PyPortfolioOpt Docker Containerization

Generate production-ready Docker configuration for Python web applications using PyPortfolioOpt.

Requirements.txt

Must contain these packages in this order:

osqp
pyportfolioopt>=1.5.6

Add other project dependencies after these two core packages.

Dockerfile Template

FROM python:3.11-slim

# System dependencies for numerical/optimization libraries
RUN apt-get update && apt-get install -y --no-install-recommends \
    build-essential \
    gcc \
    g++ \
    pkg-config \
    libblas-dev \
    liblapack-dev \
    gfortran \
    libopenblas-dev \
    curl \
    && rm -rf /var/lib/apt/lists/*

WORKDIR /app

COPY requirements.txt .
RUN pip install --no-cache-dir -r requirements.txt

COPY . .

EXPOSE 8000

CMD ["uvicorn", "main:app", "--host", "0.0.0.0", "--port", "8000"]

Key Rules

1. System deps before pip: Install all apt packages before pip install
2. Clean apt cache: Always end apt stanza with && rm -rf /var/lib/apt/lists/*
3. OSQP first: osqp must be in requirements.txt before pyportfolioopt
4. Slim base: Use python:3.X-slim for smaller image size

Customization

• Adjust CMD for your framework (FastAPI/uvicorn shown above)
• Add additional Python packages to requirements.txt after the core two
• For Gunicorn: CMD ["gunicorn", "-w", "4", "-b", "0.0.0.0:8000", "main:app"]