keyi) asked me to create an issue for this in the #finai-2025-contest channel. Explained that empyrical is used for calculating metrics and that we could temporarily change cumulative_returns and max_drawdown to their corresponding formulas instead of using empyrical and that they would try to fix this asap.

I also experienced a number of package versions in the requirements.txt file that were out of date and causing further setup issues. Just fyi for anyone else.

[ryanpd423]

Here was my setup workaround for the time being:

#### Installation Steps

1. **Create virtual environment**:
   ```powershell
   python -m venv venv --upgrade-deps
   .\venv\Scripts\activate

2. Install core packages:

   pip install numpy==1.26.4 pandas==2.2.3 scipy==1.13.0
   pip install torch==2.4.1+cu118 torchvision==0.19.1+cu118 torchaudio==2.4.1+cu118 --index-url https://download.pytorch.org/whl/cu118

3. Install remaining requirements:

   pip install -r requirements.txt

Verification

python -c "import torch; print(f'PyTorch {torch.__version__}, CUDA:', torch.cuda.is_available())"
python -c "import seq_data; print('Project imports work')"

Troubleshooting

• If CUDA fails, use CPU-only versions:

  pip install torch==2.4.1+cpu torchvision==0.19.1+cpu torchaudio==2.4.1+cpu

• Delete and recreate venv if dependency conflicts occur

Notes

• Empyrical package is intentionally excluded (commented in requirements.txt)
• Tested on Python 3.12 with CUDA 11.8

Running Python 3.12 on Windows 11 using Powershell and not GitBash for this

[ryanpd423]

here's my edited requirements.txt:

certifi==2024.12.14
charset-normalizer==3.4.1
#empyrical==0.5.5
filelock==3.16.1
fsspec==2024.12.0
idna==3.10
jinja2==3.1.5
lxml==5.3.0
matplotlib==3.10.1
MarkupSafe==2.1.5
mpmath==1.3.0
networkx==3.1
numpy==1.26.4
pandas==2.2.3
pandas-datareader==0.10.0
python-dateutil==2.9.0.post0
pytz==2024.2
requests==2.32.3
scipy==1.13.0
six==1.17.0
sympy==1.13.3
torch==2.4.1+cu118
torchvision==0.19.1+cu118
typing-extensions==4.12.2
tzdata==2024.2
urllib3==2.2.3

[ryanpd423]

It appears as though Python 3.10 is the version being used in Task_1's repo so that is likely the reason empyrical didn't have any issue with the runtime when this project was originally created.

[stellawang196]

Yes, you are correct. We use Python 3.10 for the starter kit. Have you tried a virtual env with Python 3.10 to see if it works? We are validating the code not using the empyrical package.

[ryanpd423]

I replaced the calls empyrical's formulas with the formulas that are implemented in the python package and basically just hardcoded the calculation myself. I'm likely not gonna finish this contest so I'm gonna keep doing what I'm doing in the meantime.