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fix HRPOpt.optimize() crash on scipy >= 1.18 (removed _LINKAGE_METHODS) #760

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fix HRPOpt.optimize() crash on scipy >= 1.18 (removed _LINKAGE_METHODS) #760

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3 changes: 0 additions & 3 deletions pypfopt/hierarchical_portfolio.py
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Expand Up @@ -176,9 +176,6 @@ def optimize(self, linkage_method="single"):
OrderedDict
weights for the HRP portfolio
"""
if linkage_method not in sch._LINKAGE_METHODS:
raise ValueError("linkage_method must be one recognised by scipy")

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@kpj2006 kpj2006 Aug 31, 2026

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remove the precheck entirely. scipy.cluster.hierarchy.linkage() already validates method internally (confirmed by reading scipy's current source: if method not in _LINKAGE_METHODS: raise ValueError(f"Invalid method: {method}"), that dict just isn't exposed as a module attribute anymore. Letting linkage() do its own validation means this doesn't re-break on a future scipy internal refactor.

if self.returns is None:
cov = self.cov_matrix
corr = cov_to_corr(self.cov_matrix).round(6)
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4 changes: 2 additions & 2 deletions requirements.txt
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@@ -1,6 +1,6 @@
cvxpy>=1.1.19
numpy>=1.0.0
pandas>=0.19
numpy>=1.26.0,<3.0.0
pandas>=1.0.0,<4.0.0
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@kpj2006 kpj2006 Aug 31, 2026

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Also synced requirements.txt's numpy/pandas bounds to match pyproject.toml (numpy>=1.0.0/pandas>=0.19 → numpy>=1.26.0,<3.0.0/pandas>=1.0.0,<4.0.0), found while checking dependency consistency, pip install -r requirements.txt was pulling much older, unsupported versions than the package actually requires.

scikit-base<0.14.0
scikit-learn>=0.24.1
scipy>=1.3.0