from pypfopt import plotting

[thequantfinancegrad]

OSError: 'seaborn-deep' is not a valid package style, path of style file, URL of style file, or library style name (library styles are listed in style.available)

[Charango-Chile]

The offending line is on the file plotting.py:

plt.style.use("seaborn-deep")

This style does no longer exists within matplotlib. Changing the line to another style ("classic" for example) removes the error and in your code you can then use plt.style.use() with your own desired available style.