Tensorflow issue on MacOS M3

[ben9809]

• ArbitrageLab: development branch
• Python version: 3.8
• Operating System: MacOS

Description

When I try to execute tests on a macOS M3 architecture there is a problem related to TensorFlow package that crashes the execution of the tests.

What I Did

python -m venv venv
source venv/bin/activate
pip install -r requirements.txt
python -m pytest tests/

Error Message: zsh: illegal hardware instruction python -m pytest tests/

Expected behavior

The test suite should execute without any crashes, allowing for all tests to run to completion and report results.

Additional context

There is a way to resolve this issue if you are using Python 3.8. Here's a better approach to ensure compatibility with the macOS M3 architecture:

1. Install conda for MacOS (https://conda.io/projects/conda/en/latest/user-guide/install/macos.html)

conda create -n arbitragelab python=3.8
conda activate arbitragelab

3. Comment line 4 from requirements.txt (cvxpy package installation fails: https://stackoverflow.com/questions/73610748/how-to-install-cvxpy-on-mac-m1)

  conda install -c conda-forge cvxpy #install cvxpy through conda
  pip install -r requirements.txt
  python -m pytest tests/

Following these steps, the issue related to the TensorFlow package is fixed. Consider that once the library supports Python 3.9 or later, this issue may not be present anymore.

[ben9809]

After merging the development branch, it will be only necessary to install cvxpy through conda just for the Python versions 3.8 and 3.9