Tutorial code snippet cannot be run by itself?

[Realife-Brahmin]

So I cannot run this:

# Minimal example:
from amplpy import AMPL
import pandas as pd
ampl = AMPL()
ampl.eval(r"""
    set A ordered;
    param S{A, A};
    param lb default 0;
    param ub default 1;
    var w{A} >= lb <= ub;
    minimize portfolio_variance:
        sum {i in A, j in A} w[i] * S[i, j] * w[j];
    s.t. portfolio_weights:
        sum {i in A} w[i] = 1;
""")
tickers, cov_matrix = # ... pre-process data in Python
ampl.set["A"] = tickers
ampl.param["S"] = pd.DataFrame(cov_matrix, index=tickers, columns=tickers)
ampl.solve(solver="gurobi", gurobi_options="outlev=1")
assert ampl.solve_result == "solved"
sigma = ampl.get_value("sqrt(sum {i in A, j in A} w[i] * S[i, j] * w[j])")
print(f"Volatility: {sigma*100:.1f}%")
# ... post-process solution in Python

as I get an error on tickers, cov_matrix not being defined variables?

Only when I instantiate the variables, something like this:

# Additional loc(s) to make the above Minimal Example a 'Working' one:
# Pre-process data in Python
tickers = ['AAPL', 'GOOGL', 'MSFT']  # Example tickers
cov_matrix = [
    [0.1, 0.01, 0.02],
    [0.01, 0.2, 0.03],
    [0.02, 0.03, 0.15]
]  # Example covariance matrix

can I get it to actually run.

Surely my additional loc(s) shouldn't be necessary, and that the amplpy tutorial code snippet is supposed to work by itself? (Sorry I'm certain this must be a pretty trivial question.)

[fdabrandao]

Hi @Realife-Brahmin,

Thank you for bringing this up. Yes, the same does not include everything necessary to run the example to keep is short. You can find the complete example at https://ampl.com/colab/notebooks/financial-portfolio-optimization-with-amplpy.html. However, it is a good idea to include some sample data like the one you used to just make it runnable. I will updated the example.